resultsex3 - - GiveWin 2.02 session started at 16:54:43 on...

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---- GiveWin 2.02 session started at 16:54:43 on Wednesday 17 October 2001 ---- nic3.in7 loaded from C:\Winword\Econometrics\PcGive exercises\nic3.in7 Algebra code for nic3.in7: DLG = diff(LG,1); DLWTI = diff(LWTI,1); nic3.in7 saved to C:\Winword\Econometrics\PcGive exercises\nic5.in7 Ox version 3.00 (Windows) (C) J.A. Doornik, 1994-2001 Ox version 3.00 (Windows) (C) J.A. Doornik, 1994-2001 ---- PcGive 10.0b session started at 17:02:55 on 17-10-2001 ---- EQ( 1) Modelling DLCE by OLS (using nic5) The estimation sample is: 1970 (1) to 1988 (4) Coefficient Std.Error t-value t-prob Part.R^2 Constant 0.0685770 0.07586 0.904 0.369 0.0119 DLY 0.280549 0.04872 5.76 0.000 0.3278 DDLY_1 0.153191 0.02845 5.38 0.000 0.2989 DLNW_1 0.141307 0.02762 5.12 0.000 0.2780 LY_1 0.120052 0.04674 2.57 0.012 0.0884 LNW_1 0.0238132 0.009299 2.56 0.013 0.0880 LCE_1 -0.157044 0.05494 -2.86 0.006 0.1073 DUM 0.0359084 0.003598 9.98 0.000 0.5942 sigma 0.00703026 RSS 0.00336087408 R^2 0.765192 F(7,68) = 31.66 [0.000]** log-likelihood 273.16 DW 2.07 no. of observations 76 no. of parameters 8 mean(DLCE) 0.00725853 var(DLCE) 0.000188332 1-step (ex post) forecast analysis 1989 (1) to 1990 (4) Parameter constancy forecast tests: Forecast Chi^2(8) = 13.888 [0.0847] Chow F(8,68) = 1.5444 [0.1584] EQ( 2) Modelling DLCE by IVE (using nic5) The estimation sample is: 1970 (1) to 1988 (4) Coefficient
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resultsex3 - - GiveWin 2.02 session started at 16:54:43 on...

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