Você está na página 1de 3

REGRESSION

SUMMARY OF OUTPUT: ORDINARY LEAST SQUARES ESTIMATION


Data set : ujigeodashp
Dependent Variable : IR Number of Observations: 7
Mean dependent var : 2.82857 Number of Variables : 2
S.D. dependent var : 2.61026 Degrees of Freedom : 5

R-squared : 0.704579 F-statistic : 11.925


Adjusted R-squared : 0.645495 Prob(F-statistic) : 0.0181737
Sum squared residual: 14.0899 Log likelihood : -12.381
Sigma-square : 2.81798 Akaike info criterion : 28.762
S.E. of regression : 1.67868 Schwarz criterion : 28.6538
Sigma-square ML : 2.01284
S.E of regression ML: 1.41875
-----------------------------------------------------------------------
Variable Coefficient Std.Error t-Statistic Probability
-----------------------------------------------------------------------
CONSTANT 0.2491251 0.9800595 0.2541938 0.8094686
KEPADATAN 0.0008516638 0.000246626 3.453261 0.0181737
-----------------------------------------------------------------------

REGRESSION DIAGNOSTICS
MULTICOLLINEARITY CONDITION NUMBER 2.721933
TEST ON NORMALITY OF ERRORS
TEST DF VALUE PROB
Jarque-Bera 2 0.5897293 0.7446324

DIAGNOSTICS FOR HETEROSKEDASTICITY


RANDOM COEFFICIENTS
TEST DF VALUE PROB
Breusch-Pagan test 1 2.899418 0.0886116
Koenker-Bassett test 1 5.050926 0.0246128
SPECIFICATION ROBUST TEST
TEST DF VALUE PROB
White 2 5.105864 0.0778531

COEFFICIENTS VARIANCE MATRIX


CONSTANT KEPADATAN
0.960517 -0.000184
-0.000184 0.000000

OBS IR PREDICTED RESIDUAL


1 0.00000 0.41094 -0.41094
2 0.00000 0.96963 -0.96963
3 3.60000 2.59631 1.00369
4 6.80000 4.49382 2.30618
5 4.30000 6.63660 -2.33660
6 0.00000 0.54210 -0.54210
7 5.10000 4.15060 0.94940
========================= END OF REPORT ==============================
REGRESSION
SUMMARY OF OUTPUT: ORDINARY LEAST SQUARES ESTIMATION
Data set : ujigeodashp
Dependent Variable : IR Number of Observations: 7
Mean dependent var : 2.82857 Number of Variables : 2
S.D. dependent var : 2.61026 Degrees of Freedom : 5

R-squared : 0.566634 F-statistic : 6.5376


Adjusted R-squared : 0.479961 Prob(F-statistic) : 0.0508394
Sum squared residual: 20.6691 Log likelihood : -13.7221
Sigma-square : 4.13381 Akaike info criterion : 31.4442
S.E. of regression : 2.03318 Schwarz criterion : 31.3361
Sigma-square ML : 2.95272
S.E of regression ML: 1.71835
-----------------------------------------------------------------------
Variable Coefficient Std.Error t-Statistic Probability
-----------------------------------------------------------------------
CONSTANT 21.80468 7.461288 2.922375 0.0329228
ABJ -0.2098464 0.0820715 -2.556873 0.0508394
-----------------------------------------------------------------------

REGRESSION DIAGNOSTICS
MULTICOLLINEARITY CONDITION NUMBER 19.36694
TEST ON NORMALITY OF ERRORS
TEST DF VALUE PROB
Jarque-Bera 2 0.6267905 0.7309610

DIAGNOSTICS FOR HETEROSKEDASTICITY


RANDOM COEFFICIENTS
TEST DF VALUE PROB
Breusch-Pagan test 1 1.226597 0.2680699
Koenker-Bassett test 1 1.613276 0.2040319
SPECIFICATION ROBUST TEST
TEST DF VALUE PROB
White 2 1.952557 0.3767105

COEFFICIENTS VARIANCE MATRIX


CONSTANT ABJ
55.670815 -0.609103
-0.609103 0.006736

OBS IR PREDICTED RESIDUAL


1 0.00000 0.82004 -0.82004
2 0.00000 0.82004 -0.82004
3 3.60000 6.06620 -2.46620
4 6.80000 3.54804 3.25196
5 4.30000 2.91851 1.38149
6 0.00000 0.82004 -0.82004
7 5.10000 4.80712 0.29288
========================= END OF REPORT ==============================
REGRESSION
SUMMARY OF OUTPUT: ORDINARY LEAST SQUARES ESTIMATION
Data set : ujigeodashp
Dependent Variable : IR Number of Observations: 7
Mean dependent var : 2.82857 Number of Variables : 2
S.D. dependent var : 2.61026 Degrees of Freedom : 5

R-squared : 0.781002 F-statistic : 17.8313


Adjusted R-squared : 0.737202 Prob(F-statistic) : 0.00830619
Sum squared residual: 10.445 Log likelihood : -11.3333
Sigma-square : 2.08899 Akaike info criterion : 26.6666
S.E. of regression : 1.44533 Schwarz criterion : 26.5584
Sigma-square ML : 1.49214
S.E of regression ML: 1.22153
-----------------------------------------------------------------------
Variable Coefficient Std.Error t-Statistic Probability
-----------------------------------------------------------------------
CONSTANT 0.2377763 0.821497 0.2894426 0.7838605
PSN 0.06895652 0.01632993 4.222707 0.0083062
-----------------------------------------------------------------------

REGRESSION DIAGNOSTICS
MULTICOLLINEARITY CONDITION NUMBER 2.6269
TEST ON NORMALITY OF ERRORS
TEST DF VALUE PROB
Jarque-Bera 2 0.6777744 0.7125628

DIAGNOSTICS FOR HETEROSKEDASTICITY


RANDOM COEFFICIENTS
TEST DF VALUE PROB
Breusch-Pagan test 1 2.177949 0.1400009
Koenker-Bassett test 1 2.740084 0.0978596
SPECIFICATION ROBUST TEST
TEST DF VALUE PROB
White 2 3.126856 0.2094170

COEFFICIENTS VARIANCE MATRIX


CONSTANT PSN
0.674857 -0.010019
-0.010019 0.000267

OBS IR PREDICTED RESIDUAL


1 0.00000 0.23778 -0.23778
2 0.00000 0.23778 -0.23778
3 3.60000 4.58204 -0.98204
4 6.80000 4.44412 2.35588
5 4.30000 5.96117 -1.66117
6 0.00000 0.23778 -0.23778
7 5.10000 4.09934 1.00066
========================= END OF REPORT ==============================

Você também pode gostar