EJC 6: MCO - Ejemplo 15.4 - Judge

ECONOMETRIA 2 - ECON 3301 - SEMESTRE II - 08
Profesor: Ramón Rosales; [email protected]
Profesor Taller: William Delgado; [email protected]
Profesor Taller: Juan Carlos Vasquez; [email protected]
Profesor Taller: Diego Marino; [email protected]
Monitor: Alejandro Urrego; [email protected]
Monitor: Juan Sebastián Sánchez; [email protected]
Monitor: Francisco Correa; [email protected]
Monitor: Carlos Morales; [email protected]
EJC 6: MCO - Ejemplo 15.4 - Judge - Pag 656
ECUACION 1:
Dependent Variable: Y1
Method: Least Squares
Date: 08/29/08 Time: 12:24
Sample: 1 20
Included observations: 20
Variable
C
Y2
Y3
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
-107.220483
-6.036774
1.871742
0.996000
0.995529
15.094906
3873.555213
-81.040728
1.215113
Std. Error
21.957179
1.424080
0.227405
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
t-Statistic
-4.883163
-4.239070
8.230892
Prob.
0.000140
0.000553
0.000000
640.913000
225.746506
8.404073
8.553433
2116.235383
0.000000
ECUACION 2:
Dependent Variable: Y2
Method: Least Squares
Date: 08/29/08 Time: 12:24
Sample: 1 20
Included observations: 20
Variable
C
Y1
X2
X3
X4
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
39.536171
0.196150
-3.867652
-6.064853
1.639327
0.999409
0.999252
1.079553
17.481535
-27.032899
1.392638
Std. Error
1.054066
0.003627
0.517631
0.478113
0.137796
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
t-Statistic
37.508242
54.074292
-7.471838
-12.684975
11.896733
Prob.
0.000000
0.000000
0.000002
0.000000
0.000000
156.536500
39.468057
3.203290
3.452223
6345.125261
0.000000
ECUACION 3:
Dependent Variable: Y3
Method: Least Squares
Date: 08/29/08 Time: 12:24
Sample: 1 20
Included observations: 20
Variable
C
Y2
X2
X5
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
Coefficient
-1.355554
1.381930
90.960623
5.794934
0.999740
0.999691
4.346718
302.303288
-55.535755
1.377703
Std. Error t-Statistic
Prob.
6.911310 -0.196136
0.846973
0.427877 3.229736
0.005240
7.753947 11.730880
0.000000
0.560191 10.344570
0.000000
Mean dependent var
904.563000
S.D. dependent var
247.161572
Akaike info criterion
5.953576
Schwarz criterion
6.152722
F-statistic
20471.903609
Prob(F-statistic)
0.000000
System: MCO
Estimation Method: Least Squares
Date: 08/29/08 Time: 12:24
Sample: 1 20
C(1)
C(2)
C(3)
C(4)
C(5)
C(6)
C(7)
C(8)
C(9)
C(10)
C(11)
C(12)
Determinant residual covariance
Coefficient
-107.220483
-6.036774
1.871742
39.536171
0.196150
-3.867652
-6.064853
1.639327
-1.355554
1.381930
90.960623
5.794934
Std. Error
21.957179
1.424080
0.227405
1.054066
0.003627
0.517631
0.478113
0.137796
6.911310
0.427877
7.753947
0.560191
708.340497
t-Statistic
-4.883163
-4.239070
8.230892
37.508242
54.074292
-7.471838
-12.684975
11.896733
-0.196136
3.229736
11.730880
10.344570
Prob.
0.000012
0.000101
0.000000
0.000000
0.000000
0.000000
0.000000
0.000000
0.845332
0.002238
0.000000
0.000000
Equation: Y1=C(1)+C(2)*Y2+C(3)*Y3
Observations: 20
--------------------------------------------------------------------------------------------------------------------------------R-squared
0.996000 Mean dependent var
640.913000
Adjusted R-squared
0.995529 S.D. dependent var
225.746506
S.E. of regression
15.094906
Sum squared resid
3873.555213
Durbin-Watson stat
1.215113
Equation: Y2=C(4)+C(5)*Y1+C(6)*X2+C(7)*X3+C(8)*X4
Observations: 20
--------------------------------------------------------------------------------------------------------------------------------R-squared
0.999409 Mean dependent var
156.536500
Adjusted R-squared
0.999252 S.D. dependent var
39.468057
S.E. of regression
1.079553 Sum squared resid
17.481535
Durbin-Watson stat
1.392638
Equation: Y3=C(9)+C(10)*Y2+C(11)*X2+C(12)*X5
Observations: 20
--------------------------------------------------------------------------------------------------------------------------------R-squared
0.999740 Mean dependent var
904.563000
Adjusted R-squared
0.999691 S.D. dependent var
247.161572
S.E. of regression
4.346718 Sum squared resid
302.303288
Durbin-Watson stat
1.377703
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