|
17. |
VC{1} |
-0.107396969 |
0.020385633 |
-5.26827 |
0.00000014 |
|
18. |
DVL{1} |
0.990268556 |
0.260254619 |
3.80500 |
0.00014180 |
|
19. |
RRATE{1} |
-0.087342645 |
0.025881467 |
-3.37472 |
0.00073891 |
|
20. |
UKBP |
-0.389421984 |
0.087005531 |
-4.47583 |
0.00000761 |
|
21. |
Constant |
0.092439937 |
0.016944697 |
5.45539 |
0.00000005 |
Dependent Variable DRATE
Centered R**2 0.098748 R Bar **2 -0.283601
Uncentered R**2 0.099027 T x R**2 14.062
Mean of Dependent Variable 0.0001899061
Std Error of Dependent Variable 0.0108345824
Standard Error of Estimate 0.0122751627
Sum of Squared Residuals 0.0149172824
Durbin-Watson Statistic 1.735485
Variable Coeff Std Error T-Stat Signif
|
22. |
DFP |
0.425510274 |
0.194647582 |
2.18605 |
0.02881160 |
|
23. |
VC{1} |
0.071522021 |
0.020739654 |
3.44856 |
0.00056358 |
|
24. |
RATE{1} |
-0.063107081 |
0.033596640 |
-1.87837 |
0.06032991 |
|
25. |
Constant |
-0.058282751 |
0.017563513 |
-3.31840 |
0.00090535 |
Likelihood Ratio Test of the Structural Restrictions
Chi-Squared(408)= 414.104639 with Significance Level 0.39322678
Chi-Squared(3)= 3.929183 with Significance Level 0.26921333
3SLS - System Estimation under Restrictions
Linear Model - Estimation by Restricted Regression
Dependent Variable UKBP
Variable
Coeff
|
1. |
DP{1} |
0.285296856 |
|
2. |
DFP |
0.714703144 |
|
3. |
VL{1} |
0.159703912 |
|
4. |
UKBP{1} |
-0.078237242 |
|
5. |
Constant |
-0.146329289 |
|
6. |
DW{1} |
0.081392827 |
|
7. |
DFP |
0.918607173 |
|
8. |
VC{1} |
0.045327673 |
|
9. |
D74 |
0.010708802 |
|
10. |
Constant |
-0.037436331 |
33
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