-------------------------------------------------------------------------------------------------name: <unnamed>

log: D:\Stata11\nur.log
log type: text
opened on: 15 May 2012, 11:13:47
. reg gfr pe ww2 pill
Source |
SS
df
MS
-------------+-----------------------------Model | 13183.6215
3 4394.54049
Residual | 14664.2739
68 215.651087
-------------+-----------------------------Total | 27847.8954
71 392.223879

Number of obs
F( 3,
68)
Prob > F
R-squared
Adj R-squared
Root MSE

=
=
=
=
=
=

72
20.38
0.0000
0.4734
0.4502
14.685

-----------------------------------------------------------------------------gfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------pe |
.08254 .0296462
2.78 0.007
.0233819
.1416981
ww2 | -24.2384 7.458253
-3.25 0.002
-39.12111 -9.355684
pill | -31.59403 4.081068
-7.74 0.000
-39.73768 -23.45039
_cons | 98.68176 3.208129
30.76 0.000
92.28003
105.0835
-----------------------------------------------------------------------------. reg gfr pe ww2 pill t
Source |
SS
df
MS
-------------+-----------------------------Model | 18441.2357
4 4610.30894
Residual | 9406.65967
67 140.397905
-------------+-----------------------------Total | 27847.8954
71 392.223879

Number of obs
F( 4,
67)
Prob > F
R-squared
Adj R-squared
Root MSE

=
=
=
=
=
=

72
32.84
0.0000
0.6622
0.6420
11.849

-----------------------------------------------------------------------------gfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------pe | .2788778 .0400199
6.97 0.000
.1989978
.3587578
ww2 | -35.59228 6.297377
-5.65 0.000
-48.1619 -23.02266
pill | .9974479
6.26163
0.16 0.874
-11.50082
13.49571
t | -1.149872 .1879038
-6.12 0.000
-1.524929 -.7748145
_cons | 111.7694 3.357765
33.29 0.000
105.0673
118.4716
-----------------------------------------------------------------------------. reg gfr pe
Source |
SS
df
MS
>
72
-------------+----------------------------->
0.04
Model | 15.5100386
1 15.5100386
> 0.8440
Residual | 27832.3854
70 397.605505
> 0.0006
-------------+-----------------------------> -0.0137
Total | 27847.8954
71 392.223879
> 19.94

Number of obs =
F( 1,

70) =

Prob > F

R-squared

Adj R-squared =
Root MSE

-----------------------------------------------------------------------

> ------gfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. In
> terval]
-------------+--------------------------------------------------------> ------pe | -.007095
.035923
-0.20 0.844
-.0787411
.
> 0645511
_cons | 96.34429 4.304734
22.38 0.000
87.75877
1
> 04.9298
----------------------------------------------------------------------> ------. dfuller gfr,lag(1) trend regress
time variable not set, use -tsset varname ...r(111);
. dfuller gfr ,lag(1) trend regress
time variable not set, use -tsset varname ...r(111);
. dfuller gfr, lag(1) trend regress
time variable not set, use -tsset varname ...r(111);
. tsset t
time variable: t, 1 to 72
delta: 1 unit
. dfuller gfr, lag(1) trend regress
Augmented Dickey-Fuller test for unit root
>
70

Number of obs

---------- Interpolated Dickey-Fuller -> ------Test

1% Critical

5% Critical

10% C

> ritical
Statistic
Value
Value
> Value
----------------------------------------------------------------------> ------Z(t)
-1.474
-4.106
-3.480
> -3.168
----------------------------------------------------------------------> ------MacKinnon approximate p-value for Z(t) = 0.8378
----------------------------------------------------------------------> ------D.gfr
|
Coef. Std. Err.
t
P>|t|
[95% Conf. In
> terval]
-------------+--------------------------------------------------------> ------gfr |
L1. | -.0438938 .0297773
-1.47 0.145
-.1033461
.
> 0155585
LD. | .3092968 .1166811
2.65 0.010
.0763355
.
> 5422581
_trend | -.0185421 .0282515
-0.66 0.514
-.074948
.
> 0378638

_cons | 4.261131 3.532985

1.21 0.232
-2.792701
1
> 1.31496
----------------------------------------------------------------------> ------. dfuller pe, lag(1) trend regress
Augmented Dickey-Fuller test for unit root

