NAMA : YENI NOVIANDI

NIM : 190430120
MK : METEDOLOGI PENELITIAN

MENGANALISIS UJI DATA MODEL DINAMIS

1.KESIMPULAN HASIL UJI STASIONER

Null Hypothesis: Unit root (common unit root process)

Series: CDV__JUTAAN_USD_, JUB__MILLIAR_RP_, KURS, SBD, SBI
Date: 05/29/22 Time: 20:56
Sample: 2001M01 2013M10
Exogenous variables: None
Automatic selection of maximum lags
Automatic lag length selection based on SIC: 1 to 12
Newey-West automatic bandwidth selection and Bartlett kernel
Total number of observations: 742
Cross-sections included: 5

Method Statistic Prob.**

-
Levin, Lin & Chu t* 0.83145 0.2029

** Probabilities are computed assuming asympotic normality

Intermediate results on UNTITLED

2nd Stage Variance HAC of Max Band-

Series Coefficient of Reg Dep. Lag Lag width Obs
CDV__JUTAAN_
USD_ 0.00363 5.E+06 1.E+07 1 13 6.0 152
JUB__MILLIAR_
RP_ 0.01421 5.E+08 5.E+09 12 13 9.0 141
KURS -0.00089 118106 108236 3 13 7.0 150
SBD -0.00295 0.0562 0.5705 5 13 9.0 148
SBI -0.00088 0.0225 0.2052 2 13 8.0 151

Coefficient t-Stat SE Reg mu* sig* Obs

Pooled -0.00060 -0.835 1.008 0.000 1.004 742
2.UJI HASIL LAG

VAR Lag Order Selection Criteria

Endogenous variables: CDV__JUTAAN_USD_ JUB__MILLIAR_RP_ KURS
SBD SBI
Exogenous variables: C
Date: 05/29/22 Time: 20:50
Sample: 2001M01 2013M10
Included observations: 146

Lag LogL LR FPE AIC SC HQ

0 -5259.803 NA 1.44e+25 72.12059 72.22277 72.16211

1 -4012.758 2391.593 7.75e+17 55.38025 55.99332 55.62935
2 -3949.351 117.2590 4.58e+17 54.85413 55.97809* 55.31082*
3 -3917.585 56.57042 4.19e+17* 54.76144* 56.39629 55.42572
4 -3893.847 40.64698* 4.29e+17 54.77873 56.92447 55.65059
5 -3871.810 36.22576 4.50e+17 54.81931 57.47595 55.89876
6 -3852.760 30.00973 4.95e+17 54.90082 58.06835 56.18786
7 -3831.314 32.31648 5.30e+17 54.94950 58.62792 56.44413
8 -3815.603 22.59741 6.18e+17 55.07676 59.26607 56.77897

* indicates lag order selected by the criterion

LR: sequential modified LR test statistic (each test at 5% level)
FPE: Final prediction error
AIC: Akaike information criterion
SC: Schwarz information criterion
HQ: Hannan-Quinn information criterion
3.UJI CAUSALITAS

Date: 05/29/22 Time: 21:03

Series: CDV__JUTAAN_USD_ JUB__MILLIAR_RP_ KURS SBD SBI
Sample: 2001M01 2013M10
Included observations: 154
Null hypothesis: Series are not cointegrated
Cointegrating equation deterministics: C
Automatic lags specification based on Schwarz criterion (maxlag=8)

Dependent tau-statistic Prob.* z-statistic Prob.*

CDV__JUTAAN_USD
_ -2.438844 0.8393 -13.27086 0.7770
JUB__MILLIAR_RP_ -2.473474 0.8277 -14.54185 0.7173
KURS -3.996893 0.1509 -29.07663 0.1372
SBD -2.868943 0.6609 -14.87662 0.7009
SBI -2.942537 0.6243 -15.49190 0.6704

*MacKinnon (1996) p-values.

