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Updated Versions of the Project Output. This is the Output You Should Aim to Replicate
What is this page all about?
Somewhere in your project, you should prove that you are at least able to reproduce Dr. Kamstra's results. That means that you should be able to reproduce the output for your project number almost exactly. To get a high mark, you should go beyond this point, doing further studies and tests. See the Project page for more information on this.
I suggest you place your replication of Dr. Kamstra's results in an appendix. Maybe Appendix A.
Important Note:
For some of you, your output will not be exactly the same as Dr. Kamstra's handouts for your projects. This is because some of the CANSIM Data has been recently updated. The following list contains the output that you should be able to exactly reproduce. The list was based on CANSIM data as of November 10, 1996. CANSIM regularly updates their data, correcting for old mistakes. If you collect your data much past Novemeber 10, 1996, your output might be out of wack with these results. However, the differences should be very minor.How minor are the differences? In the STAT output, the only thing that should differ is the LAGY output. Speak to your TA or the LAB TA if you are worried about the the differences being too large.
TABLE OF CONTENTS
Project # 1
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.84320E+06 0.17601E+06 0.30980E+11 0.45991E+06 0.13634E+07
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.21154 -0.56799E-02 -0.36549E-01 0.23258 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.5652 R-SQUARE ADJUSTED = 0.5504
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.13931E+11
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.11803E+06
SUM OF SQUARED ERRORS-SSE= 0.32739E+13
MEAN OF DEPENDENT VARIABLE = 0.84450E+06
LOG OF THE LIKELIHOOD FUNCTION = -3191.24
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.60188 0.5131E-01 11.73 0.000 0.608 0.6019 0.6010
X1 1630.6 4807. 0.3392 0.735 0.022 0.0189 0.1260
X2 3220.9 0.1212E+05 0.2658 0.791 0.017 0.0115 -0.0001
X3 -0.10109E+07 0.1153E+07 -0.8771 0.381-0.057 -0.0401 0.0027
X4 0.15984E+06 0.8627E+05 1.853 0.065 0.120 0.0957 0.2332
D1 -91010. 0.2414E+05 -3.770 0.000-0.239 -0.2243 -0.0269
D2 62922. 0.2268E+05 2.774 0.006 0.178 0.1568 0.0192
D3 -11120. 0.2398E+05 -0.4638 0.643-0.030 -0.0273 -0.0032
CONSTANT 40626. 0.2827E+06 0.1437 0.886 0.009 0.0000 0.0481
Project # 2
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.33394E+06 0.10961E+06 0.12015E+11 0.15808E+06 0.64061E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY -0.45705 0.20978E-01 -0.18449 0.55716E-01 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.8747 R-SQUARE ADJUSTED = 0.8704
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.15575E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 39466.
SUM OF SQUARED ERRORS-SSE= 0.36602E+12
MEAN OF DEPENDENT VARIABLE = 0.33429E+06
LOG OF THE LIKELIHOOD FUNCTION = -2923.93
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.90539 0.2881E-01 31.43 0.000 0.899 0.9053 0.9044
X1 -4278.5 1830. -2.339 0.020-0.151 -0.0797 -0.8351
X2 3327.6 4053. 0.8211 0.412 0.053 0.0191 -0.0002
X3 0.28123E+06 0.3939E+06 0.7140 0.476 0.047 0.0179 -0.0019
X4 9549.4 0.2904E+05 0.3288 0.743 0.021 0.0092 0.0352
D1 -35615. 7473. -4.766 0.000-0.297 -0.1410 -0.0266
D2 -48634. 7431. -6.545 0.000-0.393 -0.1946 -0.0376
D3 -28715. 8103. -3.544 0.000-0.225 -0.1130 -0.0211
CONSTANT 0.32857E+06 0.1086E+06 3.026 0.003 0.194 0.0000 0.9829
Project # 3
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 24215. 9743.0 0.94926E+08 8478.9 68904.
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.16607 0.53886E-01 0.14901 0.29668 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.3225 R-SQUARE ADJUSTED = 0.2994
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.66403E+08
STANDARD ERROR OF THE ESTIMATE-SIGMA = 8148.8
SUM OF SQUARED ERRORS-SSE= 0.15605E+11
MEAN OF DEPENDENT VARIABLE = 24221.
