Table 11 VECM results
From: The impact of bank lending on Palestine economic growth: an econometric analysis of time series data
Coefficient | Std. Error | t-Statistic | Prob. | |
|---|---|---|---|---|
VECM with BL | ||||
C(1) | 0.111775 | 0.200075 | 0.558664 | 0.5797 |
R-squared | 0.470935 | Mean dependent var | −0.00021 | |
Adjusted R-squared | 0.122866 | S.D. dependent var | 0.00903 | |
S.E. of regression | 0.008457 | Akaike info criterion | −6.41648 | |
Sum squared reside | 0.002718 | Schwarz criterion | − 5.53943 | |
Log likelihood | 231.3273 | Hannan -Quinn criter. | − 6.07097 | |
F-statistic | 1.352993 | Durbin-Watson stat | 1.990608 | |
Prob (F-statistic) | 0.196087 | |||
VECM with Private BL | ||||
C(1) | −0.25876 | 0.223641 | −1.15701 | 0.2545 |
R-squared | 0.479734 | Mean dependent var | −0.00021 | |
Adjusted R-squared | 0.137453 | S.D. dependent var | 0.00903 | |
S.E. of regression | 0.008386 | Akaike info criterion | −6.43325 | |
Sum squared reside | 0.002672 | Schwarz criterion | −5.5562 | |
Log likelihood | 231.864 | Hannan -Quinn criter. | −6.08774 | |
F-statistic | 1.401581 | Durbin-Watson stat | 2.047383 | |
Prob (F-statistic) | 0.170216 | |||
VECM with Public BL | ||||
C(1) | 0.10208 | 0.248553 | 0.410696 | 0.6836 |
R-squared | 0.465124 | Mean dependent var | −0.00021 | |
Adjusted R-squared | 0.113232 | S.D. dependent var | 0.00903 | |
S.E. of regression | 0.008503 | Akaike info criterion | −6.40556 | |
Sum squared reside | 0.002748 | Schwarz criterion | −5.52851 | |
Log likelihood | 230.9778 | Hannan -Quinn criter. | −6.06004 | |
F-statistic | 1.321782 | Durbin-Watson stat | 1.98956 | |
Prob (F-statistic) | 0.214425 | |||