UNIVERSITY OF CALIFORNIA, LOS ANGELES
Department of Economics
Policy Studies 208 (Cameron) - Policy Research and
Analysis
Final Exam Exhibits
EXHIBIT A
|_* -----------------------------------------------------------
|_* q = annual individual consumption of movies by grad students
|_* p = individual's avg. price of movies+parking at accessible theaters
|_* y = income of individual (thousands of dollars)
|_* -----------------------------------------------------------
|_sample 1 100
|_read(zhet2.dat) q p y
Descriptive Statistics A
|_stat q p y / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
Q 100 19.336 3.0022 9.0132 9.8618 27.546
P 100 6.4710 0.46205 0.21349 5.2457 7.5897
Y 100 19.883 2.0110 4.0442 16.449 25.728
CORRELATION MATRIX OF VARIABLES - 100 OBSERVATIONS
Q 1.0000
P -0.26650 1.0000
Y 0.13771 -0.83585E-01 1.0000
Q P Y
|_genr p2=p*p
|_genr y2=y*y
Regression A1
|_ols q p y y2
R-SQUARE = 0.0882 R-SQUARE ADJUSTED = 0.0597
VARIANCE OF THE ESTIMATE-SIGMA**2 = 8.4754
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.9112
SUM OF SQUARED ERRORS-SSE= 813.63
MEAN OF DEPENDENT VARIABLE = 19.336
LOG OF THE LIKELIHOOD FUNCTION = -246.711
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 78.676 3. 26.225 3.094
ERROR 813.63 96. 8.4754 P-VALUE
TOTAL 892.31 99. 9.0132 0.031
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 96 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -1.6437 0.6367 -2.582 0.011-0.255 -0.2530 -0.5501
Y 1.6400 2.345 0.6993 0.486 0.071 1.0986 1.6864
Y2 -0.36206E-01 0.5779E-01 -0.6265 0.532-0.064 -0.9839 -0.7478
CONSTANT 11.823 24.29 0.4867 0.628 0.050 0.0000 0.6114
Regression A2
|_ols q p y / resid=e
R-SQUARE = 0.0844 R-SQUARE ADJUSTED = 0.0656
VARIANCE OF THE ESTIMATE-SIGMA**2 = 8.4223
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.9021
SUM OF SQUARED ERRORS-SSE= 816.96
MEAN OF DEPENDENT VARIABLE = 19.336
LOG OF THE LIKELIHOOD FUNCTION = -246.915
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 75.349 2. 37.675 4.473
ERROR 816.96 97. 8.4223 P-VALUE
TOTAL 892.31 99. 9.0132 0.014
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 97 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -1.6685 0.6335 -2.634 0.010-0.258 -0.2568 -0.5584
Y 0.17354 0.1455 1.192 0.236 0.120 0.1162 0.1784
CONSTANT 26.683 5.220 5.112 0.000 0.461 0.0000 1.3799
|_diagnos / het
HETEROSKEDASTICITY TESTS
CHI-SQUARE D.F. P-VALUE
TEST STATISTIC
E**2 ON YHAT: 7.253 1 0.00708
E**2 ON YHAT**2: 7.219 1 0.00721
E**2 ON LOG(YHAT**2): 7.274 1 0.00700
E**2 ON X (B-P-G) TEST:
BASED ON R2: 7.274 2 0.02633
BASED ON SSR: 10.397 2 0.00552
E**2 ON LAG(E**2) ARCH TEST: 1.859 1 0.17272
LOG(E**2) ON X (HARVEY) TEST: 8.259 2 0.01609
ABS(E) ON X (GLEJSER) TEST: 10.177 2 0.00617
|_genr e2=e*e
Regression A3
|_ols e2 p
R-SQUARE = 0.0639 R-SQUARE ADJUSTED = 0.0544
VARIANCE OF THE ESTIMATE-SIGMA**2 = 182.25
STANDARD ERROR OF THE ESTIMATE-SIGMA = 13.500
SUM OF SQUARED ERRORS-SSE= 17860.
