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

k) teste White para oferta:White Heteroskedasticity Test:F-statistic 0.409555 Probability 0.951448Obs*R-squared 13.44721 Probability 0.814911Test Equation:Dependent Variable: RESID^2Method: Least SquaresSample: 1970 1998Included observations: 29Variable Coefficient Std. Error t-Statistic Prob.C 0.004805 0.096483 0.049798 0.9614LNPROD(-1) -0.001149 0.010880 -0.105571 0.9182LNPROD(-1)^2 -5.77E-06 0.000591 -0.009757 0.9924LNPROD(-1)*LNPVEST -4.36E-07 0.001236 -0.000353 0.9997LNPROD(-1)*LNPV(-1) 0.000123 0.001266 0.097371 0.9246LNPROD(-1)*D1 0.000170 0.000942 0.180572 0.8607LNPROD(-1)*LNEXPBR 2.65E-05 0.000412 0.064451 0.9500LNPVEST -0.002759 0.021445 -0.128675 0.9004LNPVEST^2 0.000109 0.001570 0.069446 0.9462LNPVEST*LNPV(-1) -0.000615 0.002335 -0.263239 0.7983LNPVEST*D1 -0.000420 0.001776 -0.236586 0.8183LNPVEST*LNEXPBR 0.000381 0.000660 0.577435 0.5778LNPV(-1) 0.007841 0.021987 0.356606 0.7296LNPV(-1)^2 9.02E-05 0.000802 0.112428 0.9130LNPV(-1)*D1 -0.000203 0.001127 -0.180421 0.8608LNPV(-1)*LNEXPBR -0.000439 0.000429 -1.024303 0.3324D1 0.003434 0.015094 0.227495 0.8251D1*LNEXPBR -0.000119 0.000306 -0.389392 0.7060LNEXPBR -0.001946 0.004297 -0.452855 0.6614LNEXPBR^2 6.65E-05 0.000138 0.481187 0.6419R-squared 0.463697 Mean dependent var 2.18E-05Adjusted R-squared -0.668499 S.D. dependent var 2.87E-05S.E. of regression 3.71E-05 Akaike info criterion -17.35561Sum squared resid 1.24E-08 Schwarz criterion -16.41265Log likelihood 271.6564 F-statistic 0.409555Durbin-Watson stat 2.347975 Prob(F-statistic) 0.951448236