[ 1,] "====================================================="
[ 2,] "Pooled Dickey-Fuller Regression: 2'th variable "
[ 3,] "====================================================="
[ 4,] "PARAMETERS Estimate robust SE t-value"
[ 5,] "====================================================="
[ 6,] "Lag[1]= -0.0822 0.0171 -4.819"
[ 7,] "const= 0.0248 0.0758 0.327"
[ 8,] "====================================================="
[ 9,] "N*T= 378 N= 16 With constant "
[10,] "Unit root statistics: "
[11,] "STATISTIC Value crit. Value (5%) mean variance"
[12,] "====================================================="
[13,] "B/M (1994) -2.319 -1.65 0.000 1.000"
[14,] "L/L (1993) -0.794 -1.65 -0.559 0.850"
[15,] "mod. L/L -1.501 -1.65 0.000 1.000"
[16,] "I/P/S (1997) -1.425 -1.65 -1.526 0.713"
[17,] "====================================================="