MEAN OF DEPENDENT VARIABLE = 8.1696
LOG OF THE LIKELIHOOD FUNCTION = -401.152
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 1219.2 1. 1219.2 6.690
ERROR 17860. 98. 182.25 P-VALUE
TOTAL 19079. 99. 192.72 0.011
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 98 DF P-VALUE CORR. COEFFICIENT AT MEANS
P 7.5951 2.936 2.587 0.011 0.253 0.2528 6.0160
CONSTANT -40.978 19.05 -2.151 0.034-0.212 0.0000 -5.0160
Regression A4
|_ols e2 p2
R-SQUARE = 0.0626 R-SQUARE ADJUSTED = 0.0531
VARIANCE OF THE ESTIMATE-SIGMA**2 = 182.49
STANDARD ERROR OF THE ESTIMATE-SIGMA = 13.509
SUM OF SQUARED ERRORS-SSE= 17884.
MEAN OF DEPENDENT VARIABLE = 8.1696
LOG OF THE LIKELIHOOD FUNCTION = -401.220
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 1194.9 1. 1194.9 6.548
ERROR 17884. 98. 182.49 P-VALUE
TOTAL 19079. 99. 192.72 0.012
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 98 DF P-VALUE CORR. COEFFICIENT AT MEANS
P2 0.58331 0.2280 2.559 0.012 0.250 0.2503 3.0049
CONSTANT -16.379 9.688 -1.691 0.094-0.168 0.0000 -2.0049
Regression A5
|_ols e2 y
R-SQUARE = 0.0132 R-SQUARE ADJUSTED = 0.0031
VARIANCE OF THE ESTIMATE-SIGMA**2 = 192.12
STANDARD ERROR OF THE ESTIMATE-SIGMA = 13.861
SUM OF SQUARED ERRORS-SSE= 18828.
MEAN OF DEPENDENT VARIABLE = 8.1696
LOG OF THE LIKELIHOOD FUNCTION = -403.790
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 251.54 1. 251.54 1.309
ERROR 18828. 98. 192.12 P-VALUE
TOTAL 19079. 99. 192.72 0.255
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 98 DF P-VALUE CORR. COEFFICIENT AT MEANS
Y -0.79262 0.6927 -1.144 0.255-0.115 -0.1148 -1.9291
CONSTANT 23.930 13.84 1.729 0.087 0.172 0.0000 2.9291
Regression A6
|_ols e2 p p2 y / auxrsqr
R-SQUARE OF P ON OTHER INDEPENDENT VARIABLES = 0.9974
R-SQUARE OF P2 ON OTHER INDEPENDENT VARIABLES = 0.9974
R-SQUARE OF Y ON OTHER INDEPENDENT VARIABLES = 0.0089
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.0750 R-SQUARE ADJUSTED = 0.0461
VARIANCE OF THE ESTIMATE-SIGMA**2 = 183.85
STANDARD ERROR OF THE ESTIMATE-SIGMA = 13.559
SUM OF SQUARED ERRORS-SSE= 17649.
MEAN OF DEPENDENT VARIABLE = 8.1696
LOG OF THE LIKELIHOOD FUNCTION = -400.558
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 1430.2 3. 476.72 2.593
ERROR 17649. 96. 183.85 P-VALUE
TOTAL 19079. 99. 192.72 0.057
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 96 DF P-VALUE CORR. COEFFICIENT AT MEANS
P 34.898 57.52 0.6067 0.545 0.062 1.1615 27.6419
P2 -2.1397 4.463 -0.4794 0.633-0.049 -0.9180 -11.0224
Y -0.66556 0.6807 -0.9778 0.331-0.099 -0.0964 -1.6199
CONSTANT -114.37 184.9 -0.6185 0.538-0.063 0.0000 -13.9996
|_genr wt1=p2
|_genr wt2=1/p2
|_genr wt3=1/p
Regression A7
|_ols q p y / weight=wt1
R-SQUARE = 0.0744 R-SQUARE ADJUSTED = 0.0553
VARIANCE OF THE ESTIMATE-SIGMA**2 = 8.9214
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.9869
SUM OF SQUARED ERRORS-SSE= 865.38
MEAN OF DEPENDENT VARIABLE = 19.226
LOG OF THE LIKELIHOOD FUNCTION = -250.302
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 69.570 2. 34.785 3.899
ERROR 865.38 97. 8.9214 P-VALUE
TOTAL 934.95 99. 9.4439 0.024
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 97 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -1.5699 0.6625 -2.370 0.020-0.234 -0.2324 -0.5337
Y 0.18797 0.1494 1.258 0.211 0.127 0.1234 0.1942
CONSTANT 25.753 5.474 4.705 0.000 0.431 0.0000 1.3395
Regression A8
|_ols q p y / weight=wt2
