Эконометрика-1, ДЗ №6

Забирник Алексей, гр. «С»

Эконометрика-1, ДЗ №6

№1

ls m c r y m(-1) m(-2)

Dependent Variable: M
Method: Least Squares
Sample(adjusted): 1967:3 1998:4
Included observations: 126 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	-0.247280	0.078572	-3.147176	0.0021
R	-0.003727	0.000710	-5.250341	0.0000
Y	0.065929	0.011902	5.539102	0.0000
M(-1)	1.410788	0.075111	18.78269	0.0000
M(-2)	-0.463303	0.071515	-6.478434	0.0000
R-squared	0.997429	Mean dependent var	11.25269
Adjusted R-squared	0.997344	S. D. dependent var	0.323719
S. E. of regression	0.016683	Akaike info criterion	-5.309951
Sum squared resid	0.033678	Schwarz criterion	-5.197401
Log likelihood	339.5269	F-statistic	11735.65
Durbin-Watson stat	1.976839	Prob(F-statistic)	0.000000

ls r c y m(-1) m(-2) r(-1) r(-2)

Dependent Variable: R
Method: Least Squares
Sample(adjusted): 1967:3 1998:4
Included observations: 126 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	1.382037	5.069489	0.272619	0.7856
Y	1.030244	0.831519	1.238989	0.2178
M(-1)	-0.633539	4.965846	-0.127579	0.8987
M(-2)	-0.609198	4.678593	-0.130210	0.8966
R(-1)	1.182879	0.090594	13.05685	0.0000
R(-2)	-0.308961	0.090151	-3.427151	0.0008
R-squared	0.908941	Mean dependent var	8.143585
Adjusted R-squared	0.905147	S. D. dependent var	3.434958
S. E. of regression	1.057905	Akaike info criterion	2.996907
Sum squared resid	134.2997	Schwarz criterion	3.131968
Log likelihood	-182.8051	F-statistic	239.5658
Durbin-Watson stat	1.933869	Prob(F-statistic)	0.000000

series res_r=resid

ls m c r y m(-1) m(-2) res_r

Dependent Variable: M
Method: Least Squares
Sample(adjusted): 1967:3 1998:4
Included observations: 126 after adjusting endpoints
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	-0.250220	0.079483	-3.148111	0.0021
R	-0.003848	0.000819	-4.697576	0.0000
Y	0.067406	0.012933	5.211841	0.0000
M(-1)	1.404474	0.078309	17.93493	0.0000
M(-2)	-0.458374	0.073661	-6.222702	0.0000
RES_R	0.000496	0.001661	0.298380	0.7659
R-squared	0.997431	Mean dependent var	11.25269
Adjusted R-squared	0.997324	S. D. dependent var	0.323719
S. E. of regression	0.016746	Akaike info criterion	-5.294820
Sum squared resid	0.033653	Schwarz criterion	-5.159759
Log likelihood	339.5737	F-statistic	9317.856
Durbin-Watson stat	1.949049	Prob(F-statistic)	0.000000