Kiể Tra Tính Dừng Của Biến Lnif

Exogenous: Constant

Lag Length: 3 (Automatic - based on SIC, maxlag=8)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.947039

0.0025

Test critical values:

1% level

-3.497727

5% level

-2.890926

10% level

-2.582514

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNIP,2)

Method: Least Squares

Date: 03/29/20 Time: 16:41

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(LNIP(-1))

-1.054844

0.267249

-3.947039

0.0002

D(LNIP(-1),2)

-0.186933

0.207114

-0.902558

0.3691

D(LNIP(-2),2)

-0.382702

0.150671

-2.539983

0.0127

D(LNIP(-3),2)

-0.640991

0.084378

-7.596663

0.0000

C

0.043983

0.016601

2.649388

0.0095

R-squared

0.921268

Mean dependent var

0.001442

Adjusted R-squared

0.917917

S.D. dependent var

0.411057

S.E. of regression

0.117768

Akaike info criterion

-1.391014

Sum squared resid

1.303716

Schwarz criterion

-1.259947

Log likelihood

73.85519

Hannan-Quinn criter.

-1.337984

F-statistic

274.9796

Durbin-Watson stat

1.852867

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 8 (Automatic - based on SIC, maxlag=8)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-1.946298

0.3101

Test critical values:

1% level

-3.500669

5% level

-2.892200

10% level

-2.583192

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNIF)

Method: Least Squares

Date: 04/02/20 Time: 00:45

Sample (adjusted): 1996Q2 2019Q4

Included observations: 95 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNIF(-1)

-0.041830

0.021492

-1.946298

0.0549

D(LNIF(-1))

-0.106246

0.098557

-1.078017

0.2841

D(LNIF(-2))

-0.113064

0.098164

-1.151782

0.2526

D(LNIF(-3))

-0.131331

0.098469

-1.333732

0.1859

D(LNIF(-4))

0.286240

0.098638

2.901933

0.0047

D(LNIF(-5))

-0.134075

0.098463

-1.361679

0.1769

D(LNIF(-6))

-0.109113

0.098784

-1.104569

0.2725

D(LNIF(-7))

-0.151141

0.098982

-1.526944

0.1305

D(LNIF(-8))

0.350016

0.099678

3.511470

0.0007

C

0.485480

0.241725

2.008395

0.0478

R-squared

0.779025

Mean dependent var

0.018798

Adjusted R-squared

0.755628

S.D. dependent var

0.269032

S.E. of regression

0.132993

Akaike info criterion

-1.097740

Sum squared resid

1.503407

Schwarz criterion

-0.828911

Log likelihood

62.14264

Hannan-Quinn criter.

-0.989113

F-statistic

33.29552

Durbin-Watson stat

1.918971

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 3 (Automatic - based on SIC, maxlag=6)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-3.900054

0.0029

Test critical values:

1% level

-3.497727

5% level

-2.890926

10% level

-2.582514

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNIF,2)

Method: Least Squares

Date: 04/02/20 Time: 00:45

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(LNIF(-1))

-1.031780

0.264555

-3.900054

0.0002

D(LNIF(-1),2)

-0.199579

0.204206

-0.977343

0.3309

D(LNIF(-2),2)

-0.355126

0.147562

-2.406627

0.0181

D(LNIF(-3),2)

-0.602123

0.082957

-7.258222

0.0000

C

0.016534

0.015218

1.086483

0.2800

R-squared

0.908483

Mean dependent var

0.004097

Adjusted R-squared

0.904588

S.D. dependent var

0.470069

S.E. of regression

0.145198

Akaike info criterion

-0.972245

Sum squared resid

1.981764

Schwarz criterion

-0.841179

Log likelihood

53.12615

Hannan-Quinn criter.

-0.919216

F-statistic

233.2824

Durbin-Watson stat

1.805745

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 4 (Automatic - based on SIC, maxlag=12)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-2.637122

0.0890

Test critical values:

1% level

-3.497727

5% level

-2.890926

10% level

-2.582514

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNLAB)

Method: Least Squares

Date: 04/02/20 Time: 00:31

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNLAB(-1)

-0.016394

0.006217

-2.637122

0.0098

D(LNLAB(-1))

-0.354975

0.092819

-3.824379

0.0002

D(LNLAB(-2))

-0.239049

0.094944

-2.517804

0.0135

D(LNLAB(-3))

-0.286266

0.095227

-3.006140

0.0034

D(LNLAB(-4))

0.393138

0.093260

4.215491

0.0001

C

0.183721

0.067327

2.728803

0.0076

R-squared

0.519783

Mean dependent var

0.005396

Adjusted R-squared

0.493965

S.D. dependent var

0.013452

S.E. of regression

0.009569

Akaike info criterion

-6.401892

Sum squared resid

0.008516

Schwarz criterion

-6.244612

Log likelihood

322.8936

Hannan-Quinn criter.

