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ᓫឋ2.1(1)জ✌ᐜᑖ᪆ᙳᙳGDPḄᦪᐵᵨEviewsᑖ᪆:DependentVariable*YMethod*LeastSquaresDate:12/27/14Time:21:00Sample*122Includedobservations*22CoefficienVariabletStd.Errort-StatisticProb.C56.647941.96082028.889920.0000XI0.1283600.0272424.7118340.0001MeandependentR-squared0.526082var62.50000S.D.dependentAdjustedR-squared0.502386var10.08889AkaikeinfoS.E.ofregression7.116881criterion6.849324SchwarzSumsquaredresid1013.OOOcriterion6.948510Hannan-QuinnLoglike!ihood-73.34257criter.6.872689Durbin-WatsonF-statistic22.20138stat0.629074Prob(F-statistic)0.000134ᨵ<=>ᐵ?@y=56.64794+0.128360xi
1ঝᐵ[ᙳᡂ]^᳛ḄᐵᵨEviewsᑖ᪆a:DependentVariable*YMethod*LeastSquaresDate:11/26/14Time*21:10Sample:122Includedobservations*22CoefficienVariabletStd.Errort-StatisticProb.C38.794243.53207910.983400.0000X20.3319710.0466567.1153080.0000MeandependentR-squared0.716825var62.50000S.D.dependentAdjustedR-squared0.702666var10.08889AkaikeinfoS.E.ofregression5.501306criterion6.334356SchwarzSumsquaredresid605.2873criterion6.433542Hannan-QuinnLog1ikelihood-67.67792criter.6.357721Durbin-WatsonF-statistic50.62761stat1.846406Prob(F-statistic)0.000001ᵫ<=>ᐵ?@y=38.79424+0.331971X2
2ঞᐵ[ᙳdefghijk᳛ḄᐵᵨEviewsᑖ᪆a:DependentVariable*YMethod*LeastSquaresDate:11/26/14Time*21:14Sample*122Includedobservations*22CoefficienVariabletStd.Errort-StatisticProb.C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001MeandependentR-squared0.537929var62.50000S.D.dependentAdjustedR-squared0.514825var10.08889AkaikeinfoS.E.ofregression7.027364criterion6.824009SchwarzSumsquaredresid987.6770criterion6.923194Hannan-QuinnLoglikelihood-73.06409criter.6.847374Durbin-WatsonF-statistic23.28338stat0.952555Prob(F-statistic)0.000103ᵫ<=>ᐵ?@y=31.79956+0.387276x3
3(2)জᐵ[ᙳᙳGDPlmᵫ<=>=nᦪ@0.526082,pqᡠslmuto.o(2O)=2.086,v᳛ᦪḄ℉ឋ25⊤qᙳGDPvᙳᨵ℉ঝᐵ[ᙳᡂ]^᳛lmᵫ<=>=nᦪ@0.716825,pqᡠslmuto.o25(2O)=2.086,v᳛ᦪḄ℉ឋ⊤2qᡂ]^᳛vᙳᨵ℉ঞᐵ[ᙳdefghiḄlmᵫ<=>=nᦪ@0.537929,pqᡠslmuto.o(2O)=2.O86,v᳛ᦪḄ℉ឋ25⊤qdefghijk᳛vᙳᨵ℉2.2(1)জv[ḕ⚜ᦈᐭᐰḕḄlmᵨEviewsᑖ᪆a:
4DependentVariable*YMethod*LeastSquaresDate*12/03/14Time*17:00Sample(adjusted)*133Includedobservations*33afteradjustmentsCoefficienVariabletStd.Errort-StatisticProb.X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004MeandependentR-squared0.983702var902.5148S.D.dependentAdjustedR-squared0.983177var1351.009AkaikeinfoS.E.ofregression175.2325criterion13.22880SchwarzSumsquaredresid951899.7criterion13.31949Hannan-QuinnLoglikelihood-216.2751criter.13.25931Durbin-WatsonF-statistic1871.115stat0.100021Prob(F-statistic)0.000000ঝᵫ<=>lmḄᦪ*᳛ᦪ0.176124,@d154.3063ঞᐵ[ḕ⚜ᦈᐭᐰḕḄlmlmḄ℉ឋ:
51)=nᦪ@0.983702,pqᡠslmuto.025(31)=2.0395,v᳛ᦪḄ℉ឋ⊤qᐰḕv⚜ᦈᐭᨵ℉টᵨ?ᑏ¡a*Y=0.176124X—154.3063(0.004072)(39.08196)t=(43.25639)(-3.948274)R2=0.983702F=1871.115n=33ঠ¤¥¦§¨*ᐰḕ©ª«1¬ᐗ⚜ᦈᐭª«0.176124¬ᐗ(2)®x=32000¯জ°±²⚜³ᵫ<=>´=0.176124X—154.3063,µᐭ=¶*Y=Y=0.176124*32000—154.3063=5481.6617ঝ°±¸¹⚜³*ᐜᵫEviewsᑖ᪆:XYMean6000.441902.5148Median2689.280209.3900Maximum27722.314895.410Minimum123.720025.87000Std.Dev.7608.0211351.009Skewness1.4325191.663108
6Kurtosis4.0105154.590432Jarque-Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99SumSq.Dev.1.85E+0958407195Observations3333ᵫ<⊤=>Ex'E(Xi—X)2=82(—1)=7608.0212x(33—1)=1852223.473sn(X—X)2=(32000—6000.441)=675977068.2®Xf=32000¯½¾ᐵᦪyµᐭ¿¶ᑮ*5481.6617—2.0395x175.2325xV1/33+1852223.473/675977068.2WYfW5481.6617+2.0395x175.2325xV1/33+1852223.473/675977068.2ᓽYfḄÂø¹@(5481.6617—64.9649,5481.6617+64.9649)(3)v[ḕ⚜ᦈᐭvᦪᐰḕvᦪḄlmᵫEviewsᑖ᪆a:DependentVariable*LNYMethod*LeastSquaresDate*12/03/14Time*18:00Samp1e(adjusted)*133Includedobservations*33afteradjustmentsVariableStd.Errort-StatisticProb.Coefficien
7tLNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000MeandependentR-squared0.963442var5.573120S.D.dependentAdjustedR-squared0.962263var1.684189AkaikeinfoS.E.ofregression0.327172criterion0.662028SchwarzSumsquaredresid3.318281criterion0.752726Hannan-QuinnLoglikelihood-8.923468criter.0.692545Durbin-WatsonF-statistic816.9699stat0.096208Prob(F-statistic)0.000000জlmÅÆ@*lnY=O.9802751nX-l.918289ঝᵫ<=>lmḄᦪ*᳛ᦪ@0.980275,@-1.918289ঞᐵ[ḕ⚜ᦈᐭᐰḕḄlmᐸ℉ឋ*1)=nᦪ@0.963442,pqᡠslmuto.o2(31)=2.0395,v᳛ᦪḄ℉ឋ5⊤qᐰḕv⚜ᦈᐭᨵ℉ট¤¥¦§*ᐰḕ©ªÈ1%,⚜ᦈᐭªÈ0.980275%
8
92.4(1)vsÊ☢Ìs⌼ᓫÏᡂxlmᵨEviewsᑖ᪆a:DependentVariable*YMethod*LeastSquaresDate*12/01/14Time*12:40Sample*112Includedobservations*12CoefficienVariabletStd.Errort-StatisticProb.X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000MeandependentR-squared0.946829var1619.333
10S.D.dependentAdjustedR-squared0.941512var131.2252AkaikeinfoS.E.ofregression31.73600criterion9.903792SchwarzSumsquaredresid10071.74criterion9.984610Hannan-QuinnLoglikelihood-57.42275criter.9.873871Durbin-WatsonF-statistic178.0715stat1.172407Prob(F-statistic)0.000000ᵫ<=¶*sÊ☢Ìs⌼ᡂxḄÅÆ@*´=1845.475—64.18400X(2)¤¥¦§*sÊ☢Ì©ª«1ÐÑÅÒsÊᓫÏᡂx©ÑÅÒÓÔ64.18400ᐗ(3)জ✌ᐜ°±²⚜³ᵫY=1845.475—64.18400X¶®x=4.5,y=1556.647ঝÕ°±¸¹Ö¿:ᵨEviewsᑖ᪆*YXMean1619.3333.523333Median1630.0003.715000Maximum1860.0006.230000Minimum1419.0000.600000
11Std.Dev.131.22521.989419Skewness0.003403-0.060130Kurtosis2.3465111.664917Jarque-Bera0.2135470.898454Probability0.8987290.638121Sum19432.0042.28000SumSq.Dev.189420.743.53567Observations1212ᵫ<⊤=>Ex=E(Xi—X)2=82,(n—1)=1.9894192x(12—1)=43.5357(Xr—X)2=(4.5—3.523333)2=0.95387843®Xf=4.5¯½¾ᐵᦪyµᐭ¿¶ᑮ*1556.647—2.228x31.73600xV1/12+43.5357/0.95387843WYfW1556.647+2.228x31.73600xJ1/12+43.5357/0.95387843ᓽYfḄÂø¹@(1556.647—478.@31,1556.647+478.1231)
12
133.1(1)জv×ᡝÙᨵÚᵨÛÜ¿¤¥lmᵨEviewsᑖ᪆a:DependentVariable*YMethod*LeastSquaresDate*11/25/14Time*12*38Sample:131Includedobservations*31CoefficienVariabletStd.Errort-StatisticProb.X25.9968651.4060584.2650200.0002X3-0.5240270.179280-2.9229500.0069X4-2.2656800.518837-4.3668420.0002C246.854051.975004.7494760.0001MeandependentR-squared0.666062var16.77355S.D.dependentAdjustedR-squared0.628957var8.252535AkaikeinfoS.E.ofregression5.026889criterion6.187394SchwarzSumsquaredresid682.2795criterion6.372424
