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Variable: ll.totemp R-squared (uncentered): 1.000\nModel: OLS Adj. R-squared (uncentered): 1.000\nMethod: Least Squares F-statistic: 5.052e+04\nDate: Wed, 01 Jun 2022 Prob (F-statistic): 8.20e-22\nTime: 12:29:44 Log-Likelihood: -117.56\nNo. Observations: 16 AIC: 247.1\nDf Residuals: 10 BIC: 251.8\nDf Model: 6 \nCovariance Type: nonrobust \n==============================================================================\n coef std err t P|t| [0.025 0.975]\n------------------------------------------------------------------------------\nll.gnpdefl -52.9936 129.545 -0.409 0.691 -341.638 235.650\nll.gnp 0.0711 0.030 2.356 0.040 0.004 0.138\nll.unemp -0.4235 0.418 -1.014 0.335 -1.354 0.507\nll.armed -0.5726 0.279 -2.052 0.067 -1.194 0.049\nll.pop -0.4142 0.321 -1.289 0.226 -1.130 0.302\nll.year 48.4179 17.689 2.737 0.021 9.003 87.832\n==============================================================================\nOmnibus: 1.443 Durbin-Watson: 1.277\nProb(Omnibus): 0.486 Jarque-Bera (JB): 0.605\nSkew: 0.476 Prob(JB): 0.739\nKurtosis: 3.031 Cond. No. 4.56e+05\n==============================================================================\n\nNotes:\n[1] R\xb2 is computed without centering (uncentered) since the model does not contain a constant.\n[2] Standard Errors assume that the covariance matrix of the errors is correctly specified.\n[3] The condition number is large, 4.56e+05. This might indicate that there are\nstrong multicollinearity or other numerical problems.\n\nWarnings:\nkurtosistest only valid for n=20 ... continuing anyway, n=16\n\n2022 Jun 01, 06:29 (\ud83e\udd8b) /econometrics/ $ bgod\n\nBreusch-Godfrey autocorrelation test [Lags: 3]\n\u250f\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2533\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2513\n\u2503 \u2503 Breusch-Godfrey \u2503\n\u2521\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2547\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2501\u2529\n\u2502 LM-stat \u2502 10.35 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 p-value \u2502 0.02 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 f-stat \u2502 0.10 \u2502\n\u251c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u253c\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2524\n\u2502 fp-value \u2502 0.96 \u2502\n\u2514\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2534\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2500\u2518\n\nThe result 0.02 indicates no existence of autocorrelation.\n")),(0,a.kt)("hr",null))}p.isMDXComponent=!0}}]);
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