EViews Exercise 1

GROUP 9

ABAYARI, JUSTINE BERYL

AMOROSO, DENNIS
CABRAL, SOFIA BEATRIZ
PAURILLO, ADRIAN

Econometrics
 EViews Exercise 1
According to the Fisher hypothesis the relationship among real interest rate
(RINTR), nominal interest rate (NINTR) and inflation (INFL) can be stated
as RINTR NINTR-INFL, rearranging gives NINTR= RINTR+ INFL. Since
nominal rate of interest is the sum of real rate of interest and inflation, it
follows that increases in inflation will increase the nominal interest rate,
while real rate of interest will remain unchanged.

NINTRt= f(INFLt)
NINTRt = α+ βINFLt + ut

Econometrics
DATA GATHERED
2019 2020 2021
NINTR INFL NINTR INFL NINTR INFL
January 4.4 5.444 2.9 3.299 4.2 0.98
February 3.8 5.575 2.6 3.094 4.7 0.87
March 3.3 5.754 2.5 3.019 4.5 1.208
April 3 5.606 2.2 3.204 4.5 1.335
May 3.2 5.309 2.1 2.234 4.5 1.27
June 2.7 4.596 2.5 1.978 4.1 1.108
July 2.4 3.826 2.7 1.519 4 1.061
August 1.7 3.326 2.4 1.146 4.9 1.067
September 0.9 3.093 2.3 1.152 4.8 1.072
October 0.8 2.995 2.5 1.094 4.6 1.103
November 1.3 3.168 3.3 1.022 4.2 1.152
December 2.5 3.192 3.5 1.014 3.6 1.14
SOURCE: BSP
Line Graph
Briefly elaborate on what you
want to discuss
Briefly elaborate on what you
want to discuss.
 6

Scattered 5

Plot 4

INFL
-Regression line is negative
sloping
-This equation represents the
2
negative relationship between
INFL and NINTR. 1

0
0 1 2 3 4 5

NINTR
 Dependent Variable: NINTR
Method: Least Squares
Regression Date: 04/28/22 Time: 23:55
Sample: 2019M01 2021M12

Result Included observations: 36

Variable Coefficient Std. Error t-Statistic Prob.

C 3.912767 0.781602 5.006084 0.0000

Apply page animations and INFL -0.454291 0.232739 -1.951935 0.0592
transitions to your Canva
presentation to emphasize ideas and R-squared 0.100768 Mean dependent var 2.472917
make them even more memorable. Adjusted R-squared 0.074320 S.D. dependent var 1.611441
S.E. of regression 1.550403 Akaike info criterion 3.768860
Sum squared resid 81.72752 Schwarz criterion 3.856833
Log likelihood -65.83948 Hannan-Quinn criter. 3.799565
F-statistic 3.810050 Durbin-Watson stat 0.069762
Prob(F-statistic) 0.059222