Faculty of social studies department of economics supply response of tobacco output to price changes in

Exogenous Constant, Linear Trend
Lag Length 0 (Automatic - based on SIC, maxlag=9)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic Test critical values 1% level 5% level 10% level 29

*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable D(LATG)
Method: Least Squares
Date: Time Sample (adjusted 1981 Included observations 35 after adjustments
Variable
Coefficient Std. Error t-Statistic
Prob.
LATG(-1)
-0.348638 0.105317
-3.310375 C 0.662534 3.303004 TREND 0.015214 3.615626 0.0010
R-squared
0.300018
Adjusted R-squared 0.256269

SE. of regression
0.221990
Sum squared resid
1.576943
Log likelihood
4.584701
F-statistic
6.857737
Prob(F-statistic)
0.003322
Mean dependent var
0.120898
S.D. dependent var
0.257410
Akaike info criterion
-0.090554
Schwarz criterion
0.042761
Hannan-Quinn criter.
-0.044534
Durbin-Watson stat 30

Lagged real tobacco price
Null Hypothesis LPT1 has a unit root
Exogenous: Constant
Lag Length 0 (Automatic - based on SIC, maxlag=8)
t-Statistic
Prob.*
Augmented Dickey-Fuller test statistic Test critical values 1% level 5% level 10% level
-2.614300
*MacKinnon (1996) one-sided p-values.
Augmented Dickey-Fuller Test Equation
Dependent Variable D(LPT1)

Method Least Squares
Date: Time Sample (adjusted 1982 Included observations 34 after adjustments
Variable
Coefficient Std. Error t-Statistic
Prob.
LPT1(-1)
-0.396876 0.134284
-2.955486 C 0.695261 2.830823 0.0080 31

R-squared
0.214433
Mean dependent var
-0.049331
Adjusted R-squared
0.189884
S.D. dependent var
0.854787
S.E. of regression
0.769364
Akaike info criterion
2.370517
Sum squared resid
18.94146
Schwarz criterion
2.460302
Log likelihood
-38.29878
Hannan-Quinn criter.
2.401136
F-statistic
8.734897
Durbin-Watson stat
2.349314
Prob(F-statistic)
0.005818

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