|_* |_* Estimation of Almon distributed lags |_* |_TIME 1952 4 |_SAMPLE 1952.1 1986.4 |_READ (KOPCKE) DATE JS JE F IS IE /SKIPLINES=1 6 VARIABLES AND 140 OBSERVATIONS STARTING AT OBS 1 |_GENR FJE=F/JE |_* |_* Estimate unrestricted lag structure |_* |_OLS IE FJE(0.8) LAG FOR FJE RANGE = 0 8 ORDER= 0 ENDCON=0 REQUIRED MEMORY IS PAR= 31 CURRENT PAR= 500 OLS ESTIMATION 132 OBSERVATIONS DEPENDENT VARIABLE= IE ...NOTE..SAMPLE RANGE SET TO: 9, 140 R-SQUARE = 0.9464 R-SQUARE ADJUSTED = 0.9424 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.31028E+09 STANDARD ERROR OF THE ESTIMATE-SIGMA = 17615. SUM OF SQUARED ERRORS-SSE= 0.37854E+11 MEAN OF DEPENDENT VARIABLE = 0.16547E+06 LOG OF THE LIKELIHOOD FUNCTION = -1472.60 TESTS ON LAGGED COEFFICIENTS VARIABLE SUM(COEFS) STD ERROR T-RATIO P-VALUE | MEAN LAG| JOINT-F P-VALUE FJE 1.0696 0.234E-01 45.8 0.000 | 2.611 | 239. 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 122 DF P-VALUE CORR. COEFFICIENT AT MEANS FJE 0.37765 0.1675 2.255 0.026 0.200 0.3483 0.5198 FJE 0.54505E-01 0.2604 0.2093 0.835 0.019 0.0505 0.0744 FJE 0.11336 0.2610 0.4343 0.665 0.039 0.1052 0.1536 FJE 0.12383 0.2610 0.4744 0.636 0.043 0.1152 0.1666 FJE 0.18247 0.2629 0.6940 0.489 0.063 0.1697 0.2437 FJE 0.12046 0.2656 0.4536 0.651 0.041 0.1116 0.1595 FJE 0.18707E-01 0.2650 0.7059E-01 0.944 0.006 0.0173 0.0246 FJE -0.66356E-01 0.2631 -0.2522 0.801-0.023 -0.0612 -0.0863 FJE 0.14495 0.1686 0.8597 0.392 0.078 0.1334 0.1870 CONSTANT -73277. 5426. -13.51 0.000-0.774 0.0000 -0.4428 |_* |_* Estimate linear distributed lag |_OLS IE FJE(0.8,1) LAG FOR FJE RANGE = 0 8 ORDER= 1 ENDCON=0 REQUIRED MEMORY IS PAR= 31 CURRENT PAR= 500 OLS ESTIMATION 132 OBSERVATIONS DEPENDENT VARIABLE= IE ...NOTE..SAMPLE RANGE SET TO: 9, 140 F TEST ON RESTRICTIONS= 0.24436 WITH 7 AND 122 DF P-VALUE= 0.97312 R-SQUARE = 0.9456 R-SQUARE ADJUSTED = 0.9448 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.29756E+09 STANDARD ERROR OF THE ESTIMATE-SIGMA = 17250. SUM OF SQUARED ERRORS-SSE= 0.38385E+11 MEAN OF DEPENDENT VARIABLE = 0.16547E+06 LOG OF THE LIKELIHOOD FUNCTION = -1473.52 TESTS ON LAGGED COEFFICIENTS VARIABLE SUM(COEFS) STD ERROR T-RATIO P-VALUE | MEAN LAG| JOINT-F P-VALUE FJE 1.0660 0.226E-01 47.2 0.000 | 2.643 | 0.112E+04 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 129 DF P-VALUE CORR. COEFFICIENT AT MEANS FJE 0.21488 0.2558E-01 8.402 0.000 0.595 0.1982 0.2957 FJE 0.19077 0.1925E-01 9.911 0.000 0.658 0.1768 0.2604 FJE 0.16666 0.1296E-01 12.86 0.000 0.750 0.1547 0.2259 FJE 0.14256 0.6823E-02 20.89 0.000 0.879 0.1326 0.1918 FJE 0.11845 0.2511E-02 47.17 0.000 0.972 0.1102 0.1582 FJE 0.94340E-01 0.6870E-02 13.73 0.000 0.771 0.0874 0.1249 FJE 0.70232E-01 0.1301E-01 5.399 0.000 0.429 0.0649 0.0922 FJE 0.46125E-01 0.1930E-01 2.390 0.018 0.206 0.0425 0.0600 FJE 0.22017E-01 0.2563E-01 0.8592 0.392 0.075 0.0203 0.0284 CONSTANT -72402. 5247. -13.80 0.000-0.772 0.0000 -0.4376 ..INPUT FILE COMPLETED..TYPE A NEW COMMAND OR TYPE: STOP TYPE COMMAND