Escolar Documentos
Profissional Documentos
Cultura Documentos
Coefficient
Std. Error
t-Statistic
Prob.
C
CR
SIZE
DER
TATO
0.002058
-0.002169
0.001518
-0.000793
0.190072
0.036363
0.001910
0.002690
0.007444
0.031836
0.056590
-1.135445
0.564146
-0.106510
5.970333
0.9550
0.2602
0.5745
0.9155
0.0000
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.369121
0.331457
0.031071
0.064683
150.3737
2.125225
0.058397
0.038001
-4.038159
-3.880057
9.800262
0.000003
0.347997
0.762781
Probability
Probability
0.707408
0.682911
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/03/13 Time: 21:26
Presample missing value lagged residuals set to zero.
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CR
SIZE
DER
TATO
RESID(-1)
RESID(-2)
-0.003514
0.000190
4.95E-06
0.000882
0.009683
-0.081367
-0.081078
0.037261
0.001950
0.002724
0.007816
0.034599
0.128258
0.137874
-0.094297
0.097453
0.001815
0.112864
0.279855
-0.634400
-0.588060
0.9252
0.9227
0.9986
0.9105
0.7805
0.5280
0.5585
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.010594
-0.080736
0.031378
0.063998
150.7571
1.974252
-2.21E-17
0.030183
-3.993254
-3.771912
0.115999
0.994198
12
Series: Residuals
Sample 1 72
Observations 72
10
8
Mean
Median
Maximum
Minimum
Std. Dev.
Skewness
Kurtosis
6
4
2
Jarque-Bera
Probability
0
-0.050
-0.025
0.000
0.025
0.050
3.426110
3.643796
Probability
Probability
0.068648
0.056278
Test Equation:
Dependent Variable: ROI
Method: Least Squares
Date: 06/03/13 Time: 21:29
Sample: 1 72
Included observations: 72
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CR
SIZE
DER
TATO
FITTED^2
0.040745
-0.000246
-0.001131
-0.001095
-0.019387
9.333144
0.041387
0.002145
0.003005
0.007315
0.117404
5.042284
0.984479
-0.114765
-0.376303
-0.149643
-0.165133
1.850975
0.3285
0.9090
0.7079
0.8815
0.8693
0.0686
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.400254
0.354819
0.030523
0.061491
152.1956
2.272180
0.058397
0.038001
-4.060989
-3.871267
8.809330
0.000002
-2.21E-17
-0.004197
0.059202
-0.062633
0.030183
0.146733
2.244567
1.970403
0.373364
0.669959
5.645085
Probability
Probability
0.715852
0.686918
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/03/13 Time: 21:29
Sample: 1 72
Included observations: 72
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CR
CR^2
SIZE
SIZE^2
DER
DER^2
TATO
TATO^2
-0.014561
4.21E-05
-3.59E-07
0.002562
-0.000112
0.001305
-0.000537
0.002935
-0.004197
0.012700
0.000176
1.76E-05
0.002291
0.000103
0.000828
0.000359
0.003265
0.006796
-1.146612
0.239337
-0.020409
1.118300
-1.091600
1.575156
-1.495116
0.898849
-0.617568
0.2559
0.8116
0.9838
0.2677
0.2792
0.1202
0.1399
0.3722
0.5391
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.078404
-0.038624
0.001029
6.67E-05
397.9740
2.202285
0.000898
0.001009
-10.80483
-10.52025
0.669959
0.715852
0.561881
8.731436
Probability
Probability
0.882999
0.847860
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/03/13 Time: 21:30
Sample: 1 72
Included observations: 72
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
CR
CR^2
CR*SIZE
CR*DER
CR*TATO
SIZE
SIZE^2
SIZE*DER
SIZE*TATO
DER
DER^2
DER*TATO
TATO
TATO^2
-0.021845
0.000936
-3.40E-05
-1.96E-05
-0.000153
-0.001107
0.003395
-0.000146
-0.000132
0.000431
0.004658
-0.000891
-0.003077
0.003850
-0.006007
0.014809
0.000816
3.14E-05
5.44E-05
0.000239
0.000744
0.002492
0.000110
0.000230
0.001158
0.003658
0.000501
0.002702
0.014746
0.007226
-1.475156
1.147130
-1.081570
-0.360344
-0.640883
-1.486554
1.362080
-1.328244
-0.571556
0.371758
1.273346
-1.777156
-1.138719
0.261096
-0.831314
0.1457
0.2561
0.2840
0.7199
0.5242
0.1426
0.1785
0.1894
0.5699
0.7115
0.2081
0.0809
0.2596
0.7950
0.4093
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.121270
-0.094558
0.001056
6.36E-05
399.6886
2.173209
0.000898
0.001009
-10.68580
-10.21149
0.561881
0.882999