gretl version 1.8.0cvs Current session: 2009/03/17 11:38 ? open UE_przekrojowe_2006.gdt Read datafile /home/etpdihei/gretl/UE_przekrojowe_2006.gdt periodicity: 1, maxobs: 21, observations range: 1-21 Listing 6 variables: 0) const 1) c_2006 2) o_2006 3) i_2006 4) y_2006 5) r_2006 ? matrix D=I(21) Generated matrix D ? loop for i=5..21 > > smpl 1 $i > > series d$i=D[,$i] > > print d$i > > ols c_2006 const y_2006 r_2006 d$i > > t$i=$coeff(d$i)/$stderr(d$i) > > r$i=t$i*$sigma > > print t$i r$i > > endloop   loop: i = 5 ? smpl 1 5 Full data range: 1 - 21 (n = 21) Current sample: 1 - 5 (n = 5) ? series d5=D[,5] ? print d5 Current sample: 1 - 5 (n = 5) 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d5 Model 1: OLS estimates using the 5 observations 1-5 Dependent variable: c_2006 coefficient std. error t-ratio p-value -------------------------------------------------------- const 1107.46 525.380 2.108 0.2820 y_2006 0.572127 0.0424416 13.48 0.0471 ** r_2006 -148.580 130.753 -1.136 0.4594 d5 -599.393 166.883 -3.592 0.1729 Mean dependent var 4080.000 S.D. dependent var 944.4575 Sum squared resid 15746.84 S.E. of regression 125.4864 R-squared 0.995587 Adjusted R-squared 0.982347 F(3, 1) 75.19504 P-value(F) 0.084523 Log-likelihood -27.23209 Akaike criterion 62.46417 Schwarz criterion 60.90192 Hannan-Quinn 58.27125 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t5=$coeff(d5)/$stderr(d5) ? r5=t5*$sigma ? print t5 r5 t5 = -3.59168 r5 = -450.708 loop: i = 6 ? smpl 1 6 Full data range: 1 - 21 (n = 21) Current sample: 1 - 6 (n = 6) ? series d6=D[,6] ? print d6 Current sample: 1 - 6 (n = 6) 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d6 Model 2: OLS estimates using the 6 observations 1-6 Dependent variable: c_2006 coefficient std. error t-ratio p-value --------------------------------------------------------- const 1160.73 1384.51 0.8384 0.4901 y_2006 0.489863 0.0941977 5.200 0.0350 ** r_2006 -65.0897 339.214 -0.1919 0.8655 d6 -257.081 946.614 -0.2716 0.8114 Mean dependent var 4200.000 S.D. dependent var 894.4272 Sum squared resid 218884.2 S.E. of regression 330.8203 R-squared 0.945279 Adjusted R-squared 0.863197 F(3, 2) 11.51634 P-value(F) 0.080948 Log-likelihood -40.02725 Akaike criterion 88.05449 Schwarz criterion 87.22153 Hannan-Quinn 84.72008 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t6=$coeff(d6)/$stderr(d6) ? r6=t6*$sigma ? print t6 r6 t6 = -0.271580 r6 = -89.8441 loop: i = 7 ? smpl 1 7 Full data range: 1 - 21 (n = 21) Current sample: 1 - 7 (n = 7) ? series d7=D[,7] ? print d7 Current sample: 1 - 7 (n = 7) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d7 Model 3: OLS estimates using the 7 observations 1-7 Dependent variable: c_2006 coefficient std. error t-ratio p-value -------------------------------------------------------- const 1493.61 535.311 2.790 0.0684 * y_2006 0.493268 0.0776206 6.355 0.0079 *** r_2006 -147.795 124.228 -1.190 0.3197 d7 1533.22 738.039 2.077 0.1293 Mean dependent var 4985.714 S.D. dependent var 2233.404 Sum squared resid 226956.1 S.E. of regression 275.0492 R-squared 0.992417 Adjusted R-squared 0.984833 F(3, 3) 130.8694 P-value(F) 0.001119 Log-likelihood -46.28568 Akaike criterion 100.5714 Schwarz criterion 100.3550 Hannan-Quinn 97.89719 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t7=$coeff(d7)/$stderr(d7) ? r7=t7*$sigma ? print t7 r7 t7 = 2.07743 r7 = 571.395 loop: i = 8 ? smpl 1 8 Full data range: 1 - 21 (n = 21) Current sample: 1 - 8 (n = 8) ? series d8=D[,8] ? print d8 Current sample: 1 - 8 (n = 8) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d8 Model 4: OLS estimates using the 8 observations 1-8 Dependent variable: c_2006 coefficient std. error t-ratio p-value --------------------------------------------------------- const 1299.91 712.878 1.823 0.1423 y_2006 0.639479 0.0442690 14.45 0.0001 *** r_2006 -310.281 130.524 -2.377 0.0762 * d8 -1209.90 521.046 -2.322 0.0810 * Mean dependent var 5437.500 S.D. dependent var 2430.719 Sum squared resid 553448.9 S.E. of regression 371.9707 R-squared 0.986618 Adjusted R-squared 0.976582 F(3, 4) 98.30550 P-value(F) 0.000334 Log-likelihood -55.92944 Akaike criterion 119.8589 Schwarz criterion 120.1766 Hannan-Quinn 117.7157 ? t8=$coeff(d8)/$stderr(d8) ? r8=t8*$sigma ? print t8 r8 t8 = -2.32205 r8 = -863.736 loop: i = 9 ? smpl 1 9 Full data range: 1 - 21 (n = 21) Current sample: 1 - 9 (n = 9) ? series d9=D[,9] ? print d9 Current sample: 1 - 9 (n = 9) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d9 Model 5: OLS estimates using the 9 observations 1-9 Dependent variable: c_2006 coefficient std. error t-ratio p-value --------------------------------------------------------- const 1407.46 974.965 1.444 0.2084 y_2006 0.576303 0.0478614 12.04 6.97e-05 *** r_2006 -243.755 174.526 -1.397 0.2213 d9 2819.61 728.074 3.873 0.0117 ** Mean dependent var 6422.222 S.D. dependent var 3727.861 Sum squared resid 1299489 S.E. of regression 509.8018 R-squared 0.988311 Adjusted R-squared 0.981298 F(3, 5) 140.9221 P-value(F) 0.000030 Log-likelihood -66.23160 Akaike criterion 140.4632 Schwarz criterion 141.2521 Hannan-Quinn 138.7608 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t9=$coeff(d9)/$stderr(d9) ? r9=t9*$sigma ? print t9 r9 t9 = 3.87270 r9 = 1974.31 loop: i = 10 ? smpl 1 10 Full data range: 1 - 21 (n = 21) Current sample: 1 - 10 (n = 10) ? series d10=D[,10] ? print d10 Current sample: 1 - 10 (n = 10) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d10 Model 6: OLS estimates using the 10 observations 1-10 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 604.733 1739.25 0.3477 0.7399 y_2006 0.698230 0.0658112 10.61 4.13e-05 *** r_2006 -268.595 318.407 -0.8436 0.4313 d10 -1859.98 1259.65 -1.477 0.1902 Mean dependent var 7110.000 S.D. dependent var 4133.185 Sum squared resid 5197388 S.E. of regression 930.7155 R-squared 0.966196 Adjusted R-squared 0.949293 F(3, 6) 57.16395 P-value(F) 0.000083 Log-likelihood -79.99479 Akaike criterion 167.9896 Schwarz criterion 169.1999 Hannan-Quinn 166.6618 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t10=$coeff(d10)/$stderr(d10) ? r10=t10*$sigma ? print t10 r10 t10 = -1.47659 r10 = -1374.29 loop: i = 11 ? smpl 1 11 Full data range: 1 - 21 (n = 21) Current sample: 1 - 11 (n = 11) ? series d11=D[,11] ? print d11 Current sample: 1 - 11 (n = 11) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d11 Model 7: OLS estimates using the 11 observations 1-11 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 953.166 1862.79 0.5117 0.6246 y_2006 0.640069 0.0569941 11.23 9.91e-06 *** r_2006 -241.082 343.617 -0.7016 0.5056 