پایان نامه درمورد dependent، criterion، t-Statistic، kernel)

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statistic
-3.734742
 0.0071
Test critical values:
1% level

-3.605593

5% level

-2.936942

10% level

-2.606857

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LTFP,2)

Method: Least Squares

Date: 06/08/14 Time: 11:22

Sample (adjusted): 1351 1390

Included observations: 40 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(LTFP(-1))
-0.520419
0.139345
-3.734742
0.0006
C
0.000148
0.004224
0.035145
0.9721

R-squared
0.268503
    Mean dependent var
-0.000728
Adjusted R-squared
0.249254
    S.D. dependent var
0.030785
S.E. of regression
0.026673
    Akaike info criterion
-4.361586
Sum squared resid
0.027036
    Schwarz criterion
-4.277142
Log likelihood
89.23173
    Hannan-Quinn criter.
-4.331054
F-statistic
13.94830
    Durbin-Watson stat
1.976961
Prob(F-statistic)
0.000615

نتایج بررسی آزمون پایایی متغیر LTFP با استفاده از آزمون PP
با عرض از مبداء و روند
Null Hypothesis: D(LTFP) has a unit root

Exogenous: Constant, Linear Trend

Bandwidth: 5 (Newey-West using Bartlett kernel)

Adj. t-Stat
  Prob.*

Phillips-Perron test statistic
-3.680159
 0.0355
Test critical values:
1% level

-4.205004

5% level

-3.526609

10% level

-3.194611

*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)
 0.000648
HAC corrected variance (Bartlett kernel)
 0.000383

Phillips-Perron Test Equation

Dependent Variable: D(LTFP,2)

Method: Least Squares

Date: 06/08/14 Time: 13:00

Sample (adjusted): 1351 1390

Included observations: 40 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(LTFP(-1))
-0.558321
0.141590
-3.943216
0.0003
C
-0.009781
0.008971
-1.090317
0.2826
@TREND(1349)
0.000465
0.000371
1.252029
0.2184

R-squared
0.298235
    Mean dependent var
-0.000728
Adjusted R-squared
0.260302
    S.D. dependent var
0.030785
S.E. of regression
0.026476
    Akaike info criterion
-4.353080
Sum squared resid
0.025937
    Schwarz criterion
-4.226414
Log likelihood
90.06161
    Hannan-Quinn criter.
-4.307282
F-statistic
7.862105
    Durbin-Watson stat
1.987839
Prob(F-statistic)
0.001427

نتایج بررسی آزمون پایایی متغیر LTFP با استفاده از آزمون PP
با عرض از مبداء و بدون روند
Null Hypothesis: D(LTFP) has a unit root

Exogenous: Constant

Bandwidth: 3 (Newey-West using Bartlett kernel)

Adj. t-Stat
  Prob.*

Phillips-Perron test statistic
-3.720466
 0.0074
Test critical values:
1% level

-3.605593

5% level

-2.936942

10% level

-2.606857

*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)
 0.000676
HAC corrected variance (Bartlett kernel)
 0.000665

Phillips-Perron Test Equation

Dependent Variable: D(LTFP,2)

Method: Least Squares

Date: 06/08/14 Time: 13:02

Sample (adjusted): 1351 1390

Included observations: 40 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(LTFP(-1))
-0.520419
0.139345
-3.734742
0.0006
C
0.000148
0.004224
0.035145
0.9721

R-squared
0.268503
    Mean dependent var
-0.000728
Adjusted R-squared
0.249254
    S.D. dependent var
0.030785
S.E. of regression
0.026673
    Akaike info criterion
-4.361586
Sum squared resid
0.027036
    Schwarz criterion
-4.277142
Log likelihood
89.23173
    Hannan-Quinn criter.
-4.331054
F-statistic
13.94830
    Durbin-Watson stat
1.976961
Prob(F-statistic)
0.000615

نتایج بررسی آزمون پایایی متغیر GINI با استفاده از آزمون ADF
با عرض از مبداء و روند
Null Hypothesis: D(GINI) has a unit root

Exogenous: Constant, Linear Trend

Lag Length: 1 (Automatic based on SIC, MAXLAG=9)

t-Statistic
  Prob.*

Augmented Dickey-Fuller test statistic
-1.987553
 0.5892
Test critical values:
1% level

-4.219126

5% level

-3.533083

10% level

-3.198312

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(GINI,2)

Method: Least Squares

Date: 06/08/14 Time: 12:19

Sample (adjusted): 1352 1389

Included observations: 38 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(GINI(-1))
-0.372301
0.187316
-1.987553
0.0550
D(GINI(-1),2)
-0.380889
0.162192
-2.348378
0.0248
C
-0.007616
0.003876
-1.964996
0.0576
@TREND(1349)
0.000111
9.50E-05
1.173197
0.2489

