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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