d11 -1042.52 1297.78 -0.8033 0.4482 Mean dependent var 7827.273 S.D. dependent var 4586.304 Sum squared resid 7086052 S.E. of regression 1006.128 R-squared 0.966312 Adjusted R-squared 0.951874 F(3, 7) 66.92915 P-value(F) 0.000016 Log-likelihood -89.17491 Akaike criterion 186.3498 Schwarz criterion 187.9414 Hannan-Quinn 185.3466 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t11=$coeff(d11)/$stderr(d11) ? r11=t11*$sigma ? print t11 r11 t11 = -0.803314 r11 = -808.236 loop: i = 12 ? smpl 1 12 Full data range: 1 - 21 (n = 21) Current sample: 1 - 12 (n = 12) ? series d12=D[,12] ? print d12 Current sample: 1 - 12 (n = 12) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d12 Model 8: OLS estimates using the 12 observations 1-12 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 1279.69 1777.14 0.7201 0.4920 y_2006 0.613848 0.0456737 13.44 9.00e-07 *** r_2006 -261.893 334.957 -0.7819 0.4568 d12 -2005.48 1230.33 -1.630 0.1417 Mean dependent var 8475.000 S.D. dependent var 4914.935 Sum squared resid 7739298 S.E. of regression 983.5712 R-squared 0.970875 Adjusted R-squared 0.959952 F(3, 8) 88.89117 P-value(F) 1.75e-06 Log-likelihood -97.28875 Akaike criterion 202.5775 Schwarz criterion 204.5171 Hannan-Quinn 201.8594 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t12=$coeff(d12)/$stderr(d12) ? r12=t12*$sigma ? print t12 r12 t12 = -1.63004 r12 = -1603.26 loop: i = 13 ? smpl 1 13 Full data range: 1 - 21 (n = 21) Current sample: 1 - 13 (n = 13) ? series d13=D[,13] ? print d13 Current sample: 1 - 13 (n = 13) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d13 Model 9: OLS estimates using the 13 observations 1-13 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 1663.31 1916.80 0.8678 0.4081 y_2006 0.574924 0.0423671 13.57 2.68e-07 *** r_2006 -264.485 364.486 -0.7256 0.4865 d13 -1101.10 1256.00 -0.8767 0.4035 Mean dependent var 9053.846 S.D. dependent var 5147.753 Sum squared resid 10309734 S.E. of regression 1070.292 R-squared 0.967579 Adjusted R-squared 0.956772 F(3, 9) 89.53167 P-value(F) 5.08e-07 Log-likelihood -106.7399 Akaike criterion 221.4798 Schwarz criterion 223.7396 Hannan-Quinn 221.0154 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t13=$coeff(d13)/$stderr(d13) ? r13=t13*$sigma ? print t13 r13 t13 = -0.876671 r13 = -938.294 loop: i = 14 ? smpl 1 14 Full data range: 1 - 21 (n = 21) Current sample: 1 - 14 (n = 14) ? series d14=D[,14] ? print d14 Current sample: 1 - 14 (n = 14) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d14 Model 10: OLS estimates using the 14 observations 1-14 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 1848.65 1882.93 0.9818 0.3494 y_2006 0.558744 0.0376918 14.82 3.92e-08 *** r_2006 -270.834 360.172 -0.7520 0.4694 d14 -2379.10 1214.32 -1.959 0.0785 * Mean dependent var 9492.857 S.D. dependent var 5211.447 Sum squared resid 11190130 S.E. of regression 1057.834 R-squared 0.968306 Adjusted R-squared 0.958798 F(3, 10) 101.8395 P-value(F) 8.54e-08 Log-likelihood -115.0055 Akaike criterion 238.0111 Schwarz criterion 240.5673 Hannan-Quinn 237.7744 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t14=$coeff(d14)/$stderr(d14) ? r14=t14*$sigma ? print t14 r14 t14 = -1.95920 r14 = -2072.51 loop: i = 15 ? smpl 1 15 Full data range: 1 - 21 (n = 21) Current sample: 1 - 15 (n = 