Common Model

Dependent Variable: UKAR

Method: Least Squares
Date: 06/10/15 Time: 14:38
Sample: 1982 2011
Included observations: 30
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INF
KURS
Y

-2164.168
-168.0484
1.251162
0.009418

1479.362
66.46132
0.359702
0.000155

-1.462906
-2.528514
3.478334
60.76497

0.1555
0.0179
0.0018
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.997714
0.997450
4385.801
5.00E+08
-292.0055
3781.749
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

72269.33
86846.83
19.73370
19.92052
19.79347
1.597595

Regression Result:
UKAR= -2197.84 167.16 INF + 1.26 KURS + 0.09 Y + E

LOG
Date: 06/10/15 Time: 14:22
Sample: 1982 2011
Included observations: 30
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INF
LKURS
LY

-5.598978
-0.003140
0.235858
0.931527

0.140944
0.001003
0.046356
0.029841

-39.72482
-3.130789
5.087937
31.21589

0.0000
0.0043
0.0000
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.998299
0.998103
0.065216
0.110582
41.47981
5087.479
0.000000

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

10.28983
1.497399
-2.498654
-2.311828
-2.438887
1.451475

PAM
Method: Least Squares
Date: 06/10/15 Time: 14:41
Sample (adjusted): 1983 2011
Included observations: 29 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INF
LKURS
LY
LUKAR(-1)

-3.733265
-0.001396
0.178388
0.614291
0.330508

0.939488
0.001316
0.058134
0.153765
0.161387

-3.973724
-1.060426
3.068586
3.994994
2.047925

0.0006
0.2995
0.0053
0.0005
0.0517

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.998529
0.998284
0.060404
0.087567
42.98915
4072.543
0.000000

Variables
Constanta
INF
KURS
Y
Adj R2
F Stat
Prob

Inlfation
rate
Exchange
Rate
National
Income

Mean dependent var

S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

Common
Model
-2164.16
(-2164.16)
-168.048**
(66.46)
1.251***
(0.35)

10.36933
1.458036
-2.619942
-2.384201
-2.546111
1.506485

Model_LOG

Model_Log
PAM

*10% significance, **5% significance, ***1% significance