Table 5: Serial correration test for the multivariate model.

Breusch-Godfrey LM test:
F-statistic0.882585 Probability0.417605
Obs * R-squared1.959774 Probability0.375354

Dependent variable: RESID
Method: least squares

VariableCoefficientStd. Errort-statisticProb.

C−2.58E-050.000457−0.0563940.9552
CPI1.74E-063.29E-050.0527750.9580
UN5.81E-068.23E-050.0705350.9439
DLCSTR−0.0004920.001445−0.3401640.7346
DLGFC (−12)−0.0003770.001469−0.2566930.7981
DTGG (−3)0.0006690.0030860.2168030.8289
DLM2−0.0003820.003037−0.1257840.9002
DDLLPG0.0058050.1209440.0479980.9618
DSPGD (−1)−7.79E-050.000446−0.1748530.8616
RESID (−1)−0.1577160.118716−1.3285160.1877
RESID (−2)−0.0332490.120267−0.2764630.7829

R-squared0.021073 Mean dependent var9.21E-20
Adjusted R-squared−0.098309 S.D. dependent var0.000882
S.E. of regression0.000924 Akaike info criterion−11.02404
Sum squared resid7.01E-05 Schwarz criterion−10.72449
Log likelihood523.6181F-statistic0.176517
Durbin-Watson stat1.979081 Prob (F-statistic)0.997482