Assignment#04

Submitted to:
DR. Irfan Javed
Submitted by:
Shahzad Ahmad
SP17-BBA-019
Course:
Financial Econometrics
Department:
Management Sciences
Linear Model

Dependent Variable: SALES

Method: Least Squares
Date: 12/22/20 Time: 04:35
Sample: 2000M01 2000M12
Included observations: 12

Variable Coefficient Std. Error t-Statistic Prob.  

C -852.0842 203.7759 -4.181477 0.0019

ADS 19.07044 1.999943 9.535496 0.0000

R-squared 0.900917    Mean dependent var 1088.333

Adjusted R-squared 0.891009    S.D. dependent var 112.3981
S.E. of regression 37.10688    Akaike info criterion 10.21649
Sum squared resid 13769.21    Schwarz criterion 10.29731
Log likelihood -59.29896    Hannan-Quinn criter. 10.18657
F-statistic 90.92568    Durbin-Watson stat 3.005353
Prob(F-statistic) 0.000002
Linear Log Model

Dependent Variable: SALES

Method: Least Squares
Date: 12/22/20 Time: 04:35
Sample: 2000M01 2000M12
Included observations: 12

Variable Coefficient Std. Error t-Statistic Prob.  

C -7774.366 934.9648 -8.315143 0.0000

LOG(ADS) 1917.871 202.3112 9.479809 0.0000

R-squared 0.899867    Mean dependent var 1088.333

Adjusted R-squared 0.889853    S.D. dependent var 112.3981
S.E. of regression 37.30309    Akaike info criterion 10.22704
Sum squared resid 13915.20    Schwarz criterion 10.30786
Log likelihood -59.36225    Hannan-Quinn criter. 10.19712
F-statistic 89.86678    Durbin-Watson stat 2.935253
Prob(F-statistic) 0.000003
Log linear Model

Dependent Variable: LOG(SALES)

Method: Least Squares
Date: 12/22/20 Time: 04:36
Sample: 2000M01 2000M12
Included observations: 12

Variable Coefficient Std. Error t-Statistic Prob.  

C 5.165981 0.188764 27.36742 0.0000

ADS 0.017901 0.001853 9.662471 0.0000

R-squared 0.903254    Mean dependent var 6.987384

Adjusted R-squared 0.893579    S.D. dependent var 0.105368
S.E. of regression 0.034373    Akaike info criterion -3.752065
Sum squared resid 0.011815    Schwarz criterion -3.671247
Log likelihood 24.51239    Hannan-Quinn criter. -3.781986
F-statistic 93.36334    Durbin-Watson stat 3.143042
Prob(F-statistic) 0.000002

Double log Model:

Dependent Variable: LOG(SALES)

Method: Least Squares
Date: 12/22/20 Time: 04:36
Sample: 2000M01 2000M12
Included observations: 12

Variable Coefficient Std. Error t-Statistic Prob.  

C -1.339604 0.858607 -1.560206 0.1498

LOG(ADS) 1.801944 0.185789 9.698898 0.0000

R-squared 0.903910    Mean dependent var 6.987384

Adjusted R-squared 0.894301    S.D. dependent var 0.105368
S.E. of regression 0.034257    Akaike info criterion -3.758865
Sum squared resid 0.011735    Schwarz criterion -3.678047
Log likelihood 24.55319    Hannan-Quinn criter. -3.788787
F-statistic 94.06862    Durbin-Watson stat 3.121277
Prob(F-statistic) 0.000002