Faculty of social studies department of economics supply response of tobacco output to price changes in
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| Total Tobacco Output Null Hypothesis LTOUT has a unit root Exogenous: None 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 -1.611059 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable D(LTOUT) 32 Method Least Squares Date: Time Sample (adjusted 1981 Included observations 35 after adjustments Variable Coefficient Std. Error t-Statistic Prob. LTOUT(-1) 0.000544 0.002377 0.229036 0.8202 R-squared -0.000555 Adjusted R-squared -0.000555 S.E. of regression 0.262410 Sum squared resid 2.341210 Log likelihood -2.330944 Durbin-Watson stat 1.934441 Mean dependent var 0.011846 S.D. dependent var 0.262337 Akaike info criterion 0.190340 Schwarz criterion 0.234778 Hannan-Quinn criter. 0.205680 Null Hypothesis D(LTOUT) has a unit root Exogenous: None Lag Length 0 (Automatic - based on SIC, maxlag=9) t-Statistic Prob.* Augmented Dickey-Fuller test statistic Test critical values 1% level 5% level 33 10% level -1.610907 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable D(LTTOUT,2) Method: Least Squares Date: Time Sample (adjusted 1982 Included observations 34 after adjustments Variable Coefficient Std. Error t-Statistic Prob. D(LTTOUT(-1)) -1.047053 0.160817 -6.510827 0.0000 R-squared 0.561715 Adjusted R-squared SE. of regression 0.245026 Sum squared resid 1.981240 Log likelihood 0.080933 Durbin-Watson stat 1.793580 Download 1.11 Mb. Share with your friends:
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