14Hannan-QuinnLoglikelihood-91.90460criter.6.247709Durbin-WatsonF-statistic17.95108stat1.147253Prob(F-statistic)0.000001ঝ¶ᑮlm¶*Y=246.8540+5.996865X-0.524027X-2.265680X234ঞvlm°±*1)=nᦪ¨0.666062,ÝÞḄ=nᦪ@0.628957,pqlmv᪵xzᔠ|}2)FF=17.95108>F(3,27)=3.65,ÅÆ℉3)t,tß¿ᑖà@4.749476,4.265020,-2.922950,-4.366842,ᙳᜧ[t(27)=2.0518,ᡠâãäᦪå¨℉Ḅটæy*1)=nᦪçᜧpqzᔠÆèç}2)FḄéêë|ìᜧ[éêᑣᔲïðᎷòÅƨ℉Ḅóìô[éêᑣjõðᎷòÅÆö℉3)tḄéêë|ìᜧ[éêᑣᔲïðᎷòᦪå¨℉Ḅóìô[éêᑣjõðᎷòᦪö℉(2)¤¥¦§*ᙳGDPª«1Ðᐗ×ᡝÙᨵÚᵨÛܪ«5.996865÷ø╋úëûª«1ü×ᑖ²×ᡝÙᨵÚᵨÛÜÓÔ0.524027÷ýþÿᐹᢣᦪᓣ1,ᡝᨵᵨ2.265680 (3)ᵨEViewsᑖ᪆*:
15DependentVariable5YMethod5LeastSquaresDate512/08/14Time517:28Sample5131Includedobservations531CoefficienVariabletStd.Errort-StatisticProb.X25.1356701.0102705.0834650.0000LNX3-22.810056.771820-3.3683780.0023LNX4-230.848149.46791-4.6666240.0001C1148.758228.29175.0319740.0000MeandependentR-squared0.691952var16.77355S.D.dependentAdjustedR-squared0.657725var8.252535AkaikeinfoS.E.ofregression4.828088criterion6.106692SchwarzSumsquaredresid629.3818criterion6.291723Hannan-QuinnLog1ikelihood-90.65373criter.6.167008Durbin-WatsonF-statistic20.21624stat1.150090Prob(F-statistic)0.000000WXYZ[:Y=5.135670X-22.81005LNX-230.8481LNX+1148.758234
16^ᑖ᪆*_Ḅabcᦪ[0.691952X).666062,dᔠZf*ᑮhijkal᪵ᦋo3.2(1)p_qrᱥtuvwxyWXkᵨEviewsᑖ᪆z{}55DependentVariable5Y
17Method5LeastSquaresDate512/01/14Time520:25Sample519942011Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520MeandependentR-squared0.985838var6619.191S.I),dependentAdjustedR-squared0.983950var5767.152AkaikeinfoS.E.ofregression730.6306criterion16.17670SchwarzSumsquaredresid8007316.criterion16.32510Hannan-QuinnLoglikelihood-142.5903criter.16.19717Durbin-WatsonF-statistic522.0976stat1.173432Prob(F-statistic)0.000000জᵫakWX[5=0.135474X2+18.85348X3-18231.58ঝpWXo:
181)abcᦪ0.985838,Ḅabcᦪ[0.983950,WXp᪵dᔠ2)FkF=522.0976>F(2,15)=4.77,YZ℉3)tktvwᑖ[X2Ḅcᦪpt[10.58454,ᜧt(15)=2.131,cᦪ℉ḄkX3Ḅcᦪpt[1.928512,t(15)=2.131,^cᦪ℉Ḅ(2)ppᦪWXkᵨEviewsᑖ᪆z{}5DependentVariable5LNYMethod5LeastSquaresDate512/01/14Time520:25Sample:19942011Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018MeandependentR-squared0.986295var8.400112S.D.dependentAdjustedR-squared0.984467var0.941530AkaikeinfoS.E.ofregression0.117343criterion-1.296424SchwarzSumsquaredresid0.206540criterion-1.148029Hannan-QuinnLogIikelihood14.66782criter.-1.275962
19Durbin-WatsonF-statistic539.7364stat0.686656Prob(F-statistic)0.000000জᵫakWX[5LNY=-20.52048+1.564221LNX+1.760695LNX23ঝpWXo51)abcᦪ0.986295,Ḅabcᦪ[0.984467,WXp᪵dᔠ2)F,F=539.7364>F(2,15)=4.77,YZ℉3)tktvwᑖ[-3.777363,17.57789,2.581229,ᙳᜧt(15)=2.131,ᡠlcᦪ℉Ḅ(3)জ(1)¡Ḅxy¢£5¤¥¦§1¨ᐗk_qrᱥtu¦§0.135474¨ᐗkª«¬᳛¦§1,_qrᱥtu¦§18.85348¨ᐗঝ(2)¡Ḅxy¢£5¤¥¦§u¦§1%,_qrᱥtu¦§1.564221%,ª«¬᳛¦§1%,_qrᱥtu¦§1.760695%
203.3(1)p°±²p°ᨴ´ᙳᦈᐭ·ᡝ¸¹ᦟ»¼ᦪvwWXkᵫEviewsᑖ᪆z{}5DependentVariable5YMethod5LeastSquaresDate512/01/14Time520:30Sample5118Includedobservations518
21CoefficienVariabletStd.Errort-StatisticProb.X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279MeandependentR-squared0.951235var755.1222S.D.dependentAdjustedR-squared0.944732var258.7206AkaikeinfoS.E.ofregression60.82273criterion11.20482SchwarzSumsquaredresid55491.07criterion11.35321Ilannan-QuinnLog1ikelihood-97.84334criter11.22528Durbin-WatsonF-statistic146.2974stat2.605783Prob(F-statistic)0.000000জWX[5Y=0.086450X+52.37031T-50.01638ঝpWXo51)abcᦪ0.951235,Ḅabcᦪ[0.944732,WXp᪵dᔠ2)FkF=539.7364>F(2,15)=4.77,YZ℉3)tktvwᑖ[2.944186,10.06702,ᙳᜧt(15)=2.131,ᡠlcᦪ℉Ḅঞxy¢£5°ᨴ´ᙳᦈᐭ¦§1ᐗk°±²¼¾_¦§0.086450ᐗkᡝ¸¹ᦟ
22»¼ᦪ¦§1¼k°±²¼¿¾_¦§52.37031ᐗ(2)ᵨEviewsᑖ᪆5জDependentVariable5YMethod5LeastSquaresDate512/01/14Time522:30Sample5118Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443MeandependentR-squared0.923054var755.1222S.13.dependentAdjustedR-squared0.918245var258.7206AkaikeinfoS.E.ofregression73.97565criterion11.54979SchwarzSumsquaredresid87558.36criterion11.64872Hannan-QuinnLog1ikelihood-101.9481criter11.56343Durbin-WatsonF-statistic191.9377stat2.134043Prob(F-statistic)0.000000
23ঝDependentVariable5XMethod5LeastSquaresDate512/01/14Time:22:34Sample5118Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899MeandependentR-squared0.483182var1942.933S.D.dependentAdjustedR-squared0.45088Ivar698.8325AkaikeinfoS.E.ofregression517.8529criterion15.44170SchwarzSumsquaredresid4290746.criterion15.54063Hannan-QuinnLoglikelihood-136.9753criter.15.45534Durbin-WatsonF-statistic14.95867stat1.052251Prob(F-statistic)0.001364ᑖyÁT,XÁTḄÂᐗWXᑖ5Y=63.01676T-11.58171
24X=123.1516T+444.5888(3)pÃÄoWXᑖ᪆kᵨEviewsᑖ᪆z{}:DependentVariable5ElMethod5LeastSquaresDate:12/03/14Time520:39Sample5118Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000MeandependentR-squared0.366239var2.30E-14S.D.dependentAdjustedR-squared0.326629var71.76693AkaikeinfoS.E.ofregression58.89136criterion11.09370SchwarzSumsquaredresid55491.07criterion11.19264Hannan-QuinnLogIikelihood-97.84334criter.11.10735Durbin-WatsonF-statistic9.246111stat2.605783Prob(F-statistic)0.007788WX[:
25Ei=0.086450E+3.96eT42Åᦪ5Æ᳛cᦪa[0.086450,ÇÈ[3.96e-14(3)ᵫakB2Áa2ḄcᦪÂ᪵ḄcᦪÁÉÊËÌwḄÃÄcᦪÂ᪵Ḅ,ÍÎḄÌᓄÐÑÂÒḄ
263.6(1)⚜ÔḄÕÖX”X2,X3,X1,X5ḄÕÖ[kX6ḄÕÖ[×(2)᪷ÙEviewsᑖ᪆*ᑮᦪÙ}5DependentVariable5YMethod5LeastSquaresDate512/04/14Time513:24SampIe519942011Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.X20.0013820.0011021.2543300.2336X30.0019420.0039600.4905010.6326
27X4-3.5790903.559949-1.0053770.3346X50.0047910.0050340.9516710.3600X60.0455420.0955520.4766210.6422C-13.7773215.73366-0.8756590.3984MeandependentR-squared0.994869var12.76667S.D.dependentAdjustedR-squared0.992731var9.746631AkaikeinfoS.E.ofregression0.830963criterion2.728738SchwarzSumsquaredresid8.285993criterion3.025529Hannan-QuinnLoglikelihood-18.55865criter.2.769662Durbin-WatsonF-statistic465.3617stat1.553294Prob(F-statistic)0.000000জÁ⚜ÔÚÕঝÛ51)abcᦪ[0.994869,ᦪÙÚÜᜧkaÝ[dᔠZfÞ2)F,F=465.3617>F(5.12)=3,89,YZ℉3)TkXi,X2,X3,X4,Xs,XecᦪpḄtᑖ[51.254330,0.490501,-1.005377,0.951671,0.476621,ᙳt(12)=2.179,ᡠᡠ*cᦪ℉Ḅ(3)᪷ÙEviewsᑖ᪆*ᑮᦪÙ}:
28DependentVariable5YMethod5LeastSquaresDate512/03/14Time511:12Sample519942011Includedobservations518CoefficienVariabletStd.Errort-StatisticProb.X50.0010322.20E-0546.799460.0000X6-0.0549650.031184-1.7625810.0983C4.2054813.3356021.2607860.2266MeandependentR-squared0.99360Ivar12.76667S.D.dependentAdjustedR-squared0.992748var9.746631AkaikeinfoS.E.ofregression0.830018criterion2.616274SchwarzSumsquaredresid10.33396criterion2.764669Hannan-QuinnLoglikelihood-20.54646criter.2.636736Durbin-WatsonF-statistic1164.567stat1.341880Prob(F-statistic)0.000000জ*ᑮWXḄYZ[:Y=0.001032X-0.054965X+4.20548156
