Table 5 Vector error-correction model.
Sample: 1973–2020 Log-likelihood = 65.45005 Det(Sigma_ml) = 7.69e−07 | Number of obs = 48 AIC = − .7270853 HQIC = − .0199557 SBIC = 1.144116 | ||||
|---|---|---|---|---|---|
Equation | Parms | RMSE | R-sq | chi2 | p > chi2 |
D_LnGDP | 11 | .128788 | 0.7886 | 134.2588 | 0.0000 |
D_LnImp | 11 | .293872 | 0.6852 | 78.34248 | 0.0000 |
D_LnExp | 11 | .175378 | 0.2554 | 12.34801 | 0.3381 |
D_LnExc | 11 | .24203 | 0.4616 | 30.87066 | 0.0012 |