Breusch-Godfrey Serial Correlation LM Test:

F-statistic 41.41674 Prob. F(2,65) 0.0000

Obs*R-squared 39.78244 Prob. Chi-Square(2) 0.0000

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/22/18 Time: 12:03
Sample: 2000Q1 2017Q3
Included observations: 71
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 0.012304 0.030307 0.405964 0.6861

X1 -2.31E-16 1.98E-16 -1.162783 0.2492
X2 1.86E-16 1.72E-16 1.077678 0.2852
X3 1.03E-06 3.20E-06 0.320449 0.7497
RESID(-1) 0.848844 0.124667 6.808913 0.0000
RESID(-2) -0.133243 0.129049 -1.032498 0.3057

R-squared 0.560316 Mean dependent var 9.73E-17

Adjusted R-squared 0.526494 S.D. dependent var 0.048253
S.E. of regression 0.033204 Akaike info criterion -3.891586
Sum squared resid 0.071662 Schwarz criterion -3.700373
Log likelihood 144.1513 Hannan-Quinn criter. -3.815547
F-statistic 16.56670 Durbin-Watson stat 1.914005
Prob(F-statistic) 0.000000