29ঝÛ51)abcᦪ[0.993601,ᦪÙÚÜᜧkaÝ[dᔠZfÞ2)FkF=1164.567>F(5.12)=3,89,YZ℉3)TkXscᦪpḄt[46.79946,ᜧt(12)=2.179,ᡠcᦪ℉ḄkᓽªᙳGDPp¼áâãäuᨵ℉åæXcᦪpḄt[T.762581,t(12)=2.179,ᡠcᦪ℉Ḅ
304.3(1)᪷ÙEviewsᑖ᪆*ᑮᦪÙ}:DependentVariable5LNYMethod5LeastSquaresDate512/05/14Time511:39Sample519852011Includedobservations527CoefficienVariabletStd.Errort-StatisticProb.LNGDP1.3385330.08861015.105820.0000LNCPI-0.4217910.233295-1.8079750.0832C-3.1114860.463010-6.7201260.0000MeandependentR-squared0.98805Ivar9.484710S.D.dependentAdjustedR-squared0.987055var1.425517AkaikeinfoS.E.ofregression0.162189criterion-0.695670
31SchwarzSumsquaredresid0.631326criterion-0.551689Hannan-QuinnLoglikelihood12.39155criter.-0.652857Durbin-WatsonF-statistic992.2582stat0.522613Prob(F-statistic)0.000000*ᑮḄWXYZ[5LNY=1.338533LNGDP-0.421791LNCPI-3.111486(2)জçWXḄabcᦪ[0.988051,abcᦪÞjkF[992.2582,℉èÜa=0.05ékt(24)=2.064,LNCPIḄcᦪ℉kaêâᙠìíᐳïឋঝ*ᑮÚᐵcᦪò▣}5LNYLNGDPLNCPILNY1.0000000.9931890.935116LNGDP0.9931891.0000000.953740LNCPI0.9351160.9537401.000000LNGDP,LNCPIôõḄÚᐵcᦪÞjkö÷ø÷âᙠìíᐳïឋ(3)ᵫEviews*5a)DependentVariable5LNY
32Method5LeastSquaresDate512/03/14Time514:41Sample519852011Includedobservations527CoefficienVariabletStd.Errort-StatisticProb.LNGDP1.1857390.02782242.619330.0000C-3.7506700.312255-12.011560.0000MeandependentR-squared0.986423var9.484710S.I),dependentAdjustedR-squared0.985880var1.425517AkaikeinfoS.E.ofregression0.169389criterion-0.642056SchwarzSumsquaredresid0.717312criterion-0.546068Hannan-QuinnLoglikelihood10.66776criter.-0.613514Durbin-WatsonF-statistic1816.407stat0.471111Prob(F-statistic)0.000000b)DependentVariable5LNYMethod5LeastSquaresDate512/03/14Time514:41
33Sample519852011Includedobservations527CoefficienVariabletStd.Errort-StatisticProb.LNCPI2.9392950.22275613.195110.0000C-6.8545351.242243-5.5178710.0000MeandependentR-squared0.874442var9.484710S.D.dependentAdjustedR-squared0.869419var1.425517AkaikeinfoS.E.ofregression0.515124criterion1.582368SchwarzSumsquaredresid6.633810criterion1.678356Hannan-QuinnLoglikelihood-19.36196criter.1.610910Durbin-WatsonF-statistic174.1108stat0.137042Prob(F-statistic)0.000000c)DependentVariable5LNGDPMethod5LeastSquaresDate512/05/14Time511:11Samp1e519852011Includedobservations527
34CoefficienVariabletStd.Errort-StatisticProb.LNCPI2.5110220.15830215.862270.0000C-2.7963810.882798-3.1676340.0040MeandependentR-squared0.90962Ivar11.16214S.D.dependentAdjustedR-squared0.906005var1.194029AkaikeinfoS.E.ofregression0.366072criterion0.899213SchwarzSumsquaredresid3.350216criterion0.995201Hannan-QuinnLoglikelihood-10.13938criter.0.927755Durbin-WatsonF-statistic251.6117stat0.099623Prob(F-statistic)0.000000জ*ᑮḄYZᑖ[1)LNY=1.185739LNGDPt-3.7506702)LNY=2.939295LNCPL-6.8545353)LNGDP=2.511022LNCPL-2.796381tঝpìíᐳïឋḄÝù5ᓫYZdᔠᦔ{Þkcᦪ℉kᑨýcᦪjkGDP·CPIpoqḄ℉ḄᓫÂåækᙠlþÿ ᐭᔣᦋ ᨵᐵᦪḄᑖ᪆
35(4)"#$&''()⚜+,-.ᙠ0123ᐳ5ឋ7&(89:᪀ᑖ᪆<(=>?@0Ḅ
364.4C1Eᢥ᯿HIḄᳮKᵫEviewsᑖ᪆S:DependentVariable$CZSRMethod$LeastSquaresDate:12/03/14Time:11:40Sample$19852011Includedobservations$27CoefficienVariabletStd.Errort-StatisticProb.CZZC0.0901140.0443672.0311290.0540GDP-0.0253340.005069-4.9980360.0000SSZE1.1768940.06216218.932710.0000C-221.8540130.6532-1.6980380.1030MeandependentR-squared0.999857var22572.56S.D.dependentAdjustedR-squared0.999838var27739.49AkaikeinfoS.E.ofregression353.0540criterion14.70707Sumsquaredresid2866884.14.89905Schwarz
37criterionHannan-QuinnLog1ikelihood-194.5455criter.14.76416Durbin-WatsonF-statistic53493.93stat1.458128Prob(F-statistic)0.000000:&,,ᦪ0.999857,᪥Ḅ,ᦪ0.999838,ᔠḄFḄI53493.93,ᙠa=0.05,(℉Ḅ7(t:&⊤¢£¤¥¦§¨ᦈᐭḄ℉7ᦪḄª«¬®▭.ªᔠᵫ°,S±>, ²ᙠ23ᐳ5ឋ(2)Sᑮᐵᦪ´▣:CZSRCZZCGDPSSZECZSR1.0000000.9987290.9928380.999832CZZC0.9987291.0000000.9925360.998575GDP0.9928380.9925361.0000000.994370SSZE0.9998320.9985750.9943701.000000ᵫ⊤,±CZZCGDP,CZZCSSZE,GDPSSZE¶·Ḅᐵᦪ¸¹º»¼®²ᙠ23ᐳ5ឋ(3)½¾¿ÀÁ ,ᦪÃᜧÆÇCZZC0.997168353GDP0.98883390
38SSZE0.997862468ÃᜧÆÇᙳᜧÉ10,²ᙠÊ323ᐳ5ឋËÌ-ᑖ᪆ÍÍÀÁ ¶·ᐵឋ¸»(4)ÁÎ$ᑖÏ)Ч¨ᦈᐭ§¨ÑÐஹ¢£¤¥ஹÓᦈ¤Ô¶·ḄÕᐗ
395.2(1)জᵨÙÚÛÜᑴ1ḄᦣßÙᵨEviewsᑖ᪆:
4030,00025,000-o20,000-£|15,000-10,000-5,000-ooo0--o]oO[τA]]____1,0001,5002,0002,5003,0003,5004,000XᵫÙ,±, ²ᙠâÃঝGo1dfe1d-Quanadt1Eäåæ·ç7ᵫèéᑖ᪆S$DependentVariable$YMethod$LeastSquaresDate$12/10/14Time$14:52Sample$17Includedobservations$7CoefficienVariabletStd.Errort-StatisticProb.T35.206644.9014927.1828430.0020X0.1099490.0619651.7743800.1507C77.1258882.328440.9368070.4019MeandependentR-squared0.943099var565.6857
41S.D.dependentAdjustedR-squared0.914649var108.2755AkaikeinfoS.E.ofregression31.63265criterion10.04378SchwarzSumsquaredresid4002.499criterion10.02060Hannan-QuinnLoglikelihood-32.15324criter.9.757267Durbin-WatsonF-statistic33.14880stat1.426262Prob(F-statistic)0.003238SEe/=4002.4992)äåæ·12T8ᵫèéᑖ᪆S:DependentVariable$YMethod$LeastSquaresDate$12/10/14Time$13:50Sample:1218Includedobservations$7CoefficienVariabletStd.Errort-StatisticProb.T52.405886.9233787.5694090.0016X0.0686890.0537631.2776350.2705C-8.78926579.92542-0.1099680.9177
42MeandependentR-squared0.984688var887.6143S.I),dependentAdjustedR-squared0.977032var274.4148AkaikeinfoS.E.ofregression41.58810criterion10.59103SchwarzSumsquaredresid6918.280criterion10.56785Hannan-QuinnLoglikelihood-34.06861criter.10.30451Durbin-WatsonF-statistic128.6166stat2.390329Prob(F-statistic)0.000234SEe2ç=6918.2803)᪷íGoldfeld-QuanadtFI$F=£e2i2/£el=6918.280/4002.499=1.7285ᙠa=0.05ᑖÇᑖïḄðᵫñᙳ4,òᑖó⊤Sôõ¥Fo.o5(4,4)=6.39,ÆF=1.7285+?℉Ḅ
435.3(1)ᵫEviewsJKᑖ᪆%DependentVariable%YMethod%LeastSquaresDate:12/10/14Time:16:00Sample%131Includedobservations%31CoefficienVariabletStd.Errort-StatisticProb.X1.2442810.07903215.744110.0000C242.4488291.19400.8326020.4119MeandependentR-squared0.895260var4443.526AdjustedR-squared0.8916491972.072S.D.dependent
