University of zimbabwe faculty of social studies department of economics
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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 0.229036 0.7469 Test critical values 1% level -2.632688 5% level -1.950687 10% level -1.611059 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable D(LTOUT) 33 Method Least Squares Date 03/17/16 Time 14:19 Sample (adjusted 1981 2015 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 Mean dependent var 0.011846 Adjusted R-squared -0.000555 SD. dependent var 0.262337 SE. of regression 0.262410 Akaike info criterion 0.190340 Sum squared resid 2.341210 Schwarz criterion 0.234778 Log likelihood -2.330944 Hannan-Quinn criter. 0.205680 Durbin-Watson stat 1.934441 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 -6.510827 0.0000 Test critical values 1% level -2.634731 5% level -1.951000 34 10% level -1.610907 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable D(LTTOUT,2) Method Least Squares Date 03/17/16 Time 14:19 Sample (adjusted 1982 2015 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 Mean dependent var 0.013112 Adjusted R-squared 0.561715 SD. dependent var 0.370112 SE. of regression 0.245026 Akaike info criterion 0.054063 Sum squared resid 1.981240 Schwarz criterion 0.098956 Log likelihood 0.080933 Hannan-Quinn criter. 0.069373 Durbin-Watson stat 1.793580 Download 0.76 Mb. Share with your friends:
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