1. Table 2. Results of OLS parameter estimation at level
Dependent variable EC
Variable
Coefficient
Std. Error
t-statistic
Prob.
Intercept *
0.0000 FA *
MA (1) *
R-squared
Adjusted R-squared
DW stat
2.1
F-statistic
Probability
LM test (Obs*R-squared)
(*) Significance at 1% level.
Kamal Raj Dhungel et al. Estimation of Short and Long Run Equilibrium Coefficients in Error Correction Model: An Empirical Evidence from Nepal. International Journal of Econometrics and Financial Management, 2014, Vol. 2, No. 6, doi: /ijefm-2-6-1
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