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Dependent Variable: SL Method: Least Squares Date: 03/16/13 Time: 20:16 Sample: 1996 2011 Included observations: 16 Variable Coefficient Std. Error t-Statistic Prob. C -33844.87 1539.852 -21.97931 0.0000 DT 4.647217 0.204476 22.72739 0.0000 NS 728.3262 7.318663 99.51629 0.0000 R-squared 0.998766 Mean dependent var 34489.19 Adjusted R-squared 0.998577 S.D. dependent var 4466.333 S.E. of regression 168.5076 Akaike info criterion 13.25920 Sum squared resid 369132.4 Schwarz criterion 13.40406 Log likelihood -103.0736 Hannan-Quinn criter. 13.26662 F-statistic 5262.457 Durbin-Watson stat 1.833270 Prob(F-statistic) 0.000000 HỒI QUY PHỤ Dependent Variable: DT Method: Least Squares Date: 03/16/13 Time: 20:18 Sample: 1996 2011 Included observations: 16 Variable Coefficient Std. Error t-Statistic Prob. C 7339.602 450.5327 16.29094 0.0000 NS 0.789414 9.563541 0.082544 0.9354 R-squared 0.000486 Mean dependent var 7376.513 Adjusted R-squared -0.070907 S.D. dependent var 212.8316 S.E. of regression 220.2480 Akaike info criterion 13.74385 Sum squared resid 679128.8 Schwarz criterion 13.84043 Log likelihood -107.9508 Hannan-Quinn criter. 13.74880 F-statistic 0.006814 Durbin-Watson stat 1.332795 Prob(F-statistic) 0.935383 ĐỘ ĐO THEIL Dependent Variable: SL Method: Least Squares Date: 03/16/13 Time: 20:19 Sample: 1996 2011 Included observations: 16 Variable Coefficient Std. Error t-Statistic Prob. C 263.8559 2119.907 0.124466 0.9027 NS 731.9948 44.99965 16.26668 0.0000 R-squared 0.949750 Mean dependent var 34489.19 Adjusted R-squared 0.946160 S.D. dependent var 4466.333 S.E. of regression 1036.341 Akaike info criterion 16.84125 Sum squared resid 15036025 Schwarz criterion 16.93782 Log likelihood -132.7300 Hannan-Quinn criter. 16.84619 F-statistic 264.6047 Durbin-Watson stat 1.681086 Prob(F-statistic) 0.000000 Dependent Variable: SL Method: Least Squares Date: 03/16/13 Time: 20:19 Sample: 1996 2011 Included observations: 16 Variable Coefficient Std. Error t-Statistic Prob. C -3101.656 40148.86 -0.077254 0.9395 DT 5.096018 5.440674 0.936652 0.3648 R-squared 0.058970 Mean dependent var 34489.19 Adjusted R-squared -0.008246 S.D. dependent var 4466.333 S.E. of regression 4484.711 Akaike info criterion 19.77120 Sum squared resid 2.82E+08 Schwarz criterion 19.86778 Log likelihood -156.1696 Hannan-Quinn criter. 19.77615 F-statistic 0.877317 Durbin-Watson stat 0.094912 Prob(F-statistic) 0.364815 WHITE Heteroskedasticity Test: White F-statistic 24.74651 Prob. F(5,10) 0.0000 Obs*R-squared 14.80358 Prob. Chi-Square(5) 0.0112 Scaled explained SS 10.86889 Prob. Chi-Square(5) 0.0540 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 03/16/13 Time: 20:22 Sample: 1996 2011 Included observations: 16 Variable Coefficient Std. Error t-Statistic Prob. C 21649618 5871116. 3.687479 0.0042 DT -5487.573 1640.502 -3.345057 0.0074 DT^2 0.366544 0.109119 3.359121 0.0073 DT*NS 2.957815 2.045619 1.445926 0.1788 NS -72376.79 18908.91 -3.827656 0.0033 NS^2 566.0020 175.1842 3.230896 0.0090 R-squared 0.925224 Mean dependent var 23070.78 Adjusted R-squared 0.887836 S.D. dependent var 35536.73 S.E. of regression 11901.58 Akaike info criterion 21.88673 Sum squared resid 1.42E+09 Schwarz criterion 22.17645 Log likelihood -169.0938 Hannan-Quinn criter. 