Econometrics
Autor: Tim • November 8, 2018 • 702 Words (3 Pages) • 671 Views
...
- Analysis of effects:
- Descriptive statistic:
Y
X1
X2
X3
X4
Mean
2.566333
5.651667
3.950000
1.468333
3.716667
Median
2.500000
5.600000
4.000000
1.500000
4.000000
Maximum
3.600000
7.600000
9.000000
2.500000
9.000000
Minimum
1.400000
4.300000
0.000000
0.900000
0.000000
Std. Dev.
0.494824
0.878653
2.191470
0.374388
2.982103
Skewness
-0.104727
0.156636
0.568422
0.416433
0.093193
Kurtosis
2.403079
2.003054
2.997022
2.448626
1.838220
Jarque-Bera
1.000465
2.730103
3.231063
2.494194
3.461180
Probability
0.606390
0.255368
0.198785
0.287338
0.177180
Sum
153.9800
339.1000
237.0000
88.10000
223.0000
Sum Sq. Dev.
14.44619
45.54983
283.3500
8.269833
524.6833
Observations
60
60
60
60
60
2.2 Estimate Equation
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.916740373
R Square
0.840412911
Adjusted R Square
0.828806577
Standard Error
0.204736014
Observations
60
Dependent Variable: Y
Method: Least Squares
Date: 06/04/17 Time: 02:40
Sample: 1 60
Included observations: 60
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
2.157878
0.203093
10.62506
0.0000
X1
0.024494
0.034660
0.706696
0.4827
X2
0.145250
0.021021
6.909915
0.0000
X3
-0.082800
0.080326
-1.030800
0.3071
X4
-0.049006
0.015389
-3.184408
0.0024
R-squared
0.840413
Mean dependent var
...