Intermediate Results:
CDV__JUTAA JUB__MILLIA
N_USD_ R_RP_ KURS SBD SBI
Rho – 1 -0.086738 -0.095045 -0.190043 -0.097233 -0.101254
Rho S.E. 0.035565 0.038426 0.047548 0.033892 0.034411
Residual variance 10072409 7.90E+09 105838.0 0.078898 0.034418
Long-run residual variance 10072409 7.90E+09 105838.0 0.078898 0.034418
Number of lags 0 0 0 0 0
Number of observations 153 153 153 153 153
Number of stochastic trends** 5 5 5 5 5

**Number of stochastic trends in asymptotic distribution

4.UJI COINTGRASI

Vector Error Correction Estimates

Date: 05/29/22 Time: 21:06
Sample (adjusted): 2001M04 2013M10
Included observations: 151 after adjustments
Standard errors in ( ) & t-statistics in [ ]

Cointegrating Eq: CointEq1

CDV__JUTAAN_USD_(-1) 1.000000

JUB__MILLIAR_RP_(-1) -0.006037
(0.01119)
[-0.53922]

KURS(-1) -14.06116
(8.62059)
[-1.63111]

SBD(-1) 21030.24
(7687.17)
[ 2.73576]

SBI(-1) -32639.19
(11680.9)
[-2.79425]

C 356726.0

D(CDV__JUTA D(JUB__MILLIA
Error Correction: AN_USD_) R_RP_) D(KURS) D(SBD) D(SBI)

CointEq1 0.005610 0.449878 0.000667 -4.41E-07 -6.39E-08

(0.00556) (0.06500) (0.00088) (6.1E-07) (3.8E-07)
[ 1.00953] [ 6.92129] [ 0.75729] [-0.72516] [-0.16979]

D(CDV__JUTAAN_USD_(-
1)) 0.256884 -1.974620 -0.020275 -3.10E-06 -4.19E-06
(0.08598) (1.00576) (0.01364) (9.4E-06) (5.8E-06)
[ 2.98769] [-1.96331] [-1.48669] [-0.32947] [-0.72063]

D(CDV__JUTAAN_USD_(-
2)) -0.020337 0.893294 -0.015825 8.73E-06 1.48E-06
(0.08739) (1.02227) (0.01386) (9.6E-06) (5.9E-06)
[-0.23271] [ 0.87383] [-1.14165] [ 0.91278] [ 0.25074]

D(JUB__MILLIAR_RP_(-1)) -0.011242 -0.385154 0.000831 -3.44E-07 6.15E-07

(0.00716) (0.08375) (0.00114) (7.8E-07) (4.8E-07)
[-1.57006] [-4.59869] [ 0.73139] [-0.43858] [ 1.26937]

D(JUB__MILLIAR_RP_(-2)) -0.015822 -0.238755 0.001530 -3.32E-07 5.22E-07

(0.00704) (0.08235) (0.00112) (7.7E-07) (4.8E-07)
[-2.24752] [-2.89942] [ 1.37010] [-0.43077] [ 1.09627]
 D(KURS(-1)) -0.053466 21.23275 0.067300 9.06E-06 8.05E-06
(0.54302) (6.35193) (0.08613) (5.9E-05) (3.7E-05)
[-0.09846] [ 3.34272] [ 0.78140] [ 0.15252] [ 0.21909]

D(KURS(-2)) 0.673968 5.458949 -0.238747 3.69E-05 -3.56E-06

(0.56186) (6.57239) (0.08912) (6.1E-05) (3.8E-05)
[ 1.19952] [ 0.83059] [-2.67903] [ 0.60046] [-0.09352]

D(SBD(-1)) -223.1578 13569.64 46.70433 0.073014 0.075778

(756.300) (8846.79) (119.956) (0.08276) (0.05120)
[-0.29507] [ 1.53385] [ 0.38934] [ 0.88222] [ 1.48010]

D(SBD(-2)) 587.3791 -3569.981 -254.5816 0.274780 0.052778

(740.322) (8659.89) (117.422) (0.08101) (0.05012)
[ 0.79341] [-0.41224] [-2.16809] [ 3.39181] [ 1.05311]

D(SBI(-1)) 661.4890 11864.37 164.4358 0.438344 0.471910

(1323.45) (15481.0) (209.911) (0.14482) (0.08959)
[ 0.49982] [ 0.76638] [ 0.78336] [ 3.02674] [ 5.26737]