44varAkaikeinfoS.E.ofregression649.1426criterion15.85152SchwarzSumsquaredresid12220196criterion15.94404Hannan-QuinnLoglikelihood-243.6986criter.15.88168Durbin-WatsonF-statistic247.8769stat1.078581Prob(F-statistic)0.000000ᵫz⊤,|2007}ᡃᙳ(x)ᙳᦈᐭ(y)Ḅ:Y=l.244281X+242.4488(2)জᵫ6,000,000-5,000,000-4,000,000-3,000,000-2,000,000-1,000,000-0-02,0004,0006,0008,00010,000Xᵫz,|,8ᙠ:;ঝGoldfeld-Quanadt
4516b12ᵫJKᑖ᪆:DependentVariable%Y1Method%LeastSquaresDate:12/10/14Time%11:34Sample%112Includedobservations%12CoefficienVariabletStd.Errort-StatisticProb.XI1.4852960.5003862.9682970.0141C-550.54921220.063-0.4512470.6614MeandependentR-squared0.468390var3052.950S.D.dependentAdjustedR-squared0.415229var550.5148AkaikeinfoS.E.ofregression420.9803criterion15.07406SchwarzSumsquaredresid1772245.criterion15.15488Hannan-QuinnLog1ikelihood-88.44437criter.15.04414Durbin-WatsonF-statistic8.810789stat2.354167Prob(F-statistic)0.014087£e“2=1772245.
462)620-31ᵫJKᑖ᪆:DependentVariable%Y1Method%LeastSquaresDate%12/10/14Time%16:36Sample:2031Includedobservations%12CoefficienVariabletStd.Errort-StatisticProb.XI1.0869400.1488637.3016230.0000C1173.307733.25201.6001410.1407MeandependentR-squared0.842056var6188.329S.D.dependentAdjustedR-squared0.826262var2133.692AkaikeinfoS.E.ofregression889.3633criterion16.56990SchwarzSumsquaredresid7909670.criterion16.65072Hannan-QuinnLoglikelihood-97.41940criter.16.53998Durbin-WatsonF-statistic53.31370stat2.339767Prob(F-statistic)0.000026Ee2i2=7909670.3᪷Goldfeld-QuanadtF¡¢:
47F=Ee-/EeJ=7909670./1772245=4,4631ᙠa=0.05¥¦§ᑖ¨ᑖ©Ḅªᵫ«ᙳ10,¬ᑖ⊤®¯°F,5(10,10)=2.98,±F=4.4631>FO.O(10,10)=2.98,ᡠ-³´µᎷ·¸⊤¹8ᙠ:;5(3)1)ºᵨWLS»¼½জᵨᩗᦪwl=l/X,¾¿=>%DependentVariable%YMethod%LeastSquaresDate%12/09/14Time%11:13Sample%131Includedobservations%31Weightingseries%W1CoefficienVariabletStd.Errort-StatisticProb.X1.4258590.11910411.971570.0000C-334.8131344.3523-0.9722980.3389Weighted!StatisticsMeandependentR-squared0.831707var3946.082S.D.dependentAdjustedR-squared0.825904var536.1907AkaikeinfoS.E.ofregression536.6796criterion15.47102SchwarzSumsquaredresid8352726.criterion15.56354
48Hannan-QuinnLoglikelihood-237.8008criter.15.50118Durbin-WatsonF-statistic143.3184stat1.369081Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.875855var4443.526S.D.dependentAdjustedR-squared0.871574var1972.072SumsquaredS.E.ofregression706.7236resid14484289Durbin-Watsonstat1.532908¸White%HeteroskedasticityTest%WhiteF-statistic0.299395Prob.F(2,28)0.7436Prob.Obs*R-squared0.649065Chi-Square(2)0.7229Prob.ScaledexplainedSS1.798067Chi-Square(2)0.4070TestEquation%DependentVariable%WGT_RESID"2Method%LeastSquares
49Date:12/10/14Time%21:13Sample%131Includedobservations%31Col1ineartestregressorsdroppedfromspecificationCoefficienVariabletStd.Errort-StatisticProb.C61927.891045682.0.0592220.9532WGT*2-593927.91173622.-0.5060640.6168X*WG-2282.4407747.97800.3776060.7086MeandependentR-squared0.020938var269442.8S.I),dependentAdjustedR-squared-0.048995var689166.5AkaikeinfoS.E.ofregression705847.6criterion29.86395SchwarzSumsquaredresid1.40E+13criterion30.00273Hannan-QuinnLoglikelihood-459.8913criter.29.90919Durbin-WatsonF-statistic0.299395stat1.922336Prob(F-statistic)0.74361022Æz,|nR=0.649065,ÇÈḄX¡¢Ḅ®¯°,±nl".649065CX0.05(2)=5.9915,ᡠ-ÉʵᎷ·Ë◀Í:;»)Î:
50Y L425859X-334.8131t=(11.97157)(-0.972298)R=0.875855F=143.3184DW=1.369081ঝᵨᩗᦪw2=l/x2,ᵨ=>ᑖ᪆%DependentVariable:YMethod%LeastSquaresDate%12/09/14Time%21:08Sample%131Includedobservations%31Weightingseries%W2CoefficienVariabletStd.Errort-StatisticProb.X1.5570400.14539210.709220.0000C-693.1946376.4760-1.8412720.0758WeightedStatisticsMeandependentR-squared0.798173var3635.028S.D.dependentAdjustedR-squared0.791214var1029.830AkaikeinfoS.E.ofregression466.8513criterion15.19224SchwarzSumsquaredresid6320554.criterion15.28475Log1ikelihood-233.479715.22240Hannan-Quinn
51criter.Durbin-WatsonF-statistic114.6875stat1.562975Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.834850var4443.526S.D.dependentAdjustedR-squared0.829156var1972.072SumsquaredS.E.ofregression815.1229resid19268334Durbin-Watsonstat1.678365¸White%HeteroskedasticityTest%WhiteF-statistic0.299790Prob.F(3,27)0.8252Prob.Obs*R-squared0.999322Chi-Square(3)0.8014Prob.ScaledexplainedSS1.789507Chi-Square(3)0.6172TestEquation%DependentVariable%WGT_RESID^2Method%LeastSquaresDate%12/10/14Time%21:29
52Sample%131Includedobservations%31CoefficienVariabletStd.Errort-StatisticProb.C-111661.8549855.7-0.2030750.8406WGÐ2426220.22240181.0.1902620.8505XÑ2*WGÐ20.1948880.5163950.3774020.7088X*WGÐ2-583.21512082.820-0.2800120.7816MeandependentR-squared0.032236var203888.8S.I),dependentAdjustedR-squared-0.075293var419282.0AkaikeinfoS.E.ofregression434780.Icriterion28.92298SchwarzSumsquaredresid5.10E+12criterion29.10801Hannan-QuinnLoglikelihood-444.3062criter.28.98330Durbin-WatsonF-statistic0.299790stat1.835854Prob(F-statistic)0.82523322Æz,|nR=0.999322,ÇÈḄX¡¢Ḅ®¯°±nR'O.999322VX0.05(2)=5.9915,ᡠ-ÉʵᎷ·Ë◀Í:;»)Î%Y=l.557040X-693.1946t=(10.70922)(-1,841272)
53R=0.798173F=114.6875DW=1.562975ঞᵨᩗᦪw3=l/sqr(x),ᵨ=>ᑖ᪆:DependentVariable%YMethod%LeastSquaresDate%12/09/14Time%21:35Sample%131Includedobservations%31Weightingseries%W3CoefficienVariabletStd.Errort-StatisticProb.X1.3301300.09834513.525070.0000C-47.40242313.1154-0.1513900.8807Weighted;StatisticsMeandependentR-squared0.863161var4164.118S.D.dependentAdjustedR-squared0.858442var991.2079AkaikeinfoS.E.ofregression586.9555criterion15.65012SchwarzSumsquaredresid9990985.criterion15.74263Hannan-QuinnLoglikelihood-240.5768criter.15.68027Durbin-WatsonF-statistic182.9276stat1.237664
54Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.890999var4443.526S.I),dependentAdjustedR-squared0.887240var1972.072SumsquaredS.E.ofregression662.2171resid12717412Durbin-Watsonstat1.314859¸White%HeteroskedasticityTest%WhiteF-statistic0.423886Prob.F(2,28)0.6586Prob.Obs*R-squared0.911022Chi-Square(2)0.6341Prob.ScaledexplainedSS2.768332Chi-Square(2)0.2505TestEquation%DependentVariable%WGT_RESID"2Method%LeastSquaresDate%12/09/14Time%20%36Sample%131Includedobservations%31Collineartestregressorsdroppedfromspecification
