INV PROF

2000 90 30
2001 100 65
2002 120 75
2003 130 80
2004 150 95
2005 165 100
2006 174 115
2007 180 120
2008 195 125
2009 200 128
2010 150 90
2011 210 130
2012 260 160
2013 270 165
2014 170
2015 320 180
2016 330 190
2017 345 197
2018 312 175
2019 50 25
2020 40 20
2021 120 75

INV PROF
0.986674375461097
INV 1 4
PROF 0.9866743754610974 1

Dependent Variable: INV

Method: Least Squares
Date: 03/19/23 Time: 13:52
Sample: 2000 2021
Included observations: 21

Variable Coefficient Std. Error t-Statistic Prob.  

C 0.114831 7.778813 0.014762 0.9884

PROF 1.670337 0.063192 26.43282 0.0000

R-squared 0.973526     Mean dependent var 186.2381

Adjusted R-squared 0.972133     S.D. dependent var 90.75181
S.E. of regression 15.14958     Akaike info criterion 8.364215
Sum squared resid 4360.686     Schwarz criterion 8.463694
Log likelihood -85.82426     Hannan-Quinn criter. 8.385805
F-statistic 698.6940     Durbin-Watson stat 0.798124
Prob(F-statistic) 0.000000

Heteroskedasticity Test: Breusch-Pagan-Godfrey

F-statistic 0.305183     Prob. F(1,19) 0.5871

Obs*R-squared 0.331976     Prob. Chi-Square(1) 0.5645
Scaled explained SS 0.353828     Prob. Chi-Square(1) 0.5520

Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 03/19/23 Time: 13:56
Sample: 2000 2021
Included observations: 21

Variable Coefficient Std. Error t-Statistic Prob.  

C 297.3882 179.4505 1.657216 0.1139

PROF -0.805327 1.457780 -0.552434 0.5871

R-squared 0.015808     Mean dependent var 207.6517

Adjusted R-squared -0.035991     S.D. dependent var 343.3634
S.E. of regression 349.4878     Akaike info criterion 14.64121
Sum squared resid 2320692.     Schwarz criterion 14.74069
Log likelihood -151.7327     Hannan-Quinn criter. 14.66280
F-statistic 0.305183     Durbin-Watson stat 1.216751
Prob(F-statistic) 0.587092

Breusch-Godfrey Serial Correlation LM Test:

F-statistic 2.016036     Prob. F(2,17) 0.1638

Obs*R-squared 4.025923     Prob. Chi-Square(2) 0.1336

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 03/19/23 Time: 13:56
Sample: 2000 2021
Included observations: 21
Presample and interior missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.  

C -2.621277 7.563283 -0.346579 0.7332

PROF 0.021427 0.061594 0.347874 0.7322
RESID(-1) 0.312512 0.239273 1.306089 0.2089
RESID(-2) 0.228511 0.246099 0.928536 0.3661

R-squared 0.191711     Mean dependent var -9.05E-15

Adjusted R-squared 0.049071     S.D. dependent var 14.76598
S.E. of regression 14.39913     Akaike info criterion 8.341857
Sum squared resid 3524.696     Schwarz criterion 8.540813
Log likelihood -83.58949     Hannan-Quinn criter. 8.385035
F-statistic 1.344024     Durbin-Watson stat 1.579955
Prob(F-statistic) 0.293306