Breusch-Godfrey Serial Correlation LM Test | ||||
F-statistic | 0.411178 | Prob. F (1, 15) | 0.5310 | |
Obs * R-squared | 0.560391 | Prob. Chi-Square (1) | 0.4541 | |
Test Equation: | ||||
Dependent Variable: RESID | ||||
Method: Least Squares | ||||
Date: 01/18/17 | Time: 23:09 | |||
Sample: 1995 2015 | ||||
Included observation: 21 | ||||
Presample missing value lagged redisuals set to zero. | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.009729 | 0.079408 | 0.122522 | 0.9041 |
LNX1 | −0.000677 | 0.006586 | −0.102856 | 0.9194 |
LNX2 | 0.008686 | 0.102762 | 0.084529 | 0.9338 |
X3 | −0.003383 | 0.007738 | −0.437195 | 0.6682 |
X4 | 0.000504 | 0.002245 | 0.224583 | 0.8253 |
RESID(−1) | 0.237664 | 0.370637 | 0.641232 | 0.5310 |
R-squared | 0.026681 | Mean dependent var | −3.47E−18 | |
Adjusted R-squared | −0.297759 | S.D. dependent var | 0.017179 | |
S.E. of regression | 0.019571 | Akaike info criterion | −4.794629 | |
Sum squared resid | 0.005745 | Schwarz criterion | −4.496194 | |
Log likelihood | 56.34360 | Hannan-Quinn criter. | −4.729861 | |
F-statistic | 0.082236 | Durbin-Watson stat | 1.737518 | |
Prob (F-statistic) | 0.994009 |