Page 40 - Azerbaijan State University of Economics
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Chibuike R. Oguanobi, Geraldine E. Nzeribe, Chukwunonso S. Ekesiobi: Export promotion
in Nigeria: has the impact of banking sector reforms been felt?
APPENDIX
Table A1: ADF UNIT ROOT TEST FOR GDP
ADF Test Statistic -3.600002 1% Critical Value* -4.5743
5% Critical Value -3.6920
10% Critical Value -3.2856
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(GDP,2)
Method: Least Squares
Date: 01/28/16 Time: 17:35
Sample(adjusted): 1997 2014
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
D(GDP(-1)) -1.502047 0.417235 -3.600002 0.0029
D(GDP(-1),2) 0.049382 0.249213 0.198152 0.8458
C -3977.961 1805.470 -2.203283 0.0448
@TREND(1994) 965.1631 272.9492 3.536054 0.0033
R-squared 0.726572 Mean dependent var 570.0128
Adjusted R-squared 0.667980 S.D. dependent var 4295.337
S.E. of regression 2475.023 Akaike info criterion 18.65902
Sum squared resid 85760361 Schwarz criterion 18.85688
Log likelihood -163.9312 F-statistic 12.40059
Durbin-Watson stat 2.141904 Prob(F-statistic) 0.000313
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