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    Roger Manuel
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    Dependent variable: resid Method: Least Squares. 20 Presample missing value lagged residuals set to zero. Variable coefficient. Error adjusted R-squared s.e. Of regression Sum squared resid Log likelihood Mean dependent var S.D. Dependent var Akaike info criterion.

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    Dependent variable: resid Method: Least Squares. 20 Presample missing value lagged residuals set to zero. Variable coefficient. Error adjusted R-squared s.e. Of regression Sum squared resid Log likelihood Mean dependent var S.D. Dependent var Akaike info criterion.

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    Attribution Non-Commercial (BY-NC)
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    9 views1 page

    2

    Uploaded by

    Roger Manuel
    Dependent variable: resid Method: Least Squares. 20 Presample missing value lagged residuals set to zero. Variable coefficient. Error adjusted R-squared s.e. Of regression Sum squared resid Log likelihood Mean dependent var S.D. Dependent var Akaike info criterion.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as RTF, PDF, TXT or read online from Scribd
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    of 1

    Breusch-Godfrey

    Serial Correlation LM
    Test:
    F-statistic

    1.506800

    Obs*R-squared

    3.542578

    Prob.
    F(2,14)
    Prob.
    ChiSquare(2)

    0.2555
    0.1701

    Test Equation:
    Dependent Variable:
    RESID
    Method: Least
    Squares
    Date: 06/10/13 Time:
    00:44
    Sample: 1990 2009
    Included observations:
    20
    Presample missing
    value lagged residuals
    set to zero.
    Variable

    Coefficient

    Std. Error

    t-Statistic

    Prob.

    DDAEXT
    DDAINT
    PINT
    C
    RESID(-1)
    RESID(-2)

    1.07E-06
    -3.11E-10
    0.001181
    -0.253206
    -0.504124
    -0.363966

    3.96E-06
    6.79E-10
    0.001563
    0.288846
    0.295821
    0.320949

    0.270753
    -0.458218
    0.755580
    -0.876611
    -1.704150
    -1.134031

    0.7905
    0.6538
    0.4624
    0.3955
    0.1104
    0.2758

    R-squared

    0.177129

    Adjusted R-squared

    -0.116754

    S.E. of regression

    0.267822

    Sum squared resid

    1.004198

    Log likelihood

    1.536665

    F-statistic
    Prob(F-statistic)

    0.602720
    0.699056

    Mean
    dependent
    var
    S.D.
    dependent
    var
    Akaike
    info criterion
    Schwarz
    criterion
    HannanQuinn criter.
    DurbinWatson stat

    -3.65E08
    0.253435
    0.446334
    0.745053
    0.504647
    2.213943

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