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[k#&#"!&\`R! 0( `R!$'(#$#%#iC0!#R!UD: 'Œ0 Dependent Variable: GV Method: Least Squares Date: 12/02/11 Time: 11:20 m& P Sample: 1 100 Included observations: 100 Variable Coefficient Std. Error t-Statistic Prob. C 43.84007 0.939804 46.64812 0.0000 DT 0.000644 0.002120 0.303946 0.7618 H1 -0.467593 0.979221 -0.477515 0.6341 H2 -0.161345 0.957632 -0.168484 0.8666 H3 0.420642 1.095778 0.383875 0.7019 V1 -0.445722 0.802256 -0.555585 0.5798 V2 -1.486508 1.177845 -1.262058 0.2101 R-squared 0.027785 Mean dependent var 43.59300 Adjusted R-squared -0.034939 S.D. dependent var 3.330933 S.E. of regression 3.388623 Akaike info criterion 5.346154 Sum squared resid 1067.897 Schwarz criterion 5.528516 Log likelihood -260.3077 F-statistic 0.442968 Durbin-Watson stat 0.953023 Prob(F-statistic) 0.848231 t#jU!`? o F ˆ H |F\`R!S##*&#"!0 o E ˆ H ›F\`R!S##*&#"!0 ;^œ#<N&•|JQ0 1&#m˜'&!#&k-’%@F0LWLHME,1\m˜'&!™•|F0FJ0 &#^9k%$#%so F 0 5'\`R!S##*&#"!,$ '#R!&*#"!'/#$#%"#$#0 IV. ^&&S&e E0k.&0 [k\%&:!#^&&S&e&&#* k-Œ03R!UD‹'Œ White Heteroskedasticity Test: F-statistic 2.643783 Probability 0.009171 Obs*R-squared 20.90975 Probability 0.013057 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 12/03/11 Time: 18:13 Sample: 1 100 Included observations: 100 Variable Coefficient Std. Error t-Statistic Prob. C 10792891 33652195 0.320719 0.7492 DT -943.2460 3282.638 -0.287344 0.7745 DT^2 6.998168 3.906612 1.791365 0.0766 m& G GV -413034.3 1618779. -0.255152 0.7992 GV^2 4227.935 19350.68 0.218490 0.8275 H1 -536868.3 515250.4 -1.041956 0.3002 H2 -83584.38 503258.6 -0.166086 0.8685 H3 227263.5 581389.4 0.390897 0.6968 V1 516996.3 423104.4 1.221912 0.2249 V2 20375.51 629857.9 0.032349 0.9743 R-squared 0.209097 Mean dependent var 1216568. Adjusted R-squared 0.130007 S.D. dependent var 1905770. S.E. of regression 1777576. Akaike info criterion 31.71404 Sum squared resid 2.84E+14 Schwarz criterion 31.97456 Log likelihood -1575.702 F-statistic 2.643783 Durbin-Watson stat 2.147089 Prob(F-statistic) 0.009171 o`R!\`R! H |α E ~α H w1 ~α M w1 H ~α W Z; ~α J Z; H ~' 3k-#jU o F ˆ ž H |F\%&:!#^&&S&e o E ˆ ž H —F\%&:!#^&&S&e ;\mg'&!#&’|F0FFOEGEšα|F0FJ?%$#%so F ,D&o E \%&:! #^&&S&e0 H0$#A# #V#e%-&f8œHŸ&CX Dependent Variable: RESID^2 Method: Least Squares Date: 12/03/11 Time: 17:27 Sample: 1 100 Included observations: 100 Variable Coefficient Std. Error t-Statistic Prob. C 9.439311 2.546102 3.707357 0.0003 DT 0.005576 0.009212 0.605285 0.5464 R-squared 0.003725 Mean dependent var 10.67897 Adjusted R-squared -0.006442 S.D. dependent var 15.07787 S.E. of regression 15.12636 Akaike info criterion 8.290552 Sum squared resid 22423.05 Schwarz criterion 8.342655 Log likelihood -412.5276 F-statistic 0.366370 Durbin-Watson stat 1.030800 Prob(F-statistic) 0.546389 m& L [B\`R! kk-*^&&S&e#& \%&:!0\`R! <*!V…X H |α E ~α H w1 ~' 3k-#jU o ( ˆ H |F\S##^&&Se oEˆ H —F\%&:!#^&&S&e 1&_mg'&!#&k-’%@F0FFFEWFšα|F0FJ?%$#%so F 1D&o E \%&:!#^&&S&e0 [kA# #^&&S&e&#&H'#&\S##(w1 V. 3k-*^R!& [k\%&:!#*^R!&&&Ÿ) k-Breusch-Godfrey ;/:'Œ&#R!U&! Breusch-Godfrey Serial Correlation LM Test: F-statistic 4.345685 Probability 0.039904 Obs*R-squared 4.557820 Probability 0.032769 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 12/03/11 Time: 17:36 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. GV 1.259595 34.57159 0.036434 0.9710 DT 0.156034 0.711139 0.219414 0.8268 H1 111.6205 331.1758 0.337043 0.7369 H2 92.50039 322.3397 0.286966 0.7748 H3 125.2622 370.4674 0.338119 0.7361 V1 3.446230 267.8770 0.012865 0.9898 V2 106.7579 399.2750 0.267379 0.7898 C -187.7970 1550.053 -0.121155 0.9038 RESID(-1) 0.224593 0.107738 2.084631 0.0399 R-squared 0.045578 Mean dependent var -1.21E-13 Adjusted R-squared -0.038327 S.D. dependent var 1108.538 S.E. of regression 1129.582 Akaike info criterion 16.98277 Sum squared resid 1.16E+08 Schwarz criterion 17.21724 Log likelihood -840.1386 F-statistic 0.543211 Durbin-Watson stat 1.979231 Prob(F-statistic) 0.820994 m& O \`R! |α F ~α gE ~' t#jU o F ˆ H |F\S##^R!&%#E o E ˆ H —F\S##^R!&%#E ;\mg'&!#&k-’%@F0LHFOOW™α|F0FJ?#^9k%$#%so F \%&:!#*^R!&%#E0 VI. 37! m& EF
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