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ATGR Histogram

The document reports the results of a Breusch-Godfrey serial correlation LM test conducted on residual values from a regression analysis. The test results show an F-statistic of 5.006576 and an observed R-squared value of 9.646783, both of which have probability values of 0.0081 and 0.0080 respectively, indicating serial correlation is present in the residual values.

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Ivan Vuković
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19 views

ATGR Histogram

The document reports the results of a Breusch-Godfrey serial correlation LM test conducted on residual values from a regression analysis. The test results show an F-statistic of 5.006576 and an observed R-squared value of 9.646783, both of which have probability values of 0.0081 and 0.0080 respectively, indicating serial correlation is present in the residual values.

Uploaded by

Ivan Vuković
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Breusch-Godfrey Serial Correlation LM Test:

F-statistic 5.006576    Prob. F(2,127) 0.0081


Obs*R-squared 9.646783    Prob. Chi-Square(2) 0.0080

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 10/06/22 Time: 13:12
Sample: 3/01/2019 9/24/2019
Included observations: 132
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 0.007404 0.046060 0.160737 0.8726


PROMET -2.19E-08 8.75E-08 -0.250789 0.8024
CROBEX -0.082117 0.205719 -0.399169 0.6904
RESID(-1) -0.281585 0.089366 -3.150935 0.0020
RESID(-2) -0.091521 0.088652 -1.032359 0.3039

R-squared 0.073082    Mean dependent var -4.04E-17


Adjusted R-squared 0.043887    S.D. dependent var 0.459444
S.E. of regression 0.449249    Akaike info criterion 1.274664
Sum squared resid 25.63174    Schwarz criterion 1.383861
Log likelihood -79.12785    Hannan-Quinn criter. 1.319037
F-statistic 2.503288    Durbin-Watson stat 1.993061
Prob(F-statistic) 0.045548

Breusch-Godfrey Serial Correlation LM Test:


F-statistic 5.006576    Prob. F(2,127) 0.0081
Obs*R-squared 9.646783    Prob. Chi-Square(2) 0.0080

Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 10/06/22 Time: 13:12
Sample: 3/01/2019 9/24/2019
Included observations: 132
Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob.

C 0.007404 0.046060 0.160737 0.8726


PROMET -2.19E-08 8.75E-08 -0.250789 0.8024
CROBEX -0.082117 0.205719 -0.399169 0.6904
RESID(-1) -0.281585 0.089366 -3.150935 0.0020
RESID(-2) -0.091521 0.088652 -1.032359 0.3039

R-squared 0.073082    Mean dependent var -4.04E-17


Adjusted R-squared 0.043887    S.D. dependent var 0.459444
S.E. of regression 0.449249    Akaike info criterion 1.274664
Sum squared resid 25.63174    Schwarz criterion 1.383861
Log likelihood -79.12785    Hannan-Quinn criter. 1.319037
F-statistic 2.503288    Durbin-Watson stat 1.993061
Prob(F-statistic) 0.045548

ATGR PROMET CROBEX


0.09570924888 0.51112336221
ATGR 1 301734 98989
-
0.09570924888 0.05377972752
PROMET 301734 1 941778
CROBEX 0.51112336221 - 1
98989 0.05377972752
941778

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