15) ? series d15=D[,15] ? print d15 Current sample: 1 - 15 (n = 15) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d15 Model 11: OLS estimates using the 15 observations 1-15 Dependent variable: c_2006 coefficient std. error t-ratio p-value ---------------------------------------------------------- const 2264.70 2098.47 1.079 0.3036 y_2006 0.528916 0.0386739 13.68 3.00e-08 *** r_2006 -295.737 403.726 -0.7325 0.4792 d15 -390.192 1336.95 -0.2919 0.7758 Mean dependent var 10006.67 S.D. dependent var 5401.781 Sum squared resid 15485414 S.E. of regression 1186.493 R-squared 0.962093 Adjusted R-squared 0.951755 F(3, 11) 93.06098 P-value(F) 4.23e-08 Log-likelihood -125.1393 Akaike criterion 258.2785 Schwarz criterion 261.1107 Hannan-Quinn 258.2484 Excluding the constant, p-value was highest for variable 16 (d15) ? t15=$coeff(d15)/$stderr(d15) ? r15=t15*$sigma ? print t15 r15 t15 = -0.291853 r15 = -346.281 loop: i = 16 ? smpl 1 16 Full data range: 1 - 21 (n = 21) Current sample: 1 - 16 (n = 16) ? series d16=D[,16] ? print d16 Current sample: 1 - 16 (n = 16) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d16 Model 12: OLS estimates using the 16 observations 1-16 Dependent variable: c_2006 coefficient std. error t-ratio p-value ---------------------------------------------------------- const 2329.31 2005.64 1.161 0.2681 y_2006 0.524719 0.0345047 15.21 3.32e-09 *** r_2006 -300.198 387.754 -0.7742 0.4538 d16 1301.44 1288.47 1.010 0.3324 Mean dependent var 10562.50 S.D. dependent var 5672.492 Sum squared resid 15605324 S.E. of regression 1140.370 R-squared 0.967668 Adjusted R-squared 0.959585 F(3, 12) 119.7161 P-value(F) 3.30e-09 Log-likelihood -133.0273 Akaike criterion 274.0546 Schwarz criterion 277.1449 Hannan-Quinn 274.2128 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t16=$coeff(d16)/$stderr(d16) ? r16=t16*$sigma ? print t16 r16 t16 = 1.01007 r16 = 1151.85 loop: i = 17 ? smpl 1 17 Full data range: 1 - 21 (n = 21) Current sample: 1 - 17 (n = 17) ? series d17=D[,17] ? print d17 Current sample: 1 - 17 (n = 17) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d17 Model 13: OLS estimates using the 17 observations 1-17 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 1811.23 1940.45 0.9334 0.3676 y_2006 0.538812 0.0315824 17.06 2.79e-10 *** r_2006 -219.026 379.630 -0.5769 0.5738 d17 -2363.65 1241.47 -1.904 0.0793 * Mean dependent var 10864.71 S.D. dependent var 5631.934 Sum squared resid 16932089 S.E. of regression 1141.257 R-squared 0.966636 Adjusted R-squared 0.958937 F(3, 13) 125.5480 P-value(F) 7.55e-10 Log-likelihood -141.5198 Akaike criterion 291.0395 Schwarz criterion 294.3724 Hannan-Quinn 291.3708 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t17=$coeff(d17)/$stderr(d17) ? r17=t17*$sigma ? print t17 r17 t17 = -1.90391 r17 = -2172.86 loop: i = 18 ? smpl 1 18 Full data range: 1 - 21 (n = 21) Current sample: 1 - 18 (n = 18) ? series d18=D[,18] ? print d18 Current sample: 1 - 18 (n = 18) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d18 Model 14: OLS estimates using the 18 observations 1-18 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 1977.60 2112.40 0.9362 0.3650 y_2006 0.521407 0.0329426 15.83 2.50e-10 *** r_2006 -213.950 413.680 -0.5172 0.6131 d18 -3075.29 1348.23 -2.281 0.0387 ** Mean dependent var 