20101019 - waseda2bun @ ウィキ

• R_ver

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Dependent Variable: LN_X; Method: Least Squares:; Date: 10/20/10 Time: 17:25:; Sample: 1 42; Included observations: 42;

Variable Coefficient Std. Error t-Statistic Prob.;

C -21.91282 1.690784 -12.96015 0.0000;

LN_P -1.126636 0.397264 -2.835986 0.0072;

LN_I 2.486925 0.128675 19.32723 0.0000;

R-squared 0.969706 Mean dependent var 10.00881;

Adjusted R-squared 0.968153 S.D. dependent var 0.647377;

S.E. of regression 0.115530 Akaike info criterion; ;-1.409831

Sum squared resid 0.520536 Schwarz criterion -1.285712;

Log likelihood 32.60646 Hannan-Quinn criter. -1.364337;

F-statistic 624.1983 Durbin-Watson stat 0.261332;

Prob(F-statistic) 0.000000;

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Heteroskedasticity Test: White

F-statistic 4.627974 Prob. F(5,36) 0.0023; Obs*R-squared 16.43349 Prob. Chi-Square(5) 0.0057; Scaled explained SS 15.85081 Prob. Chi-Square(5) 0.0073;

Test Equation:; Dependent Variable: RESID^2; Method: Least Squares; Date: 10/20/10 Time: 17:28; Sample: 1 42; Included observations: 42;

Variable Coefficient Std. Error t-Statistic Prob.;

C -31.97661 20.92265 -1.528325 0.1352; LN_P 1.481403 10.67311 0.138798 0.8904; LN_P^2 -0.308015 1.674728 -0.183920 0.8551; LN_P*LN_I -0.133386 0.804303 -0.165841 0.8692; LN_I 5.067517 3.189855 1.588636 0.1209; LN_I^2 -0.200381 0.121630 -1.647468 0.1082;

R-squared 0.391274 Mean dependent var 0.012394; Adjusted R-squared 0.306728 S.D. dependent var 0.018763; S.E. of regression 0.015622 Akaike info criterion -5.348663; Sum squared resid 0.008786 Schwarz criterion -5.100425; Log likelihood 118.3219 Hannan-Quinn criter. -5.257674; F-statistic 4.627974 Durbin-Watson stat 0.654537; Prob(F-statistic) 0.002309;

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