Contents of output
[ 1,] "====================================================="
[ 2,] "Pooled Dickey-Fuller Regression: 2'th variable "
[ 3,] "====================================================="
[ 4,] "PARAMETERS Estimate robust SE t-value"
[ 5,] "====================================================="
[ 6,] "Lag[1]= -0.0062 0.0289 -0.215"
[ 7,] "Delta[ 1]= -0.0057 0.0538 -0.107"
[ 8,] "const= 0.1196 0.0607 1.971"
[ 9,] "====================================================="
[10,] "N*T= 375 N= 25 With constant "
[11,] "Unit root statistics: "
[12,] "STATISTIC Value crit. Value (5%) mean variance"
[13,] "====================================================="
[14,] "B/M (1994) -0.369 -1.65 0.000 1.000"
[15,] "L/L (1993) 0.845 -1.65 -0.601 0.878"
[16,] "mod. L/L 2.107 -1.65 0.000 1.000"
[17,] "I/P/S (1997) 0.367 -1.65 -1.472 0.954"
[18,] "====================================================="