Variables

Coefficient

t-statistic

Prob.

∆ Ln P

−0.1538

−3.1718

0.0036

∆ Ln GDP

0.2273

1.5232

0.1385

ut-1

−0.1942

−1.0363

0.3086

Constant

0.0203

1.2744

0.2126

Jarque Bera statistic

0.2781

Durbin Watson statistic

1.8164

Breusch Godfrey serial correlation LM test (F statistic), including two lags^a

0.6268

Breusch-Pagan-Godfrey heteroskedasticity test (F statistic)

0.5113

R squared

0.3238

Adjusted R squared

0.2539

F statistic

4.6304

∆ Ln P

−0.1538

∆ Ln GDP

0.2273