LOG OF THE LIKELIHOOD FUNCTION = -2539.01
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.26743 0.6011E-01 4.449 0.000 0.279 0.2676 0.2674
X1 1295.3 340.8 3.801 0.000 0.241 0.2716 3.4894
X2 -561.98 837.4 -0.6711 0.503-0.044 -0.0363 0.0004
X3 0.17667E+06 0.7898E+05 2.237 0.026 0.144 0.1267 -0.0168
X4 7078.9 5764. 1.228 0.221 0.080 0.0766 0.3601
D1 -2254.3 1511. -1.492 0.137-0.097 -0.1005 -0.0233
D2 -7645.3 1558. -4.907 0.000-0.305 -0.3444 -0.0815
D3 -7813.6 1739. -4.494 0.000-0.281 -0.3463 -0.0793
CONSTANT -70638. 0.1994E+05 -3.543 0.000-0.225 0.0000 -2.9164
Project # 4
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.11103E+06 63193. 0.39934E+10 27585. 0.31582E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY -0.16105 0.21182E-01 -0.17222 -0.32625 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.6262 R-SQUARE ADJUSTED = 0.6135
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.15404E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 39248.
SUM OF SQUARED ERRORS-SSE= 0.36199E+12
MEAN OF DEPENDENT VARIABLE = 0.11111E+06
LOG OF THE LIKELIHOOD FUNCTION = -2922.58
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.62585 0.4717E-01 13.27 0.000 0.654 0.6265 0.6254
X1 -3393.6 1654. -2.052 0.041-0.133 -0.1097 -1.9930
X2 3095.6 4035. 0.7672 0.444 0.050 0.0308 -0.0005
X3 -0.27598E+06 0.3848E+06 -0.7173 0.474-0.047 -0.0305 0.0057
X4 -51455. 0.2783E+05 -1.849 0.066-0.120 -0.0859 -0.5706
D1 -29104. 7629. -3.815 0.000-0.241 -0.2000 -0.0655
D2 22863. 7299. 3.132 0.002 0.200 0.1588 0.0531
D3 15448. 8101. 1.907 0.058 0.123 0.1056 0.0342
CONSTANT 0.32343E+06 0.1016E+06 3.185 0.002 0.203 0.0000 2.9110
Project # 5
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 58659. 23485. 0.55153E+09 11524. 0.16643E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.19033 0.52460E-01 -0.13854 -0.14016 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.1191 R-SQUARE ADJUSTED = 0.0892
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.50151E+09
STANDARD ERROR OF THE ESTIMATE-SIGMA = 22394.
SUM OF SQUARED ERRORS-SSE= 0.11785E+12
MEAN OF DEPENDENT VARIABLE = 58597.
LOG OF THE LIKELIHOOD FUNCTION = -2785.68
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.91192E-01 0.6526E-01 1.397 0.164 0.091 0.0913 0.0913
X1 3577.3 954.1 3.749 0.000 0.238 0.3112 3.9835
X2 3823.5 2306. 1.658 0.099 0.108 0.1023 -0.0011
X3 -0.17722E+06 0.2162E+06 -0.8197 0.413-0.053 -0.0527 0.0069
X4 -47104. 0.1609E+05 -2.927 0.004-0.188 -0.2115 -0.9904
D1 7416.9 4142. 1.791 0.075 0.116 0.1372 0.0316
D2 1663.4 4139. 0.4019 0.688 0.026 0.0311 0.0073
D3 -5928.8 4586. -1.293 0.197-0.084 -0.1090 -0.0249
CONSTANT -0.12330E+06 0.5427E+05 -2.272 0.024-0.147 0.0000 -2.1043
Project # 6
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 53281. 28100. 0.78962E+09 785.55 0.16538E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY -0.16648 0.13419E-01 -0.10345 -0.37359 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.2424 R-SQUARE ADJUSTED = 0.2166
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.61234E+09
STANDARD ERROR OF THE ESTIMATE-SIGMA = 24746.
SUM OF SQUARED ERRORS-SSE= 0.14390E+12
MEAN OF DEPENDENT VARIABLE = 53166.