R-squared
0.404311
    Mean dependent var
0.000263
Adjusted R-squared
0.351750
    S.D. dependent var
0.007880
S.E. of regression
0.006344
    Akaike info criterion
-7.183210
Sum squared resid
0.001369
    Schwarz criterion
-7.010833
Log likelihood
140.4810
    Hannan-Quinn criter.
-7.121880
F-statistic
7.692258
    Durbin-Watson stat
1.982363
Prob(F-statistic)
0.000471

نتایج بررسی آزمون پایایی متغیر GINI با استفاده از آزمون ADF
با عرض از مبداء و بدون روند
Null Hypothesis: D(GINI) has a unit root

Exogenous: Constant

Lag Length: 1 (Automatic based on SIC, MAXLAG=9)

t-Statistic
  Prob.*

Augmented Dickey-Fuller test statistic
-1.820581
 0.3652
Test critical values:
1% level

-3.615588

5% level

-2.941145

10% level

-2.609066

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(GINI,2)

Method: Least Squares

Date: 06/08/14 Time: 12:21

Sample (adjusted): 1352 1389

Included observations: 38 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(GINI(-1))
-0.338861
0.186128
-1.820581
0.0772
D(GINI(-1),2)
-0.397386
0.162448
-2.446231
0.0196
C
-0.004715
0.003001
-1.571364
0.1251

R-squared
0.380196
    Mean dependent var
0.000263
Adjusted R-squared
0.344779
    S.D. dependent var
0.007880
S.E. of regression
0.006378
    Akaike info criterion
-7.196158
Sum squared resid
0.001424
    Schwarz criterion
-7.066875
Log likelihood
139.7270
    Hannan-Quinn criter.
-7.150160
F-statistic
10.73475
    Durbin-Watson stat
1.941131
Prob(F-statistic)
0.000231

نتایج بررسی آزمون پایایی متغیر GINI با استفاده از آزمون PP
با عرض از مبداء و روند
Null Hypothesis: D(GINI) has a unit root

Exogenous: Constant, Linear Trend

Bandwidth: 3 (Newey-West using Bartlett kernel)

Adj. t-Stat
  Prob.*

Phillips-Perron test statistic
-4.130321
 0.0123
Test critical values:
1% level

-4.211868

5% level

-3.529758

10% level

-3.196411

*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)
 4.27E-05
HAC corrected variance (Bartlett kernel)
 5.04E-05

Phillips-Perron Test Equation

Dependent Variable: D(GINI,2)

Method: Least Squares

Date: 06/08/14 Time: 13:35

Sample (adjusted): 1351 1389

Included observations: 39 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(GINI(-1))
-0.643109
0.163373
-3.936445
0.0004
C
-0.011254
0.003615
-3.113289
0.0036
@TREND(1349)
9.70E-05
9.79E-05
0.991134
0.3282

R-squared
0.303049
    Mean dependent var
0.000513
Adjusted R-squared
0.264329
    S.D. dependent var
0.007930
S.E. of regression
0.006802
    Akaike info criterion
-7.069448
Sum squared resid
0.001666
    Schwarz criterion
-6.941481
Log likelihood
140.8542
    Hannan-Quinn criter.
-7.023534
F-statistic
7.826775
    Durbin-Watson stat
2.113424
Prob(F-statistic)
0.001505

نتایج بررسی آزمون پایایی متغیر GINI با استفاده از آزمون PP
با عرض از مبداء و بدون روند
Null Hypothesis: D(GINI) has a unit root

Exogenous: Constant

Bandwidth: 3 (Newey-West using Bartlett kernel)

Adj. t-Stat
  Prob.*

Phillips-Perron test statistic
-4.023145
 0.0033
Test critical values:
1% level

-3.610453

5% level

-2.938987

10% level

-2.607932

*MacKinnon (1996) one-sided p-values.

Residual variance (no correction)
 4.39E-05
HAC corrected variance (Bartlett kernel)
 5.13E-05

Phillips-Perron Test Equation

Dependent Variable: D(GINI,2)

Method: Least Squares

Date: 06/08/14 Time: 13:36

Sample (adjusted): 1351 1389

Included observations: 39 after adjustments

Variable
Coefficient
Std. Error
t-Statistic
Prob.  

D(GINI(-1))
-0.618497
0.161436
-3.831215
0.0005
C
-0.008844
0.002674
-3.307383
0.0021

R-squared
0.284031
    Mean dependent

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