R-SQUARE = 0.0973 R-SQUARE ADJUSTED = 0.0787
VARIANCE OF THE ESTIMATE-SIGMA**2 = 7.8824
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.8076
SUM OF SQUARED ERRORS-SSE= 764.60
MEAN OF DEPENDENT VARIABLE = 19.457
LOG OF THE LIKELIHOOD FUNCTION = -244.130
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 82.407 2. 41.203 5.227
ERROR 764.60 97. 7.8824 P-VALUE
TOTAL 847.00 99. 8.5556 0.007
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 97 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -1.7611 0.6022 -2.924 0.004-0.285 -0.2829 -0.5796
Y 0.16378 0.1414 1.158 0.250 0.117 0.1121 0.1675
CONSTANT 27.474 4.947 5.553 0.000 0.491 0.0000 1.4120
Regression A9
|_ols q p y / weight=wt3
R-SQUARE = 0.0905 R-SQUARE ADJUSTED = 0.0717
VARIANCE OF THE ESTIMATE-SIGMA**2 = 8.1570
STANDARD ERROR OF THE ESTIMATE-SIGMA = 2.8560
SUM OF SQUARED ERRORS-SSE= 791.23
MEAN OF DEPENDENT VARIABLE = 19.396
LOG OF THE LIKELIHOOD FUNCTION = -245.445
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 78.715 2. 39.357 4.825
ERROR 791.23 97. 8.1570 P-VALUE
TOTAL 869.94 99. 8.7873 0.010
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 97 DF P-VALUE CORR. COEFFICIENT AT MEANS
P -1.7154 0.6181 -2.775 0.007-0.271 -0.2696 -0.5694
Y 0.16808 0.1435 1.171 0.244 0.118 0.1138 0.1724
CONSTANT 27.095 5.085 5.328 0.000 0.476 0.0000 1.3969
|_genr lq=log(q)
|_genr lp=log(p)
|_genr ly=log(y)
Regression A10
|_ols lq lp ly / loglog resid=e
R-SQUARE = 0.0979 R-SQUARE ADJUSTED = 0.0793
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.26240E-01
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.16199
SUM OF SQUARED ERRORS-SSE= 2.5452
MEAN OF DEPENDENT VARIABLE = 2.9488
LOG OF THE LIKELIHOOD FUNCTION(IF DEPVAR LOG) = -253.223
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 0.27618 2. 0.13809 5.263
ERROR 2.5452 97. 0.26240E-01 P-VALUE
TOTAL 2.8214 99. 0.28499E-01 0.007
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 97 DF P-VALUE CORR. COEFFICIENT AT MEANS
LP -0.63387 0.2261 -2.804 0.006-0.274 -0.2714 -0.6339
LY 0.22606 0.1628 1.388 0.168 0.140 0.1344 0.2261
CONSTANT 3.4560 0.6701 5.158 0.000 0.464 0.0000 3.4560
|_diagnos / het
HETEROSKEDASTICITY TESTS
CHI-SQUARE D.F. P-VALUE
TEST STATISTIC
E**2 ON YHAT: 9.172 1 0.00246
E**2 ON YHAT**2: 9.096 1 0.00256
E**2 ON LOG(YHAT**2): 9.245 1 0.00236
E**2 ON X (B-P-G) TEST:
BASED ON R2: 9.201 2 0.01005
BASED ON SSR: 19.310 2 0.00006
E**2 ON LAG(E**2) ARCH TEST: 1.020 1 0.31243
LOG(E**2) ON X (HARVEY) TEST: 13.082 2 0.00144
ABS(E) ON X (GLEJSER) TEST: 16.091 2 0.00032
|_genr e2=e*e
Regression A11
|_ols e2 lp ly
R-SQUARE = 0.0920 R-SQUARE ADJUSTED = 0.0733
VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.25453E-02
STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.50451E-01
SUM OF SQUARED ERRORS-SSE= 0.24689
MEAN OF DEPENDENT VARIABLE = 0.25452E-01
LOG OF THE LIKELIHOOD FUNCTION = 158.304
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 0.25019E-01 2. 0.12510E-01 4.915
ERROR 0.24689 97. 0.25453E-02 P-VALUE
TOTAL 0.27191 99. 0.27466E-02 0.009
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 97 DF P-VALUE CORR. COEFFICIENT AT MEANS
LP 0.18418 0.7042E-01 2.616 0.010 0.257 0.2540 13.4937
LY -0.76078E-01 0.5071E-01 -1.500 0.137-0.151 -0.1457 -8.9218
CONSTANT -0.90911E-01 0.2087 -0.4356 0.664-0.044 0.0000 -3.5718
|_stop
EXHIBIT B
|_sample 1 384
|_read(czonqe.prn) yrmo public / skiplines=1