LOG OF THE LIKELIHOOD FUNCTION = -2810.04
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.32086 0.6205E-01 5.171 0.000 0.320 0.3225 0.3216
X1 -661.44 1007. -0.6567 0.512-0.043 -0.0483 -0.8118
X2 1012.0 2542. 0.3981 0.691 0.026 0.0227 -0.0003
X3 0.11130E+06 0.2381E+06 0.4674 0.641 0.030 0.0278 -0.0048
X4 -59920. 0.1830E+05 -3.275 0.001-0.209 -0.2258 -1.3886
D1 4187.3 4584. 0.9135 0.362 0.059 0.0650 0.0197
D2 7520.2 4572. 1.645 0.101 0.107 0.1180 0.0365
D3 -24.784 5046. -0.4912E-02 0.996 0.000 -0.0004 -0.0001
CONSTANT 0.15035E+06 0.6023E+05 2.496 0.013 0.161 0.0000 2.8279
Project # 7
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 15691. 6844.4 0.46845E+08 3527.1 35117.
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.47831 0.53911E-01 0.10770 0.49564 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.9026 R-SQUARE ADJUSTED = 0.8993
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.47285E+07
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2174.5
SUM OF SQUARED ERRORS-SSE= 0.11112E+10
MEAN OF DEPENDENT VARIABLE = 15768.
LOG OF THE LIKELIHOOD FUNCTION = -2216.67
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.90772 0.2592E-01 35.02 0.000 0.916 0.9068 0.9033
X1 198.30 96.53 2.054 0.041 0.133 0.0591 0.8205
X2 61.516 223.8 0.2749 0.784 0.018 0.0056 -0.0001
X3 56605. 0.2093E+05 2.705 0.007 0.174 0.0577 -0.0082
X4 1486.0 1618. 0.9187 0.359 0.060 0.0229 0.1161
D1 2053.2 402.9 5.097 0.000 0.315 0.1300 0.0326
D2 913.08 402.2 2.270 0.024 0.146 0.0584 0.0150
D3 241.36 450.6 0.5356 0.593 0.035 0.0152 0.0038
CONSTANT -13921. 5870. -2.371 0.019-0.153 0.0000 -0.8829
Project # 8
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.37430E+06 0.10535E+06 0.11099E+11 0.18497E+06 0.68158E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.65414E-01 -0.85070E-01 0.18045 0.44006 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.7712 R-SQUARE ADJUSTED = 0.7634
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.27166E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 52121.
SUM OF SQUARED ERRORS-SSE= 0.63840E+12
MEAN OF DEPENDENT VARIABLE = 0.37537E+06
LOG OF THE LIKELIHOOD FUNCTION = -2991.80
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.84320 0.3601E-01 23.42 0.000 0.837 0.8290 0.8408
X1 -2301.7 2125. -1.083 0.280-0.070 -0.0438 -0.4001
X2 -5312.7 5391. -0.9855 0.325-0.064 -0.0311 0.0002
X3 0.40173E+06 0.5040E+06 0.7971 0.426 0.052 0.0262 -0.0025
X4 99850. 0.3978E+05 2.510 0.013 0.162 0.0982 0.3277
D1 -16586. 9641. -1.720 0.087-0.112 -0.0672 -0.0110
D2 -3576.7 9612. -0.3721 0.710-0.024 -0.0146 -0.0025
D3 2311.2 0.1059E+05 0.2183 0.827 0.014 0.0093 0.0015
CONSTANT 92252. 0.1243E+06 0.7424 0.459 0.048 0.0000 0.2458
Project # 9
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.13316E+06 39334. 0.15472E+10 25416. 0.27590E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.33269 0.15966E-01 -0.20247E-02 0.32516 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.1779 R-SQUARE ADJUSTED = 0.1499
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.13163E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 36281.
