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



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taku dissertation
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

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