D(SBI(-2)) -1399.056 22697.40 154.5210 0.321520 0.106445

(1373.39) (16065.2) (217.833) (0.15029) (0.09297)
[-1.01869] [ 1.41283] [ 0.70935] [ 2.13934] [ 1.14491]

C 795.5238 32202.42 -18.26080 0.011477 -0.030757

(295.013) (3450.90) (46.7918) (0.03228) (0.01997)
[ 2.69657] [ 9.33159] [-0.39026] [ 0.35550] [-1.54009]

R-squared 0.128201 0.328092 0.126196 0.511222 0.524126

Adj. R-squared 0.059210 0.274919 0.057046 0.472541 0.486467
Sum sq. resids 6.98E+08 9.55E+10 17557816 8.357564 3.198378
S.E. equation 2240.778 26211.43 355.4085 0.245207 0.151690
F-statistic 1.858223 6.170314 1.824965 13.21659 13.91768
Log likelihood -1372.909 -1744.274 -1094.871 4.245800 76.76530
Akaike AIC 18.34317 23.26191 14.66055 0.102705 -0.857819
Schwarz SC 18.58295 23.50170 14.90033 0.342488 -0.618035
Mean dependent 412.9007 18608.91 5.523179 -0.044238 -0.039536
S.D. dependent 2310.215 30782.05 366.0013 0.337628 0.211677

Determinant resid covariance (dof adj.) 4.81E+17

Determinant resid covariance 3.18E+17
Log likelihood -4113.938
Akaike information criterion 55.35017
Schwarz criterion 56.64900
Number of coefficients 65
 Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
2 YES
- - VECM -
3 YES
4 YES
Stabilitas Var Sabil
Terjadi kointegrasi dari keempat variable yang di uji

Kemungkinan 2

Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
2 YES
VARDD - - -
3 YES
4 YES
Stabilitas Var Sabil
Tidak Terjadi kointegrasi dari keempat variable yang di uji

Kemungkinan 3

Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
- ARDL - -
2 YES

3 YES
4 YES
Stabilitas Var Sabil
Terjadi kointegrasi dari keempat variable yang di uji

Kemungkinan 3

Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
2 YES
VARD - - -
3 YES
4 YES
Stabilitas Var Sabil
Tidak terjadi kointegrasi dari keempat variable yang di uji
Kemungkinan 4

Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
2 YES
VARlevel - - -
3 YES
4 YES
Stabilitas Var Sabil
Tidak terjadi kointegrasi dari keempat variable yang di uji

Kemungkinan 5

Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
2 YES
VARD - - -
3 YES
4 YES
Stabilitas Var Sabil
Tidak terjadi kointegrasi dari keempat variable yang di uji

Kemungkinan 6

Uji stasioneritas
ADF, PP atau KPSS
Variabel Level I Different 2 Diference VAR ARDL VECM ECM
1 YES
2 YES
VARDD - - -
3 YES
4 YES
Stabilitas Var Sabil
Tidak terjadi kointegrasi dari keempat variable yang di uji

Hasil Uji Stasioneritas

Uji stasioneritas
Variabel ADF PP KPSS
1 YES
2 YES
3 YES
4 YES
Stabilitas Var Sabil
Tidak terjadi kointegrasi dari keempat variable yang di uji
5.UJI STABILISASI VAR

Roots of Characteristic Polynomial

Endogenous variables: CDV__JUTAAN_US
D_ JUB__MILLIAR_RP_ KURS SBD SBI

Exogenous variables: C
Lag specification: 1 2
Date: 05/29/22 Time: 21:28

Root Modulus

1.008056 1.008056
0.953957 0.953957
0.930346 - 0.086910i 0.934397
0.930346 + 0.086910i 0.934397
0.813519 0.813519
0.496929 0.496929
-0.318230 0.318230
0.289682 0.289682
0.160728 - 0.082178i 0.180518
0.160728 + 0.082178i 0.180518

Warning: At least one root outside the unit circle.

