Sektoruntersuchung Stromerzeugung ... - Bundeskartellamt

Sektoruntersuchung Stromerzeugung/Stromgroßhandel (B10-9/09) Bericht ● Januar 2011
F-statistic 2511.808 Durbin-Watson stat 0.410038
Prob(F-statistic) 0.000000
4) Dependent Variable: EEX_SAISONTRENDBER
Method: ML - Censored Normal (TOBIT) (Quadratic hill climbing)
Sample: 1 17544
Included observations: 17544
Left censoring (indicator) series: CENSORED=1
Convergence achieved after 6 iterations
QML (Huber/White) standard errors & covariance
Variable Coefficient Std. Error z-Statistic Prob.
C -96.93045 2.257392 -42.93914 0.0000
GESL2_SAISONTRENDBE
R 0.002401 4.20E-05 57.24078 0.0000
WINDPRG -0.000982 3.85E-05 -25.54776 0.0000
Error Distribution
SCALE:C(4) 20.41813 1.067652 19.12433 0.0000
Mean dependent var 36.12905 S.D. dependent var 23.15009
Akaike info criterion 8.850326 Schwarz criterion 8.852099
Log likelihood -77631.06 Hannan-Quinn criter. 8.850910
Avg. log likelihood -4.424935
Left censored obs 48 Right censored obs 0
Uncensored obs 17496 Total obs 17544
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