Rach Econometrics assignment

Rach Econometrics assignment - F c < F c SR-USSR...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: F c < F c SR-USSR / M)/USSR/(N-K-1)] / 3) / (0.049662 / (156-8)) = 15.27 N=156; Degrees of freedom: Numerator V1=3 and Denominator V2=148) F c ): t 1% =3.984 t 5% =2.696 .696 1% and 5% level of significance. Therefore, the presence of the seasonal effects is significant. Restricted SSR Unrestricted SSR SSR / M)/USSR/(N-K-1)] (0.033450/ (156-11)) = 23.421 56; Degrees of freedom: Numerator V1=3 and Denominator V2=145) =3.984 =2.696 and 5% level of significance. Therefore, the presence of the trending seasonal effects is significant. Restricted SSR Unrestricted SSR )/USSR/(N-K-1)] 9431/ (156-14)) = 6.46 rees of freedom: Numerator V1=3 and Denominator V2=142) evel of significance. Therefore, the presence of the quadratic trending seasonal effects is significant. Restricted SSR Unrestricted SSR Denominator V2=139) level of significance.Therefore, the presence of the quadratic trending seasonal effects is significant at 5% but not significant at 1%. Restricted SSR Unrestricted SSR ominator V2=136) el of significance. Therefore, the presence of the quadratic trending seasonal effects is significant at 5% but not significant at 1%. Restricted SSR Unrestricted SSR Denominator V2=137) nce. Therefore, the presence of the quadratic trending seasonal effects is significant at 5% and 1% level of significance. Restricted SSR Unrestricted SSR Restricted SSR Unrestricted SSR Question i) Dependent Variable: Y Method: Least Squares Date: 10/27/09 Time: 10:01 Sample (adjusted): 1962Q1 2000Q4 Included observations: 156 after adjustments Coefficient Std. Error t-Statistic Prob. C 0.251754 0.052114 4.830860 0.0000 Y(-1) 0.388734 0.065104 5.970985 0.0000 Y(-2)-0.309619 0.067314-4.599643 0.0000 Y(-3) 0.310298 0.067102 4.624247 0.0000 Y(-4) 0.591857 0.064074 9.237017 0.0000 R-squared 0.997188 Mean dependent var 11.91157 Adjusted R-squared 0.997114 S.D. dependent var 0.386310 S.E. of regression 0.020754 Akaike info criterion-4.880628 Sum squared resid 0.065040 Schwarz criterion-4.782876 Log likelihood 385.6890 Hannan-Quinn criter.-4.840925 F-statistic 13388.04 Durbin-Watson stat 1.173779 Prob(F-statistic) 0.000000 Dependent Variable: Y Method: Least Squares Date: 10/27/09 Time: 10:04 Sample (adjusted): 1962Q1 2000Q4 Included observations: 156 after adjustments Coefficient Std. Error t-Statistic Prob. C 0.174371 0.047863 3.643102 0.0004 Y(-1) 0.533493 0.075271 7.087669 0.0000 Y(-2)-0.006846 0.086886-0.078789 0.9373 Y(-3) 0.060572 0.086997 0.696257 0.4874 Y(-4) 0.398703 0.074108 5.380053 0.0000 Q1-0.016657 0.009185-1.813651 0.0718 Q2 0.025488 0.012039 2.117159 0.0359 Q3 0.050023 0.008197 6.102808 0.0000 R-squared 0.997853 Mean dependent var 11.91157 Adjusted R-squared 0.997752 S.D. dependent var 0.386310 S.E. of regression 0.018318 Akaike info criterion-5.111927 Sum squared resid 0.049662 Schwarz criterion-4.955524 Log likelihood 406.7303 Hannan-Quinn criter.-5.048403 F-statistic 9826.722 Durbin-Watson stat 1.517066 Prob(F-statistic) 0.0000000....
View Full Document

This note was uploaded on 01/19/2010 for the course ECON 6140 taught by Professor Stengos during the Spring '10 term at University of Guelph.

Page1 / 31

Rach Econometrics assignment - F c < F c SR-USSR...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online