55CoefficienVariabletStd.Errort-StatisticProb.C1212308.2141958.0.5659810.5759WGÐ2-715673.01301839.-0.5497400.5869X"2*WGT"2-0.0151940.082276-0.1846770.8548MeandependentR-squared0.029388var322289.8S.D.dependentAdjustedR-squared-0.039942var863356.7AkaikeinfoS.E.ofregression880429.8criterion30.30597SchwarzSumsquaredresid2.17E+13criterion30.44475Hannan-QuinnLoglikelihood-466.7426criter.30.35121Durbin-WatsonF-statistic0.423886stat1.887426Prob(F-statistic)0.65862822Æz,|nR2=0.911022,ÇÈḄX¡¢Ḅ®¯°±nRW).911022VX0.05(2)=5.9915,ᡠ-ÉʵᎷ·Ë◀Í:;»)Î%Y=l.330130X-47.40242t=(13.52507)(-0.151390)R=0.863161F=182.9276DW=1.237664Ô¼ÕÖᵨᩗᦪwlḄᦔÎᨬØᡠ-Ùz,|ᓽÛᦋÝḄ)Î:
56Y=l.425859X-334.8131t=(11.97157)(-0.972298)R2=0.875855F=143.3184DW=1.3690815.6পa ᵨEviewsᑖ᪆:
57DependentVariable%YMethod%LeastSquaresDate%12/10/14Time%20:16Sample%19782011Includedobservations%34CoefficienVariabletStd.Errort-StatisticProb.X0.7462410.01912039.030270.0000C92.5542242.805292.1622150.0382MeandependentR-squared0.979426var1295.802S.I),dependentAdjustedR-squared0.978783var1188.791AkaikeinfoS.E.ofregression173.1597criterion13.20333SchwarzSumsquaredresid959497.2criterion13.29311Hannan-QuinnLoglikelihood-222.4566criter.13.23395Durbin-WatsonF-statistic1523.362stat1.534491Prob(F-statistic)0.000000=>%Y=0.746241X+92.55422b+ᔲ8ᙠ:;:
58জᵨGoldfeld-Quanadt§%1)á61T3ᵫJKᑖ᪆:DependentVariable%YMethod%LeastSquaresDate%12/11/14Time%11:47Sample%113Includedobservations%13CoefficienVariabletStd.Errort-StatisticProb.X0.9678390.02687936.007710.0000C-18.868618.963780-2.1049840.0591MeandependentR-squared0.991587var280.1377S.D.dependentAdjustedR-squared0.990823var127.0409AkaikeinfoS.E.ofregression12.17039criterion7.976527SchwarzSumsquaredresid1629.301criterion8.063442Hannan-QuinnLoglikelihood-49.84742criter.7.958662Durbin-WatsonF-statistic1296.555stat1.071505Prob(F-statistic)0.000000£e“2=1629.301
592á61-13ᵫJKᑖ᪆:DependentVariable%YMethod%LeastSquaresDate:12/11/14Time%12:21Sample%2234Includedobservations%13CoefficienVariabletStd.Errort-StatisticProb.X0.7195670.05831212.339980.0000C179.3950202.87640.8842580.3955MeandependentR-squared0.932629var2496.127S.D.dependentAdjustedR-squared0.926504var1022.591AkaikeinfoS.E.ofregression277.2250criterion14.22817SchwarzSumsquaredresid845390.4criterion14.31509Hannan-QuinnLog1ikelihood-90.48313criter.14.21031Durbin-WatsonF-statistic152.2752stat1.658418Prob(F-statistic)0.000000Ee2=845390.42f
603᪷Goldfeld-QuanadtF¡¢:F=Ee2/Eei2=845390.4/1629.301=518.86692ilᙠa=0.05¥¦§ᑖ¨ᑖ©Ḅªᵫ«ᙳ11,¬ᑖ⊤®¯°Fo.o5â11,11=4.47,±F=518.8669ுAwâ11,11=4.47,ᡠ-³´µᎷ·¸⊤¹8ᙠ:;ঝWhiteᵨEViewsJKᑖ᪆%HeteroskedasticityTest%WhiteF-statistic10.36759Prob.F(2,31)0.0004Prob.0bs*R-squared13.62701Chi-Square(2)0.0011Prob.ScaledexplainedSS76.13635Chi-Square(2)0.0000TestEquation%DependentVariable%RESID2Method%LeastSquaresDate%12/11/14Time%12:56Sample%134Includedobservations%34CoefficienVariabletStd.Errort-StatisticProb.C11581.1126117.110.4434300.6605X-27.6990127.86540-0.9940290.3279
61X20.0122300.0051562.3718610.0241MeandependentR-squared0.400795var28220.51S.D.dependentAdjustedR-squared0.362136var101738.9AkaikeinfoS.E.ofregression81255.15criterion25.53267SchwarzSumsquaredresid2.05E+1leriterion25.66735Hannan-QuinnLoglikelihood-431.0554criter.25.57860Durbin-WatsonF-statistic10.36759stat3.021651Prob(F-statistic)0.0003572Æz½,-änR*2=13.62701,ÇÈḄ1¡¢Ḅ®¯°±2nR2=13.62701>Z0.05(2)=5.9915,ᡠ-³´µᎷ·7³´ᜓçᎷ·⊤¹8ᙠ:;ᵨ-zèé,-+8ᙠ:;Ḅc)Ûê1)ᵨᩗÛê:;Öëìí§%জáᩗᦪW1=1/xᵨJKᑖ᪆%DependentVariable%YMethod%LeastSquares
62Date:12/11/14Time%13:22Sample%134Includedobservations%34Weightingseries%W1CoefficienVariabletStd.Errort-StatisticProb.X0.8210130.01686648.679930.0000c17.693186.2832562.8159260.0083WeightedStatisticsMeandependentR-squared0.986676var457.8505S.D.dependentAdjustedR-squared0.986260var41.70384AkaikeinfoS.E.ofregression37.91285criterion10.16548SchwarzSumsquaredresid45996.29criterion10.25527Hannan-QuinnLoglikelihood-170.8132criter.10,19610Durbin-WatsonF-statistic2369.735stat0.605852Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.968070var1295.802
63S.D.dependentAdjustedR-squared0.967072var1188.791SumsquaredS.E.ofregression215.7175resid1489089.Durbin-Watsonstat1.079107%Y=0.821013X-17.69318t=(48.67993)(2.815926)W=0.986676F=2369.735DW=0.605852¸White§%IleteroskedasticityTest%WhiteF-statistic1.348072Prob.F(2,31)0.2745Prob.Obs*R-squared2.720457Chi-Square(2)0.2566Prob.ScaledexplainedSS1.221901Chi-Square(2)0.5428TestEquation%DependentVariable%WGT_RESID2Method%LeastSquaresDate%12/11/14Time%11:20Sample%134Includedobservations%34Collineartestregressorsdroppedfromspecification
64CoefficienVariabletStd.Errort-StatisticProb.c1678.870416.54174.0304980.0003WGT*2-32.13071187.6175-0.1712570.8651X*WGT2-0.4840401.279449-0.3783190.7078MeandependentR-squarod0.080013var1352.832S.I),dependentAdjustedR-squared0.020659var1382.825AkaikeinfoS.E.ofregression1368.467criterion17.36487SchwarzSumsquaredresid58053732criterion17.49955Hannan-QuinnLoglike!ihood-292.2027criter.17.41080Durbin-WatsonF-statistic1.348072stat1.199640Prob(F-statistic)0.2745452Æz½,-änR2=2.720457,ÇÈḄX¡¢Ḅ®¯°.2±nR2=2.72045765Sample%134Includedobservations%34Weightingseries%W2CoefficienVariabletStd.Errort-StatisticProb.X0.8521930.02015042.293350.0000c8.8908863.6043012.4667440.0192WeightedStatisticsMeandependentR-squared0.982425var230.2433S.D.dependentAdjustedR-squared0.981875var247.1718AkaikeinfoS.E.ofregression16.20273criterion8.465259SchwarzSumsquaredresid8400.912criterion8.555045Hannan-QuinnLoglikelihood-141.9094criter.8.495879Durbin-WatsonF-statistic1788.728stat0.604647Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.954142var1295.802AdjustedR-squared0.9527091188.791S.1).dependent
66varSumsquaredS.E.ofregression258.5207resid2138654.Durbin-Watsonstat0.781788%Y=0.852193X+8.890886t=(42.29335)(2.466744)R=0.982425F=1788.728DW=0.604647ᵨWhite%HeteroskedasticityTest%WhiteF-statistic7.462185Prob.F(3,30)0.0007Prob.Obs*R-squared14.52935Chi-Square(3)0.0023Prob.ScaledexplainedSS19.40139Chi-Square(3)0.0002TestEquation%DependentVariable%WGT_RESID^2Method%LeastSquaresDate%12/11/14Time%11:19Sample%134Includedobservations%34CoefficienVariabletStd.Errort-StatisticProb.
