22.12.11
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Dependent Variable: Y |
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Method: Least Squares |
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Date: 12/22/11 Time: 10:27 |
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Sample: 1 33 |
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Included observations: 33 |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
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X |
5.577356 |
0.281428 |
19.81808 |
0.0000 |
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C |
346.3549 |
158.5970 |
2.183868 |
0.0367 |
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R-squared |
0.926845 |
Mean dependent var |
3369.603 |
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Adjusted R-squared |
0.924485 |
S.D. dependent var |
906.7583 |
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S.E. of regression |
249.1773 |
Akaike info criterion |
13.93290 |
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Sum squared resid |
1924769. |
Schwarz criterion |
14.02360 |
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Log likelihood |
-227.8928 |
Hannan-Quinn criter. |
13.96342 |
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F-statistic |
392.7562 |
Durbin-Watson stat |
0.978581 |
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Prob(F-statistic) |
0.000000 |
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Dependent Variable: Y |
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Method: Least Squares |
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Date: 12/22/11 Time: 10:31 |
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Sample (adjusted): 4 33 |
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Included observations: 30 after adjustments |
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Variable |
Coefficient |
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Std. Error |
t-Statistic |
Prob. |
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C |
317.3714 |
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86.74078 |
3.658849 |
0.0011 |
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PDL01 |
1.563345 |
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0.085461 |
18.29310 |
0.0000 |
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PDL02 |
-0.217722 |
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0.145095 |
-1.500545 |
0.1451 |
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R-squared |
0.982284 |
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Mean dependent var |
3508.893 |
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Adjusted R-squared |
0.980972 |
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S.D. dependent var |
828.4528 |
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S.E. of regression |
114.2782 |
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Akaike info criterion |
12.40979 |
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Sum squared resid |
352607.0 |
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Schwarz criterion |
12.54991 |
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Log likelihood |
-183.1468 |
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Hannan-Quinn criter. |
12.45461 |
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F-statistic |
748.5376 |
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Durbin-Watson stat |
0.787339 |
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Prob(F-statistic) |
0.000000 |
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Lag Distribution of X |
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i |
Coefficient |
Std. Error |
t-Statistic |
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. *| |
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0 |
1.78107 |
0.22505 |
7.91408 |
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. * | |
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1 |
1.56335 |
0.08546 |
18.2931 |
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2 |
1.34562 |
0.07788 |
17.2789 |
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. * | |
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3 |
1.12790 |
0.21664 |
5.20642 |
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Sum of Lags |
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5.81794 |
0.15079 |
38.5842 |
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Dependent Variable: Y |
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Method: Least Squares |
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Date: 12/22/11 Time: 10:32 |
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Sample (adjusted): 4 33 |
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Included observations: 30 after adjustments |
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Variable |
Coefficient |
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Std. Error |
t-Statistic |
Prob. |
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C |
287.9856 |
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80.46967 |
3.578809 |
0.0014 |
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PDL01 |
1.037760 |
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0.227178 |
4.568047 |
0.0001 |
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PDL02 |
-0.735781 |
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0.248778 |
-2.957582 |
0.0065 |
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PDL03 |
0.532982 |
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0.216219 |
2.465006 |
0.0206 |
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R-squared |
0.985640 |
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Mean dependent var |
3508.893 |
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Adjusted R-squared |
0.983983 |
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S.D. dependent var |
828.4528 |
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S.E. of regression |
104.8464 |
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Akaike info criterion |
12.26644 |
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Sum squared resid |
285812.1 |
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Schwarz criterion |
12.45326 |
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Log likelihood |
-179.9965 |
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Hannan-Quinn criter. |
12.32620 |
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F-statistic |
594.8719 |
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Durbin-Watson stat |
0.969545 |
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Prob(F-statistic) |
0.000000 |
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Lag Distribution of X |
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i |
Coefficient |
Std. Error |
t-Statistic |
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. *| |
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0 |
2.30652 |
0.29677 |
7.77210 |
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. * | |
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1 |
1.03776 |
0.22718 |
4.56805 |
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2 |
0.83496 |
0.21914 |
3.81017 |
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. * | |
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3 |
1.69812 |
0.30499 |
5.56787 |
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Sum of Lags |
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5.87737 |
0.14043 |
41.8539 |
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Dependent Variable: Y |
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Method: Least Squares |
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Date: 12/22/11 Time: 10:49 |
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Sample: 2 201 |
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Included observations: 200 |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
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X |
-0.443483 |
0.047330 |
-9.370096 |
0.0000 |
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C |
3.909709 |
0.246185 |
15.88120 |
0.0000 |
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R-squared |
0.307205 |
Mean dependent var |
3.117509 |
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Adjusted R-squared |
0.303706 |
S.D. dependent var |
3.918582 |
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S.E. of regression |
3.269832 |
Akaike info criterion |
5.217304 |
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Sum squared resid |
2116.976 |
Schwarz criterion |
5.250287 |
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Log likelihood |
-519.7304 |
Hannan-Quinn criter. |
5.230652 |
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F-statistic |
87.79871 |
Durbin-Watson stat |
0.133080 |
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Prob(F-statistic) |
0.000000 |
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Null Hypothesis: RESID01 has a unit root |
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Exogenous: Constant |
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Lag Length: 1 (Automatic - based on SIC, maxlag=14) |
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t-Statistic |
Prob.* |
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Augmented Dickey-Fuller test statistic |
-2.139288 |
0.2296 |
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Test critical values: |
1% level |
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-3.463405 |
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5% level |
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-2.875972 |
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10% level |
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-2.574541 |
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*MacKinnon (1996) one-sided p-values. |
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Augmented Dickey-Fuller Test Equation |
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Dependent Variable: D(RESID01) |
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Method: Least Squares |
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Date: 12/22/11 Time: 10:55 |
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Sample (adjusted): 4 201 |
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Included observations: 198 after adjustments |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
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RESID01(-1) |
-0.054524 |
0.025487 |
-2.139288 |
0.0337 |
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D(RESID01(-1)) |
-0.232328 |
0.069473 |
-3.344132 |
0.0010 |
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C |
0.043393 |
0.081563 |
0.532015 |
0.5953 |
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R-squared |
0.088284 |
Mean dependent var |
0.034727 |
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Adjusted R-squared |
0.078933 |
S.D. dependent var |
1.195323 |
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S.E. of regression |
1.147178 |
Akaike info criterion |
3.127522 |
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Sum squared resid |
256.6233 |
Schwarz criterion |
3.177344 |
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Log likelihood |
-306.6247 |
Hannan-Quinn criter. |
3.147689 |
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F-statistic |
9.441205 |
Durbin-Watson stat |
2.004089 |
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Prob(F-statistic) |
0.000122 |
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