|_read(kidpop2.dat) yrob p1 p2 p3 p4
|_*------------------------------------------------------------------
|_* yrmo = CITIBASE year and month variable (e.g. 9509 = Sept. 1995)
|_* public = CZONQE; public educ. construction (mill$, NSA, monthly)
|_* p1 = CITIBASE PAN1 est. pop. aged < 5 in that year (thousands, annual)
|_* p2 = CITIBASE PAN2 est. pop. aged 5-9 in that year (thousands, annual)
|_* p3 = CITIBASE PAN3 est. pop. aged 10-14 in that year (thous., annual)
|_* p4 = CITIBASE PAN4 est. pop. aged 15-19 in that year (thous., annual)
|_*------------------------------------------------------------------
|_genr t=time(0)
|_genr yr=(yrmo-mod(yrmo,100))/100
|_genr mo=mod(yrmo,100)
Descriptive Statistics B
|_stat / pcor
NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM
YRMO 384 7956.5 924.52 0.85474E+06 6401.0 9512.0
PUBLIC 384 808.11 453.73 0.20587E+06 244.00 2337.0
YROB 384 7951.0 924.51 0.85473E+06 6401.0 9501.0
P1 384 17811. 1329.4 0.17674E+07 15564. 20165.
P2 384 18213. 1413.8 0.19987E+07 15958. 20573.
P3 384 18842. 1475.5 0.21772E+07 16377. 21099.
P4 384 19158. 1546.6 0.23919E+07 16250. 21540.
T 384 192.50 111.00 12320. 1.0000 384.00
YR 384 79.500 9.2451 85.473 64.000 95.000
MO 384 6.5000 3.4566 11.948 1.0000 12.000
CORRELATION MATRIX OF VARIABLES - 384 OBSERVATIONS
YRMO 1.0000
PUBLIC 0.83472 1.0000
YROB 0.99999 0.83425 1.0000
P1 0.25721 0.48679 0.25721 1.0000
P2 -0.51549 -0.98371E-01 -0.51549 0.48180 1.0000
P3 -0.67197 -0.42998 -0.67197 -0.34128 0.50246
1.0000
P4 -0.18861 -0.41395 -0.18861 -0.96696 -0.52144
0.35241 1.0000
T 0.99962 0.83787 0.99951 0.25708 -0.51524
-0.67165 -0.18852 1.0000
YR 0.99999 0.83425 1.0000 0.25721 -0.51549
-0.67197 -0.18861 0.99951 1.0000
MO 0.37388E-02 0.12936 0.00000 0.00000 0.00000
0.00000 0.00000 0.31141E-01 0.00000 1.0000
YRMO PUBLIC YROB P1 P2
P3 P4 T YR MO
|_if(mo.eq.1) jan=1
|_if(mo.eq.2) feb=1
|_if(mo.eq.3) mar=1
|_if(mo.eq.4) apr=1
|_if(mo.eq.5) may=1
|_if(mo.eq.6) jun=1
|_if(mo.eq.7) jul=1
|_if(mo.eq.8) aug=1
|_if(mo.eq.9) sep=1
|_if(mo.eq.10) oct=1
|_if(mo.eq.11) nov=1
|_if(mo.eq.12) dec=1
|_months:feb mar apr may jun jul aug sep oct nov dec
|_sample 1 384
|_* look at what seems to explain public school construction
Regression B1
|_ols public t p1 p2 p3 p4 &
| feb mar apr may jun jul aug sep oct nov dec / resid=e rstat auxrsqr
R-SQUARE OF T ON OTHER INDEPENDENT VARIABLES = 0.6112
R-SQUARE OF P1 ON OTHER INDEPENDENT VARIABLES = 0.9452
R-SQUARE OF P2 ON OTHER INDEPENDENT VARIABLES = 0.8454
R-SQUARE OF P3 ON OTHER INDEPENDENT VARIABLES = 0.7826
R-SQUARE OF P4 ON OTHER INDEPENDENT VARIABLES = 0.9565
R-SQUARE OF FEB ON OTHER INDEPENDENT VARIABLES = 0.4546
R-SQUARE OF MAR ON OTHER INDEPENDENT VARIABLES = 0.4546
R-SQUARE OF APR ON OTHER INDEPENDENT VARIABLES = 0.4546
R-SQUARE OF MAY ON OTHER INDEPENDENT VARIABLES = 0.4546
R-SQUARE OF JUN ON OTHER INDEPENDENT VARIABLES = 0.4547
R-SQUARE OF JUL ON OTHER INDEPENDENT VARIABLES = 0.4547
R-SQUARE OF AUG ON OTHER INDEPENDENT VARIABLES = 0.4548
R-SQUARE OF SEP ON OTHER INDEPENDENT VARIABLES = 0.4548
R-SQUARE OF OCT ON OTHER INDEPENDENT VARIABLES = 0.4549
R-SQUARE OF NOV ON OTHER INDEPENDENT VARIABLES = 0.4550
R-SQUARE OF DEC ON OTHER INDEPENDENT VARIABLES = 0.4551
R-SQUARE OF CONSTANT ON OTHER INDEPENDENT VARIABLES = 0.0000
R-SQUARE = 0.9176 R-SQUARE ADJUSTED = 0.9140
VARIANCE OF THE ESTIMATE-SIGMA**2 = 17711.
