Dependent Variable: SL
Method: Least Squares
Date: 03/16/13 Time: 20:16
Sample: 1996 2011
Included observations: 16
Variable Coefficient Std. Error t-Statistic Prob.
C -33844.87 1539.852 -21.97931 0.0000
DT 4.647217 0.204476 22.72739 0.0000
NS 728.3262 7.318663 99.51629 0.0000
R-squared 0.998766 Mean dependent var 34489.19
Adjusted R-squared 0.998577 S.D. dependent var 4466.333
S.E. of regression 168.5076 Akaike info criterion 13.25920
Sum squared resid 369132.4 Schwarz criterion 13.40406
Log likelihood -103.0736 Hannan-Quinn criter. 13.26662
F-statistic 5262.457 Durbin-Watson stat 1.833270
Prob(F-statistic) 0.000000
HỒI QUY PHỤ
Dependent Variable: DT
Method: Least Squares
Date: 03/16/13 Time: 20:18
Sample: 1996 2011
Included observations: 16
Variable Coefficient Std. Error t-Statistic Prob.
C 7339.602 450.5327 16.29094 0.0000
NS 0.789414 9.563541 0.082544 0.9354
R-squared 0.000486 Mean dependent var 7376.513
Adjusted R-squared -0.070907 S.D. dependent var 212.8316
S.E. of regression 220.2480 Akaike info criterion 13.74385
Sum squared resid 679128.8 Schwarz criterion 13.84043
Log likelihood -107.9508 Hannan-Quinn criter. 13.74880
F-statistic 0.006814 Durbin-Watson stat 1.332795
Prob(F-statistic) 0.935383
ĐỘ ĐO THEIL
Dependent Variable: SL
Method: Least Squares
Date: 03/16/13 Time: 20:19
Sample: 1996 2011
Included observations: 16
Variable Coefficient Std. Error t-Statistic Prob.
C 263.8559 2119.907 0.124466 0.9027
NS 731.9948 44.99965 16.26668 0.0000
R-squared 0.949750 Mean dependent var 34489.19
Adjusted R-squared 0.946160 S.D. dependent var 4466.333
S.E. of regression 1036.341 Akaike info criterion 16.84125
Sum squared resid 15036025 Schwarz criterion 16.93782
Log likelihood -132.7300 Hannan-Quinn criter. 16.84619
F-statistic 264.6047 Durbin-Watson stat 1.681086
Prob(F-statistic) 0.000000
Dependent Variable: SL
Method: Least Squares
Date: 03/16/13 Time: 20:19
Sample: 1996 2011
Included observations: 16
Variable Coefficient Std. Error t-Statistic Prob.
C -3101.656 40148.86 -0.077254 0.9395
DT 5.096018 5.440674 0.936652 0.3648
R-squared 0.058970 Mean dependent var 34489.19
Adjusted R-squared -0.008246 S.D. dependent var 4466.333
S.E. of regression 4484.711 Akaike info criterion 19.77120
Sum squared resid 2.82E+08 Schwarz criterion 19.86778
Log likelihood -156.1696 Hannan-Quinn criter. 19.77615
F-statistic 0.877317 Durbin-Watson stat 0.094912
Prob(F-statistic) 0.364815
WHITE
Heteroskedasticity Test: White
F-statistic 24.74651 Prob. F(5,10) 0.0000
Obs*R-squared 14.80358 Prob. Chi-Square(5) 0.0112
Scaled explained SS 10.86889 Prob. Chi-Square(5) 0.0540
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/16/13 Time: 20:22
Sample: 1996 2011
Included observations: 16
Variable Coefficient Std. Error t-Statistic Prob.
