67410

Diagnostic Tests

• Test Statistics *    LM Version    *    F Version    *

*******************************************************************************

* A:Serial Correlation*CHSQ(	D-	13.4109[.000]*F(	1, 16)-	32.5651(.000]*
* BrFunctional Form *CHSQ{	D-	6. 4445 [.011]*F(	1, 16)-	7.60661.014)*
* C:Normality *CHSQ(	2)-	.71207[.700]*	Not applicable *
* D:Heteroscedasticity*CHSQ{	D-	.2869E-3(.986]*F(	1, 18)-	.2582E-3(.987]*

*******************************************************************************

Ordixvary Least Sguares Estimation

Dependent variable is MLEKO

20 observations used for estimation from 1984 to 2003

Regressor    Coefficient    Standard Error    T-P.atio( Prób]

C    53.4608    1188.6    .044978(.965)

KROWY    1.9521    .28038    6.9625[.000]

*******************************************************************************

R-Squared

S.E. of Regression

Mean of Dependent Variable

Residual Sum of Scjuares

Akaike Info. Criterion

DW-statistic

.72923 1120.3 8143.1 2.26E+07 -169.7517 .45195

R-Bar-Squared .71418 F-stat. F( 1, 18) 48.4765[.000) S.D. of Dependent Variable 2095.5 Eąuation Log-likelihood -167.7517 Schwarz Bayesian Criterion -170.7474

Diagnostic Tests

*******************************************************************************

Test Statistics *    LM Version    *    F Version

* A:Serial Correlation*CHSQ{	U-	12.1727(.000)*F(	1, 17)-	26. 4 377 (. 000) *
* B:Functional Form *CHSQ{	U-	4.8692[.027]*F(	1, 17)-	5.4 707{.032)*
* C:Normality *CHSQ(	2)-	.68998(.708]*	Not applicable *
* D:Heteroscedasticity*CHSQ{	U-	.0188601.891]*F(	1, 18)-	.016990{.898]*

Ordinary Least Sąuares Estimation

******************************************************************************* Dependent variable is MLEKO

20 observations used for estimation from 1984 to 2003

************************************** Regressor    Coefficient

C    -1237.0

P.ESTP.    38.7084

**************************************

R-Squared    .74408

S.E. of Regression    1089.1

Mean of Dependent Variable 8143.1 Residual Sum of Scjuares    2.14E+07

Akaike Info. Criterion    -169.1874

DW-statistic    .48182

**************************************** Standard Error    T-Ratio(Prob)

1319.3    -.937601.361]

5.3507    7.2343(.000]

****************************************

R-Bar-Squared    .72987

F-stat. F(    1,    18)    52.33541.000)

S.D. of Dependent Variable    2095.5

Eąuation Log-likelihood    -167.1874

Schwarz Bayesian Criterion -170.1831

Diagnostic Tests

Test Statistics *    LM Version    *    F Version

*	A:Serial Correlation*CHSQ(	U-	11.7716[.001]*F(	1, 17)-	24.3205(.000]*
*	BrFunctional Form *CHSQ{	D-	5.4400(.020]*F(	1. 17)-	6.35161.022]*
* *	C:Normality *CHSQ( *	2)-	.79768(.671]* *	Not applicable * *
•	D: Heteroscedastici ty*CHSQ{	D-	.035520[.851]*F(	1. 18)-	.0320251.860]*

Zadanie 2