--------------------------------------------------------------------------------------------------------- log: D:\My Documents\My Downloads\Econ 170\chapter 12, question 4.log log type: text opened on: 9 Nov 2005, 22:30:39 . use "E:\Schmidt\(02) Stata Format\money.dta", clear . regress futurechangem1 changefedexp unemployment Source | SS df MS Number of obs = 170 -------------+------------------------------ F( 2, 167) = 17.75 Model | 2607.93272 2 1303.96636 Prob > F = 0.0000 Residual | 12267.4176 167 73.4575905 R-squared = 0.1753 -------------+------------------------------ Adj R-squared = 0.1654 Total | 14875.3503 169 88.0198245 Root MSE = 8.5707 ------------------------------------------------------------------------------ futurechan~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- changefedexp | .1354642 .0514455 2.63 0.009 .0338968 .2370315 unemployment | 2.131898 .4494916 4.74 0.000 1.24448 3.019317 _cons | -7.96164 2.700643 -2.95 0.004 -13.29344 -2.629839 ------------------------------------------------------------------------------ . gen n=_n . tsset n time variable: n, 1 to 172 . dwstat Durbin-Watson d-statistic( 3, 170) = .7927292 . regress d. futurechangem1 d. changefedexp d. unemployment Source | SS df MS Number of obs = 170 -------------+------------------------------ F( 2, 167) = 17.75 Model | 2607.93272 2 1303.96636 Prob > F = 0.0000 Residual | 12267.4176 167 73.4575905 R-squared = 0.1753 -------------+------------------------------ Adj R-squared = 0.1654 Total | 14875.3503 169 88.0198245 Root MSE = 8.5707 ------------------------------------------------------------------------------ futurechan~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- changefedexp | .1354642 .0514455 2.63 0.009 .0338968 .2370315 unemployment | 2.131898 .4494916 4.74 0.000 1.24448 3.019317 _cons | -7.96164 2.700643 -2.95 0.004 -13.29344 -2.629839 ------------------------------------------------------------------------------ . regress futurechangem1 changefedexp unemployment changem1 Source | SS df MS Number of obs = 170 -------------+------------------------------ F( 3, 166) = 55.01 Model | 7416.02415 3 2472.00805 Prob > F = 0.0000 Residual | 7459.32619 166 44.9356999 R-squared = 0.4985 -------------+------------------------------ Adj R-squared = 0.4895 Total | 14875.3503 169 88.0198245 Root MSE = 6.7034 ------------------------------------------------------------------------------ futurechan~1 | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- changefedexp | .0654351 .0408025 1.60 0.111 -.0151236 .1459938 unemployment | .7964278 .3745161 2.13 0.035 .056999 1.535857 changem1 | .6216509 .0600974 10.34 0.000 .502997 .7403047 _cons | -3.064927 2.164643 -1.42 0.159 -7.338706 1.208852 ------------------------------------------------------------------------------ . log close log: D:\My Documents\My Downloads\Econ 170\chapter 12, question 4.log log type: text closed on: 9 Nov 2005, 22:35:37 ---------------------------------------------------------------------------------------------------------