Number of obs

70

---------- Interpolated Dickey-Fuller --------Test

1% Critical
5% Critical
10% Critical
Statistic
Value
Value
Value
-----------------------------------------------------------------------------Z(t)
-1.471
-4.106
-3.480
-3.168
-----------------------------------------------------------------------------MacKinnon approximate p-value for Z(t) = 0.8388
-----------------------------------------------------------------------------D.pe
|
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------pe |
L1. | -.0661281 .0449466
-1.47 0.146
-.1558668
.0236106
LD. | .2567035 .1220926
2.10 0.039
.0129377
.5004694
_trend | .0316731 .1463908
0.22 0.829
-.2606056
.3239517
_cons | 6.453126 4.417043
1.46 0.149
-2.365785
15.27204
-----------------------------------------------------------------------------. nur
unrecognized command: nur
r(199);
. reg gfr pe
Source |
SS
df
MS
-------------+-----------------------------Model | 15.5100386
1 15.5100386
Residual | 27832.3854
70 397.605505
-------------+-----------------------------Total | 27847.8954
71 392.223879

Number of obs
F( 1,
70)
Prob > F
R-squared
Adj R-squared
Root MSE

=
72
=
0.04
= 0.8440
= 0.0006
= -0.0137
= 19.94

-----------------------------------------------------------------------------gfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------pe | -.007095
.035923
-0.20 0.844
-.0787411
.0645511
_cons | 96.34429 4.304734
22.38 0.000
87.75877
104.9298
-----------------------------------------------------------------------------. gen gfr=l. gfr
gfr already defined
r(110);
. gen gfrlag=l. gfr
nothing found where name expected
r(198);
. gen pelag=l.pe
(1 missing value generated)
. gen gfr=l. gfr
gfr already defined

r(110);
. gen gfr=l.gfr
gfr already defined
r(110);
. gen gfrlag=l.gfr
(1 missing value generated)
. gen delgfr= gfr- gfrlag
(1 missing value generated)
. gen delpe= pe- gfrlag
(1 missing value generated)
. reg delgfr delpe
Source |
SS
df
MS
-------------+-----------------------------Model | 49.833783
1 49.833783
Residual | 1219.74859
69 17.6775158
-------------+-----------------------------Total | 1269.58238
70 18.1368911

Number of obs
F( 1,
69)
Prob > F
R-squared
Adj R-squared
Root MSE

=
=
=
=
=
=

71
2.82
0.0977
0.0393
0.0253
4.2045

-----------------------------------------------------------------------------delgfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------delpe | .0122854 .0073171
1.68 0.098
-.0023118
.0268826
_cons | -.9059491 .5007535
-1.81 0.075
-1.904925
.0930269
-----------------------------------------------------------------------------. reg gfr pe t
Source |
SS
df
MS
-------------+-----------------------------Model | 13929.0853
2 6964.54264
Residual | 13918.8101
69 201.721886
-------------+-----------------------------Total | 27847.8954
71 392.223879

Number of obs
F( 2,
69)
Prob > F
R-squared
Adj R-squared
Root MSE

=
=
=
=
=
=

72
34.53
0.0000
0.5002
0.4857
14.203

-----------------------------------------------------------------------------gfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------pe |
.186662 .0346265
5.39 0.000
.1175841
.2557399
t | -.9051881 .1089923
-8.31 0.000
-1.122622 -.6877543
_cons | 109.9302
3.47526
31.63 0.000
102.9972
116.8631
-----------------------------------------------------------------------------. predict uhat,res
. gen u hat lag=l.uhat
too many variables specified
r(103);
. gen uhatlag=l.uhat
(1 missing value generated)
. dfuller uhatlag,lag(1) regress
Augmented Dickey-Fuller test for unit root

Number of obs

69

---------- Interpolated Dickey-Fuller --------Test

1% Critical
5% Critical
10% Critical
Statistic
Value
Value
Value
-----------------------------------------------------------------------------Z(t)
-2.419
-3.553
-2.915
-2.592
-----------------------------------------------------------------------------MacKinnon approximate p-value for Z(t) = 0.1366
-----------------------------------------------------------------------------D.uhatlag |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------uhatlag |
L1. | -.1191301 .0492555
-2.42 0.018
-.217472 -.0207883
LD. | .2438214 .1177181
2.07 0.042
.0087898
.4788531
|
_cons | -.2173747 .6805845
-0.32 0.750
-1.576206
1.141456
-----------------------------------------------------------------------------. gen gfrlag=l.gfr
gfrlag already defined
r(110);
. reg delgfr delpe
Source |
SS
df
MS
-------------+-----------------------------Model | 49.833783
1 49.833783
Residual | 1219.74859
69 17.6775158
-------------+-----------------------------Total | 1269.58238
70 18.1368911