VAR does not satisfy the stability condition.
6.UJI VAR

Bayesian VAR Estimates

Date: 05/29/22 Time: 21:34
Sample (adjusted): 2001M03 2013M10
Included observations: 152 after adjustments
Prior type: Litterman/Minnesota
Initial residual covariance: Univariate AR
Hyper-parameters: Mu: 0, L1: 0.1, L2: 0.99, L3: 1
Standard errors in ( ) & t-statistics in [ ]

CDV__JUTAAN JUB__MILLIAR
_USD_ _RP_ KURS SBD SBI

CDV__JUTAAN_USD_(-1) 0.884075 0.095456 -0.018572 9.27E-07 -1.42E-06

(0.04203) (0.53123) (0.00666) (5.4E-06) (2.9E-06)
[ 21.0334] [ 0.17969] [-2.78899] [ 0.17126] [-0.49198]

CDV__JUTAAN_USD_(-2) 0.074110 0.645997 0.003498 4.34E-07 2.40E-06

(0.03999) (0.50464) (0.00633) (5.1E-06) (2.7E-06)
[ 1.85343] [ 1.28012] [ 0.55309] [ 0.08446] [ 0.87653]

JUB__MILLIAR_RP_(-1) -0.000642 0.773403 0.000731 1.05E-07 7.91E-08

(0.00313) (0.04016) (0.00050) (4.1E-07) (2.2E-07)
[-0.20472] [ 19.2592] [ 1.46295] [ 0.25851] [ 0.36596]

JUB__MILLIAR_RP_(-2) 0.001846 0.211076 -0.000129 -3.35E-08 -1.68E-07

(0.00307) (0.03936) (0.00049) (4.0E-07) (2.1E-07)
[ 0.60100] [ 5.36227] [-0.26292] [-0.08424] [-0.79361]

KURS(-1) -0.403050 5.384620 0.608873 0.000116 8.21E-05

(0.33287) (4.23319) (0.05329) (4.3E-05) (2.3E-05)
[-1.21082] [ 1.27200] [ 11.4253] [ 2.68276] [ 3.57787]

KURS(-2) 0.103793 -3.261482 0.037659 5.04E-05 1.52E-05

(0.25719) (3.27082) (0.04130) (3.3E-05) (1.8E-05)
[ 0.40356] [-0.99714] [ 0.91176] [ 1.51279] [ 0.85793]

SBD(-1) 62.98587 5658.312 -5.243153 0.711587 0.051645

(379.153) (4821.97) (60.4358) (0.04940) (0.02615)
[ 0.16612] [ 1.17345] [-0.08676] [ 14.4040] [ 1.97485]

SBD(-2) 160.1772 -2910.232 -85.95033 0.052652 -0.071727

(302.644) (3848.92) (48.2435) (0.03950) (0.02087)
[ 0.52926] [-0.75612] [-1.78159] [ 1.33287] [-3.43620]

SBI(-1) -432.1643 761.8881 234.1866 0.450054 1.036855

(585.811) (7450.03) (93.3880) (0.07591) (0.04061)
[-0.73772] [ 0.10227] [ 2.50767] [ 5.92910] [ 25.5308]

SBI(-2) 112.3510 -6650.865 -107.3880 -0.116581 -0.038884

(566.682) (7206.86) (90.3287) (0.07342) (0.03936)
[ 0.19826] [-0.92285] [-1.18886] [-1.58789] [-0.98788]
 C 6049.601 47139.75 2213.300 -4.353967 -0.630292
(4273.68) (54349.3) (681.431) (0.55393) (0.29492)
[ 1.41555] [ 0.86735] [ 3.24802] [-7.86015] [-2.13719]

R-squared 0.992918 0.998936 0.786771 0.992371 0.994417

Adj. R-squared 0.992416 0.998861 0.771649 0.991830 0.994021
Sum sq. resids 8.38E+08 1.11E+11 18930465 10.89523 4.621680
S.E. equation 2438.339 28019.61 366.4132 0.277977 0.181047
F-statistic 1976.992 13243.22 52.02619 1834.131 2511.524
Mean dependent 55885.71 1703353. 9431.342 9.805000 14.57888
S.D. dependent 27999.56 830236.1 766.7775 3.075376 2.341457
7.UJI VECM

