|
11. |
VL{1} |
0.461799467 |
|
12. |
VL{2} |
-0.461799467 |
|
13. |
VC{1} |
-0.010854974 |
|
14. |
UKBP |
-0.103630314 |
|
15. |
D74 |
-0.002665601 |
|
16. |
Constant |
0.008902589 |
|
17. |
VC{1} |
-0.108166568 |
|
18. |
DVL{1} |
1.002987661 |
|
19. |
RRATE{1} |
-0.091396432 |
|
20. |
UKBP |
-0.386270535 |
|
21. |
Constant |
0.093312776 |
|
22. |
DFP |
0.438595499 |
|
23. |
VC{1} |
0.071940548 |
|
24. |
RATE{1} |
-0.064939038 |
3SLS Estimation of the System (31) to (35)
Linear Systems - Estimation by
Seemingly Unrelated Regressions
Iterations Taken 2
Quarterly Data From 1965:01 To 2000:04
Usable Observations 140
Total Observations 144 Skipped/Missing 4
Dependent Variable DW
Centered R**2 0.622469 R Bar **2 0.469931
Uncentered R**2 0.933152 T x R**2 130.641
Mean of Dependent Variable 0.0145273297
Std Error of Dependent Variable 0.0067628354
Standard Error of Estimate 0.0049237398
Sum of Squared Residuals 0.0024000782
Durbin-Watson Statistic 1.647187
Variable Coeff Std Error T-Stat Signif
|
1. |
DP{1} |
0.190786620 |
0.144850244 |
1.31713 |
0.18779501 |
|
2. |
DFP |
0.944474099 |
0.185285895 |
5.09739 |
0.00000034 |
|
3. |
VL{1} |
0.194794094 |
0.031937339 |
6.09926 |
0.00000000 |
|
4. |
UKBP{1} |
-0.078907652 |
0.033873529 |
-2.32948 |
0.01983374 |
|
5. |
Constant |
-0.180706804 |
0.030494684 |
-5.92585 |
0.00000000 |
Dependent Variable DP
Centered R**2 0.831840 R Bar **2 0.763897
Uncentered R**2 0.959287 T x R**2 134.300
Mean of Dependent Variable 0.0107511047
Std Error of Dependent Variable 0.0060983439
34