itical Value * -2.6700 5% Critical Value-1.9566 10% Critical Value-1.6235 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. RESID01 (-1)-0.6449360.194171-3.3214770.0031R-squared0.333463 Mean dependent var6.269062Adjusted R-squared0.333463 SD dependent var229.3958S.E. of regression187.2827 Akaike info criterion13.34562Sum squared resid771645.5 Schwarz criterion13.39499Log likelihood-152.4746 Durbin-Watson stat2.043184
Модель приростів
ADF Test Statistic-4.797725 1% Critical Value * -2.6756 5% Critical Value-1.9574 10% Critical Value-1.6238 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. RESID02 (-1)-1.0678120.222566-4.7977250.0001R-squared0.520433 Mean dependent var-13.42462Adjusted R-squared0.520433 SD dependent var190.1434S.E. of regression131.6758 Akaike info criterion12.64295Sum squared resid364108.7 Schwarz criterion12.69254Log likelihood-138.0725 Durbin-Watson stat1.889100
Модель в перших лагах (1)
ADF Test Statistic-6.807388 1% Critical Value * -2.6756 5% Critical Value-1.9574 10% Critical Value-1.6238 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. RESID03 (-1)-1.3783680.202481-6.8073880.0000R-squared0.688151 Mean dependent var-0.290846Adjusted R-squared0.688151 SD dependent var160.5493S.E. of regression89.65625 Akaike info criterion11.87423Sum squared resid168803.1 Schwarz criterion11.92382Log likelihood-129.6166 Durbin-Watson stat1.932930
Модель в перших лагах (2)
ADF Test Statistic-6.923127 1% Critical Value * -2.6756 5% Critical Value-1.9574 10% Critical Value-1.6238 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. RESID05 (-1)-1.3913360.200969-6.9231270.0000R-squared0.695342 Mean dependent var-0.101180Adjusted R-squared0.695342 SD dependent var163.2351S.E. of regression90.09903 Akaike info criterion11.88408Sum squared resid170474.5 Schwarz criterion11.93368Log likelihood-129.7249 Durbin-Watson stat1.970882 (1)
ADF Test Statistic-4.564575 1% Critical Value * -2.6756 5% Critical Value-1.9574 10% Critical Value-1.6238 * MacKinnon critical values ​​for rejection of hypothesis of a unit root.VariableCoefficientStd. Errort-StatisticProb. RESID04 (-1)-1.0302990.225716-4.5645750.0002R-squared0.496932 Mean dependent var-7.572750Adjusted R-squared0.496932 SD dependent var165.5331S.E. of regression117.4082 Akaike info criterion12.41358Sum squared resid289478.2 Schwarz criterion12.46317Log likelihood-135.5494 Durbin-Watson stat1.886366
Додаток 8
Оцінка випадкових відхилень н...