C 21649618 5871116. 3.687479 0.0042
DT -5487.573 1640.502 -3.345057 0.0074
DT^2 0.366544 0.109119 3.359121 0.0073
DT*NS 2.957815 2.045619 1.445926 0.1788
NS -72376.79 18908.91 -3.827656 0.0033
NS^2 566.0020 175.1842 3.230896 0.0090
R-squared 0.925224 Mean dependent var 23070.78
Adjusted R-squared 0.887836 S.D. dependent var 35536.73
S.E. of regression 11901.58 Akaike info criterion 21.88673
Sum squared resid 1.42E+09 Schwarz criterion 22.17645
Log likelihood -169.0938 Hannan-Quinn criter. 21.90156
F-statistic 24.74651 Durbin-Watson stat 1.996641
Prob(F-statistic) 0.000025
BG1
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.842961 Prob. F(1,12) 0.3766
Obs*R-squared 1.050176 Prob. Chi-Square(1) 0.3055
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/16/13 Time: 20:23
Sample: 1996 2011
Included observations: 16
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 1496.468 2248.721 0.665475 0.5183
DT -0.191848 0.293231 -0.654256 0.5253
NS -1.942707 7.661265 -0.253575 0.8041
RESID(-1) -0.454588 0.495124 -0.918129 0.3766
R-squared 0.065636 Mean dependent var 1.09E-11
Adjusted R-squared -0.167955 S.D. dependent var 156.8720
S.E. of regression 169.5347 Akaike info criterion 13.31631
Sum squared resid 344904.0 Schwarz criterion 13.50946
Log likelihood -102.5305 Hannan-Quinn criter. 13.32620
F-statistic 0.280987 Durbin-Watson stat 1.982523
Prob(F-statistic) 0.838125
BG2
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 0.387952 Prob. F(2,11) 0.6874
Obs*R-squared 1.054225 Prob. Chi-Square(2) 0.5903
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/16/13 Time: 20:24
Sample: 1996 2011
Included observations: 16
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 1501.870 2350.478 0.638964 0.5359
DT -0.192321 0.306350 -0.627780 0.5430
NS -1.985691 8.039501 -0.246992 0.8095
RESID(-1) -0.460738 0.529203 -0.870626 0.4026
RESID(-2) 0.025240 0.462368 0.054589 0.9574
R-squared 0.065889 Mean dependent var 1.09E-11
Adjusted R-squared -0.273788 S.D. dependent var 156.8720
S.E. of regression 177.0492 Akaike info criterion 13.44104
Sum squared resid 344810.6 Schwarz criterion 13.68247
Log likelihood -102.5283 Hannan-Quinn criter. 13.45340
F-statistic 0.193976 Durbin-Watson stat 1.992484
Prob(F-statistic) 0.936468
RAMSEY
Ramsey RESET Test:
F-statistic 7.372361 Prob. F(1,12) 0.0188
Log likelihood ratio 7.663051 Prob. Chi-Square(1) 0.0056
Test Equation:
Dependent Variable: SL
Method: Least Squares
Date: 03/16/13 Time: 20:26
Sample: 1996 2011
Included observations: 16
Variable Coefficient Std. Error t-Statistic Prob.
C -18600.72 5754.317 -3.232482 0.0072
DT 3.319342 0.516941 6.421121 0.0000
NS 486.0600 89.42680 5.435283 0.0002
FITTED^2 4.87E-06 1.79E-06 2.715209 0.0188
R-squared 0.999236 Mean dependent var 34489.19
Adjusted R-squared 0.999045 S.D. dependent var 4466.333
S.E. of regression 138.0384 Akaike info criterion 12.90526
Sum squared resid 228655.1 Schwarz criterion 13.09841
Log likelihood -99.24207 Hannan-Quinn criter. 12.91515
F-statistic 5230.469 Durbin-Watson stat 1.522357
Prob(F-statistic) 0.000000
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Series: Residuals
Sample 1996 2011
Observations 16
Mean 1.09e-11
Median -7.511949
Maximum 335.6134
Minimum -312.8604
Std. Dev. 156.8720
Skewness 0.212279
Kurtosis 3.224343
Jarque-Bera 0.153720
Probability 0.926020