표 4 단위근 결과
구 분 | 잔액 | NTB | CP | CD | Call | RMPI |
수준변수 | t값 | -2.127 | -1.442 | -2.131 | -1.176 | -1.459 | -2.334 |
p | 0.525 | 0.843 | 0.523 | 0.91 | 0.838 | 0.412 |
1% | -4.031 | -4.031 | -4.031 | -4.031 | -4.032 | -4.032 |
5% | -3.445 | -3.445 | -3.445 | -3.445 | -3.446 | -3.446 |
10% | -3.147 | -3.148 | -3.148 | -3.148 | -3.148 | -3.148 |
D.W | 1.610 | 1.962 | 1.962 | 2.131 | 1.962 | 2.010 |
1차차분 | t값 | -9.428 | -8.909 | -7.058 | -5.968 | -3.387 | -8.815 |
p | 0.000 | 0.000 | 0.000 | 0.000 | 0.057 | 0.000 |
D.W | 1.971 | 1.952 | 1.931 | 2.104 | 1.955 | 2.037 |
2차차분 | t값 | - | - | - | - | -13.47 | - |
p | - | - | - | - | 0.000 | - |
D.W | - | - | - | - | 1.998 | - |
주 : NTB, national treasury bond; CP, commercial paper; CD, certificate of deposit; RMPI, real estate market pressure index.