Ordinary Least Squares Estimation
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Dependent variable is LAX
39 observations used for estimation from 1970 to 2008
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Regressor Coefficient Standard Error T-Ratio[Prob]
C -15.7918 1.3857 -11.3963[.000]
LRP -.10118 .17305 -.58467[.563]
LWRY 1.9885 .10505 18.9288[.000]
D1 -.066192 .041756 -1.5852[.122]
D2 -.0024060 .017227 -.13966[.890]
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R-Squared .96809 R-Bar-Squared .96434
S.E. of Regression .052401 F-stat. F( 4, 34) 257.8877[.000]
Mean of Dependent Variable 10.6935 S.D. of Dependent Variable .27748
Residual Sum of Squares .093359 Equation Log-likelihood 62.3413
Akaike Info. Criterion 57.3413 Schwarz Bayesian Criterion 53.1824
DW-statistic .26234
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Diagnostic Tests
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* Test Statistics * LM Version * F Version *
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* * * *
* A:Serial Correlation*CHSQ( 1)= 26.6942[.000]*F( 1, 33)= 71.5852[.000]*
* * * *
* B:Functional Form *CHSQ( 1)= 6.7686[.009]*F( 1, 33)= 6.9300[.013]*
* * * *
* C:Normality *CHSQ( 2)= 1.5328[.465]* Not applicable *
* * * *
* D:Heteroscedasticity*CHSQ( 1)= 4.7290[.030]*F( 1, 37)= 5.1055[.030]*
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A:Lagrange multiplier test of residual serial correlation
B:Ramsey’s RESET test using the square of the fitted values
C:Based on a test of skewness and kurtosis of residuals
D:Based on the regression of squared residuals on squared fitted values
Ordinary Least Squares Estimation
*******************************************************************************
Dependent variable is LAX
39 observations used for estimation from 1970 to 2008
*******************************************************************************
Regressor Coefficient Standard Error T-Ratio[Prob]
C -15.3379 6.3439 -2.4178[.021]
LRP -.011205 .68147 -.016443[.987]
LWRYW 1.8915 .46554 4.0629[.000]
D1 .35092 .13735 2.5549[.015]
D2 -.030348 .048554 -.62503[.536]
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R-Squared .75216 R-Bar-Squared .72301
S.E. of Regression .14604 F-stat. F( 4, 34) 25.7967[.000]
Mean of Dependent Variable 10.6935 S.D. of Dependent Variable .27748
Residual Sum of Squares .72513 Equation Log-likelihood 22.3682
Akaike Info. Criterion 17.3682 Schwarz Bayesian Criterion 13.2093
DW-statistic .51648
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Diagnostic Tests
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* Test Statistics * LM Version * F Version *
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* * * *
* A:Serial Correlation*CHSQ( 1)= 25.0554[.000]*F( 1, 33)= 59.2937[.000]*
* * * *
* B:Functional Form *CHSQ( 1)= .50345[.478]*F( 1, 33)= .43156[.516]*
* * * *
* C:Normality *CHSQ( 2)= 1.2766[.528]* Not applicable *
* * * *
* D:Heteroscedasticity*CHSQ( 1)= 1.1196[.290]*F( 1, 37)= 1.0936[.302]*
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A:Lagrange multiplier test of residual serial correlation
B:Ramsey’s RESET test using the square of the fitted values
C:Based on a test of skewness and kurtosis of residuals
D:Based on the regression of squared residuals on squared fitted values
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