assignment5 -...

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Unformatted text preview: ---------------------------------------------------------------------------------------------log: C:\Documents and Settings\SCLab42\My Documents\assignment5.loglog type: textopened on: 30 Nov 2009, 17:14:35. tsset ttime variable: t, 1 to 108. regress totacc feb mar apr may jun jul aug sep oct nov dec spdlaw beltlaw t.Source | SS df MS Number of obs = 108-------------+------------------------------ F( 14, 93) = 46.32Model | 1.9873e+09 14 141950691 Prob > F = 0.0000Residual | 285016236 93 3064690.71 R-squared = 0.8746-------------+------------------------------ Adj R-squared = 0.8557Total | 2.2723e+09 107 21236690.8 Root MSE = 1750.6------------------------------------------------------------------------------totacc | Coef. Std. Err. t P>|t| [95% Conf. Interval]-------------+----------------------------------------------------------------feb | -1586.599 825.3441 -1.92 0.058 -3225.569 52.37029mar | 3466.579 825.6175 4.20 0.000 1827.066 5106.092apr | 941.7571 826.0731 1.14 0.257 -698.6603 2582.174may | 1748.118 827.646 2.11 0.037 104.5772 3391.659jun | 1316.741 827.9966 1.59 0.115 -327.4962 2960.978jul | 2126.253 828.5287 2.57 0.012 480.9588 3771.546aug | 2870.986 829.2419 3.46 0.001 1224.276 4517.696sep | 2417.276 830.1358 2.91 0.004 768.7906 4065.761oct | 4228.343 831.2098 5.09 0.000 2577.725 5878.961nov | 3759.41 832.4632 4.52 0.000 2106.303 5412.517dec | 5021.255 833.8952 6.02 0.000 3365.304 6677.206spdlaw | -1422.645 613.2872 -2.32 0.023 -2640.512 -204.7787beltlaw | 5167.041 685.6759 7.54 0.000 3805.424 6528.657t | 61.37727 12.26715 5.00 0.000 37.01715 85.73739_cons | 35418.75 687.1948 51.54 0.000 34054.12 36783.38-------------------------------------------------------------------------------. version 8.. predict uhat, residual.. gen uhatL1 = uhat[_n-1](1 missing value generated)(. regress uhat uhatL1....
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assignment5 -...

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