gretl version 1.9.90 Copyright Ramu Ramanathan, Allin Cottrell and Riccardo "Jack" Lucchetti This is free software with ABSOLUTELY NO WARRANTY Model 1: OLS, using observations 1-14 Dependent variable: price coefficient std. error t-ratio p-value -------------------------------------------------------- const 52.3509 37.2855 1.404 0.1857 sqft 0.138750 0.0187329 7.407 8.20e-06 *** Mean dependent var 317.4929 S.D. dependent var 88.49816 Sum squared resid 18273.57 S.E. of regression 39.02304 R-squared 0.820522 Adjusted R-squared 0.805565 F(1, 12) 54.86051 P-value(F) 8.20e-06 Log-likelihood -70.08421 Akaike criterion 144.1684 Schwarz criterion 145.4465 Hannan-Quinn 144.0501 Command has insufficient arguments erccode: 15 KPSS regression OLS, using observations 1-14 Dependent variable: sqft coefficient std. error t-ratio p-value -------------------------------------------------------- const 1910.93 154.412 12.38 1.44e-08 *** AIC: 218.749 BIC: 219.388 HQC: 218.69 Robust estimate of variance: 836736 Sum of squares of cumulated residuals: 7.87465e+07 KPSS test for sqft T = 14 Lag truncation parameter = 3 Test statistic = 0.480161 10% 5% 1% Critical values: 0.362 0.494 0.673 Interpolated p-value 0.055 erccode: 0 Augmented Dickey-Fuller test for sqft including 3 lags of (1-L)sqft sample size 10 unit-root null hypothesis: a = 1 test with constant model: (1-L)y = b0 + (a-1)*y(-1) + ... + e lagged differences: F(3, 5) = 0.395 [0.7626] estimated value of (a - 1): 0.211237 test statistic: tau_c(1) = 1.45486 asymptotic p-value 0.9992 Augmented Dickey-Fuller regression OLS, using observations 5-14 (n = 10) Dependent variable: d_sqft coefficient std. error t-ratio p-value -------------------------------------------------------- const -201.058 237.805 -0.8455 0.4364 sqft_1 0.211237 0.145194 1.455 0.9992 d_sqft_1 -0.0589726 0.397617 -0.1483 0.8879 d_sqft_2 -0.235099 0.405146 -0.5803 0.5869 d_sqft_3 -0.348665 0.394511 -0.8838 0.4173 AIC: 127.754 BIC: 129.267 HQC: 126.094 with constant and trend model: (1-L)y = b0 + b1*t + (a-1)*y(-1) + ... + e lagged differences: F(3, 4) = 20.327 [0.0070] estimated value of (a - 1): -2.21883 test statistic: tau_ct(1) = -1.95649 asymptotic p-value 0.6244 Augmented Dickey-Fuller regression OLS, using observations 5-14 (n = 10) Dependent variable: d_sqft coefficient std. error t-ratio p-value ------------------------------------------------------- const 1554.92 835.433 1.861 0.1362 sqft_1 -2.21883 1.13409 -1.956 0.6244 d_sqft_1 1.59637 0.826248 1.932 0.1255 d_sqft_2 1.68690 0.944445 1.786 0.1486 d_sqft_3 0.963301 0.679300 1.418 0.2291 time 260.392 120.944 2.153 0.0977 * AIC: 122.058 BIC: 123.874 HQC: 120.067 erccode: 0 erccode: 39 oooga: 121.000000