Professional Documents
Culture Documents
14,000
12,000
10,000
8,000
6,000
t-Statistic
Prob.*
-1.298580
-3.605593
-2.936942
-2.606857
0.6209
4,000
2,000
0
1970
1975
1980
1985
1990
1995
2000
2005
2010
2015
Coefficient
Std. Error
t-Statistic
Prob.
PIB(-1)
D(PIB(-1))
D(PIB(-2))
C
-0.091255
-0.055275
0.721364
476.4568
0.070273
0.164607
0.236789
291.9703
-1.298580
-0.335801
3.046445
1.631868
0.2023
0.7390
0.0043
0.1114
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.226693
0.162251
898.2284
29045311
-326.6673
3.517767
0.024652
286.8905
981.3630
16.53337
16.70225
16.59443
1.867174
3,000
2,000
1,000
0
t-Statistic
Prob.*
-2.643466
-3.605593
-2.936942
-2.606857
0.0930
1975
1980
1985
1990
1995
2000
2005
2010
2015
Coefficient
Std. Error
t-Statistic
Prob.
D(PIB(-1))
D(PIB(-1),2)
C
-0.611546
-0.521965
156.1477
0.231343
0.181916
157.6630
-2.643466
-2.869261
0.990389
0.0120
0.0068
0.3284
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.617048
0.596348
906.5207
30405849
-327.5829
29.80897
0.000000
48.33200
1426.837
16.52914
16.65581
16.57494
1.822751
6,000
4,000
2,000
0
t-Statistic
Prob.*
-14.40288
-3.605593
-2.936942
-2.606857
0.0000
1975
1980
1985
1990
1995
2000
2005
2010
2015
Coefficient
Std. Error
t-Statistic
Prob.
D(PIB(-1),2)
C
-1.880258
-15.87689
0.130547
154.5073
-14.40288
-0.102758
0.0000
0.9187
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
1...
1...
1...
2...
AC
PAC
Q-Stat
Prob
-0.61...
0.292
-0.20...
0.027
0.022
-0.05...
0.022
-0.04...
0.192
-0.07...
-0.07...
0.017
0.079
-0.13...
0.146
-0.10...
0.017
0.080
-0.07...
0.080
-0.61...
-0.14...
-0.15...
-0.24...
-0.13...
-0.16...
-0.20...
-0.26...
0.053
0.178
-0.09...
-0.12...
0.198
-0.01...
0.005
0.138
-0.01...
-0.03...
0.019
0.187
16.881
20.724
22.689
22.724
22.746
22.892
22.917
23.043
25.082
25.418
25.726
25.744
26.141
27.372
28.813
29.651
29.671
30.164
30.640
31.184
0.000
0.000
0.000
0.000
0.000
0.001
0.002
0.003
0.003
0.005
0.007
0.012
0.016
0.017
0.017
0.020
0.029
0.036
0.044
0.053
0.845178
0.841104
975.3323
36148375
-331.0428
207.4430
0.000000
121.2752
2446.784
16.65214
16.73658
16.68267
1.957529
Coefficient
Std. Error
t-Statistic
Prob.
C
AR(1)
-8.443993
-0.880258
82.13940
0.130547
-0.102801
-6.742826
0.9187
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.544723
0.532742
975.3323
36148375
-331.0428
45.46570
0.000000
Inverted AR Roots
-.88
48.33200
1426.837
16.65214
16.73658
16.68267
1.957529
Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
1...
1...
1...
2...
AC
PAC
Q-Stat
0.016
-0.06...
-0.11...
-0.07...
-0.14...
-0.16...
-0.13...
0.061
0.244
-0.02...
-0.17...
0.102
0.022
-0.04...
0.051
-0.11...
0.055
0.100
0.056
-0.08...
0.016
-0.06...
-0.11...
-0.07...
-0.15...
-0.20...
-0.20...
-0.04...
0.152
-0.11...
-0.25...
0.042
-0.04...
-0.07...
0.097
-0.15...
-0.05...
0.041
0.109
-0.00...
0.0115
0.1810
0.7984
1.0412
2.0151
3.3877
4.3351
4.5305
7.7552
7.7884
9.4656
10.090
10.120
10.235
10.413
11.302
11.520
12.283
12.538
13.139
Prob. F(1,37)
Prob. Chi-Square(1)
0.671
0.671
0.791
0.733
0.640
0.631
0.717
0.458
0.556
0.489
0.522
0.605
0.675
0.731
0.731
0.776
0.783
0.818
0.831
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/01/16 Time: 15:00
Sample (adjusted): 1974 2012
Included observations: 39 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
RESID^2(-1)
966576.4
-0.044008
355986.7
0.163998
2.715203
-0.268346
0.0100
0.7899
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.001942
-0.025032
2014278.
1.50E+14
-620.4271
0.072010
0.789924
11534.84
13581.35
10754.59
12771.59
PIBt =( 1L ) PIB t
2 PIBt =( 12 L+ L2 ) PIB t
2 PIBt =PIBt 2 PIB t1+ PIB t2
2
^
PIB2013 2 PIB201 2+ PIB 2011=8.44400.8803 ( PIB 20122 PIB2011 + PIB2010 )
^
PIB2013 212771.59+10754.59=8.44400.8803 ( 12771.59210754.59+ 13581.35 )
^
PIB2013 =10516.18
0.7899
0.7831
Prob
2009
2010
2011
2012
2
0.072010
0.075755
926152.4
1989531.
