universidade federal do rio grande do sul faculdade de ciências ...

234g) 2º estágio – oferta:Dependent Variable: LNPRODESTMethod: Two-Stage Least SquaresSample(adjusted): 1970 1998Included observations: 29 after adjusting endpointsInstrument list: C LNCONSPC(-1) LNPIBPC LNPROD(-1) LNPV(-1) D1LNEXPBRVariable Coefficient Std. Error t-Statistic Prob.C 2.023234 0.083029 24.36785 0.0000LNPROD(-1) 0.661039 0.005822 113.5364 0.0000LNPVEST 0.332305 0.012173 27.29896 0.0000LNPV(-1) -0.197913 0.008140 -24.31409 0.0000D1 0.157705 0.005453 28.91876 0.0000LNEXPBR 0.161216 0.003531 45.65699 0.0000R-squared 0.999652 Mean dependent var 15.88168Adjusted R-squared 0.999576 S.D. dependent var 0.254565S.E. of regression 0.005240 Sum squared resid 0.000632F-statistic 13209.90 Durbin-Watson stat 1.462835Prob(F-statistic) 0.000000h) teste BG para demanda:Breusch-Godfrey Serial Correlation LM Test:F-statistic 0.750641 Probability 0.483280Obs*R-squared 4.987084 Probability 0.082617Test Equation:Dependent Variable: RESIDMethod: Two-Stage Least SquaresVariable Coefficient Std. Error t-Statistic Prob.C 0.004923 0.121053 0.040672 0.9679LNCONSPC(-1) -0.035291 0.048154 -0.732871 0.4710LNPVEST -0.003100 0.007046 -0.439945 0.6641LNPIBPC 0.017616 0.026328 0.669094 0.5101RESID(-1) 0.470178 0.216709 2.169629 0.0406RESID(-2) -0.072316 0.211581 -0.341791 0.7356R-squared 0.171968 Mean dependent var -1.16E-15Adjusted R-squared -0.008038 S.D. dependent var 0.010843S.E. of regression 0.010886 Akaike info criterion -6.020613Sum squared resid 0.002726 Schwarz criterion -5.737724Log likelihood 93.29888 F-statistic 0.955344Durbin-Watson stat 2.038143 Prob(F-statistic) 0.465032