Canibabna

Páginas: 3 (564 palabras) Publicado: 20 de abril de 2012
Ecuación 1: logcons=β0+β1logYd-β2P-β3R-β4TC+β5logM-β6INF-β7logTX-β8logY

Pruebas de multi

PRUEBA DE HETEROCEDASTICIDAD

Heteroskedasticity Test: White | |
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F-statistic | 1.293751 |     Prob. F(36,75) | 0.1736 |
Obs*R-squared | 42.90688 |     Prob. Chi-Square(36) | 0.1992 |
Scaled explained SS | 30.50328 |     Prob. Chi-Square(36) | 0.7272 || | | | |
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Test Equation: | | | |
Dependent Variable: RESID^2 | | |
Method: Least Squares | | |
Date: 04/18/12 Time: 23:33 | | |
Sample:1980Q1 2007Q4 | | |
Included observations: 112 | | |
Collinear test regressors dropped from specification |
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Variable | Coefficient | Std. Error | t-Statistic |Prob.   |
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C | -50.44062 | 24.53141 | -2.056165 | 0.0432 |
LYD | 4.856783 | 2.372308 | 2.047282 | 0.0441 |
LYD^2 | -0.111204 | 0.057355 | -1.938876 | 0.0563 |LYD*P | -0.000583 | 0.004339 | -0.134365 | 0.8935 |
LYD*R | -4.40E-05 | 0.000483 | -0.091111 | 0.9276 |
LYD*TC | 0.005493 | 0.006064 | 0.905720 | 0.3680 |
LYD*LTX | 0.000604 | 0.003868 | 0.156103| 0.8764 |
LYD*INF | -0.010066 | 0.005705 | -1.764292 | 0.0818 |
LYD*LM | 0.000757 | 0.001022 | 0.740959 | 0.4610 |
LYD*LY | -0.006134 | 0.011762 | -0.521473 | 0.6036 |
P | -0.005497 |0.021382 | -0.257109 | 0.7978 |
P^2 | 5.82E-06 | 8.45E-06 | 0.688953 | 0.4930 |
P*R | 1.16E-05 | 7.00E-06 | 1.653943 | 0.1023 |
P*TC | -8.59E-06 | 8.00E-05 | -0.107364 | 0.9148 |
P*LTX | -1.01E-06 |2.31E-05 | -0.043659 | 0.9653 |
P*INF | 6.91E-05 | 6.27E-05 | 1.101896 | 0.2740 |
P*LM | 0.000206 | 0.000398 | 0.517501 | 0.6063 |
P*LY | 0.000615 | 0.004184 | 0.147007 | 0.8835 |
R |0.001745 | 0.009604 | 0.181673 | 0.8563 |
R^2 | -4.64E-07 | 1.32E-06 | -0.352786 | 0.7252 |
R*TC | -5.77E-05 | 4.19E-05 | -1.376807 | 0.1727 |
R*LTX | 4.94E-06 | 1.12E-05 | 0.442568 | 0.6594 |...
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