STANDARD ERROR OF THE ESTIMATE-SIGMA = 133.08
SUM OF SQUARED ERRORS-SSE= 0.65000E+07
MEAN OF DEPENDENT VARIABLE = 808.11
LOG OF THE LIKELIHOOD FUNCTION = -2414.31
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 0.72350E+08 16. 0.45219E+07 255.313
ERROR 0.65000E+07 367. 17711. P-VALUE
TOTAL 0.78850E+08 383. 0.20587E+06 0.000
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 367 DF P-VALUE CORR. COEFFICIENT AT MEANS
T 4.4332 0.9825E-01 45.12 0.000 0.920 1.0845 1.0560
P1 0.68315E-01 0.2186E-01 3.126 0.002 0.161 0.2002 1.5056
P2 0.10770 0.1223E-01 8.805 0.000 0.418 0.3356 2.4273
P3 0.49882E-01 0.9885E-02 5.046 0.000 0.255 0.1622 1.1630
P4 0.29881E-01 0.2108E-01 1.417 0.157 0.074 0.1019 0.7084
FEB -14.902 33.27 -0.4479 0.654-0.023 -0.0091 -0.0015
MAR 18.915 33.27 0.5685 0.570 0.030 0.0115 0.0020
APR 72.232 33.27 2.171 0.031 0.113 0.0441 0.0074
MAY 122.30 33.27 3.676 0.000 0.188 0.0746 0.0126
JUN 195.49 33.27 5.875 0.000 0.293 0.1192 0.0202
JUL 262.31 33.28 7.883 0.000 0.381 0.1600 0.0270
AUG 317.50 33.28 9.541 0.000 0.446 0.1937 0.0327
SEP 224.38 33.28 6.742 0.000 0.332 0.1369 0.0231
OCT 145.48 33.28 4.371 0.000 0.222 0.0887 0.0150
NOV 97.261 33.29 2.922 0.004 0.151 0.0593 0.0100
DEC 25.453 33.29 0.7646 0.445 0.040 0.0155 0.0026
CONSTANT -4858.0 767.5 -6.329 0.000-0.314 0.0000 -6.0116
DURBIN-WATSON = 0.2884 VON NEUMANN RATIO = 0.2892 RHO = 0.85648
RESIDUAL SUM = -0.32685E-11 RESIDUAL VARIANCE = 17711.
SUM OF ABSOLUTE ERRORS= 38127.