67c-7.68470085.76169-0.0896050.9292WGÐ264.2001696.111600.6679750.5093X"2*WGÐ20.0063060.0034311.8383170.0759X*WGÐ2-1.2472221.163558-1.0719030.2923MeandependentR-squared0.427334var247.0857S.D.dependentAdjustedR-squared0.370067var435.4791AkaikeinfoS.E.ofregression345.6323criterion14.63876SchwarzSumsquaredresid3583851.criterion14.81833Hannan-QuinnLoglikelihood-244.8589criter.14.70000Durbin-WatsonF-statistic7.462185stat1.586012Prob(F-statistic)0.0007122Æz½,-änR2=14.52935,ÇÈḄ1¡¢Ḅ®¯°±2nR=14.52935>Z0.05(2)=5.9915,ᡠ-³´µᎷ·7³´ᜓçᎷ·⊤¹8ᙠ:;¸ñ◀:;ঞáᩗᦪ\v3=l/sqr(x)ᵨJKᑖ᪆%DependentVariable%YMethod%LeastSquaresDate%12/11/14Time%13:21
68Sample%134Includedobservations%34Weightingseries%W3CoefficienVariabletStd.Errort-StatisticProb.X0.7785510.01567749.663470.0000C40.4577014.575282.7757750.0091WeightedStatisticsMeandependentR-squared0.987192var776.3266S.D.dependentAdjustedR-squared0.986792var367.3152AkaikeinfoS.E.ofregression79.19828criterion11.63881SchwarzSumsquaredresid200715.8criterion11.72859Hannan-QuinnLoglikelihood-195.8597criter.11.66943Durbin-WatsonF-statistic2466.460stat1.178340Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.977590var1295.802AdjustedR-squared0.9768901188.791S.1).dependent
69varSumsquaredS.E.ofregression180.7210resid1045123.Durbin-Watsonstat1.460832%Y=0.778551X+40.45770t=(49.66347)(2.775775)R=0.986792F=2466.460DW=1.178340ᡠWhite%HeteroskedasticityTest%WhiteF-statistic8.158958Prob.F(2,31)0.0014Prob.0bs*R-squaredH.72514chi-Square(2)0.0028Prob.ScaledexplainedSS28.08353Chi-Square(2)0.0000TestEquation%DependentVariable%WGT_RESID^2Method%LeastSquaresDate%12/10/14Time%13:23Sample%134Includedobservations%34Col1ineartestregressorsdroppedfromspecification
70CoefficienVariabletStd.Errort-StatisticProb.c-7585.1865311.263-1.4281320.1633WGT*22468.3691996.0411.2366320.2255X^2*WGT"20.0091390.0024813.6841770.0009MeandependentR-squarod0.344857var5903.405S.I),dependentAdjustedR-squared0.302590var13934.64AkaikeinfoS.E.ofregression11636.97criterion21.64586SchwarzSumsquaredresid4.20E+09criterion21.78054Hannan-QuinnLoglike!ihoodó364.9796criter.21.69179Durbin-WatsonF-statistic8.158958stat2.344068Prob(F-statistic)0.0014232Æz½,-änR'll.72514,ÇÈḄX¡¢Ḅ®¯°±2nR2=11.72514>X0.05(2)=5.9915,ᡠ-³´µᎷ·7³´ᜓçᎷ·⊤¹8ᙠ:;¸ñ◀:;ÙzᡠôᵨᩗwlḄᦔÎᨬØᡠ-%%Y=0.821013X-17.69318t=(48.67993)(2.815926)
71R2=0.986676F=2369.735DW=O.6058522)ᵨᦪᵨJKᑖ᪆%DependentVariable%LNYMethod%LeastSquaresDate%12/11/14Time%09:54Sample%134Includedobservations%34CoefficienVariabletStd.Errort-StatisticProb.LNX0.9468870.01122884.335490.0000C0.2018610.0779052.5911000.0143MeandependentR-squarod0.99552Ivar6.687779S.13.dependentAdjustedR-squared0.99538Ivar1.067124AkaikeinfoS.E.ofregression0.072525criterion-2.352753SchwarzSumsquaredresid0.168315criterion-2.262967Hannan-QuinnLoglikelihood41.99680criter.-2.322134Durbin-WatsonF-statistic7112.475stat0.812150Prob(F-statistic)0.000000
72ᑮ%LnY=O.946887LNX+O.201861¸White%HeteroskedasticityTest%WhiteF-statistic1.003964Prob.F(2,31)0.3780Prob.0bs*R-squared2.068278Chi-Square(2)0.3555Prob.ScaledexplainedSS1.469638Chi-Square(2)0.4796TestEquation%DependentVariable%RESID2Method%LeastSquaresDate%12/11/14Time%09%55Sample%134Includedobservations%34CoefficienVariabletStd.Errort-StatisticProb.C0.0395470.0467590.8457530.4042LNX-0.0116010.014012-0.8279690.4140LNX-20.0009320.0010280.9067740.3715MeandependentR-squared0.060832var0.004950
73S.D.dependentAdjustedR-squared0.000240var0.006365AkaikeinfoS.E.ofregression0.006364criterion-7.192271SchwarzSumsquaredresid0.001255criterion-7.057592Hannan-QuinnLoglikelihood125.2686criter.-7.146342Durbin-WatsonF-statistic1.003964stat2.022904Prob(F-statistic)0.3780277Æz½,-änR*2=2.068278,ÇÈḄX¡¢Ḅ®¯°±2nR?=2.068278VX0.05(2)=5.9915,ᡠ-ÉʵᎷ·¸◀Í:;ÙᔠèéᦋÝḄᨬØ:LnY=0.946887LNX+0.201861(2)1)ὃ⇋$û±ü✌ᐜᵨJKÿὅᐵᑖ᪆:DependentVariableYMethodLeastSquaresDate12/12/14Time19:26Sample:134Includedobservations34
74CoefficienVariabletStd.Errort-StatisticProb.X0.7416840.01990537.260950.0000p0.2350250.2717010.8650120.3937c43.4171571.229460.6095390.5466MeandependentR-squarod0.97991Ivar1295.802S.I),dependentAdjustedR-squared0.978615var1188.791AkaikeinfoS.E.ofregression173.8449criterion13.23830SchwarzSumsquaredresid936883.7criterion13.37298Hannan-QuinnLoglike!ihood-222.051leriter.13.28423Durbin-WatsonF-statistic756.0627stat1.681521Prob(F-statistic)0.0000001)ᵨGoldfe1d-QuanadtIJজL᪵NO1T3PQRSᑖ᪆:DependentVariablePMethodLeastSquaresDate12/14/14Time19:26Sample113
75Includedobservations13CoefficienVariabletStd.Errort-StatisticProb.X-0.1704840.203868-0.8362470.4225Y0.4586600.2097552.1866460.0536C59.504967.3858418.0566270.0000MeandependentR-squared0.956255var135.3231S.D.dependentAdjustedR-squared0.947506var36.95380AkaikeinfoS.E.ofregression8.466678criterion7.309328SchwarzSumsquaredresid716.8464criterion7.439701Hannan-QuinnLoglikelihood-44.51063criter.7.282530Durbin-WatsonF-statistic109.2993stat0.637181Prob(F-statistic)0.000000T£e-=716.8464ঝL᪵NO22-34PQXRSᑖ᪆T:DependentVariableYMethodLeastSquaresDate12/14/14Time2039
76Sample2234Includedobservations13CoefficienVariabletStd.Errort-StatisticProb.X0.6411970.0926786.9185690.0000P-1.2062221.114278-1.0825140.3044C795.6887603.86051.3176700.2170MeandependentR-squared0.939696var2496.127S.D.dependentAdjustedR-squared0.927635var1022.591AkaikeinfoS.E.ofregression275.0847criterion14.27121SchwarzSumsquaredresid756715.7criterion14.40158Hannan-QuinnLog1ikelihood-89.76286criter.14,24441Durbin-WatsonF-statistic77.91291stat1.128778Prob(F-statistic)0.000001TEe2Q=756715.7ঞ᪷[Goldfeld-QuanadtIJQF\]^OF=Ze2/£eu2=756715.7/716.8464=1055.617621ᙠa=0.05abQᑖcᑖdḄfᵫhᙳO11,jᑖk⊤Tmnop5(10,10)=2.98,rOF=1055.6176>FO.05(10,10)=2.98,ᡠuvwxᎷzQ{IJ⊤|}~ᙠ
772)ᵨWhiteIJQᑖ᪆O:HeteroskedasticityTestWhiteF-statistic7.312529Prob.F(5,28)0.0002Prob.Obs*R-squared19.25463Chi-Square(5)0.0017Prob.ScaledexplainedSS119.3072Chi-Square(5)0.0000TestEquationDependentVariableRESID2MethodLeastSquaresDate:12/12/14Time19:31Sample134Includedobservations34CoefficienVariabletStd.Errort-StatisticProb.C79541.08112647.30.7061070.4860X209.496463.904003.2782980.0028X*2-0.0241330.010712-2.2528410.0323X*P-0.2351370.106647-2.2048220.0358P-1175.3261156.253-1.0164950.3181P-21.6373662.6000200.6297510.5340R-squared0.56631327555.40Meandependent
78varS.D.dependentAdjustedR-squared0.488869var107990.9AkaikeinfoS.E.ofregression77206.44criterion25.50514SchwarzSumsquaredresid1.67E+1leriterion25.77450Hannan-QuinnLoglikelihood-427.5874criter.25.59700Durbin-WatsonF-statistic7.312529stat2.787044Prob(F-statistic)0.0001712uQnR2=19.25463,]ḄX\]^ḄmnoQrO2nR2=19.25463>X0.05(5)=11.0705,ᡠuvwxᎷz,vwᜓᎷz,⊤|}~ᙠ2)জᦪ}~Qᵨᑖ᪆DependentVariableLNYMethodLeastSquaresDate12/12/14Time19:24Sample134Includedobservations34CoefficienVariabletStd.Errort-StatisticProb.
