A Guide to Basic Econometric Techniques by Elia Kacapyr

Author:Elia Kacapyr [Kacapyr, Elia]
Language: eng
Format: azw3
ISBN: 9781317478096
Publisher: Taylor and Francis
Published: 2015-03-04T05:00:00+00:00

6. Does the regression featured in the Eviews printout below suffer from autocorrelation according to a Durbin-Watson test at the 5% critical level? Show the 5-step procedure.

Dependent Variable: WHY

Method: Least Squares

Sample: 1956 1980

Included observations: 25

Variable Coefficient Std. Error t-Statistic Prob.

C −0.325482 8.371100 −0.038882 0.9693

EX1 0.913309 0.032584 28.02956 0.0000

EX2 −0.558162 2.745564 −0.203296 0.8408

R-squared 0.997461 Mean dependent var 640.6560

Adjusted R-squared 0.997230 S.D. dependent var 173.4284

S.E. of regression 9.127571 Akaike info criterion 7.372643

Sum squared resid 1832.876 Schwarz criterion 7.518908

Log likelihood −89.15804 F-statistic 4321.229

Durbin-Watson stat 1.655326 Prob(F-statistic) 0.000000

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