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.9176
RUNS TEST: 56 RUNS, 191 POS, 0 ZERO, 193 NEG NORMAL STATISTIC =-14.0006
COEFFICIENT OF SKEWNESS = 0.5424 WITH STANDARD DEVIATION OF 0.1245
COEFFICIENT OF EXCESS KURTOSIS = 2.1944 WITH STANDARD DEVIATION OF 0.2484
GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 30 GROUPS
OBSERVED 2.0 2.0 0.0 0.0 1.0 2.0 3.0 11.0 13.0 20.0 25.0 25.0 26.0
29.0 34.0 37.0 28.0 29.0 28.0 15.0 21.0 16.0 3.0 2.0 1.0 3.0
2.0 1.0 1.0 4.0
EXPECTED 1.0 0.8 1.3 2.2 3.4 5.0 7.3 10.0 13.2 16.7 20.4 24.0 27.0
29.2 30.5 30.5 29.2 27.0 24.0 20.4 16.7 13.2 10.0 7.3 5.0 3.4
2.2 1.3 0.8 1.0
CHI-SQUARE = 41.1682 WITH 11 DEGREES OF FREEDOM
|_genr elag1=lag(e,1)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag2=lag(e,2)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag3=lag(e,3)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag4=lag(e,4)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag5=lag(e,5)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag6=lag(e,6)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag7=lag(e,7)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag8=lag(e,8)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag9=lag(e,9)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag10=lag(e,10)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag11=lag(e,11)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
|_genr elag12=lag(e,12)
..NOTE.LAG VALUE IN UNDEFINED OBSERVATIONS SET TO ZERO
Regression B2
|_sample 13 384
|_ols e elag1 elag2 elag3 elag4 elag5 elag6 elag7 elag8 elag9 &
| elag10 elag11 elag12
R-SQUARE = 0.8092 R-SQUARE ADJUSTED = 0.8028
VARIANCE OF THE ESTIMATE-SIGMA**2 = 3398.0
STANDARD ERROR OF THE ESTIMATE-SIGMA = 58.293
SUM OF SQUARED ERRORS-SSE= 0.12199E+07
MEAN OF DEPENDENT VARIABLE = -1.7809
LOG OF THE LIKELIHOOD FUNCTION = -2033.59
ANALYSIS OF VARIANCE - FROM MEAN
SS DF MS F
REGRESSION 0.51731E+07 12. 0.43110E+06 126.866
ERROR 0.12199E+07 359. 3398.0 P-VALUE
TOTAL 0.63930E+07 371. 17232. 0.000
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 359 DF P-VALUE CORR. COEFFICIENT AT MEANS
ELAG1 0.87155 0.5272E-01 16.53 0.000 0.657 0.8693 0.4749
ELAG2 -0.47707E-01 0.6901E-01 -0.6913 0.490-0.036 -0.0475 -0.0154
ELAG3 -0.84599E-01 0.6909E-01 -1.224 0.222-0.064 -0.0843 -0.0236
ELAG4 0.33407E-01 0.6910E-01 0.4835 0.629 0.026 0.0332 0.0190
ELAG5 -0.88462E-01 0.6904E-01 -1.281 0.201-0.067 -0.0874 -0.1032
ELAG6 -0.18574E-01 0.6924E-01 -0.2682 0.789-0.014 -0.0183 -0.0276
ELAG7 -0.50143E-01 0.6953E-01 -0.7212 0.471-0.038 -0.0493 -0.0823
ELAG8 0.15326 0.6972E-01 2.198 0.029 0.115 0.1508 0.2102
ELAG9 -0.80319E-01 0.7019E-01 -1.144 0.253-0.060 -0.0789 -0.0763
ELAG10 0.68018E-01 0.7030E-01 0.9676 0.334 0.051 0.0668 0.0325
ELAG11 0.22294 0.7035E-01 3.169 0.002 0.165 0.2183 -0.0204
ELAG12 -0.46401E-01 0.5406E-01 -0.8583 0.391-0.045 -0.0453 0.0333
CONSTANT -1.0311 3.024 -0.3409 0.733-0.018 0.0000 0.5789
Regression B3
|_sample 1 384
|_* try auto command (public school construction):
|_auto public t p1 p2 p3 p4 &
| feb mar apr may jun jul aug sep oct nov dec / order=12
DEPENDENT VARIABLE = PUBLIC
..NOTE..R-SQUARE,ANOVA,RESIDUALS DONE ON ORIGINAL VARS
REQUIRED MEMORY IS PAR= 272 CURRENT PAR= 500
AUTOREGRESSIVE ERROR MODEL, ORDER= 12
ITERATION 0 ESTIMATES AND ERROR SUM OF SQUARES
...(output omitted)...
ITERATION 8 ESTIMATES AND ERROR SUM OF SQUARES
4.0802 0.41193E-01 0.88738E-01 0.28990E-01 -0.31094E-02
-18.331 7.8321 52.699 95.407 163.78
230.49 289.09 203.39 135.42 98.115
34.076 -2909.7 -0.88299 0.51379E-01 0.85411E-01
-0.19213E-01 0.72866E-01 0.12069E-01 0.51407E-01 -0.13816
0.71408E-01 -0.69937E-01 -0.22982 0.48974E-01 0.12242E+07
...(output omitted)...