21.90156 F-statistic 24.74651 Durbin-Watson stat 1.996641 Prob(F-statistic) 0.000025 BG1 Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.842961 Prob. F(1,12) 0.3766 Obs*R-squared 1.050176 Prob. Chi-Square(1) 0.3055 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 03/16/13 Time: 20:23 Sample: 1996 2011 Included observations: 16 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C 1496.468 2248.721 0.665475 0.5183 DT -0.191848 0.293231 -0.654256 0.5253 NS -1.942707 7.661265 -0.253575 0.8041 RESID(-1) -0.454588 0.495124 -0.918129 0.3766 R-squared 0.065636 Mean dependent var 1.09E-11 Adjusted R-squared -0.167955 S.D. dependent var 156.8720 S.E. of regression 169.5347 Akaike info criterion 13.31631 Sum squared resid 344904.0 Schwarz criterion 13.50946 Log likelihood -102.5305 Hannan-Quinn criter. 13.32620 F-statistic 0.280987 Durbin-Watson stat 1.982523 Prob(F-statistic) 0.838125 BG2 Breusch-Godfrey Serial Correlation LM Test: F-statistic 0.387952 Prob. F(2,11) 0.6874 Obs*R-squared 1.054225 Prob. Chi-Square(2) 0.5903 Test Equation: Dependent Variable: RESID Method: Least Squares Date: 03/16/13 Time: 20:24 Sample: 1996 2011 Included observations: 16 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob. C 1501.870 2350.478 0.638964 0.5359 DT -0.192321 0.306350 -0.627780 0.5430 NS -1.985691 8.039501 -0.246992 0.8095 RESID(-1) -0.460738 0.529203 -0.870626 0.4026 RESID(-2) 0.025240 0.462368 0.054589 0.9574 R-squared 0.065889 Mean dependent var 1.09E-11 Adjusted R-squared -0.273788 S.D. dependent var 156.8720 S.E. of regression 177.0492 Akaike info criterion 13.44104 Sum squared resid 344810.6 Schwarz criterion 13.68247 Log likelihood -102.5283 Hannan-Quinn criter. 13.45340 F-statistic 0.193976 Durbin-Watson stat 1.992484 Prob(F-statistic) 0.936468 RAMSEY Ramsey RESET Test: F-statistic 7.372361 Prob. F(1,12) 0.0188 Log likelihood ratio 7.663051 Prob. Chi-Square(1) 0.0056 Test Equation: Dependent Variable: SL Method: Least Squares Date: 03/16/13 Time: 20:26 Sample: 1996 2011 Included observations: 16 Variable Coefficient Std. Error t-Statistic Prob. C -18600.72 5754.317 -3.232482 0.0072 DT 3.319342 0.516941 6.421121 0.0000 NS 486.0600 89.42680 5.435283 0.0002 FITTED^2 4.87E-06 1.79E-06 2.715209 0.0188 R-squared 0.999236 Mean dependent var 34489.19 Adjusted R-squared 0.999045 S.D. dependent var 4466.333 S.E. of regression 138.0384 Akaike info criterion 12.90526 Sum squared resid 228655.1 Schwarz criterion 13.09841 Log likelihood -99.24207 Hannan-Quinn criter. 12.91515 F-statistic 5230.469 Durbin-Watson stat 1.522357 Prob(F-statistic) 0.000000 0 1 2 3 4 5 6 -400 -300 -200 -100 0 100 200 300 400 Series: Residuals Sample 1996 2011 Observations 16 Mean 1.09e-11 Median -7.511949 Maximum 335.6134 Minimum -312.8604 Std. Dev. 156.8720 Skewness 0.212279 Kurtosis 3.224343 Jarque-Bera 0.153720 Probability 0.926020 . Dependent Variable: SL Method: Least Squares Date: 03/16/13 Time: 20:16 Sample: 1996 2011 Included observations: 16 Variable Coefficient. 0.000000 HỒI QUY PHỤ Dependent Variable: DT Method: Least Squares Date: 03/16/13 Time: 20:18 Sample: 1996 2011 Included observations: 16 Variable Coefficient