Null Hypothesis: INF has a unit root Exogenous: Constant Lag Length: 2 (Automatic - based on SIC, maxlag=7) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(INF) Method: Least Squares Date: 10/30/22 Time: 12:06 Sample (adjusted): 1994 2021 Included observations: 28 after adjustments Variable INF(-1) D(INF(-1)) D(INF(-2)) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient Std. Error t-Statistic -2.589635 -3.689194 -2.971853 -2.625121 Prob.* 0.1069 t-Statistic Prob. 0.484740 Mean dependent var 0.420332 S.D. dependent var 1.183465 Akaike info criterion 33.61415 Schwarz criterion -42.28868 Hannan-Quinn criter. 7.526140 Durbin-Watson stat 0.001021 -0.212713 0.082140 -2.589635 0.0161 0.156029 3.273673 0.510789 0.0032 -0.373013 0.163446 -2.282174 0.0316 2.505099 1.081088 2.317203 0.0293 -0.238357 1.554411 3.306334 3.496649 3.364515 1.914734
Null Hypothesis: INF has a unit root Exogenous: Constant Lag Length: 2 (Automatic - based on SIC, maxlag=7) Augmented Dickey-Fuller test statistic Test critical values: 1% level 5% level 10% level *MacKinnon (1996) one-sided p-values. Augmented Dickey-Fuller Test Equation Dependent Variable: D(INF) Method: Least Squares Date: 10/30/22 Time: 12:06 Sample (adjusted): 1994 2021 Included observations: 28 after adjustments Variable INF(-1) D(INF(-1)) D(INF(-2)) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) Coefficient Std. Error t-Statistic -2.589635 -3.689194 -2.971853 -2.625121 Prob.* 0.1069 t-Statistic Prob. 0.484740 Mean dependent var 0.420332 S.D. dependent var 1.183465 Akaike info criterion 33.61415 Schwarz criterion -42.28868 Hannan-Quinn criter. 7.526140 Durbin-Watson stat 0.001021 -0.212713 0.082140 -2.589635 0.0161 0.156029 3.273673 0.510789 0.0032 -0.373013 0.163446 -2.282174 0.0316 2.505099 1.081088 2.317203 0.0293 -0.238357 1.554411 3.306334 3.496649 3.364515 1.914734
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 31EQ
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