79LNX0.9396050.01364568.860880.0000LNP0.0268210.0284540.9426090.3532C0.1082300.1263220.8567840.3981MeandependentR-squared0.995646var6.687779S.13.dependentAdjustedR-squared0.995365var1.067124AkaikeinfoS.E.ofregression0.072652criterion-2.322188SchwarzSumsquaredresid0.163625criterion-2.187509Hannan-QuinnLoglike!ihood42.47720criter.-2.276259Durbin-WatsonF-statistic3544.292stat0.930109Prob(F-statistic)0.000000{}~WhiteIJHeteroskedasticityTestWhiteF-statistic3.523832Prob.F(5,28)0.0135Prob.Obs*R-squared13.13158Chi-Square(5)0.0222Prob.ScaledexplainedSS12.14373Chi-Square(5)0.0329TestEquation
80DependentVariableRESID2MethodLeastSquaresDate12/12/14Time19:24Sample134Includedobservations34CoefficienVariabletStd.Errort-StatisticProb.C0.4228720.2737461.5447590.1336LNX0.0807120.0318332.5355020.0171LNX-2-0.0039170.003037-1.2895640.2078LNX*LNP-0.0049550.005136-0.9647650.3429LNP-0.2549920.129858-1.9636310.0596LNP"20.0264700.0126752.0883900.0460MeandependentR-squared0.386223var0.004813S.13.dependentAdjustedR-squared0.276620var0.007286AkaikeinfoS.E.ofregression0.006197criterion-7.170690SchwarzSumsquaredresid0.001075criterion-6.901332Hannan-QuinnLoglikelihood127.9017criter.-7.078831Durbin-WatsonF-statistic3.523832stat2.264261Prob(F-statistic)0.013502
812uQnR2=13.13158,]Ḅ%\]^ḄmnoQrO2nR=13.13158>X0.05(5)=11.0705,ᡠuvwxᎷzQvwᜓᎷzQ⊤|}~ᙠQᡠu{}~¢ᨵ¤◀ঝLwl=l/xPQᵨᑖ᪆DependentVariableYMethodLeastSquaresDate12/13/14Time18:49Sample:134Includedobservations34WeightingseriesW1CoefficienVariabletStd.Errort-StatisticProb.X0.7232180.02296531.492120.0000p0.7195060.1410855.0997950.0000c-44.7208413.11268-3.4105020.0018WeightedStatisticsMeandependentR--squared0.992755var457.8505S.D.dependentAdjustedR-squared0.992287var41.70384AkaikeinfoS.E.ofregression28.40494criterion9.615100Sumsquaredresid25012.059.749779Schwarz
82criterionHannan-QuinnLoglikelihood-160.4567criter.9.661030Durbin-WatsonF-statistic2123.843stat1.298389Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.977704var1295.802S.D.dependentAdjustedR-squared0.976266var1188.791SumsquaredS.E.ofregression183.1446resid1039800.Durbin-Watsonstat1.740795ᡠT}~OY=0.723218X+0.719506p-44.72084{}~WhiteIJTHeteroskedasticityTestWhiteF-statistic2.088840Prob.F(5,28)0.0966Prob.0bs*R-squared9.236835Chi-Square(5)0.1000Prob.ScaledexplainedSS25.50696Chi-Square(5)0.0001
83TestEquationDependentVariableWGT_RESID"2MethodLeastSquaresDate12/14/14Time19:57Sample:134Includedobservations34CollineartestregressorsdroppedfromspecificationCoefficienVariabletStd.Errort-StatisticProb.c3861.7931068.8063.6131830.0012WG¨23260.1994309.9880.7564290.4557X*WG¨213.722418.4534731.6232870.1157X*P*WffT"2-0.1517250.061588-2.4635670.0202P^2*WGT^20.4311620.2783151.5491860.1326P*WG¨2-76.1322173.40636-1.0371340.3085MeandependentR-squared0.271672var735.6486S.D.dependentAdjustedR-squared0.141613var1924.655AkaikeinfoS.E.ofregression1783.177criterion17.96897SchwarzSumsquaredresid89032169criterion18.23832Hannan-QuinnLoglikelihood-299.4724criter.18.06082
84Durbin-WatsonF-statistic2.088840stat2.336495Prob(F-statistic)0.0966162rOnR2=9.23683585criterionSchwarzSumsquaredresid4008.543criterion7.918849Hannan-QuinnLoglikelihood-129.3309criter.7.830100Durbin-WatsonF-statistic1832.775stat1.167961Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.956816var1295.802S.D.dependentAdjustedR-squared0.954030var1188.791SumsquaredS.E.ofregression254.8849resid2013955.Durbin-Watsonstat1.002870ᡠT}~OY=0.639012X+1.200751p-81.85973}~WhiteIJTHeteroskedasticityTestWhiteF-statistic43.19853Prob.F(6,27)0.0000Prob.Obs*R-squared30.79235Chi-Square(6)0.0000Prob.ScaledexplainedSS47.42430Chi-Square(6)0.0000
86TestEquationDependentVariableWGT_RESID^2MethodLeastSquaresDate12/14/14Time19:20Sample134Includedobservations34CoefficienVariabletStd.Errort-Statistic1Prob.C27.5100220.125561.3669190.1829WGT"2-1245.193837.2352-1.4872680.1485X'2*WGT20.0077320.0054501.4186490.1674X*WGQ27.9485824.8845971.6272750.1153X*P*WGv2-0.1117550.064061-1.7445250.0924PফWG¨20.1843420.1645621.1201990.2725P*WGr2-3.12701723.56724-0.1326850.8954MeandependentR-squared0.905657var117.8983S.D.dependentAdjustedR-squared0.884692var230.3570AkaikeinfoS.E.ofregression78.22224criterion11.73823SchwarzSumsquaredresid165205.4criterion12.05248Log1ikelihood-192.549811.84539Hannan-Quinn
87criter.Durbin-WatsonF-statistic43.19853stat1.794799Prob(F-statistic)0.0000002rOnRMO.79235>Z0.05(5)=11.0705,ᡠuvwxᎷzQvwᜓᎷzQ⊤|}~ᙠQᡠu{}~¢ᨵ¤◀টLw3=l/sqr(x)P,ᵨᑖ᪆TDependentVariableYMethodLeastSquaresDate:12/14/14Time19:06Sample134Includedobservations34WeightingseriesW3CoefficienVariabletStd.Errort-StatisticProb.X0.7446610.01982537.562520.0000p0.4518610.1799712.5107390.0175c-13.4964325.37768-0.5318230.5986WeightedStatisticsMeandependentR-squared0.989356var776.3266S.D.dependentAdjustedR-squared0.988670var367.3152
88AkaikeinfoS.E.ofregression73.35237criterion11.51252SchwarzSumsquaredresid166797.7criterion11.64720Hannan-QuinnLoglikelihood-192.7129criter.11.55845Durbin-WatsonF-statistic1440.783stat1.599590Prob(F-statistic)0.000000UnweightedStatisticsMeandependentR-squared0.979407var1295.802S.D.dependentAdjustedR-squared0.978079var1188.791SumsquaredS.E.ofregression176.0098resid960362.6Durbin-Watsonstat1.761225ᡠT}~OY=O744661X+0.451861p-13.49643ᡠT}~WhiteIJTHeteroskedasticityTestWhiteF-statistic4.459272Prob.F(5,28)0.0041Prob.0bs*R-squared15.07219Chi-Square(5)0.0101ScaledexplainedSS72.390770.0000Prob.