-6.338256

F-statistic

20.13253

Durbin-Watson stat

2.125351

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 3 (Automatic - based on SIC, maxlag=8)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-4.216988

0.0010

Test critical values:

1% level

-3.497727

5% level

-2.890926

10% level

-2.582514

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNLAB,2)

Method: Least Squares

Date: 03/29/20 Time: 16:43

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(LNLAB(-1))

-1.161732

0.275489

-4.216988

0.0001

D(LNLAB(-1),2)

-0.115202

0.217016

-0.530844

0.5968

D(LNLAB(-2),2)

-0.271959

0.158254

-1.718498

0.0890

D(LNLAB(-3),2)

-0.475000

0.090685

-5.237908

0.0000

C

0.006233

0.001804

3.454911

0.0008

R-squared

0.816468

Mean dependent var

-0.000111

Adjusted R-squared

0.808659

S.D. dependent var

0.022558

S.E. of regression

0.009867

Akaike info criterion

-6.349979

Sum squared resid

0.009152

Schwarz criterion

-6.218912

Log likelihood

319.3240

Hannan-Quinn criter.

-6.296949

F-statistic

104.5433

Durbin-Watson stat

2.188027

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 4 (Automatic - based on SIC, maxlag=12)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-1.277181

0.6378

Test critical values:

1% level

-3.497727

5% level

-2.890926

10% level

-2.582514

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNLCU)

Method: Least Squares

Date: 04/02/20 Time: 00:38

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNLCU(-1)

-0.067205

0.052620

-1.277181

0.2047

D(LNLCU(-1))

-0.391883

0.106562

-3.677513

0.0004

D(LNLCU(-2))

-0.333565

0.106641

-3.127916

0.0024

D(LNLCU(-3))

-0.358608

0.104886

-3.419037

0.0009

D(LNLCU(-4))

0.396289

0.099953

3.964734

0.0001

C

0.177351

0.168645

1.051625

0.2957

R-squared

0.588007

Mean dependent var

-0.011350

Adjusted R-squared

0.565856

S.D. dependent var

0.583488

S.E. of regression

0.384458

Akaike info criterion

0.984728

Sum squared resid

13.74615

Schwarz criterion

1.142008

Log likelihood

-42.74403

Hannan-Quinn criter.

1.048364

F-statistic

26.54634

Durbin-Watson stat

1.877183

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 3 (Automatic - based on SIC, maxlag=8)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-5.467334

0.0000

Test critical values:

1% level

-3.497727

5% level

-2.890926

10% level

-2.582514

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNLCU,2)

Method: Least Squares

Date: 03/29/20 Time: 16:44

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(LNLCU(-1))

-1.841440

0.336808

-5.467334

0.0000

D(LNLCU(-1),2)

0.390457

0.261884

1.490955

0.1393

D(LNLCU(-2),2)

0.011134

0.182837

0.060895

0.9516

D(LNLCU(-3),2)

-0.380795

0.099547

-3.825277

0.0002

C

-0.032119

0.039398

-0.815262

0.4170

R-squared

0.848707

Mean dependent var

0.005933

Adjusted R-squared

0.842269

S.D. dependent var

0.971278

S.E. of regression

0.385747

Akaike info criterion

0.981913

Sum squared resid

13.98725

Schwarz criterion

1.112980

Log likelihood

-43.60472

Hannan-Quinn criter.

1.034943

F-statistic

131.8276

Durbin-Watson stat

1.865713

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 6 (Automatic - based on SIC, maxlag=12)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-1.321621

0.6170

Test critical values:

1% level

-3.499167

5% level

-2.891550

10% level

-2.582846

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNOILP)

Method: Least Squares

Date: 04/02/20 Time: 00:38

Sample (adjusted): 1995Q4 2019Q4

Included observations: 97 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

LNOILP(-1)

-0.115327

0.087262

-1.321621

0.1897

D(LNOILP(-1))

-0.739466

0.113523

-6.513789

0.0000

D(LNOILP(-2))

-0.604563

0.131875

-4.584373

0.0000

D(LNOILP(-3))

0.235008

0.142437

1.649905

0.1025

D(LNOILP(-4))

-0.092164

0.139322

-0.661514

0.5100

D(LNOILP(-5))

-0.120050

0.120217

-0.998612

0.3207

D(LNOILP(-6))

-0.321531

0.089070

-3.609855

0.0005

C

0.452659

0.339046

1.335095

0.1853

R-squared

0.742113

Mean dependent var

0.000136

Adjusted R-squared

0.721830

S.D. dependent var

0.857095

S.E. of regression

0.452047

Akaike info criterion

1.328814

Sum squared resid

18.18687

Schwarz criterion

1.541161

Log likelihood

-56.44749

Hannan-Quinn criter.

1.414677

F-statistic

36.58758

Durbin-Watson stat

1.561981

Prob(F-statistic)

0.000000