SUM OF SQUARED ERRORS-SSE= 0.30933E+12
MEAN OF DEPENDENT VARIABLE = 0.13311E+06
LOG OF THE LIKELIHOOD FUNCTION = -2903.40
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY -0.35492E-01 0.6549E-01 -0.5419 0.588-0.035 -0.0355 -0.0355
X1 5488.1 1531. 3.585 0.000 0.228 0.2847 2.6902
X2 -5797.3 3726. -1.556 0.121-0.101 -0.0925 0.0007
X3 0.43593E+06 0.3497E+06 1.247 0.214 0.081 0.0773 -0.0075
X4 79880. 0.2592E+05 3.082 0.002 0.197 0.2139 0.7394
D1 11654. 6709. 1.737 0.084 0.113 0.1285 0.0219
D2 7714.6 6687. 1.154 0.250 0.075 0.0860 0.0150
D3 -10825. 7435. -1.456 0.147-0.095 -0.1187 -0.0200
CONSTANT -0.32002E+06 0.8978E+05 -3.564 0.000-0.226 0.0000 -2.4042
Project # 10
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 49523. 32763. 0.10734E+10 4711.3 0.15558E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.29160 -0.30774E-01 -0.10844 0.31987 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.5245 R-SQUARE ADJUSTED = 0.5083
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.52744E+09
STANDARD ERROR OF THE ESTIMATE-SIGMA = 22966.
SUM OF SQUARED ERRORS-SSE= 0.12395E+12
MEAN OF DEPENDENT VARIABLE = 49534.
LOG OF THE LIKELIHOOD FUNCTION = -2791.83
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.68444 0.4979E-01 13.75 0.000 0.668 0.6847 0.6843
X1 109.15 959.7 0.1137 0.910 0.007 0.0068 0.1438
X2 1557.8 2358. 0.6605 0.510 0.043 0.0299 -0.0005
X3 14404. 0.2243E+06 0.6420E-01 0.949 0.004 0.0031 -0.0007
X4 29043. 0.1654E+05 1.756 0.080 0.114 0.0934 0.7224
D1 237.30 4246. 0.5589E-01 0.955 0.004 0.0031 0.0012
D2 4155.3 4239. 0.9803 0.328 0.064 0.0556 0.0217
D3 677.25 4698. 0.1442 0.885 0.009 0.0089 0.0034
CONSTANT -28507. 0.5721E+05 -0.4983 0.619-0.032 0.0000 -0.5755
Project # 11
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 11613. 3964.6 0.15718E+08 3361.1 25088.
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.38040 0.34531E-02 0.65921E-01 0.42739 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.5768 R-SQUARE ADJUSTED = 0.5624
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.68104E+07
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2609.7
SUM OF SQUARED ERRORS-SSE= 0.16004E+10
MEAN OF DEPENDENT VARIABLE = 11656.
LOG OF THE LIKELIHOOD FUNCTION = -2261.18
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.63954 0.4977E-01 12.85 0.000 0.642 0.6427 0.6371
X1 296.36 112.4 2.636 0.009 0.169 0.1533 1.6590
X2 238.05 267.9 0.8884 0.375 0.058 0.0379 -0.0003
X3 59347. 0.2511E+05 2.364 0.019 0.152 0.1050 -0.0117
X4 2480.0 1901. 1.305 0.193 0.085 0.0662 0.2621
D1 512.26 482.5 1.062 0.289 0.069 0.0563 0.0110
D2 -479.81 481.0 -0.9975 0.320-0.065 -0.0533 -0.0106
D3 -481.38 539.7 -0.8919 0.373-0.058 -0.0527 -0.0102
CONSTANT -17909. 6691. -2.677 0.008-0.172 0.0000 -1.5364
Project # 12
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.43198E+06 0.12554E+06 0.15760E+11 0.21379E+06 0.81792E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.12945 0.13308 0.18236 0.50291 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.8445 R-SQUARE ADJUSTED = 0.8392
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.25539E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 50536.
SUM OF SQUARED ERRORS-SSE= 0.60016E+12
MEAN OF DEPENDENT VARIABLE = 0.43384E+06
LOG OF THE LIKELIHOOD FUNCTION = -2984.26
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.89198 0.3220E-01 27.70 0.000 0.875 0.8885 0.8882
X1 -362.07 2107. -0.1719 0.864-0.011 -0.0059 -0.0545
X2 -4707.3 5247. -0.8971 0.371-0.058 -0.0235 0.0002
X3 0.16018E+07 0.4863E+06 3.294 0.001 0.210 0.0887 -0.0085
X4 36025. 0.4188E+05 0.8603 0.391 0.056 0.0301 0.1023
D1 50781. 9460. 5.368 0.000 0.331 0.1748 0.0293
D2 31104. 9471. 3.284 0.001 0.209 0.1082 0.0185
D3 7128.6 0.1044E+05 0.6830 0.495 0.045 0.0244 0.0040
CONSTANT 8875.9 0.1214E+06 0.7308E-01 0.942 0.005 0.0000 0.0205
Project # 13
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 11180. 6111.9 0.37355E+08 4683.9 29607.
