7 Appendix: Estimation Results
Single Equation Estimation of (21) to (25)
Linear Regression - Estimation by Least Squares
Dependent Variable DW
Quarterly Data From 1965:01
Usable Observations 143
To 2000:04
Degrees of Freedom 138
Skipped/Missing 1
R Bar **2 0.613335
T x R**2 133.351
0.0144268217
0.0067728907
0.0042115453
0.0024477217
57.3108
0.00000000
1.623078
Total Observations 144
Centered R**2 0.624227
Uncentered R**2 0.932527
Mean of Dependent Variable
Std Error of Dependent Variable
Standard Error of Estimate
Sum of Squared Residuals
Regression F(4,138)
Significance Level of F
Durbin-Watson Statistic
Variable Coeff Std Error T-Stat Signif
|
1. |
DP{1} |
0.197140530 |
0.148555607 |
1.32705 |
0.18668405 |
|
2. |
DFP |
0.929962056 |
0.189391042 |
4.91027 |
0.00000253 |
|
3. |
VL{1} |
0.195780837 |
0.032693348 |
5.98840 |
0.00000002 |
|
4. |
UKBP{1} |
-0.068700307 |
0.034212646 |
-2.00804 |
0.04659112 |
|
5. |
Constant |
-0.181534056 |
0.031220303 |
-5.81462 |
0.00000004 |
Linear Regression - Estimation by Least Squares
Dependent Variable DP
Quarterly Data From 1965:01 To 2000:04
Usable Observations 144 Degrees of Freedom 139
Centered R**2 0.835171 R Bar **2 0.830428
Uncentered R**2 0.959113 T x R**2 138.112
Mean of Dependent Variable 0.0105799813
Std Error of Dependent Variable 0.0060979256
Standard Error of Estimate 0.0025110731
Sum of Squared Residuals 0.0008764628
Regression F(4,139) 176.0747
Significance Level of F 0.00000000
Durbin-Watson Statistic 1.599777
Variable Coeff Std Error T-Stat Signif
|
1. |
DW{1} |
0.087894111 |
0.046473210 |
1.89129 |
0.06066693 |
|
2. |
DFP |
0.935253173 |
0.061707858 |
15.15614 |
0.00000000 |
|
3. |
VC{1} |
0.046153826 |
0.005654010 |
8.16303 |
0.00000000 |
|
4. |
D74 |
0.009987686 |
0.001840223 |
5.42743 |
0.00000025 |
29
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