38
APPENDIX 3: MODEL DIAGNOSTIC TESTS Multicollinearity tests DLTTOUT(
-1)
LATG
LMP(-1)
LPT(-1) SQ) T
DLTTOUT
(-1)
1.000000
-
0.08036 0
-0.014230 0.271366
-0.031857 0.101407
LATG
-0.080360 1.00000 0
0.172051 0.125280
-0.151453 0.177906
LMP(-1)
-0.014230 0.17205 1
1.000000 0.547813
-0.160267 0.586007
LPT(-1)
0.271366 0.12528 0
0.547813 1.000000 0.042621 0.070126
SQ)
-0.031857
-
0.15145 3
-0.160267 0.042621 1.000000
-0.558291 T
0.101407 0.17790 6
0.586007 0.070126
-0.558291 1.000000
Heteroskedasticity test results Heteroskedasticity
Test ARCH F-statistic
0.030076 Prob. F)
0.8634
Obs*R-squared
0.031985 Prob. Chi-Square(1) 0.8581
39 Test Equation Dependent Variable RESID^2 Method Least Squares Date 03/17/16 Time 14:08 Sample (adjusted 1983 2015 Included observations 33 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C
0.025691 0.007744 3.317610 0.0023
RESID^2(-1)
0.033452 0.192889 0.173424 0.8634
R-squared
0.000969 Mean dependent var 0.026472 Adjusted R-squared -0.031258 SD.
dependent var 0.035625 SE.
of regression 0.036177 Akaike info criterion -3.742090 Sum squared resid 0.040572
Schwarz criterion -3.651392
Log likelihood 63.74448 Hannan-Quinn criter. -3.711573
F-statistic
0.030076
Durbin-Watson stat 1.864713
Prob(F-statistic)
0.863446
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