11111.11 S.D. dependent var 5562.891 Sum squared resid 21653391 S.E. of regression 1243.652 R-squared 0.958840 Adjusted R-squared 0.950020 F(3, 14) 108.7119 P-value(F) 6.17e-10 Log-likelihood -151.5436 Akaike criterion 311.0872 Schwarz criterion 314.6487 Hannan-Quinn 311.5783 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t18=$coeff(d18)/$stderr(d18) ? r18=t18*$sigma ? print t18 r18 t18 = -2.28098 r18 = -2836.74 loop: i = 19 ? smpl 1 19 Full data range: 1 - 21 (n = 21) Current sample: 1 - 19 (n = 19) ? series d19=D[,19] ? print d19 Current sample: 1 - 19 (n = 19) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d19 Model 15: OLS estimates using the 19 observations 1-19 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 2260.41 2385.97 0.9474 0.3585 y_2006 0.499751 0.0356916 14.00 5.11e-10 *** r_2006 -221.031 468.048 -0.4722 0.6436 d19 -2784.01 1522.79 -1.828 0.0875 * Mean dependent var 11363.16 S.D. dependent var 5516.663 Sum squared resid 29700513 S.E. of regression 1407.137 R-squared 0.945783 Adjusted R-squared 0.934939 F(3, 15) 87.22134 P-value(F) 1.01e-09 Log-likelihood -162.4511 Akaike criterion 332.9021 Schwarz criterion 336.6799 Hannan-Quinn 333.5415 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t19=$coeff(d19)/$stderr(d19) ? r19=t19*$sigma ? print t19 r19 t19 = -1.82823 r19 = -2572.56 loop: i = 20 ? smpl 1 20 Full data range: 1 - 21 (n = 21) Current sample: 1 - 20 (n = 20) ? series d20=D[,20] ? print d20 Current sample: 1 - 20 (n = 20) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d20 Model 16: OLS estimates using the 20 observations 1-20 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 2477.27 2551.50 0.9709 0.3460 y_2006 0.481424 0.0366768 13.13 5.55e-10 *** r_2006 -218.709 501.137 -0.4364 0.6684 d20 -1841.66 1686.16 -1.092 0.2909 Mean dependent var 11760.00 S.D. dependent var 5655.217 Sum squared resid 36318596 S.E. of regression 1506.623 R-squared 0.940231 Adjusted R-squared 0.929024 F(3, 16) 83.89890 P-value(F) 5.29e-10 Log-likelihood -172.4999 Akaike criterion 352.9997 Schwarz criterion 356.9826 Hannan-Quinn 353.7772 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t20=$coeff(d20)/$stderr(d20) ? r20=t20*$sigma ? print t20 r20 t20 = -1.09222 r20 = -1645.57 loop: i = 21 ? smpl 1 21 Full data range: 1 - 21 (n = 21) ? series d21=D[,21] ? print d21 Full data range: 1 - 21 (n = 21) 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 0.00000 1.00000 ? ols c_2006 const y_2006 r_2006 d21 Model 17: OLS estimates using the 21 observations 1-21 Dependent variable: c_2006 coefficient std. error t-ratio p-value ----------------------------------------------------------- const 2922.67 2532.96 1.154 0.2645 y_2006 0.465915 0.0340078 13.70 1.29e-10 *** r_2006 -268.203 501.909 -0.5344 0.6000 d21 -3068.68 1665.55 -1.842 0.0829 * Mean dependent var 12057.14 S.D. dependent var 5677.726 Sum squared resid 39026486 S.E. of regression 1515.149 R-squared 0.939469 Adjusted R-squared 0.928787 F(3, 17) 87.94868 P-value(F) 1.48e-10 Log-likelihood -181.3676 Akaike criterion 370.7352 Schwarz criterion 374.9133 Hannan-Quinn 371.6420 Excluding the constant, p-value was highest for variable 5 (r_2006) ? t21=$coeff(d21)/$stderr(d21) ? r21=t21*$sigma ? print t21 r21 t21 = -1.84244 r21 = -2791.56 Number of iterations: 17