Dagim E Views Result
Dagim E Views Result
Dagim E Views Result
B) CVM
Vector Autoregression Estimates
Date: 05/29/20 Time: 00:54
Sample (adjusted): 3 19
Included observations: 17 after adjustments
Standard errors in ( ) & t-statistics in [ ]
1) LNDES
Null Hypothesis: D(LNDES) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=3)
t-Statistic Prob.*
2) LNDI
Null Hypothesis: D(LNDI) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=3)
t-Statistic Prob.*
3) LNEDGDP
Null Hypothesis: D(LNEDGDP) has a unit root
Exogenous: Constant
Lag Length: 3 (Automatic - based on SIC, maxlag=3)
t-Statistic Prob.*
4) LNRER
Null Hypothesis: D(LNRER) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)
t-Statistic Prob.*
5) LNRI
Null Hypothesis: D(LNRI) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=3)
t-Statistic Prob.*
6) LNTOT
Null Hypothesis: D(LNTOT) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)
t-Statistic Prob.*
1.5
1.0
0.5
0.0
-0.5
-1.0
-1.5
-1 0 1
GET
FILE='C:\Users\usar\Desktop\DAGIM DATA.sav'.
DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LNRGDP
/METHOD=ENTER LNEDGDP LNDES LNTOT LNRER LNRI LNDI
/RESIDUALS DURBIN.
Regression
Notes
Output Created 04-JUN-2020 02:09:52
Comments
C:\Users\usar\Desktop\DAGIM
Data
DATA.sav
Active Dataset DataSet1
Input Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 19
User-defined missing values are
Definition of Missing
treated as missing.
Missing Value Handling Statistics are based on cases with
Cases Used no missing values for any variable
used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
Syntax /NOORIGIN
/DEPENDENT LNRGDP
/METHOD=ENTER LNEDGDP
LNDES LNTOT LNRER LNRI
LNDI
/RESIDUALS DURBIN.
Processor Time 00:00:00.02
Elapsed Time 00:00:00.02
Resources Memory Required 3116 bytes
Additional Memory Required for
0 bytes
Residual Plots
Variables Entered/Removeda
Model Variables Entered Variables Method
Removed
LNDI, LNRI,
LNRER, LNTOT,
1 . Enter
LNDES,
LNEDGDPb
a. Dependent Variable: LNRGDP
b. All requested variables entered.
Model Summaryb
Model R R Square Adjusted R Square Std. Error of the Durbin-Watson
Estimate
1 .995a .991 .986 56334.1302327 1.485
a. Predictors: (Constant), LNDI, LNRI, LNRER, LNTOT, LNDES, LNEDGDP
b. Dependent Variable: LNRGDP
ANOVAa
Model Sum of Squares df Mean Square F Sig.
4131140654563.6 688523442427.27
Regression 6 216.958 .000b
65 8
1 Residual 38082410748.862 12 3173534229.072
4169223065312.5
Total 18
26
a. Dependent Variable: LNRGDP
b. Predictors: (Constant), LNDI, LNRI, LNRER, LNTOT, LNDES, LNEDGDP
Coefficientsa
Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics
Coefficients
B Std. Error Beta Tolerance VIF
-
(Constant) 66781.830 -.239 .815
15946.683
LNEDGDP -32.429 11.774 -.723 -2.754 .017 .011 90.498
LNDES 34.770 6.328 1.149 5.495 .000 .017 57.393
1
LNTOT -3.295 2.561 -.098 -1.287 .222 .130 7.687
LNRER 30217.384 4392.150 .413 6.880 .000 .211 4.730
LNRI -381.884 920.803 -.012 -.415 .686 .859 1.164
LNDI 10.797 9.044 .100 1.194 .256 .109 9.204
a. Dependent Variable: LNRGDP
Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 352523.125000 1885542.625000 934297.676842 479069.7382871 19
Residual -121655.7187500 89494.3828125 0E-7 45996.6247245 19
Std. Predicted Value -1.214 1.986 .000 1.000 19
Std. Residual -2.160 1.589 .000 .816 19
a. Dependent Variable: LNRGDP
FREQUENCIES VARIABLES=LNRGDP
/HISTOGRAM NORMAL
/ORDER=ANALYSIS.
Frequencies
Notes
Output Created 04-JUN-2020 02:10:50
Comments
C:\Users\usar\Desktop\DAGIM
Data
DATA.sav
Active Dataset DataSet1
Input Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 19
User-defined missing values are
Definition of Missing
treated as missing.
Missing Value Handling
Statistics are based on all cases
Cases Used
with valid data.
FREQUENCIES
VARIABLES=LNRGDP
Syntax
/HISTOGRAM NORMAL
/ORDER=ANALYSIS.
Processor Time 00:00:01.13
Resources
Elapsed Time 00:00:01.25
Statistics
LNRGDP
Valid 19
N
Missing 0
LNRGDP
Frequency Percent Valid Percent Cumulative
Percent
390102.9100 1 5.3 5.3 5.3
392058.8400 1 5.3 5.3 10.5
398464.7600 1 5.3 5.3 15.8
435859.4500 1 5.3 5.3 21.1
490970.4400 1 5.3 5.3 26.3
547625.3600 1 5.3 5.3 31.6
612217.2000 1 5.3 5.3 36.8
680706.9300 1 5.3 5.3 42.1
749058.8500 1 5.3 5.3 47.4
828212.7400 1 5.3 5.3 52.6
Valid 922512.8100 1 5.3 5.3 57.9
1002766.8800 1 5.3 5.3 63.2
1102467.8200 1 5.3 5.3 68.4
1216015.2600 1 5.3 5.3 73.7
1342555.9000 1 5.3 5.3 78.9
1449397.4500 1 5.3 5.3 84.2
1596481.6300 1 5.3 5.3 89.5
1719491.3300 1 5.3 5.3 94.7
1874689.3000 1 5.3 5.3 100.0
Total 19 100.0 100.0