ASYMPTOTIC
ESTIMATE VARIANCE ST.ERROR T-RATIO
RHO 1 0.88299 0.00261 0.05106 17.29250
RHO 2 -0.05138 0.00452 0.06720 -0.76453
RHO 3 -0.08541 0.00453 0.06730 -1.26912
RHO 4 0.01921 0.00464 0.06815 0.28191
RHO 5 -0.07287 0.00475 0.06894 -1.05699
RHO 6 -0.01207 0.00458 0.06768 -0.17834
RHO 7 -0.05141 0.00463 0.06806 -0.75530
RHO 8 0.13816 0.00469 0.06848 2.01743
RHO 9 -0.07141 0.00471 0.06861 -1.04083
RHO 10 0.06994 0.00472 0.06871 1.01790
RHO 11 0.22982 0.00473 0.06876 3.34245
RHO 12 -0.04897 0.00278 0.05270 -0.92936
R-SQUARE = 0.9845 R-SQUARE ADJUSTED = 0.9838
VARIANCE OF THE ESTIMATE-SIGMA**2 = 3335.8
STANDARD ERROR OF THE ESTIMATE-SIGMA = 57.756
SUM OF SQUARED ERRORS-SSE= 0.12242E+07
MEAN OF DEPENDENT VARIABLE = 808.11
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 367 DF P-VALUE CORR. COEFFICIENT AT MEANS
T 4.0802 0.3053 13.36 0.000 0.572 0.9981 0.9720
P1 0.41193E-01 0.3576E-01 1.152 0.250 0.060 0.1207 0.9079
P2 0.88738E-01 0.2525E-01 3.514 0.000 0.180 0.2765 2.0000
P3 0.28990E-01 0.2348E-01 1.235 0.218 0.064 0.0943 0.6759
P4 -0.31094E-02 0.3143E-01 -0.9894E-01 0.921-0.005 -0.0106 -0.0737
FEB -18.331 20.34 -0.9014 0.368-0.047 -0.0112 -0.0019
MAR 7.8321 36.03 0.2174 0.828 0.011 0.0048 0.0008
APR 52.699 48.55 1.085 0.278 0.057 0.0321 0.0054
MAY 95.407 57.64 1.655 0.099 0.086 0.0582 0.0098
JUN 163.78 63.60 2.575 0.010 0.133 0.0999 0.0169
JUL 230.49 66.12 3.486 0.001 0.179 0.1406 0.0238
AUG 289.09 65.01 4.447 0.000 0.226 0.1763 0.0298
SEP 203.39 59.81 3.401 0.001 0.175 0.1241 0.0210
OCT 135.42 50.71 2.670 0.008 0.138 0.0826 0.0140
NOV 98.115 37.57 2.612 0.009 0.135 0.0598 0.0101
DEC 34.076 21.02 1.621 0.106 0.084 0.0208 0.0035
CONSTANT -2909.7 1279. -2.276 0.023-0.118 0.0000 -3.6006
|_test
|_test p1=0
|_test p2=0
|_test p3=0
|_test p4=0
|_end
F STATISTIC = 7.3364192 WITH 4 AND 367 D.F. P-VALUE= 0.00001
WALD CHI-SQUARE STATISTIC = 29.345677 WITH 4 D.F. P-VALUE= 0.00001
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.13631
|_* try auto command (public school construction); richer specification:
|_genr t2=t*t
|_genr tp1=t*p1
|_genr tp2=t*p2
|_genr tp3=t*p3
|_genr tp4=t*p4
Regression B4
|_auto public t p1 p2 p3 p4 tp1 tp2 tp3 tp4 &
| feb mar apr may jun jul aug sep oct nov dec / order=12
DEPENDENT VARIABLE = PUBLIC
..NOTE..R-SQUARE,ANOVA,RESIDUALS DONE ON ORIGINAL VARS
AUTOREGRESSIVE ERROR MODEL, ORDER= 12
ITERATION 0 ESTIMATES AND ERROR SUM OF SQUARES
...(output omitted)...
ITERATION 10 ESTIMATES AND ERROR SUM OF SQUARES
-14.357 0.25624E-02 -0.10763 -0.56685E-01 0.47589E-01
0.27292E-03 0.10196E-02 0.60965E-04 -0.46363E-03 -15.877
9.7266 52.164 91.983 158.32 225.13
286.67 206.74 146.66 118.10 62.046
2590.4 -0.87516 0.61071E-01 0.84311E-01 -0.11187E-01
0.70526E-01 -0.44933E-02 0.68440E-01 -0.13305 0.68873E-01
-0.71984E-01 -0.23263 0.41196E-01 0.11941E+07
...(output omitted)...
