td>
Lag truncation for Bartlett kernel: 1
(Newey-West suggests: 3)
Residual variance with no correction
128108.6
Residual variance with correction
114483.1
Phillips-Perron Test Equation
Dependent Variable: D (IG)
Method: Least Squares
Date: 12/13/08 Time: 14:39
Sample (adjusted): 1999:3 2008:2
Included observations: 36 after adjusting endpoints
Variable
Coefficient
Std. Error
t-Statistic
Prob. /Td>
D (IG (-1))
-1.133453
0.183759
-6.168167
0.0000
@ TREND (1999:1)
3.839129
5.997744
2.640095
0.1265
R-squared
0.438149
Mean dependent var
20.35833
Adjusted R-squared
0.510158
S.D. dependent var
534.1404
S.E. of regression
373.8380
Akaike info criterion
14.76518
