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multicollinearity

Dependent Variable: GDP


Method: Least Squares
Date: 04/13/12 Time: 10:26
Sample: 1970 1989
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
INCOME
SAVING

-134077.5
547.8378
-3605.086

72141.00
51.60133
945.7442

-1.858548
10.61674
-3.811904

0.0805
0.0000
0.0014

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.931634
0.923591
113885.9
2.20E+11
-259.6126
115.8301
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

464864.3
411999.0
26.26126
26.41062
26.29042
1.250121

Explantion
Graph 1

GDP
1800000
1600000
1400000
1200000
1000000
800000

GDP

600000
400000
200000

grap

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989

income

4500

4000

3500

3000

2500

2000

1500
income

1000

500

saving

250

200

150

100
saving

50

1800000
1600000
1400000
1200000
1000000

saving

800000

income

600000

GDP

400000
200000
0
1970 1972 1974 1976 1978 1980 1982 1984 1986 1988

Growth rate ECONOMETRIC MODEL


Dependent Variable: SER01
Method: Least Squares
Date: 04/13/12 Time: 10:47
Sample (adjusted): 1970 1988
Included observations: 19 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SER02
SER03

25.87410
-0.952844
0.139394

15.93576
1.842414
0.243575

1.623650
-0.517172
0.572283

0.1240
0.6121
0.5751

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.020616
-0.101807
10.84351
1881.307
-70.61502
0.168399
0.846494

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

17.99083
10.33040
7.748949
7.898071
7.774187
2.043401

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988

gr(gdp)

60

50

40

30

20
gr(gdp)

10

gr(I)

14

12

10

6
gr(I)

-10
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988

-10

1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
1985
1986
1987
1988

gr(S)

50

40

30

20

10
gr(S)

-20

-30

90

80

70

60

50
gr(S)

40
gr(I)

30
gr(gdp)

20

10

Hetero

Informal method

20.33378
15.17363
20.00894
19.06831
18.32615
17.81141
19.49098
18.44235
18.73989
15.99395
20.4969
19.19716
22.25632
16.22841
20.03851
22.23377
23.62127
24.89501
20.33088

20.33378
15.17363
20.00894
19.06831
18.32615
17.81141
19.49098
18.44235
18.73989
15.99395
20.4969
19.19716
22.25632
16.22841
20.03851
22.23377
23.62127
24.89501
20.33088

2
Series1

Graph 2

3
Series1

Glejser test

Formula 1
Dependent Variable: UU
Method: Least Squares
Date: 04/13/12 Time: 10:56
Sample: 1970 1989
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SAVING
INCOME

2.64E+08
-3.57E+08
30253855

5.37E+09
70453041
3844032.

0.049042
-5.061086
7.870344

0.9615
0.0001
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.814687
0.792886
8.48E+09
1.22E+21
-483.9823
37.36839
0.000001

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.10E+10
1.86E+10
48.69823
48.84759
48.72739
2.576974

formula 2
Dependent Variable: UU
Method: Least Squares
Date: 04/13/12 Time: 10:59
Sample: 1970 1989
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
(SAVING)^1/2
(INCOME)^1/2

2.64E+08
-7.13E+08
60507709

5.37E+09
1.41E+08
7688064.

0.049042
-5.061086
7.870344

0.9615
0.0001
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.814687
0.792886
8.48E+09
1.22E+21
-483.9823
37.36839
0.000001

Formula 3

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.10E+10
1.86E+10
48.69823
48.84759
48.72739
2.576974

Dependent Variable: UU
Method: Least Squares
Date: 04/13/12 Time: 11:05
Sample: 1970 1989
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
1/(SAVING)
1/(INCOME)

1.72E+10
7.22E+12
-1.03E+14

8.86E+09
3.28E+12
3.55E+13

1.938292
2.200572
-2.901898

0.0694
0.0419
0.0099

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.438700
0.372665
1.48E+10
3.71E+21
-495.0644
6.643417
0.007382

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.10E+10
1.86E+10
49.80644
49.95580
49.83560
1.283810

formula 4
Dependent Variable: UU
Method: Least Squares
Date: 04/13/12 Time: 11:08
Sample: 1970 1989
Included observations: 20
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
1/(SAVING)^1/2
1/(INCOME)^1/2

1.72E+10
1.44E+13
-2.06E+14

8.86E+09
6.56E+12
7.11E+13

1.938292
2.200572
-2.901898

0.0694
0.0419
0.0099

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.438700
0.372665
1.48E+10
3.71E+21
-495.0644
6.643417
0.007382

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

1.10E+10
1.86E+10
49.80644
49.95580
49.83560
1.283810

Autocorrelation
Formula 2

Dependent Variable: GDP


Method: Least Squares
Date: 04/13/12 Time: 11:13
Sample (adjusted): 1971 1989
Included observations: 19 after adjustments
Convergence achieved after 30 iterations
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SAVING
INCOME
AR(1)

-2663626.
-612.9869
870.0717
0.958632

10213954
1358.009
811.2297
0.161653

-0.260783
-0.451386
1.072534
5.930196

0.7978
0.6582
0.3004
0.0000

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.958650
0.950380
91706.16
1.26E+11
-241.8147
115.9183
0.000000

Inverted AR Roots

.96

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

486284.1
411688.6
25.87523
26.07406
25.90888
1.449053

formula 2

Dependent Variable: GDP


Method: Least Squares
Date: 04/13/12 Time: 11:14
Sample (adjusted): 1971 1989
Included observations: 19 after adjustments
Variable

Coefficient

Std. Error

t-Statistic

Prob.

C
SAVING
INCOME
GDP(-1)

-15860.36
-1300.763
140.7102
0.977345

61682.25
852.5227
99.58767
0.222576

-0.257130
-1.525781
1.412928
4.391055

0.8006
0.1479
0.1781
0.0005

R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
F-statistic
Prob(F-statistic)

0.968408
0.962089
80158.55
9.64E+10
-239.2576
153.2666
0.000000

Mean dependent var


S.D. dependent var
Akaike info criterion
Schwarz criterion
Hannan-Quinn criter.
Durbin-Watson stat

486284.1
411688.6
25.60606
25.80489
25.63971
2.604085