Model misspecification test results

40 Omitted Variables Squares of fitted values Value df Probability t-statistic
0.758031 25 0.4555
F-statistic
0.574611 (1, 25)
0.4555 Likelihood ratio
0.772625 1 0.3794
F-test summary Sum of Sq. df Mean Squares Test SSR
0.019629 1 0.019629 Restricted SSR
0.873652 26 0.033602 Unrestricted SSR
0.854023 25 0.034161 Unrestricted SSR
0.854023 25 0.034161 LR test summary Value df Restricted LogL
14.00047 26 Unrestricted LogL
14.38678 25 Unrestricted Test Equation Dependent Variable DLTOUT Method Least Squares Date 04/20/16 Time 13:13 Sample 1982 2015

41 Included observations 34 Variable Coefficient Std. Error t-Statistic Prob. C
2.069391 0.435345 4.753448 0.0001
DLTOUT(-1)
-0.237244 0.144723 -1.639293 0.1137
LPT(-1)
0.110264 0.055036 2.003472 0.0561
LATG
0.234045 0.139915 1.672762 0.1068
LMP(-1)
-0.387430 0.090218 -4.294357 0.0002 SQ)
-0.002889 0.165272 -0.017478 0.9862 T
-0.033314 0.021594 -1.542775 0.1355 T 0.001236 0.000510 2.422569 0.0230 FITTED 0.742952 0.980108 0.758031 0.4555
R-squared
0.563423 Mean dependent var 0.029803 Adjusted R-squared 0.423719 SD. dependent var 0.243471 SE. of regression
0.184827 Akaike info criterion -0.316869 Sum squared resid
0.854023 Schwarz criterion
0.087167 Log likelihood
14.38678 Hannan-Quinn criter. -0.179081
F-statistic
4.032963 Durbin-Watson stat 1.968880
Prob(F-statistic)
0.003414

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