Dependent Variable: Y(1) |
|
| ||
Method: Least Squares |
|
| ||
Sample (adjusted): 2011Q3 2016Q3 |
| |||
Included observations: 21 after adjustments |
| |||
Convergence achieved after 6 iterations |
| |||
Y(+1)=Y*EXP(C(1)-C(2)*Y-C(3)*X) |
| |||
| Coefficient | Std. Error | t-Statistic | Prob. |
C(1) | 0.614917 | 0.406481 | 1.512782 | 0.1477 |
C(2) | 1.441794 | 1.180727 | 1.221107 | 0.2378 |
C(3) | 0.539741 | 0.925887 | 0.582945 | 0.5672 |
R-squared | 0.301750 | Mean dependent var | 0.211857 | |
Adjusted R-squared | 0.224167 | S.D. dependent var | 0.037155 | |
S.E. of regression | 0.032727 | Akaike info criterion | -3.869666 | |
Sum squared resid | 0.019279 | Schwarz criterion | -3.720448 | |
Log likelihood | 43.63149 | Hannan-Quinn criter. | -3.837282 | |
Durbin-Watson stat | 2.705647 |
|
|
|