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Table 6 Short-run parameters and the speed of adjustment

From: The impact of government policies on Nigeria economic growth (case of fiscal, monetary and trade policies)

Variable Coefficient SE t− Statistic Prob
DLOG(GDPPC(− 1)) − 0.06 0.06 − 0.89 0.41
DLOG(GCF) − 0.01 0.01 − 0.49 0.64
DLOG(GEXP) 0.21 0.02 10.71 0.00
DLOG(GREV) 0.01 0.01 0.86 0.43
D(INTR) 0.03 0.01 19.27 0.00
DLOG(M2) − 0.14 0.01 − 11.95 0.00
D(TRO) − 0.01 0.01 − 10.62 0.00
CointEq(− 1)* − 0.80 0.04 − 21.23 0.00
R-squared 0.99    
Adjusted R-squared 0.98