ASYMPTOTIC
ESTIMATE VARIANCE ST.ERROR T-RATIO
RHO 1 0.87516 0.00261 0.05109 17.12863
RHO 2 -0.06107 0.00449 0.06703 -0.91108
RHO 3 -0.08431 0.00453 0.06729 -1.25290
RHO 4 0.01119 0.00486 0.06968 0.16055
RHO 5 -0.07053 0.00512 0.07156 -0.98550
RHO 6 0.00449 0.00460 0.06784 0.06624
RHO 7 -0.06844 0.00466 0.06825 -1.00271
RHO 8 0.13305 0.00468 0.06843 1.94417
RHO 9 -0.06887 0.00471 0.06862 -1.00363
RHO 10 0.07198 0.00472 0.06868 1.04809
RHO 11 0.23263 0.00471 0.06863 3.38938
RHO 12 -0.04120 0.00284 0.05333 -0.77252
R-SQUARE = 0.9849 R-SQUARE ADJUSTED = 0.9840
VARIANCE OF THE ESTIMATE-SIGMA**2 = 3289.4
STANDARD ERROR OF THE ESTIMATE-SIGMA = 57.353
SUM OF SQUARED ERRORS-SSE= 0.11941E+07
MEAN OF DEPENDENT VARIABLE = 808.11
VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY
NAME COEFFICIENT ERROR 363 DF P-VALUE CORR. COEFFICIENT AT MEANS
T -14.357 16.63 -0.8635 0.388-0.045 -3.5121 -3.4199
P1 0.25624E-02 0.8438E-01 0.3037E-01 0.976 0.002 0.0075 0.0565
P2 -0.10763 0.8901E-01 -1.209 0.227-0.063 -0.3354 -2.4258
P3 -0.56685E-01 0.7108E-01 -0.7974 0.426-0.042 -0.1843 -1.3217
P4 0.47589E-01 0.5069E-01 0.9388 0.348 0.049 0.1622 1.1282
TP1 0.27292E-03 0.5968E-03 0.4573 0.648 0.024 1.3062 1.1707
TP2 0.10196E-02 0.4415E-03 2.309 0.021 0.120 4.4969 4.3217
TP3 0.60965E-04 0.2731E-03 0.2232 0.824 0.012 0.2579 0.2654
TP4 -0.46363E-03 0.2757E-03 -1.682 0.093-0.088 -2.0006 -2.0973
FEB -15.877 21.47 -0.7394 0.460-0.039 -0.0097 -0.0016
MAR 9.7266 38.17 0.2548 0.799 0.013 0.0059 0.0010
APR 52.164 51.37 1.015 0.311 0.053 0.0318 0.0054
MAY 91.983 60.91 1.510 0.132 0.079 0.0561 0.0095
JUN 158.32 67.15 2.358 0.019 0.123 0.0966 0.0163
JUL 225.13 69.91 3.220 0.001 0.167 0.1373 0.0232
AUG 286.67 69.05 4.152 0.000 0.213 0.1748 0.0296
SEP 206.74 63.97 3.232 0.001 0.167 0.1261 0.0213
OCT 146.66 54.81 2.676 0.008 0.139 0.0895 0.0151
NOV 118.10 41.65 2.835 0.005 0.147 0.0720 0.0122
DEC 62.046 26.28 2.361 0.019 0.123 0.0378 0.0064
CONSTANT 2590.4 3571. 0.7254 0.469 0.038 0.0000 3.2054
|_test
|_test t=0
|_test tp1=0
|_test tp2=0
|_test tp3=0
|_test tp4=0
|_end
F STATISTIC = 47.815510 WITH 5 AND 363 D.F. P-VALUE= 0.00000
WALD CHI-SQUARE STATISTIC = 239.07755 WITH 5 D.F. P-VALUE= 0.00000
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.02091
|_test
|_test p1=0
|_test p2=0
|_test p3=0
|_test p4=0
|_test tp1=0
|_test tp2=0
|_test tp3=0
|_test tp4=0
|_end
F STATISTIC = 5.9609059 WITH 8 AND 363 D.F. P-VALUE= 0.00000
WALD CHI-SQUARE STATISTIC = 47.687248 WITH 8 D.F. P-VALUE= 0.00000
UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.16776
|_stop
Updated: March 17, 1998
Prepared by: Trudy Ann Cameron