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.