universidade federal do rio grande do sul faculdade de ciências ...
universidade federal do rio grande do sul faculdade de ciências ...
universidade federal do rio grande do sul faculdade de ciências ...
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232ANEXO 07 – Re<strong>sul</strong>ta<strong>do</strong>s <strong>do</strong> mo<strong>de</strong>lo seleciona<strong>do</strong>.a) Teste <strong>de</strong> Hausman – 1º estágio:Depen<strong>de</strong>nt Variable: LNPVMethod: Least SquaresSample(adjusted): 1970 1998Inclu<strong>de</strong>d observations: 29 after adjusting endpointsVariable Coefficient Std. Error t-Statistic Prob.C 7.345023 2.561908 2.867013 0.0087LNPIBPC 0.629399 0.588674 1.069181 0.2961LNEXPBR -0.217407 0.113150 -1.921414 0.0672LNCONSPC(-1) 1.450096 0.833146 1.740507 0.0951LNPROD(-1) -0.488156 0.363630 -1.342454 0.1926D1 -0.642237 0.104978 -6.117800 0.0000R-squared 0.787057 Mean <strong>de</strong>pen<strong>de</strong>nt var 7.198207Adjusted R-squared 0.740765 S.D. <strong>de</strong>pen<strong>de</strong>nt var 0.378806S.E. of regression 0.192870 Akaike info crite<strong>rio</strong>n -0.271612Sum squared resid 0.855571 Schwarz crite<strong>rio</strong>n 0.011277Log likelihood 9.938378 F-statistic 17.00202Durbin-Watson stat 1.178983 Prob(F-statistic) 0.000000b) Teste <strong>de</strong> Hausman – 2º estágio:Depen<strong>de</strong>nt Variable: LNPRODMethod: Least SquaresSample(adjusted): 1970 1998Inclu<strong>de</strong>d observations: 29 after adjusting endpointsVariable Coefficient Std. Error t-Statistic Prob.C 18.97977 0.926902 20.47656 0.0000LNPV -0.430398 0.128633 -3.345929 0.0025RESLNPV 0.575826 0.278754 2.065712 0.0490R-squared 0.307425 Mean <strong>de</strong>pen<strong>de</strong>nt var 15.88168Adjusted R-squared 0.254150 S.D. <strong>de</strong>pen<strong>de</strong>nt var 0.264866S.E. of regression 0.228745 Akaike info crite<strong>rio</strong>n -0.014717Sum squared resid 1.360436 Schwarz crite<strong>rio</strong>n 0.126728Log likelihood 3.213394 F-statistic 5.770529Durbin-Watson stat 0.291864 Prob(F-statistic) 0.008435c) 1º estágio – preço estima<strong>do</strong>:Depen<strong>de</strong>nt Variable: LNPVMethod: Least SquaresSample(adjusted): 1970 1998Inclu<strong>de</strong>d observations: 29 after adjusting endpointsVariable Coefficient Std. Error t-Statistic Prob.C 4.896311 2.483315 1.971683 0.0614LNCONSPC(-1) 0.975049 0.768689 1.268458 0.2179LNPIBPC 0.511758 0.529299 0.966859 0.3441LNPROD(-1) -0.468002 0.325832 -1.436328 0.1650LNPV(-1) 0.411774 0.159534 2.581099 0.0170D1 -0.464115 0.116644 -3.978910 0.0006LNEXPBR -0.086327 0.113370 -0.761461 0.4545R-squared 0.836552 Mean <strong>de</strong>pen<strong>de</strong>nt var 7.198207Adjusted R-squared 0.791976 S.D. <strong>de</strong>pen<strong>de</strong>nt var 0.378806S.E. of regression 0.172772 Akaike info crite<strong>rio</strong>n -0.467179Sum squared resid 0.656706 Schwarz crite<strong>rio</strong>n -0.137142Log likelihood 13.77409 F-statistic 18.76662Durbin-Watson stat 1.963554 Prob(F-statistic) 0.000000
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