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90Hannan-QuinnLog1ikelihood-368.8256criter.22.14042Durbin-WatsonF-statistic4.459272stat2.450171Prob(F-statistic)0.0041032rOnR2=15.07219>X0.05(5)=11.0705,ᡠuvwxᎷzQvwᜓᎷz,⊤|}~ᙠQᡠu{}~¢ᨵ¤◀²ᡠ³QᦋµḄ}~OY=Y=0.723218X+0.719506p-44.72084t=(31.49212)(5.099705)(-3.410502)R2=0.992755F=2123.843DW=1.298389(3)¶·¸¹Ḅ}~Qº»ᦪ}~¼ᡈὅ¾ᩗÀÁ¼ᐹᨵឋḄ}~ᦋQĤ◀Ÿ¹Ḅ}~QfᵫhḄ¹QÆÇÈᦋḄ¼¹Qᡠu⌕ᦋḄ}~ÊËḄIJÌ
916.1পÎÏᦈᐭ-¤Ò}~QᵨEviewsᑖ᪆:DependentVariableYMethodLeastSquaresDate12/20/14Time14:22
92Sample119Includedobservations19CoefficienVariabletStd.Errort-StatisticProb.X0.6904880.01287753.620680.0000C79.9300412.399196.4463900.0000MeandependentR-squared0.994122var700.2747S.D.dependentAdjustedR-squared0.993776var246.4491AkaikeinfoS.E.ofregression19.44245criterion8.872095SchwarzSumsquaredresid6426.149criterion8.971510Hannan-QuinnLoglikelihood-82.28490criter.8.888920Durbin-WatsonF-statistic2875.178stat0.574663Prob(F-statistic)0.000000ᡠT}~OY=0.690488X+79.93004Se=(0.012877)(12.39919)t=(53.62068)(6.446390)Rஹ0.994122F=2875.178DW=0.574663(2)
931ÓIJ}~ᙠḄÔ⚪জXÖ|----ØResidualsÖḄÙÚᨵ\}ÛQÜÝOÞÜÝOßQ⊤|Ö⚗ᙠÊ▤fâᐵঝRSãäᦪåQRSᦪᙳæ℉᪵N^O19,ÊèéêÙ^Ḅ}~Q5%Ḅæ℉abQjDW\]⊤ë,d=L180,du=1.401,}~DW=0.574663,ìíæᯠ}~Lᨵfâᐵঞ}~BGIJQᵨEviewsᑖ᪆Breusch-GodfreySerialCorrelationLMTestF-statistic4.811108Prob.F(2,15)0.0243Prob.0bs*R-squared7.425088Chi-Square(2)0.0244TestEquationDependentVariableRESIDMethodLeastSquaresDate12/20/14Time1503Sample119
94Includedobservations19Presamplemissingvaluelaggedresidualssettozero.CoefficienVariabletStd.Errort-StatisticProb.X-0.0032750.010787-0.3035860.7656C1.92954610.355930.1863230.8547RESID(-l)0.6088860.2927072.0801890.0551RESID(-2)0.0899880.2911200.3091100.7615MeandependentR-squared0.390794var-1.65E-13S.D.dependentAdjustedR-squared0.268953var18.89466AkaikeinfoS.E.ofregression16.15518criterion8.587023SchwarzSumsquaredresid3914.848criterion8.785852Hannan-QuinnLoglikelihood-77.57671criter.8.620672Durbin-WatsonF-statistic3.207406stat1.570723Prob(F-statistic)0.053468⊤æðQLM=TR2=7.425088,ᐸpoO0.0244,⊤|ᙠfâᐵ2Ó}~ᜐᳮ:জº»ôõᑖ¼aÓOö]fâᐵᦪP&øµÊùḄfRSQᵨEViewsᑖ᪆:
95DependentVariableEMethodLeastSquaresDate12/20/14Time15:04Sample(adjusted)219Includedobservations18afteradjustmentsCoefficienVariabletStd.Errort-StatisticProb.E(-l)0.6573520.1776263.7007590.0018MeandependentR-squared0.440747var1.717433S.I),dependentAdjustedR-squared0.440747var17.85134AkaikeinfoS.E.ofregression13.34980criterion8.074833SchwarzSumsquaredresid3029.692criterion8.124298Hannan-QuinnLoglikelihood-71.67349criter.8.081653Durbin-Watsonstat1.634573ᵫëQP=0.657352b)x}~ôõᑖRSQᵨEviewsᑖ᪆ᡠT:DependentVariableY-0.657352*Y(-1)MethodLeastSquaresDate12/20/14Time15:04Sample(adjusted)219
96Includedobservations:18afteradjustmentsCoefficienVariabletStd.Errort-StatisticProb.C35.977618.1035464.4397370.0004X-0.657352*X(-1)0.6686950.02064232.395120.0000MeandependentR-squared0.984983var278.1002S.D.dependentAdjustedR-squared0.984044var105.1781AkaikeinfoS.E.ofregression13.28570criterion8.115693SchwarzSumsquaredresid2824.158criterion8.214623Hannan-QuinnLoglikelihood-71.04124criter.8.129334Durbin-WatsonF-statistic1049.444stat1.830746Prob(F-statistic)0.000000ᵫëRSãO:Y,*=35.97761+0.668695X,*Se=(8.103546)(0.020642)t=(4.439737)(32.39512)7=0.984983F=1049.444DW=1.830746ÛQY,*=Yú0.657352Yi,X,*=X-0.657352X.,tᵫ¸ûᵨ®ôõᑖᦪ[Q᪵Nü^ýþ®1èQO18èj5%æ℉abḄDW\]⊤ëQd=l.158.diFl.391}~DW=1,830746,d97ᐵᦪR2,t,F!"#$ᙳ&ᑮᳮ)ᵫᑖ+,,P1=35.97761/(1-0.657352)=104.9987ᵫ<ᨬ>Ḅ?@ABY=104.9987+0.668695X,tঝᵨHIJ-ᝍIᱯMNOPᵨEVIewsᑖ᪆XYBDependentVariableBYMethodBLeastSquaresDateB12/20/14TimeB15:15Sample(adjusted)B219IncludedobservationsB18afteradjustmentsConvergenceachievedafter5iterationsCoefficienVariabletStd.Errort-StatisticProb.C104.044923.876184.3576870.0006X0.6692620.02083132.127570.0000ARপ0.6300150.1642183.8364620.0016MeandependentR-squared0.997097var719.1867S.D.dependentAdjustedR-squared0.996710var238.9866AkaikeinfoS.E.ofregression13.70843criterion8.224910SchwarzSumsquaredresid2818.814criterion8.373306Hannan-QuinnLoglikelihood-71.02419criter.8.245372
98Durbin-WatsonF-statistic2575.896stat1.787878Prob(F-statistic)0.000000InvertedARRoots.63ᡠ|+,ABY=104.0449+0.669262X,t(3)}~Bᙳ▭ᦈᐭ1ᐗPᙳᩭᙳ?@0.669262ᐔO6.4(1)
991)┐ᦪPᵨEviewsᑖ᪆XY:DependentVariableBLNYMethodBLeastSquaresDateB12/27/14TimeB16:13SampleB19802000IncludedobservationsB21CoefficienVariabletStd.Errort-StatisticProb.LNX0.9510900.03889724.451230.0000C2.1710410.2410259.0075290.0000MeandependentR-squared0.969199var8.039307S.D.dependentAdjustedR-squared0.967578var0.565486AkaikeinfoS.E.ofregression0.101822criterion-1.640785SchwarzSumsquaredresid0.196987criterion-1.541307Hannan-QuinnLoglikelihood19.22825criter.-1.619196Durbin-WatsonF-statistic597.8626stat1.159788Prob(F-statistic)0.000000ᡠ|ABlnY=0,9510901nX+2.171041se=(0.038897)(0.241025)
100t=(24.45123)(9.007529)R2=0.969199F=597.8626DW=1.1597882)Ḅᐵឋ+,ᦪPᦪᙳ℉᪵#A21,¡¢£#ḄP5%Ḅ℉P¤DW!"⊤¦,=1.221,di-1.420,DW=1.159788Vᯠᨵᐵ(2)ᵨᑖOᜐᳮB1)Aª"ᐵᦪPe,«¬®¯ḄPᵨEViewsᑖ᪆XYBDependentVariableBEMethodBLeastSquaresDateB12/27/14TimeB16B18Sample(adjusted)B19822000Includedobservations:19afteradjustmentsCoefficienVariabletStd.Errort-StatisticProb.E(-l)-0.0128720.280581-0.0458780.9639MeandependentR-squared0.000073var-2.556737S.I),dependentAdjustedR-squared0.000073var397.7924AkaikeinfoS.E.ofregression397.7778criterion14.86086SchwarzSumsquaredresid2848090.criterion14.91057
101Hannan-QuinnLoglikelihood-140.1782criter.14.86927Durbin-Watsonstat1.700254ᵫ°¦PP=-0.0128722)±«¬ᑖPᵨEviews«¬ᑖ᪆ᡠ|XYBDependentVariableBY+0.012872*Y(-l)MethodBLeastSquaresDateB12/27/14TimeB21:06Sample(adjusted)B19812000IncludedobservationsB20afteradjustmentsCoefficienVariabletStd.Errort-StatisticProb.c-104.9645197.7928-0.5306790.6021X+0.012872*X(-l)6.6537570.30415721.876050.0000MeandependentR-squared0.96375Ivar3753.934S.D.dependentAdjustedR-squared0.961737var2045.606AkaikeinfoS.E.ofregression400.1404criterion14.91615SchwarzSumsquaredresid2882022.criterion15.01572Hannan-QuinnLoglikelihood-147.1615criter.14.93559Durbin-WatsonF-statistic478.5614stat1.822259
102Prob(F-statistic)0.000000ᵫ°³¦+,ABY*=-104.9645+6.653757X*ttSe=(197.7928)(0.304157)t´(-0.530679)(21.87605)R2=0.963751F=478.5614DW=1.8222596µPYt*=Y+0.012872Y-i,X*=X+0.012872X-itttttᵫ¶·ᵨ¸ᑖᦪ¹P᪵º#»¼¸1PA20¤5%℉ḄDW!"⊤¦Pd=1.201,du=1.411I)W=1.8222596,dḄABY=-103.6306+6.653757Xtt(3)¶<PᵨEviewsᑖ᪆XYBDependentVariableBLNY1MethodBLeastSquaresDateB12/27/14TimeB22:16Sample(adjusted)B19812000IncludedobservationsB20afteradjustmentsCoefficienVariabletStd.Errort-StatisticProb.LNX10.4422240.0660246.6979010.0000C0.0540470.0133224.0568960.0007
103MeandependentR-squared0.713658var0.091592S.1).dependentAdjustedR-squared0.697750var0.098311AkaikeinfoS.E.ofregression0.054049criterion-2.903219SchwarzSumsquaredresid0.052583criterion-2.803646Hannan-QuinnLoglike!ihood31.03219criter.-2.883781Durbin-WatsonF-statistic44.86188stat1.590363Prob(F-statistic)0.000003ᵫ⚪Á¦P<᪵º#A20,¤5%℉ḄÂ!"⊤¦Pdi=1.201,di=1.4UDW=L590363,d