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.29708E-01 0.34975E-01 0.13844 0.42995 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.9066 R-SQUARE ADJUSTED = 0.9034
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.37195E+07
STANDARD ERROR OF THE ESTIMATE-SIGMA = 1928.6
SUM OF SQUARED ERRORS-SSE= 0.87409E+09
MEAN OF DEPENDENT VARIABLE = 11274.
LOG OF THE LIKELIHOOD FUNCTION = -2187.39
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.93645 0.2297E-01 40.77 0.000 0.936 0.9222 0.9287
X1 -114.91 79.76 -1.441 0.151-0.094 -0.0378 -0.6651
X2 315.16 198.1 1.591 0.113 0.103 0.0319 -0.0005
X3 44218. 0.1856E+05 2.383 0.018 0.154 0.0497 -0.0090
X4 2282.2 1504. 1.518 0.130 0.099 0.0387 0.2494
D1 845.80 357.1 2.369 0.019 0.153 0.0591 0.0188
D2 634.13 357.6 1.773 0.077 0.115 0.0448 0.0145
D3 185.12 392.4 0.4718 0.638 0.031 0.0129 0.0040
CONSTANT 5176.0 4611. 1.123 0.263 0.073 0.0000 0.4591
Project # 14
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 25544. 8511.1 0.72439E+08 10506. 48037.
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY -0.20150 0.11163 -0.24640E-01 0.28199 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.6435 R-SQUARE ADJUSTED = 0.6313
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.27087E+08
STANDARD ERROR OF THE ESTIMATE-SIGMA = 5204.5
SUM OF SQUARED ERRORS-SSE= 0.63654E+10
MEAN OF DEPENDENT VARIABLE = 25632.
LOG OF THE LIKELIHOOD FUNCTION = -2429.61
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.68450 0.4680E-01 14.63 0.000 0.690 0.6797 0.6821
X1 -643.07 230.5 -2.790 0.006-0.179 -0.1531 -1.6370
X2 987.37 538.5 1.834 0.068 0.119 0.0724 -0.0006
X3 29775. 0.5068E+05 0.5875 0.557 0.038 0.0243 -0.0027
X4 11330. 4061. 2.790 0.006 0.179 0.1393 0.5446
D1 698.44 965.8 0.7232 0.470 0.047 0.0354 0.0068
D2 -260.02 1017. -0.2557 0.798-0.017 -0.0133 -0.0026
D3 -1557.6 1080. -1.442 0.151-0.094 -0.0784 -0.0149
CONSTANT 36507. 0.1327E+05 2.750 0.006 0.177 0.0000 1.4243
Project # 15
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.39687E+06 0.10380E+06 0.10775E+11 0.21799E+06 0.79803E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.15461 0.81984E-01 -0.10219 0.11195 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.8041 R-SQUARE ADJUSTED = 0.7975
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.21831E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 46724.
