Dependent Variable: LOG(Y)

Method: Least Squares

Date: 12/10/16 Time: 07:38
Sample: 1971Q3 1975Q2
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C 6.287692 4.874594 1.289890 0.2214

LOG(X2) -1.856237 0.343780 -5.399487 0.0002
LOG(X4) 0.559553 0.921079 0.607497 0.5548
LOG(X3) 1.454078 0.572411 2.540270 0.0259

R-squared 0.737255 Mean dependent var 8.902209

Adjusted R-squared 0.671568 S.D. dependent var 0.306877
S.E. of regression 0.175868 Akaike info criterion -0.425850
Sum squared resid 0.371154 Schwarz criterion -0.232703
Log likelihood 7.406800 Hannan-Quinn criter. -0.415959
F-statistic 11.22387 Durbin-Watson stat 2.004954
Prob(F-statistic) 0.000849

Dependent Variable: Y2
Method: Least Squares
Date: 12/10/16 Time: 08:13
Sample: 1971Q3 1975Q2
Included observations: 16

Variable Coefficient Std. Error t-Statistic Prob.

C -4.313526 2.540543 -1.697876 0.1116

X 0.246377 0.063127 3.902884 0.0016

R-squared 0.521081 Mean dependent var 5.519260

Adjusted R-squared 0.486873 S.D. dependent var 1.827977
S.E. of regression 1.309433 Akaike info criterion 3.493534
Sum squared resid 24.00461 Schwarz criterion 3.590108
Log likelihood -25.94827 Hannan-Quinn criter. 3.498479
F-statistic 15.23251 Durbin-Watson stat 0.666311
Prob(F-statistic) 0.001593
Breusch-Godfrey Serial Correlation LM Test:

F-statistic 3.717894 Prob. F(2,12) 0.0554

Obs*R-squared 6.121316 Prob. Chi-Square(2) 0.0469

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 12/10/16 Time: 08:19
Sample: 1971Q3 1975Q2
Included observations: 16
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 0.135410 2.509014 0.053969 0.9578

X -0.000397 0.061809 -0.006425 0.9950
RESID(-1) 0.809786 0.367862 2.201332 0.0480
RESID(-2) -0.091289 0.415367 -0.219778 0.8297

R-squared 0.382582 Mean dependent var 2.22E-16

Adjusted R-squared 0.228228 S.D. dependent var 1.265032
S.E. of regression 1.111338 Akaike info criterion 3.261325
Sum squared resid 14.82087 Schwarz criterion 3.454472
Log likelihood -22.09060 Hannan-Quinn criter. 3.271215
F-statistic 2.478596 Durbin-Watson stat 1.633997
Prob(F-statistic) 0.111126

Dependent Variable: D(Y2)

Method: Least Squares
Date: 12/10/16 Time: 10:32
Sample (adjusted): 1971Q4 1975Q2
Included observations: 15 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(X) 0.192600 0.035737 5.389309 0.0001

R-squared 0.672237 Mean dependent var 0.147294

Adjusted R-squared 0.672237 S.D. dependent var 1.732156
S.E. of regression 0.991670 Akaike info criterion 2.885488
Sum squared resid 13.76774 Schwarz criterion 2.932691
Log likelihood -20.64116 Hannan-Quinn criter. 2.884985
Durbin-Watson stat 1.636566
Dependent Variable: D(LOG(Y))
Method: Least Squares
Date: 12/10/16 Time: 10:57
Sample (adjusted): 1971Q4 1975Q2
Included observations: 15 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

D(LOG(X2)) -1.265939 0.399880 -3.165796 0.0081

D(LOG(X4)) 1.985982 1.115665 1.780089 0.1004
D(LOG(X3)) 0.842840 0.502373 1.677718 0.1192

R-squared 0.558155 Mean dependent var -0.044717

Adjusted R-squared 0.484515 S.D. dependent var 0.299479
S.E. of regression 0.215018 Akaike info criterion -0.059335
Sum squared resid 0.554792 Schwarz criterion 0.082275
Log likelihood 3.445016 Hannan-Quinn criter. -0.060844
Durbin-Watson stat 2.179323