I am trying to estimate the relationship between real currency per capita (dependent variable) and direct tax to gdp ratio, gdp per capita, interest rate and inflation (independent variables). I have gathered quarterly data for the period 2001Q2 - 2018Q4.

After finding that my variables were stationary in the first difference and that there is presence of cointegration I estimated an ARDL error correction model as shown below. I have also shown the bounds test which shows a co integrating relationship I believe.

Code:
ardl lnrealCURPC lngdppercapita interestrate infld directtaxratiod, lag(. . . . .) m
> axlag(3 3 3 3 3) aic ec

ARDL(2,0,0,0,3) regression

Sample: 2002q3 - 2018q4                         Number of obs     =         66
                                                R-squared         =     0.3891
                                                Adj R-squared     =     0.2909
Log likelihood =  108.59474                     Root MSE          =     0.0507

---------------------------------------------------------------------------------
  D.lnrealCURPC |      Coef.   Std. Err.      t    P>|t|     [95% Conf. Interval]
----------------+----------------------------------------------------------------
ADJ             |
    lnrealCURPC |
            L1. |  -.6820688   .1177544    -5.79   0.000    -.9179592   -.4461783
----------------+----------------------------------------------------------------
LR              |
 lngdppercapita |   1.043669   .0353481    29.53   0.000      .972858     1.11448
   interestrate |   .0020574   .0098193     0.21   0.835     -.017613    .0217279
          infld |  -.6836962   .5265204    -1.30   0.199    -1.738443    .3710509
directtaxratiod |  -33.38411    10.4536    -3.19   0.002    -54.32518   -12.44304
----------------+----------------------------------------------------------------
SR              |
    lnrealCURPC |
            LD. |   .4115564   .1239233     3.32   0.002     .1633082    .6598047
                |
directtaxratiod |
            D1. |   8.462358   13.72885     0.62   0.540    -19.03983    35.96455
            LD. |   11.06642   17.31682     0.64   0.525    -23.62333    45.75618
           L2D. |   40.31898   17.03499     2.37   0.021     6.193793    74.44416
                |
          _cons |  -.9017556   .2910219    -3.10   0.003    -1.484742   -.3187687
---------------------------------------------------------------------------------
Code:
estat ectest

Pesaran, Shin, and Smith (2001) bounds test

H0: no level relationship                                        F =     6.804
Case 3                                                           t =    -5.792

Finite sample (4 variables, 66 observations, 4 short-run coefficients)

Kripfganz and Schneider (2018) critical values and approximate p-values

   | 10%              | 5%               | 1%               | p-value         
   |    I(0)     I(1) |    I(0)     I(1) |    I(0)     I(1) |    I(0)     I(1)
---+------------------+------------------+------------------+-----------------
 F |   2.531    3.695 |   3.016    4.297 |   4.113    5.637 |   0.000    0.002
 t |  -2.539   -3.639 |  -2.865   -4.009 |  -3.512   -4.728 |   0.000    0.001

do not reject H0 if
    both F and t are closer to zero than critical values for I(0) variables
      (if p-values > desired level for I(0) variables)
reject H0 if
    both F and t are more extreme than critical values for I(1) variables
      (if p-values < desired level for I(1) variables)
I am just wondering how I interpret the ARDL output and as I am looking for the relationship between real currency per capita (dependent variable) and the independent variables what would my equation be? I do not know whether I should differentiate between a short run specification and a long run specification and if I do that, why is there only one independent variable specified in the short run.

Thanks.