Beruflich Dokumente
Kultur Dokumente
Class Exercise:
Summary of Results
Regression Results
Coefficients Standard errors
LX1 0.4574*** 0.0620
LX2 1.2712*** 0.4230
LX3 1.5145*** 0.3390
LX4 -0.7115** 0.3292
C -5.2819** 2.2172
Notes: *** denotes 1% significance level, ** denotes 5% significance level and * denotes 10%
significance level.
Diagnostic Results
Coefficients Probability Decision Conclusion
Normality Test 0.5244 0.7693 Do not reject Normally
Distributed
Serial Correlation 0.9749 0.4032 Do not reject No serial
Test correlation
Heteroscedasticity 1.6188 0.2211 Do not reject Homoscedastic
Test
Dependent Variable: Y
Method: Least Squares
Date: 11/13/17 Time: 10:59
Sample: 1 20
Included observations: 20
Dependent Variable: LY
Method: Least Squares
Date: 11/13/17 Time: 11:01
Sample: 1 20
Included observations: 20
Dependent Variable: LY
Method: Least Squares
Date: 11/13/17 Time: 11:02
Sample: 1 20
Included observations: 20
Dependent Variable: Y
Method: Least Squares
Date: 11/13/17 Time: 11:03
Sample: 1 20
Included observations: 20
Normality test
F-statistic 216.6485 Durbin-Watson stat 1.835128
Prob(F-statistic) 0.000000
6
Series: Residuals
Sample 1 20
5
Observations 20
4 Mean 1.69e-15
Median 0.001437
Maximum 0.026899
3
Minimum -0.020266
Std. Dev. 0.013524
2 Skewness 0.185623
Kurtosis 2.298943
1
Jarque-Bera 0.524420
Probability 0.769349
0
-0.02 -0.01 0.00 0.01 0.02 0.03
Heteroskedasticity Test
Heteroskedasticity Test: Breusch-Pagan-Godfrey
1.6
1.2
0.8
0.4
0.0
-0.4
6 7 8 9 10 11 12 13 14 15 16 17 18 19 20