Thông tin tài liệu
Dependent Variable: Y Method: Least Squares Date: 06/17/22 Time: 22:09 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C X1 X2 X3 X4 3.577370 -5.48E-08 2.92E-09 -3.21E-07 1.24E-06 0.489483 8.51E-09 9.88E-10 1.96E-07 1.20E-07 7.308465 -6.446925 2.951969 -1.638411 10.27602 0.0000 0.0000 0.0065 0.1129 0.0000 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.925799 0.914807 0.446033 5.371536 -16.85208 84.21949 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat Variance Inflation Factors Date: 06/17/22 Time: 22:11 Sample: 32 Included observations: 32 Variable Coefficient Variance Uncentered VIF Centered VIF C X1 X2 X3 X4 0.239594 7.24E-17 9.77E-19 3.83E-14 1.45E-14 38.53813 53.45674 127.8727 210.0846 27.94857 NA 6.310976 11.64107 11.66093 6.482937 4.530625 1.528144 1.365755 1.594776 1.441669 1.686080 Heteroskedasticity Test: White Null hypothesis: Homoskedasticity F-statistic Obs*R-squared Scaled explained SS 15.41917 29.66392 39.33001 Prob F(14,17) Prob Chi-Square(14) Prob Chi-Square(14) 0.0000 0.0085 0.0003 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/17/22 Time: 22:12 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C X1^2 X1*X2 X1*X3 X1*X4 X1 X2^2 X2*X3 X2*X4 X2 X3^2 X3*X4 X3 X4^2 X4 2.025607 5.70E-16 9.10E-18 1.13E-14 -1.63E-14 -1.10E-07 8.56E-18 -5.55E-15 7.96E-16 1.26E-08 3.86E-13 2.63E-13 -1.22E-06 -1.66E-13 2.64E-07 1.726205 4.41E-16 7.94E-17 1.51E-14 6.90E-15 4.05E-08 4.27E-18 1.69E-15 1.18E-15 4.66E-09 1.80E-13 1.19E-13 8.30E-07 5.35E-14 6.48E-07 1.173445 1.292859 0.114624 0.751756 -2.361938 -2.714385 2.003854 -3.282899 0.672196 2.693282 2.142257 2.214382 -1.467814 -3.099731 0.406796 0.2568 0.2134 0.9101 0.4625 0.0304 0.0147 0.0613 0.0044 0.5105 0.0154 0.0469 0.0408 0.1604 0.0065 0.6892 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.926997 0.866878 0.120093 0.245179 32.53800 15.41917 0.000001 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.167861 0.329148 -1.096125 -0.409061 -0.868383 2.150391 Ramsey RESET Test Equation: UNTITLED Omitted Variables: Powers of fitted values from to Specification: Y C X1 X2 X3 X4 F-statistic Likelihood ratio Value 2.401592 5.623660 df (2, 25) Sum of Sq 0.865695 5.371536 4.505841 df 27 25 Probability 0.1112 0.0601 F-test summary: Test SSR Restricted SSR Unrestricted SSR Mean Squares 0.432848 0.198946 0.180234 LR test summary: Restricted LogL Unrestricted LogL Value -16.85208 -14.04025 Unrestricted Test Equation: Dependent Variable: Y Method: Least Squares Date: 06/17/22 Time: 22:13 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C X1 X2 X3 X4 FITTED^2 FITTED^3 13.28662 -2.91E-07 1.55E-08 -1.87E-06 6.77E-06 -0.935091 0.062246 6.042780 1.48E-07 7.23E-09 9.85E-07 3.59E-06 0.537855 0.032947 2.198759 -1.973163 2.149329 -1.901795 1.886933 -1.738554 1.889307 0.0374 0.0596 0.0415 0.0688 0.0708 0.0944 0.0705 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.937758 0.922820 0.424539 4.505841 -14.04025 62.77606 0.000000 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 4.530625 1.528144 1.315016 1.635645 1.421295 1.635214 Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to lags F-statistic Obs*R-squared 0.521312 1.281128 Prob F(2,25) Prob Chi-Square(2) 0.6001 0.5270 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 06/17/22 Time: 22:13 Sample: 32 Included observations: 32 Presample missing value lagged residuals set to zero Variable Coefficient Std Error t-Statistic Prob C X1 X2 X3 X4 RESID(-1) RESID(-2) -0.048788 1.95E-09 -2.38E-10 3.43E-08 -2.35E-08 0.127908 0.171412 0.505878 9.03E-09 1.03E-09 2.04E-07 1.25E-07 0.216226 0.216806 -0.096443 0.215647 -0.229965 0.168038 -0.187337 0.591548 0.790624 0.9239 0.8310 0.8200 0.8679 0.8529 0.5595 0.4366 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.040035 -0.190356 0.454158 5.156486 -16.19834 0.173771 0.981497 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -6.94E-17 0.416264 1.449896 1.770526 1.556176 1.890659 ... dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.167861 0.329148 -1.096125 -0.409061 -0.868383 2.150391 Ramsey RESET Test Equation: UNTITLED... dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 4.530625 1.528144 1.315016 1.635645 1.421295 1.635214 Breusch-Godfrey Serial Correlation... dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -6.94E-17 0.416264 1.449896 1.770526 1.556176 1.890659
Ngày đăng: 22/06/2022, 00:00
Xem thêm:
