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ru instrumentów.
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.51)
Kernel: Quadratic
Convergence achieved after: 14 weight matricies, 15 total coef iterations
Instrument list: D(I28(-1)) D(I28(-2)) D(I28(-3)) D(LCPI(-1)) D(LCPI(-2))
D(LCPI(-3)) D(LIPPSAG(-1)) D(LIPPSAG(-2)) D(LIPPSAG(-3))
Variable Coefficient Std. Error t-Statistic Prob.
C-0.300650 0.158579 -1.895901 0.0687
D(LCPI(12)) -6.354871 2.451056 -2.592708 0.0152
D(LIPPSAG) 13.79576 6.488756 2.126102 0.0428
8
R-squared 0.010722 Mean dependent var -0.083333
Adjusted R-squared -0.062558 S.D. dependent var 0.965646
S.E. of regression 0.995392 Sum squared resid 26.75173
Durbin-Watson stat 2.330672 J-statistic 0.250760
Prob. (0.3765)
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.78)
Kernel: Quadratic
Convergence achieved after: 47 weight matricies, 48 total coef iterations
Instrument list: D(I28(-1)) D(I28(-2)) D(I28(-3)) D(LCPI(-1)) D(LCPI(-2)) D(LCPI(-3)) D(LIPPSAG(-1))
D(LIPPSAG(-2)) D(LIPPSAG(-3)) D(LREER(-1)) D(LREER(-2)) D(LREER(-3))
Variable Coefficient Std. Error t-Statistic Prob.
C-1.14E-05 8.77E-06 -1.295348 0.2062
D(LCPI(12)) -0.000211 0.000133 -1.588060 0.1239
D(LIPPSAG) 0.000427 0.000236 1.812910 0.0810
R-squared -0.007689 Mean dependent var -0.083333
Adjusted R-squared -0.082333 S.D. dependent var 0.965646
S.E. of regression 1.004611 Sum squared resid 27.24959
Durbin-Watson stat 1.422052 J-statistic 0.259655
58 N a r o d o w y B a n k P o l s k i
Aneks II
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.60)
Kernel: Quadratic
Convergence achieved after: 23 weight matricies, 24 total coef iterations
Instrument list: D(I28(-1)) D(I28(-2)) D(I28(-3)) D(LCPI(-1)) D(LCPI(-2))
D(LCPI(-3)) D(LIPPSAG(-1)) D(LIPPSAG(-2)) D(LIPPSAG(-3))
D(LREER(-1)) D(LREER(-2)) D(LREER(-3)) D(CA(-1)) D(CA(-2))
D(CA(-3))
Variable Coefficient Std. Error t-Statistic Prob.
C-5.57E-06 4.55E-06 -1.223482 0.2317
D(LCPI(12)) -7.81E-05 6.61E-05 -1.181559 0.2477
D(LIPPSAG) 0.000106 0.000124 0.854032 0.4006
R-squared -0.007699 Mean dependent var -0.083333
Adjusted R-squared -0.082343 S.D. dependent var 0.965646
S.E. of regression 1.004616 Sum squared resid 27.24985
Durbin-Watson stat 1.422031 J-statistic 0.332160
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.60)
Kernel: Quadratic
Convergence achieved after: 68 weight matricies, 69 total coef iterations
Instrument list: D(I28(-1)) D(I28(-2)) D(I28(-3)) D(LCPI(-1)) D(LCPI(-2))
D(LCPI(-3)) D(LIPPSAG(-1)) D(LIPPSAG(-2)) D(LIPPSAG(-3))
D(CA(-1)) D(CA(-2)) D(CA(-3))
Variable Coefficient Std. Error t-Statistic Prob.
C-1.23E-06 3.34E-06 -0.367417 0.7162
D(LCPI(12)) -7.03E-06 3.53E-05 -0.199048 0.8437
D(LIPPSAG) 0.000390 0.000627 0.622315 0.5390
8
R-squared -0.007701 Mean dependent var -0.083333
Adjusted R-squared -0.082345 S.D. dependent var 0.965646
S.E. of regression 1.004617 Sum squared resid 27.24990
Durbin-Watson stat 1.422022 J-statistic 0.294521
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.76)
Kernel: Quadratic
Convergence achieved after: 36 weight matricies, 37 total coef iterations
Instrument list: D(I28(-1)) D(I28(-2)) D(I28(-3)) D(LCPI(-1)) D(LCPI(-2))
D(LCPI(-3)) D(LIPPSAG(-1)) D(LIPPSAG(-2)) D(LIPPSAG(-3))
LBB(-1) LBB(-2)
Variable Coefficient Std. Error t-Statistic Prob.
C0.003027 0.009035 0.335020 0.7402
D(LCPI(12)) -0.131123 0.146599 -0.894434 0.3790
D(LIPPSAG) -0.548438 1.625000 -0.337500 0.7383
R-squared -0.006889 Mean dependent var -0.083333
Adjusted R-squared -0.081474 S.D. dependent var 0.965646
S.E. of regression 1.004213 Sum squared resid 27.22796
Durbin-Watson stat 1.435649 J-statistic 0.254827
MATERIA¸Y I STUDIA  ZESZYT 148 59
Aneks II
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.78)
Kernel: Quadratic
Convergence achieved after: 22 weight matricies, 23 total coef iterations
Instrument list: D(I28(-1)) D(I28(-2)) D(I28(-3)) D(LCPI(-1)) D(LCPI(-2))
D(LCPI(-3)) D(LIPPSAG(-1)) D(LIPPSAG(-2)) D(LIPPSAG(-3))
D(LM0(-1)) D(LM0(-2)) D(LM0(-3))
Variable Coefficient Std. Error t-Statistic Prob.
C-1.55E-06 2.35E-06 -0.659571 0.5151
D(LCPI(12)) -3.97E-05 3.48E-05 -1.139956 0.2643
D(LIPPSAG) 0.000119 0.000219 0.543175 0.5915
R-squared -0.007701 Mean dependent var -0.083333
Adjusted R-squared -0.082346 S.D. dependent var 0.965646
S.E. of regression 1.004617 Sum squared resid 27.24992
Durbin-Watson stat 1.422025 J-statistic 0.337020
Dependent Variable: D(I28)
Included observations: 30 after adjusting endpoints
No prewhitening
Bandwidth: Andrews (1.78) [ Pobierz całość w formacie PDF ]