31.91934
32.00465
31.94995
1.989761
16,000
14,000
12,000
10,000
8,000
6,000
4,000
2,000
0
1970
1975
1980
1985
1990
1995
2000
2005
2010
2015
120
100
80
60
t-Statistic
Prob.*
-1.460403
-3.592462
-2.931404
-2.603944
0.5438
1975
1980
1985
1990
1995
2000
2005
2010
2015
Coefficient
Std. Error
t-Statistic
Prob.
PPC(-1)
C
-0.116130
8.219151
0.079519
4.672276
-1.460403
1.759132
0.1518
0.0860
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.049447
0.026263
15.05268
9289.906
-176.5873
2.132777
0.151800
60
40
20
t-Statistic
Prob.*
-6.771633
-3.596616
-2.933158
-2.604867
0.0000
-20
-40
1970
2.276047
15.25432
8.306384
8.388300
8.336592
2.000663
1975
1980
1985
1990
1995
2000
2005
2010
2015
Coefficient
Std. Error
t-Statistic
Prob.
D(PPC(-1))
C
-1.070714
2.453323
0.158118
2.436668
-6.771633
1.006835
0.0000
0.3201
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
0.534098
0.522451
15.59206
9724.493
-173.9348
45.85501
0.000000
-0.160238
22.56287
8.377849
8.460595
8.408178
2.011083
Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
1...
1...
1...
2...
AC
PAC
Q-Stat
Prob
-0.07...
-0.11...
0.085
-0.06...
0.249
0.057
-0.17...
0.040
-0.13...
-0.00...
0.122
-0.12...
-0.06...
-0.12...
0.039
0.060
-0.06...
-0.04...
-0.17...
-0.06...
-0.07...
-0.11...
0.070
-0.06...
0.264
0.072
-0.09...
-0.01...
-0.17...
-0.06...
0.047
-0.03...
-0.04...
-0.13...
0.068
-0.03...
-0.00...
-0.02...
-0.18...
-0.10...
0.2280
0.8159
1.1693
1.3764
4.5232
4.6955
6.2475
6.3353
7.4119
7.4135
8.3175
9.2863
9.5518
10.636
10.739
10.997
11.287
11.472
13.983
14.289
0.633
0.665
0.760
0.848
0.477
0.583
0.511
0.610
0.594
0.686
0.685
0.678
0.730
0.714
0.771
0.810
0.841
0.873
0.785
0.816
Partial Correlation
1
2
3
4
5
6
7
8
9
1...
1...
1...
1...
1...
1...
1...
Coefficient
Std. Error
t-Statistic
Prob.
C
AR(5)
MA(5)
1.124774
0.543614
-0.802624
2.250742
0.169953
0.089433
0.499735
3.198609
-8.974615
0.6204
0.0029
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
Inverted AR Roots
Inverted MA Roots
0.211590
0.166538
13.80428
6669.531
-152.1063
4.696561
0.015601
.89
-.72-.52i
.96
-.77-.56i
1.545526
15.12065
8.163490
8.292774
8.209488
2.064969
.27-.84i
.27+.84i
-.72+.52i
.30-.91i
.30+.91i
-.77+.56i
AC
PAC
Q-Stat
-0.04...
-0.02...
0.214
-0.05...
0.111
0.086
-0.11...
0.097
-0.16...
-0.03...
0.144
-0.05...
-0.06...
-0.15...
-0.00...
0.007
-0.04...
-0.02...
0.213
-0.03...
0.122
0.049
-0.09...
0.048
-0.20...
-0.00...
0.089
0.045
-0.06...
-0.20...
0.036
-0.04...
0.0742
0.0958
2.0939
2.2149
2.7852
3.1396
3.7879
4.2629
5.6834
5.7478
6.9118
7.0890
7.3361
8.7531
8.7589
8.7623
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
1.169399
1.196253
Prob. F(1,35)
Prob. Chi-Square(1)
0.2869
0.2741
Prob
0.148
0.330
0.426
0.535
0.580
0.641
0.577
0.675
0.646
0.717
0.771
0.724
0.791
0.846
47.19000
65.03000
75.28000
81.33000
105.2300
66.97000
84.93000
115.2200
113.3100
108.6600
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 04/01/16 Time: 15:39
Sample (adjusted): 1977 2013
Included observations: 37 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
RESID^2(-1)
145.7253
0.180301
59.55604
0.166731
2.446859
1.081387
0.0196
0.2869
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)
9.232683
18.40379
3.023427
3.679717
19.50816
-37.17419
22.51992
26.63130
-2.758765
-2.497983
0.032331
0.004683
312.8535
3425705.
-264.0649
1.169399
0.286920
178.1955
313.5887
14.38189
14.46896
14.41258
2.009145
PPC t =( 1L ) PPC t
PPC t =PPC tPPC t1
PPC t =1.1248+0.5436 PPC t 5 + et 0.8026 e t5
^
PPC t =1.1248+0.5436 PPC t 5 0.8026 e t5
^
PPC 2014 =1.1248+0.5436 PPC 2009 0.8026 e 2009
^
PPC 2014 PPC 2013=1.1248+ 0.5436 ( PPC 2009PPC 2008 )0.8026 e 2009
^
PPC 2014 108.66=1.1248+ 0.5436 ( 66.97105.23 )0.8026 (37.1742 )
^
PPC 2014 =118.8227
120
100
80
60
40
20
0
1970
1975
1980
1985
1990
1995
2000
2005
2010
2015