Number of obs
F( 1,
69)
Prob > F
R-squared
Adj R-squared
Root MSE

=
=
=
=
=
=

71
2.82
0.0977
0.0393
0.0253
4.2045

-----------------------------------------------------------------------------delgfr |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------delpe | .0122854 .0073171
1.68 0.098
-.0023118
.0268826
_cons | -.9059491 .5007535
-1.81 0.075
-1.904925
.0930269
-----------------------------------------------------------------------------. dfuller uhatlag,lag(1) regress
Augmented Dickey-Fuller test for unit root

Number of obs

69

---------- Interpolated Dickey-Fuller --------Test

1% Critical
5% Critical
10% Critical
Statistic
Value
Value
Value
-----------------------------------------------------------------------------Z(t)
-2.419
-3.553
-2.915
-2.592
-----------------------------------------------------------------------------MacKinnon approximate p-value for Z(t) = 0.1366
-----------------------------------------------------------------------------D.uhatlag |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------uhatlag |
L1. | -.1191301 .0492555
-2.42 0.018
-.217472 -.0207883
LD. | .2438214 .1177181
2.07 0.042
.0087898
.4788531
|
_cons | -.2173747 .6805845
-0.32 0.750
-1.576206
1.141456
------------------------------------------------------------------------------

. save "C:\Users\Public\1030 lecture\FERTIL3.dta", replace

file C:\Users\Public\1030 lecture\FERTIL3.dta saved
. clear
. use "C:\Users\Public\1030 lecture\INTQRT_new.dta", clear
. use intrq_new
file intrq_new.dta not found
r(601);
. useINTRQ_new
unrecognized command: useINTRQ_new
r(199);
. use INTRQ_new
file INTRQ_new.dta not found
r(601);
. use
invalid file specification
r(198);
.
. tseet var24
unrecognized command: tseet
r(199);
. tsset var24
time variable: var24, 1 to 124
delta: 1 unit
. dfuller r6, regress
Dickey-Fuller test for unit root

Number of obs

123

---------- Interpolated Dickey-Fuller --------Test

1% Critical
5% Critical
10% Critical
Statistic
Value
Value
Value
-----------------------------------------------------------------------------Z(t)
-2.469
-3.502
-2.888
-2.578
-----------------------------------------------------------------------------MacKinnon approximate p-value for Z(t) = 0.1233
-----------------------------------------------------------------------------D.r6 |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------r6 |
L1. | -.0900915 .0364964
-2.47 0.015
-.1623456 -.0178373
|
_cons | .6463412 .2710257
2.38 0.019
.1097743
1.182908
-----------------------------------------------------------------------------. dfuller r3, regress
Dickey-Fuller test for unit root
Test

Number of obs

123

---------- Interpolated Dickey-Fuller --------1% Critical

5% Critical
10% Critical

Statistic
Value
Value
Value
-----------------------------------------------------------------------------Z(t)
-2.473
-3.502
-2.888
-2.578
-----------------------------------------------------------------------------MacKinnon approximate p-value for Z(t) = 0.1221
-----------------------------------------------------------------------------D.r3 |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------r3 |
L1. | -.0907106 .0366782
-2.47 0.015
-.1633247 -.0180965
|
_cons | .6253371 .2608254
2.40 0.018
.1089645
1.14171
-----------------------------------------------------------------------------. dfuller spr63, regress
Dickey-Fuller test for unit root

Number of obs

123

---------- Interpolated Dickey-Fuller --------Test

1% Critical
5% Critical
10% Critical
Statistic
Value
Value
Value
-----------------------------------------------------------------------------Z(t)
-7.710
-3.502
-2.888
-2.578
-----------------------------------------------------------------------------MacKinnon approximate p-value for Z(t) = 0.0000
-----------------------------------------------------------------------------D.spr63 |
Coef. Std. Err.
t
P>|t|
[95% Conf. Interval]
-------------+---------------------------------------------------------------spr63 |
L1. | -.6661949 .0864051
-7.71 0.000
-.8372566 -.4951332
|
_cons | .2009128 .0350446
5.73 0.000
.1315328
.2702929
-----------------------------------------------------------------------------. gen delhy3=hy3- hy3_1
(1 missing value generated)
. save "C:\Users\Public\1030 lecture\INTQRT_new.dta", replace
file C:\Users\Public\1030 lecture\INTQRT_new.dta saved
. exit, clear