Приложения:

ADF Test Statistic

-4.629466

1% Critical Value*

-3.7343

5% Critical Value

-2.9907

10% Critical Value

-2.6348

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(GDPPC,2)

Method: Least Squares

Date: 12/14/08 Time: 18:17

Sample(adjusted): 1984 2007

Included observations: 24 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(GDPPC(-1))

-0.791537

0.170978

-4.629466

0.0001

C

519.7937

127.9033

4.063959

0.0005

ADF Test Statistic

-4.098671

1% Critical Value*

-3.7343

5% Critical Value

-2.9907

10% Critical Value

-2.6348

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(INVS,2)

Method: Least Squares

Date: 12/14/08 Time: 18:19

Sample(adjusted): 1984 2007

Included observations: 24 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(INVS(-1))

-0.766706

0.187062

-4.098671

0.0005

C

0.042518

0.019316

2.201170

0.0385

ADF Test Statistic

-3.729471

1% Critical Value*

-3.7343

5% Critical Value

-2.9907

10% Critical Value

-2.6348

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(EMPL,2)

Method: Least Squares

Date: 12/14/08 Time: 18:20

Sample(adjusted): 1984 2007

Included observations: 24 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(EMPL(-1))

-0.748384

0.200668

-3.729471

0.0012

C

1.395677

0.424588

3.287132

0.0034

ADF Test Statistic

-2.521814

1% Critical Value*

-2.6603

5% Critical Value

-1.9552

10% Critical Value

-1.6228

*MacKinnon critical values for rejection of hypothesis of a unit root.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RES2)

Method: Least Squares

Date: 12/14/08 Time: 18:33

Sample(adjusted): 1983 2007

Included observations: 25 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RES2(-1)

-0.418953

0.166131

-2.521814

0.0187

R-squared

0.209474

Mean dependent var

-0.195735

Adjusted R-squared

0.209474

S.D. dependent var

251.8518

S.E. of regression

223.9253

Akaike info criterion

13.69968

Sum squared resid

1203421.

Schwarz criterion

13.74844

Log likelihood

-170.2460

Durbin-Watson stat

1.886763

Breusch-Godfrey Serial Correlation LM Test:

F-statistic

0.485123

Probability

0.623041

Obs*R-squared

1.214615

Probability

0.544816

Test Equation:

Dependent Variable: RESID

Method: Least Squares

Date: 12/14/08 Time: 18:45

Presample missing value lagged residuals set to zero.

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

-35.42629

1489.579

-0.023783

0.9813

INVS

-71.95994

452.5340

-0.159016

0.8753

EMPL

-0.167586

37.89840

-0.004422

0.9965

GDPPC(-1)

0.005666

0.111088

0.051002

0.9599

RESID(-1)

0.215085

0.231775

0.927992

0.3651

RESID(-2)

-0.120008

0.238678

-0.502805

0.6209

R-squared

0.048585

Mean dependent var

2.11E-12

Adjusted R-squared

-0.201788

S.D. dependent var

227.3390

S.E. of regression

249.2229

Akaike info criterion

14.08014

Sum squared resid

1180129.

Schwarz criterion

14.37267

Log likelihood

-170.0017

F-statistic

0.194049

Durbin-Watson stat

1.711198

Prob(F-statistic)

0.961055

ADF Test Statistic

-4.830056

1% Critical Value*

-2.6649

5% Critical Value

-1.9559

10% Critical Value

-1.6231

Dependent Variable: D(RES4)

Method: Least Squares

Sample(adjusted): 1983 2006

Included observations: 24 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RES4(-1)

-0.811918

0.168097

-4.830056

0.0001

R-squared

0.499948

Mean dependent var

21.99857

Adjusted R-squared

0.499948

S.D. dependent var

263.6220

S.E. of regression

186.4186

Akaike info criterion

13.33464

Sum squared resid

799293.5

Schwarz criterion

13.38373

Log likelihood

-159.0157

Durbin-Watson stat

1.247312

ADF Test Statistic

-5.359425

1% Critical Value*

-2.6649

5% Critical Value

-1.9559

10% Critical Value

-1.6231

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(RES3)

Sample(adjusted): 1983 2006

Included observations: 24 after adjusting endpoints

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RES3(-1)

-1.002079

0.186975

-5.359425

0.0000

R-squared

0.554108

Mean dependent var

13.57571

Adjusted R-squared

0.554108

S.D. dependent var

264.7947

S.E. of regression

176.8171

Akaike info criterion

13.22888

Sum squared resid

719078.7

Schwarz criterion

13.27797

Log likelihood

-157.7466

Durbin-Watson stat

1.415053

ADF Test Statistic

-4.206456

1% Critical Value*

-2.6968

5% Critical Value

-1.9602

10% Critical Value

-1.6251

Dependent Variable: D(RES7ECM)

Variable

Coefficient

Std. Error

t-Statistic

Prob.

RES7ECM(-1)

-0.937680

0.222914

-4.206456

0.0005

R-squared

0.495044

Mean dependent var

-6.546956

Adjusted R-squared

0.495044

S.D. dependent var

184.0428

S.E. of regression

130.7813

Akaike info criterion

12.63613

Sum squared resid

307867.4

Schwarz criterion

12.68583

Log likelihood

-119.0432

Durbin-Watson stat

2.093274

Year

GDPPC

INVS

EMPL

1982

23015

1.148986821

100.4

1982

22355

1.0036528425

100.529

1983

23154

1.053834625

100.822

1984

24601

1.293293456

105.003

1985

25391

1.2838187625

107.154

1986

26034

1.29087047625

109.601

1987

26673

1.324147725

112.439

1988

27524

1.3313362425

114.974

1989

28232

1.365422212

117.327

1990

28444

1.3196578885

118.796

1991

28021

1.21170459125

117.713

1992

28571

1.25932309875

118.488

1993

28955

1.326499665

120.259

1994

29755

1.4606892495

123.071

1995

30142

1.49469937

124.908

1996

30895

1.582491

126.72

1997

31901

1.72085602

129.572

1998

32848

1.836223525

131.476

1999

33921

1.954112019

133.501

2000

34773

2.03996221

136.901

2001

34673

1.892872597

136.939

2002

34879

1.8489884

136.481

2003

35417

1.89849273

137.729

2004

36371

2.06585954475

139.242

2005

37094

2.19746042

141.716

2007

37765

2.2686885925

144.421