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 ...
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
235i) teste <strong>de</strong> White para <strong>de</strong>manda:White Heteroskedasticity Test:F-statistic 1.203336 Probability 0.348445Obs*R-squared 10.52868 Probability 0.309403Test Equation:Depen<strong>de</strong>nt Variable: RESID^2Method: Least SquaresSample: 1970 1998Inclu<strong>de</strong>d observations: 29Variable Coefficient Std. Error t-Statistic Prob.C 0.065609 0.134303 0.488514 0.6308LNCONSPC(-1) 0.049083 0.050841 0.965421 0.3465LNCONSPC(-1)^2 -0.005931 0.009547 -0.621295 0.5418LNCONSPC(-1)*LNPVEST -0.002197 0.003318 -0.662114 0.5158LNCONSPC(-1)*LNPIBPC 0.001320 0.010257 0.128732 0.8989LNPVEST -0.019446 0.026477 -0.734465 0.4716LNPVEST^2 0.000314 0.000559 0.561861 0.5808LNPVEST*LNPIBPC 0.002696 0.002909 0.926847 0.3656LNPIBPC -0.020427 0.019943 -1.024283 0.3186LNPIBPC^2 -0.000228 0.002843 -0.080344 0.9368R-squared 0.363058 Mean <strong>de</strong>pen<strong>de</strong>nt var 0.000114Adjusted R-squared 0.061348 S.D. <strong>de</strong>pen<strong>de</strong>nt var 0.000141S.E. of regression 0.000136 Akaike info crite<strong>rio</strong>n -14.69641Sum squared resid 3.53E-07 Schwarz crite<strong>rio</strong>n -14.22493Log likelihood 223.0979 F-statistic 1.203336Durbin-Watson stat 2.081143 Prob(F-statistic) 0.348445j) teste BG para oferta:Breusch-Godfrey Serial Correlation LM Test:F-statistic 0.871185 Probability 0.433040Obs*R-squared 2.221787 Probability 0.329265Test Equation:Depen<strong>de</strong>nt Variable: RESIDMethod: Two-Stage Least SquaresVariable Coefficient Std. Error t-Statistic Prob.C 0.008465 0.083911 0.100886 0.9206LNPROD(-1) -0.003262 0.006660 -0.489797 0.6294LNPVEST -0.005378 0.012927 -0.416067 0.6816LNPV(-1) 0.005699 0.009308 0.612279 0.5469D1 -0.002271 0.005771 -0.393440 0.6980LNEXPBR 0.002807 0.004441 0.632146 0.5341RESID(-1) 0.226634 0.229042 0.989486 0.3337RESID(-2) 0.259639 0.287661 0.902588 0.3770R-squared 0.076613 Mean <strong>de</strong>pen<strong>de</strong>nt var 3.29E-15Adjusted R-squared -0.231182 S.D. <strong>de</strong>pen<strong>de</strong>nt var 0.004750S.E. of regression 0.005270 Akaike info crite<strong>rio</strong>n -7.424609Sum squared resid 0.000583 Schwarz crite<strong>rio</strong>n -7.047424Log likelihood 115.6568 F-statistic 0.248910Durbin-Watson stat 1.846614 Prob(F-statistic) 0.966912
Change language