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Common ModelDependent Variable: UKAR
Method: Least Squares
Date: 06/10/15 Time: 14:38
Sample: 1982 2011
Included observations: 30
VariableCoefficientStd. Errort-StatisticProb.
C-2164.1681479.362-1.4629060.1555
INF-168.048466.46132-2.5285140.0179
KURS1.2511620.3597023.4783340.0018
Y0.0094180.00015560.764970.0000
R-squared0.997714Mean dependent var72269.33
Adjusted R-squared0.997450S.D. dependent var86846.83
S.E. of regression4385.801Akaike info criterion19.73370
Sum squared resid5.00E+08Schwarz criterion19.92052
Log likelihood-292.0055Hannan-Quinn criter.19.79347
F-statistic3781.749Durbin-Watson stat1.597595
Prob(F-statistic)0.000000
Regression Result: UKAR= -2197.84 167.16 INF + 1.26 KURS + 0.09 Y + E
LOGDate: 06/10/15 Time: 14:22
Sample: 1982 2011
Included observations: 30
VariableCoefficientStd. Errort-StatisticProb.
C-5.5989780.140944-39.724820.0000
INF-0.0031400.001003-3.1307890.0043
LKURS0.2358580.0463565.0879370.0000
LY0.9315270.02984131.215890.0000
R-squared0.998299Mean dependent var10.28983
Adjusted R-squared0.998103S.D. dependent var1.497399
S.E. of regression0.065216Akaike info criterion-2.498654
Sum squared resid0.110582Schwarz criterion-2.311828
Log likelihood41.47981Hannan-Quinn criter.-2.438887
F-statistic5087.479Durbin-Watson stat1.451475
Prob(F-statistic)0.000000
PAMMethod: Least Squares
Date: 06/10/15 Time: 14:41
Sample (adjusted): 1983 2011
Included observations: 29 after adjustments
VariableCoefficientStd. Errort-StatisticProb.
C-3.7332650.939488-3.9737240.0006
INF-0.0013960.001316-1.0604260.2995
LKURS0.1783880.0581343.0685860.0053
LY0.6142910.1537653.9949940.0005
LUKAR(-1)0.3305080.1613872.0479250.0517
R-squared0.998529Mean dependent var10.36933
Adjusted R-squared0.998284S.D. dependent var1.458036
S.E. of regression0.060404Akaike info criterion-2.619942
Sum squared resid0.087567Schwarz criterion-2.384201
Log likelihood42.98915Hannan-Quinn criter.-2.546111
F-statistic4072.543Durbin-Watson stat1.506485
Prob(F-statistic)0.000000
VariablesCommon ModelModel_LOGModel_Log PAM
Constanta-2164.16(-2164.16)
INFInlfation rate-168.048**(66.46)
KURSExchange Rate1.251***(0.35)
YNational Income
Adj R2
F Stat
Prob
*10% significance, **5% significance, ***1% significance