5. Constant
-0.038381571 0.004726692
-8.12018 0.00000000
Linear Regression - Estimation by Least Squares
Dependent Variable DVL
Quarterly Data From 1965:01
Usable Observations 142
To 2000:04
Degrees of Freedom 136
Skipped/Missing 2
R Bar **2 0.512547
T x R**2 75.261
0.0000688254
0.0035759981
0.0024966844
0.0008477469
30.6517
0.00000000
2.056523
Total Observations 144
Centered R**2 0.529833
Uncentered R**2 0.530008
Mean of Dependent Variable
Std Error of Dependent Variable
Standard Error of Estimate
Sum of Squared Residuals
Regression F(5,136)
Significance Level of F
Durbin-Watson Statistic
Variable Coeff Std Error T-Stat Signif
|
1. |
VL{1} |
0.505469389 |
0.085304889 |
5.92544 |
0.00000002 |
|
2. |
VL{2} |
-0.520280734 |
0.078411280 |
-6.63528 |
0.00000000 |
|
3. |
VC{1} |
-0.007799417 |
0.009128566 |
-0.85440 |
0.39438776 |
|
4. |
UKBP |
-0.109893359 |
0.024329306 |
-4.51691 |
0.00001348 |
|
5. |
D74 |
-0.003587478 |
0.001851895 |
-1.93719 |
0.05479480 |
|
6. |
Constant |
0.020331826 |
0.017135470 |
1.18653 |
0.23747990 |
Linear Regression - Estimation by Least Squares
Dependent Variable DVC
Quarterly Data From 1965:01 To 2000:04
Usable Observations 142 Degrees of Freedom 137
Total Observations 144 Skipped/Missing 2
Centered R**2 0.481545 R Bar **2 0.466407
Uncentered R**2 0.481817 T x R**2 68.418
Mean of Dependent Variable -0.000323944
Std Error of Dependent Variable 0.014185973
Standard Error of Estimate 0.010362488
0.0147112173
31.8116
0.00000000
1.638300
Sum of Squared Residuals
Regression F(4,137)
Significance Level of F
Durbin-Watson Statistic
Variable Coeff Std Error T-Stat Signif
|
1. |
VC{1} |
-0.124199856 |
0.021085861 |
-5.89020 |
0.00000003 |
|
2. |
DVL{1} |
1.335384864 |
0.298778877 |
4.46948 |
0.00001629 |
|
3. |
RRATE{1} |
-0.157024873 |
0.034250470 |
-4.58460 |
0.00001015 |
|
4. |
UKBP |
-0.389488266 |
0.101354961 |
-3.84281 |
0.00018539 |
|
5. |
Constant |
0.110333381 |
0.017685736 |
6.23855 |
0.00000001 |
30
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