SUM OF SQUARED ERRORS-SSE= 0.51303E+12
MEAN OF DEPENDENT VARIABLE = 0.39701E+06
LOG OF THE LIKELIHOOD FUNCTION = -2965.13
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.88829 0.2972E-01 29.89 0.000 0.890 0.8881 0.8880
X1 4855.3 1906. 2.548 0.011 0.164 0.0955 0.7980
X2 4767.0 4821. 0.9888 0.324 0.064 0.0288 -0.0002
X3 0.61899E+06 0.4540E+06 1.363 0.174 0.089 0.0416 -0.0036
X4 -10464. 0.3282E+05 -0.3189 0.750-0.021 -0.0106 -0.0325
D1 9872.8 8638. 1.143 0.254 0.074 0.0413 0.0062
D2 -4251.7 8616. -0.4934 0.622-0.032 -0.0180 -0.0028
D3 -27745. 9500. -2.921 0.004-0.187 -0.1153 -0.0172
CONSTANT -0.25249E+06 0.1114E+06 -2.267 0.024-0.146 0.0000 -0.6360
Project # 16
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.40383E+07 0.14518E+07 0.21077E+13 0.16896E+07 0.81751E+07
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.27733 -0.54310E-02 0.19865 0.68542 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.8646 R-SQUARE ADJUSTED = 0.8600
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.30332E+12
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.55074E+06
SUM OF SQUARED ERRORS-SSE= 0.71279E+14
MEAN OF DEPENDENT VARIABLE = 0.40630E+07
LOG OF THE LIKELIHOOD FUNCTION = -3567.08
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.84029 0.3494E-01 24.05 0.000 0.843 0.8289 0.8352
X1 -21138. 0.2258E+05 -0.9362 0.350-0.061 -0.0293 -0.3395
X2 24252. 0.5657E+05 0.4287 0.669 0.028 0.0104 -0.0001
X3 0.19224E+08 0.5314E+07 3.618 0.000 0.230 0.0912 -0.0109
X4 0.14935E+07 0.4901E+06 3.047 0.003 0.195 0.1069 0.4529
D1 0.16673E+06 0.1025E+06 1.627 0.105 0.106 0.0492 0.0103
D2 0.12399E+06 0.1015E+06 1.222 0.223 0.079 0.0369 0.0079
D3 -0.10114E+06 0.1146E+06 -0.8825 0.378-0.057 -0.0297 -0.0061
CONSTANT 0.20436E+06 0.1373E+07 0.1488 0.882 0.010 0.0000 0.0503
Project # 17
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.23688E+07 0.81555E+06 0.66512E+12 0.82023E+06 0.45187E+07
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.25545 0.18826E-01 0.21776 0.69553 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.7704 R-SQUARE ADJUSTED = 0.7626
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.16124E+12
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.40155E+06
SUM OF SQUARED ERRORS-SSE= 0.37891E+14
MEAN OF DEPENDENT VARIABLE = 0.23811E+07
LOG OF THE LIKELIHOOD FUNCTION = -3489.99
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.64267 0.4729E-01 13.59 0.000 0.663 0.6360 0.6394
X1 -17762. 0.1645E+05 -1.080 0.281-0.070 -0.0440 -0.4867
X2 10521. 0.4123E+05 0.2552 0.799 0.017 0.0080 -0.0001
X3 0.16139E+08 0.3884E+07 4.156 0.000 0.262 0.1367 -0.0156
X4 0.18589E+07 0.3654E+06 5.087 0.000 0.315 0.2377 0.9619
D1 87777. 0.7524E+05 1.167 0.245 0.076 0.0462 0.0092
D2 0.13982E+06 0.7400E+05 1.889 0.060 0.122 0.0744 0.0152
D3 -0.13248E+06 0.8510E+05 -1.557 0.121-0.101 -0.0694 -0.0137
CONSTANT -0.26080E+06 0.9996E+06 -0.2609 0.794-0.017 0.0000 -0.1095
Project # 18
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.14362E+06 40998. 0.16808E+10 36579. 0.24161E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.58958 -0.46252E-01 0.38043E-01 0.54742 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.7371 R-SQUARE ADJUSTED = 0.7282
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.45421E+09
STANDARD ERROR OF THE ESTIMATE-SIGMA = 21312.
SUM OF SQUARED ERRORS-SSE= 0.10674E+12
MEAN OF DEPENDENT VARIABLE = 0.14424E+06
LOG OF THE LIKELIHOOD FUNCTION = -2773.59
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.65885 0.5280E-01 12.48 0.000 0.631 0.6608 0.6560
X1 3490.7 1117. 3.124 0.002 0.200 0.1743 1.5790
X2 -51.072 2192. -0.2330E-01 0.981-0.002 -0.0008 0.0000
X3 0.26538E+06 0.2052E+06 1.293 0.197 0.084 0.0453 -0.0042
X4 46170. 0.1620E+05 2.850 0.005 0.183 0.1190 0.3944
D1 6021.9 3940. 1.528 0.128 0.099 0.0639 0.0104
D2 -1877.0 3948. -0.4754 0.635-0.031 -0.0201 -0.0034
D3 -13479. 4810. -2.802 0.005-0.180 -0.1423 -0.0230
CONSTANT -0.23213E+06 0.6830E+05 -3.399 0.001-0.216 0.0000 -1.6093
Project # 19
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 0.22575E+06 0.12190E+06 0.14859E+11 50959. 0.56714E+06
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.33501 -0.80192E-01 0.19187 0.58835 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.9010 R-SQUARE ADJUSTED = 0.8976
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.15480E+10
STANDARD ERROR OF THE ESTIMATE-SIGMA = 39345.
