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# Nguyen thi tuyet

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### Nguyen thi tuyet

1. 1. Nguyễn Thị Tuyết – QN3B Ordinary Least Squares Estimation************************************************************************ Dependent variable is QA 20 observations used for estimation from 1 to 20************************************************************************ Regressor Coefficient Standard Error T-Ratio[Prob] INPT 1373.2 171.4084 8.0115[.000] PA -113.4178 32.0321 -3.5408[.003] AD -83.8710 15.2799 -5.4890[.000]************************************************************************ R-Squared .73994 F-statistic F( 2, 17) 24.1849[.000] R-Bar-Squared .70935 S.E. of Regression 83.7326 Residual Sum of Squares 119189.6 Mean of Dependent Variable 460.2000 S.D. of Dependent Variable 155.3125 Maximum of Log-likelihood -115.3062 DW-statistic 1.9382************************************************************************ Diagnostic Tests************************************************************************* Test Statistics * LM Version * F Version ************************************************************************** * * ** A:Serial Correlation *CHI-SQ( 1)= .0027207[.958]*F( 1, 16)= .0021768[.963]** * * ** B:Functional Form *CHI-SQ( 1)= .019985[.888]*F( 1, 16)= .016004[.901]** * * ** C:Normality *CHI-SQ( 2)= 1.1492[.563]* Not applicable ** * * ** D:Heteroscedasticity *CHI-SQ( 1)= 4.1611[.041]*F( 1, 18)= 4.7288[.043]************************************************************************* A:Lagrange multiplier test of residual serial correlation B:Ramseys RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals 1
2. 2. Nguyễn Thị Tuyết – QN3B D:Based on the regression of squared residuals on squared fitted values 2
3. 3. Nguyễn Thị Tuyết – QN3B Ordinary Least Squares Estimation************************************************************************ Dependent variable is E2 20 observations used for estimation from 1 to 20************************************************************************ Regressor Coefficient Standard Error T-Ratio[Prob] INPT 403.1755 2920.4 .13805[.892] QAM2 .024291 .011170 2.1746[.043]************************************************************************ R-Squared .20805 F-statistic F( 1, 18) 4.7288[.043] R-Bar-Squared .16406 S.E. of Regression 6325.0 Residual Sum of Squares 7.20E+08 Mean of Dependent Variable 5959.5 S.D. of Dependent Variable 6917.9 Maximum of Log-likelihood -202.3706 DW-statistic 1.3902************************************************************************ Diagnostic Tests************************************************************************* Test Statistics * LM Version * F Version ************************************************************************** * * ** A:Serial Correlation *CHI-SQ( 1)= 1.9457[.163]*F( 1, 17)= 1.8320[.194]** * * ** B:Functional Form *CHI-SQ( 1)= .94730[.330]*F( 1, 17)= .84524[.371]** * * ** C:Normality *CHI-SQ( 2)= 6.3954[.041]* Not applicable ** * * ** D:Heteroscedasticity *CHI-SQ( 1)= .11512[.734]*F( 1, 18)= .10420[.751]************************************************************************* A:Lagrange multiplier test of residual serial correlation B:Ramseys RESET test using the square of the fitted values C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values 3
4. 4. Nguyễn Thị Tuyết – QN3B 4
5. 5. Nguyễn Thị Tuyết – QN3B Ordinary Least Squares Estimation************************************************************************ Dependent variable is LQA 20 observations used for estimation from 1 to 20************************************************************************ Regressor Coefficient Standard Error T-Ratio[Prob] INPT 8.5144 .79753 10.6759[.000] LPA -1.0140 .48347 -2.0973[.051] LAD -.60439 .15541 -3.8890[.001]************************************************************************ R-Squared .56477 F-statistic F( 2, 17) 11.0300[.001] R-Bar-Squared .51357 S.E. of Regression .25647 Residual Sum of Squares 1.1182 Mean of Dependent Variable 6.0725 S.D. of Dependent Variable .36772 Maximum of Log-likelihood .46154 DW-statistic 1.6360************************************************************************ Diagnostic Tests************************************************************************* Test Statistics * LM Version * F Version ************************************************************************** * * ** A:Serial Correlation *CHI-SQ( 1)= .94765[.330]*F( 1, 16)= .79583[.386]** * * ** B:Functional Form *CHI-SQ( 1)= 5.1153[.024]*F( 1, 16)= 5.4986[.032]** * * ** C:Normality *CHI-SQ( 2)= 3.9650[.138]* Not applicable ** * * ** D:Heteroscedasticity *CHI-SQ( 1)= .11701[.732]*F( 1, 18)= .10593[.749]************************************************************************* A:Lagrange multiplier test of residual serial correlation B:Ramseys RESET test using the square of the fitted values 5
6. 6. Nguyễn Thị Tuyết – QN3B C:Based on a test of skewness and kurtosis of residuals D:Based on the regression of squared residuals on squared fitted values 6