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Eviews | ||||||
Date: 04/18/12 Time: 17:03 | ||||||
Sample: 1 50 | ||||||
Included observations: 50 | ||||||
Autocorrelation | Partial Correlation | AC | PAC | Q-Stat | Prob | |
.*|. | | .*|. | | -0.099 | -0.099 | 0.5189 | 0.471 | |
. |** | | . |** | | 0.224 | 0.216 | 3,23 | 0.198 | |
. |*. | | . |*. | | 0.102 | 0.149 | 3,81 | 0.283 |
Dependent Variable: Y | ||||
Method: Least Squares | ||||
Date: 03/19/12 Time: 22:51 | ||||
Sample: 1 50 | ||||
Included observations: 50 | ||||
White heteroskedasticity-consistent | ||||
standard errors & covariance | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
X | 0.001332 | 0.000279 | 4.770149 | 0.0000 |
C | 858.6429 | 190,616 | 4.504567 | 0.0000 |
R-squared | 0.283791 | Mean dependent var | 1758.603 | |
Adjusted R-squared | 0.268870 | S.D. dependent var | 498.9732 | |
S.E. of regression | 426.6528 | Akaike info criterion | 14.98900 | |
Sum squared resid | 8737566. | Schwarz criterion | 15.06548 | |
Log likelihood | -372.7249 | Hannan-Quinn criter. | 15.01812 | |
F-statistic | 19.01952 | Durbin-Watson stat | 2.123530 | |
Prob(F-statistic) | 0.000068 |
|
|
- | ||||
Dependent Variable: Y | ||||
Method: Least Squares | ||||
Date: 03/19/12 Time: 22:55 | ||||
Sample: 1 50 | ||||
Included observations: 50 | ||||
HAC standard errors & covariance (Bartlett kernel, | ||||
Newey-West fixed bandwidth = 4.0000) | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
X | 0.001332 | 0.000289 | 4.606784 | 0.0000 |
C | 858.6429 | 206.8015 | 4.152015 | 0.0001 |
R-squared | 0.283791 | Mean dependent var | 1758.603 | |
Adjusted R-squared | 0.268870 | S.D. dependent var | 498.9732 | |
S.E. of regression | 426.6528 | Akaike info criterion | 14.98900 | |
Sum squared resid | 8737566. | Schwarz criterion | 15.06548 | |
Log likelihood | -372.7249 | Hannan-Quinn criter. | 15.01812 | |
F-statistic | 19.01952 | Durbin-Watson stat | 2.123530 | |
Prob(F-statistic) | 0.000068 |
[1] -: dL dU, 5% n = 50. http://crow.academy.ru/econometrics/materials_/Tables_/DW-distr.htm
[2] , Z- Eviews (. )
[3]