ion12.62920Sum squared resid290391.8 Schwarz criterion12.82667Log likelihood-141.2357 F-statistic36.40590Durbin-Watson stat1.985892 Prob (F-statistic) 0.000000
Додаток 5
Тест Бреуша-Годфрі
Коінтегрірованная модель
Breusch-Godfrey Serial Correlation LM Test: F-statistic2.917086 Probability0.103122Obs * R-squared3.054929 Probability0.080493VariableCoefficientStd. Errort-StatisticProb. Mean dependent var-2.56E-12Adjusted R-squared-0.003618 SD dependent var201.6667S.E. of regression202.0311 Akaike info criterion13.60573Sum squared resid816331.6 Schwarz criterion13.80207Log likelihood-159.2688 F-statistic0.972362Durbin-Watson stat1.905880 Prob (F-statistic) 0.425325
Модель приростів
Breusch-Godfrey Serial Correlation LM Test:
F-statistic0.088849 Probability0.768880Obs * R-squared0.107054 Probability0.743524VariableCoefficientStd. Errort-StatisticProb. Mean dependent var4.94E-15Adjusted R-squared-0.152505 SD dependent var131.4918S.E. of regression141.1628 Akaike info criterion12.89447Sum squared resid378611.5 Schwarz criterion13.09195Log likelihood-144.2865 F-statistic0.029616Durbin-Watson stat1.849763 Prob (F-statistic) 0.992904
Модель перших лагів (1)
Breusch-Godfrey Serial Correlation LM Test: F-statistic3.571374 Probability0.077041Obs * R-squared4.197028 Probability0.040495VariableCoefficientStd. Errort-StatisticProb. Mean dependent var6.36E-13Adjusted R-squared-0.124091 SD dependent var95.46249S.E. of regression101.2123 Akaike info criterion12.31811Sum squared resid163903.0 Schwarz criterion12.66369Log likelihood-134.6582 F-statistic0.595229Durbin-Watson stat2.015386 Prob (F-statistic) 0.729967
Модель перших лагів (2)
Breusch-Godfrey Serial Correlation LM Test: F-statistic3.784356 Probability0.067523Obs * R-squared3.995536 Probability0.045621VariableCoefficientStd. Errort-StatisticProb. Mean dependent var6.79E-12Adjusted R-squared-0.009899 SD dependent var96.43751S.E. of regression96.91365 Akaike info criterion12.17518Sum squared resid169060.6 Schwarz criterion12.42202Log likelihood-135.0145 F-statistic0.946089Durbin-Watson stat1.989516 Prob (F-statistic) 0.460234
ECM (1)
Breusch-Godfrey Serial Correlation LM Test: F-statistic0.025444 Probability0.875042Obs * R-squared0.032466 Probability0.857009VariableCoefficientStd. Errort-StatisticProb. Mean dependent var-9.89E-15Adjusted R-squared-0.220497 SD dependent var114.8896S.E. of regression126.9256 Akaike info criterion12.71474Sum squared resid289981.9 Schwarz criterion12.96159Log likelihood-141.2195 F-statistic0.006361Durbin-Watson stat1.901379 Prob (F-statistic) 0.999911
Додаток 6
Тест Уайта