Date: 05/29/22 Time: 21:38

Sample (adjusted): 2001M04 2013M10
Included observations: 151 after adjustments
Trend assumption: Linear deterministic trend (restricted)
Series: CDV__JUTAAN_USD_ JUB__MILLIAR_RP_ KURS SBD SBI
Lags interval (in first differences): 1 to 2

Unrestricted Cointegration Rank Test (Trace)

Hypothesized Trace 0.05

No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None * 0.298555 132.5139 88.80380 0.0000

At most 1 * 0.244906 78.96736 63.87610 0.0016
At most 2 0.134056 36.54944 42.91525 0.1869
At most 3 0.070221 14.81526 25.87211 0.5899
At most 4 0.024988 3.821159 12.51798 0.7678

Trace test indicates 2 cointegrating eqn(s) at the 0.05 level

* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized Max-Eigen 0.05

No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None * 0.298555 53.54656 38.33101 0.0005

At most 1 * 0.244906 42.41791 32.11832 0.0020
At most 2 0.134056 21.73418 25.82321 0.1584
At most 3 0.070221 10.99411 19.38704 0.5139
At most 4 0.024988 3.821159 12.51798 0.7678

Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level

* denotes rejection of the hypothesis at the 0.05 level
**MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I):

CDV__JUTAAN_ JUB__MILLIAR_ @TREND(01M02

USD_ RP_ KURS SBD SBI )
3.53E-05 -3.06E-06 8.71E-05 -0.676546 1.555622 0.093046
-1.26E-06 3.21E-06 -0.000960 1.813232 -3.391303 -0.103740
-8.30E-05 1.65E-06 -0.002044 -0.368993 1.104756 0.046680
-3.69E-05 9.10E-07 -0.000620 -1.289762 1.473737 0.008445
-5.45E-05 -1.52E-06 0.000263 0.285358 -0.574429 0.050026

Unrestricted Adjustment Coefficients (alpha):

D(CDV__JUTAA
N_USD_) 493.7242 -280.2897 156.7380 -50.64142 287.1126
D(JUB__MILLIA
R_RP_) 12868.79 7495.200 -1277.253 1243.259 -896.2132
D(KURS) -18.43642 64.97220 75.61180 61.13735 -7.912412
D(SBD) 0.016764 -0.047455 -0.044474 0.046024 -0.003538
D(SBI) -0.032435 0.034532 -0.026378 0.016723 0.009511

1 Cointegrating Equation(s): Log likelihood -4111.534

Normalized cointegrating coefficients (standard error in parentheses)

CDV__JUTAAN_ JUB__MILLIAR_ @TREND(01M02
USD_ RP_ KURS SBD SBI )
1.000000 -0.086699 2.463583 -19140.76 44011.47 2632.435
(0.02144) (7.04894) (8660.85) (15376.6) (596.418)

Adjustment coefficients (standard error in parentheses)

D(CDV__JUTAA
N_USD_) 0.017451
(0.00630)
D(JUB__MILLIA
R_RP_) 0.454858
(0.07845)
D(KURS) -0.000652
(0.00102)
D(SBD) 5.93E-07
(7.0E-07)
D(SBI) -1.15E-06
(4.3E-07)

2 Cointegrating Equation(s): Log likelihood -4090.325

Normalized cointegrating coefficients (standard error in parentheses)

CDV__JUTAAN_ JUB__MILLIAR_ @TREND(01M02
USD_ RP_ KURS SBD SBI )
1.000000 0.000000 -24.31772 30910.60 -49309.98 -176.8474
(10.6862) (11547.9) (19664.4) (389.717)
0.000000 1.000000 -308.8996 577299.9 -1076384. -32402.69
(91.0255) (98365.2) (167501.) (3319.62)

Adjustment coefficients (standard error in parentheses)

D(CDV__JUTAA
N_USD_) 0.017805 -0.002412
(0.00625) (0.00078)
D(JUB__MILLIA
R_RP_) 0.445396 -0.015388
(0.07521) (0.00944)
D(KURS) -0.000734 0.000265
(0.00100) (0.00013)
D(SBD) 6.52E-07 -2.04E-07
(6.9E-07) (8.7E-08)
D(SBI) -1.19E-06 2.10E-07
(4.1E-07) (5.2E-08)