SUM OF SQUARED ERRORS-SSE= 0.36378E+12
MEAN OF DEPENDENT VARIABLE = 0.22755E+06
LOG OF THE LIKELIHOOD FUNCTION = -2923.18
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.91709 0.2678E-01 34.25 0.000 0.913 0.9091 0.9098
X1 1650.1 1646. 1.002 0.317 0.065 0.0274 0.4731
X2 1063.7 4070. 0.2613 0.794 0.017 0.0054 -0.0001
X3 0.86990E+06 0.3810E+06 2.283 0.023 0.147 0.0494 -0.0088
X4 35735. 0.3125E+05 1.143 0.254 0.074 0.0306 0.1935
D1 2519.5 7274. 0.3464 0.729 0.023 0.0089 0.0028
D2 -11563. 7251. -1.595 0.112-0.103 -0.0412 -0.0131
D3 -13932. 8104. -1.719 0.087-0.111 -0.0489 -0.0151
CONSTANT -0.12338E+06 0.1008E+06 -1.224 0.222-0.080 0.0000 -0.5422
Project # 20
This is exactly the output you need to match for the STAT and OLS portion of this project's output. If this portion of the output matches exactly, then the rest of your output will be fine.
|_ stat x1 x2 x3 x4 lagy/pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
X1 244 65.249 2.0410 4.1659 60.000 69.700
X2 244 -0.16356E-01 0.62811 0.39453 -3.1061 3.4487
X3 244 -0.22969E-02 0.69818E-02 0.48745E-04 -0.34000E-01 0.16179E-01
X4 244 1.2321 0.10537 0.11102E-01 0.97216 1.4129
LAGY 244 18816. 11580. 0.13409E+09 4211.2 68656.
CORRELATION MATRIX OF VARIABLES - 244 OBSERVATIONS
X1 1.0000
X2 -0.33485E-01 1.0000
X3 0.25631E-01 0.88656E-01 1.0000
X4 0.34559 0.26381E-01 0.23335 1.0000
LAGY 0.17652 -0.10530E-01 0.18412 0.54171 1.0000
X1 X2 X3 X4 LAGY
|_* (2)Multiregression estimation
1
|_ ols y lagy x1 x2 x3 x4 d1 d2 d3/noanova rstat resid=err predict=yhat dlag
REQUIRED MEMORY IS PAR= 63 CURRENT PAR= 234
OLS ESTIMATION
244 OBSERVATIONS DEPENDENT VARIABLE = Y
...NOTE..SAMPLE RANGE SET TO: 3, 246
R-SQUARE = 0.9223 R-SQUARE ADJUSTED = 0.9197
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.11138E+08
STANDARD ERROR OF THE ESTIMATE-SIGMA = 3337.3
SUM OF SQUARED ERRORS-SSE= 0.26173E+10
MEAN OF DEPENDENT VARIABLE = 19022.
LOG OF THE LIKELIHOOD FUNCTION = -2321.19
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 235 DF P-VALUE CORR. COEFFICIENT AT MEANS
LAGY 0.97758 0.2301E-01 42.49 0.000 0.941 0.9614 0.9670
X1 20.375 136.4 0.1494 0.881 0.010 0.0035 0.0699
X2 48.934 342.8 0.1427 0.887 0.009 0.0026 0.0000
X3 23021. 0.3213E+05 0.7165 0.474 0.047 0.0137 -0.0028
X4 1561.3 2748. 0.5681 0.571 0.037 0.0140 0.1011
D1 3021.3 641.6 4.709 0.000 0.294 0.1113 0.0397
D2 2976.7 617.1 4.824 0.000 0.300 0.1109 0.0404
D3 2643.7 678.3 3.897 0.000 0.246 0.0969 0.0342
CONSTANT -4745.3 7968. -0.5956 0.552-0.039 0.0000 -0.2495
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