University of zimbabwe faculty of social studies department of economics
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| Lagged Tobacco Output Null Hypothesis LTTOUT1 has a unit root Exogenous None 35 Lag Length 0 (Automatic - based on SIC, maxlag=9) t-Statistic Prob Augmented Dickey-Fuller test statistic 0.330290 0.7753 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(LTTOUT1) Method Least Squares Date 03/17/16 Time 14:16 Sample (adjusted 1981 2015 Included observations 35 after adjustments Variable Coefficient Std. Error t-Statistic Prob. LTTOUT1(-1) 0.000781 0.002365 0.330290 0.7432 R-squared -0.000720 Mean dependent var 0.016114 Adjusted R-squared -0.000720 SD. dependent var 0.260789 SE. of regression 0.260883 Akaike info criterion 0.178664 Sum squared resid 2.314033 Schwarz criterion 0.223102 36 Log likelihood -2.126613 Hannan-Quinn criter. 0.194004 Durbin-Watson stat 2.036737 Null Hypothesis D(LTTOUT1) has a unit root Exogenous None Lag Length 0 (Automatic - based on SIC, maxlag=9) t-Statistic Prob Augmented Dickey-Fuller test statistic -5.831304 0.0000 Test critical values 1% level -2.634731 5% level -1.951000 10% level -1.610907 *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable D(LTTOUT1,2) Method Least Squares Date 03/17/16 Time 14:18 Sample (adjusted 1982 2015 Included observations 34 after adjustments Variable Coefficient Std. Error t-Statistic Prob. D(LTTOUT1(-1)) -1.029852 0.176608 -5.831304 0.0000 37 R-squared 0.507278 Mean dependent var 0.007772 Adjusted R-squared 0.507278 SD. dependent var 0.377688 SE. of regression 0.265115 Akaike info criterion 0.211665 Sum squared resid 2.319437 Schwarz criterion 0.256557 Log likelihood -2.598297 Hannan-Quinn criter. 0.226974 Durbin-Watson stat 1.811165 Download 0.76 Mb. Share with your friends:
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