3 Cointegrating Equation(s): Log likelihood -4079.458

Normalized cointegrating coefficients (standard error in parentheses)
CDV__JUTAAN_ JUB__MILLIAR_ @TREND(01M02
USD_ RP_ KURS SBD SBI )
1.000000 0.000000 0.000000 22392.13 -41009.39 -761.8783
(6592.98) (11244.8) (219.814)
0.000000 1.000000 0.000000 469092.7 -970944.1 -39834.13
(82575.9) (140839.) (2753.13)
0.000000 0.000000 1.000000 -350.2991 341.3394 -24.05780
(267.152) (455.646) (8.90701)

Adjustment coefficients (standard error in parentheses)

D(CDV__JUTAA
N_USD_) 0.004791 -0.002154 -0.008166
(0.01589) (0.00083) (0.39790)
D(JUB__MILLIA
R_RP_) 0.551447 -0.017496 -3.467288
(0.19168) (0.01005) (4.79971)
D(KURS) -0.007012 0.000390 -0.218543
(0.00250) (0.00013) (0.06255)
D(SBD) 4.35E-06 -2.77E-07 0.000138
(1.7E-06) (9.1E-08) (4.3E-05)
D(SBI) 1.00E-06 1.67E-07 1.79E-05
(1.0E-06) (5.4E-08) (2.6E-05)

4 Cointegrating Equation(s): Log likelihood -4073.961

Normalized cointegrating coefficients (standard error in parentheses)

CDV__JUTAAN_ JUB__MILLIAR_ @TREND(01M02
USD_ RP_ KURS SBD SBI )
1.000000 0.000000 0.000000 0.000000 -19680.82 -728.3724
(7109.83) (391.099)
0.000000 1.000000 0.000000 0.000000 -524131.9 -39132.22
(132222.) (7273.31)
0.000000 0.000000 1.000000 0.000000 7.678406 -24.58196
(150.253) (8.26514)
0.000000 0.000000 0.000000 1.000000 -0.952503 -0.001496
(0.26421) (0.01453)

Adjustment coefficients (standard error in parentheses)

D(CDV__JUTAA
N_USD_) 0.006662 -0.002200 0.023209 -834.7772
(0.01717) (0.00085) (0.41246) (414.488)
D(JUB__MILLIA
R_RP_) 0.505511 -0.016364 -4.237550 3751.993
(0.20686) (0.01023) (4.97067) (4995.08)
D(KURS) -0.009271 0.000445 -0.256421 23.52992
(0.00265) (0.00013) (0.06371) (64.0207)
D(SBD) 2.64E-06 -2.35E-07 0.000109 -0.140339
(1.8E-06) (9.0E-08) (4.4E-05) (0.04418)
D(SBI) 3.82E-07 1.82E-07 7.56E-06 0.072724
(1.1E-06) (5.5E-08) (2.7E-05) (0.02677)
8.UJI ARDL

Dependent Variable: CDV__JUTAAN_USD_

Method: Least Squares
Date: 05/29/22 Time: 21:41
Sample: 2001M01 2013M10
Included observations: 154

Variable Coefficient Std. Error t-Statistic Prob.

JUB__MILLIAR_RP_ 0.034408 0.001369 25.13679 0.0000

KURS -8.206195 0.848431 -9.672201 0.0000
SBD -2444.756 866.9999 -2.819788 0.0055
SBI 3572.627 1335.103 2.675918 0.0083
C 46591.95 13172.88 3.536960 0.0005

R-squared 0.931823 Mean dependent var 55526.53

Adjusted R-squared 0.929993 S.D. dependent var 27992.80
S.E. of regression 7406.586 Akaike info criterion 20.69006
Sum squared resid 8.17E+09 Schwarz criterion 20.78866
Log likelihood -1588.134 Hannan-Quinn criter. 20.73011
F-statistic 509.1212 Durbin-Watson stat 0.194637
Prob(F-statistic) 0.000000