-------------------------------------------------------------------------------------------- name: log: C:\Users\M Shahzad\Desktop\abc.log log type: text opened on: 11 Jun 2012, 00:55:28 . clear . edit . *(10 variables, 36 observations pasted into data editor) . describe Contains data obs: 36 vars: 10 size: 1,260 -------------------------------------------------------------------------------------------- storage display value variable name type format label variable label -------------------------------------------------------------------------------------------- years int %8.0g cpi float %8.0g inf float %8.0g exrt float %8.0g pop float %8.0g pcgdp_d float %8.0g pi byte %8.0g sse float %8.0g openn float %8.0g invgdp float %8.0g -------------------------------------------------------------------------------------------- Sorted by: Note: dataset has changed since last saved . list inf sse +--------------+ | inf sse | |--------------| 1. | . 18 | 2. | 50 18 | 3. | 40.6 18.9 | 4. | 71.1 18.8 | 5. | -23.9 18.8 | |--------------| 6. | -3.2 18.7 | 7. | 30.4 18.6 | 8. | 12.9 17.5 | 9. | 60.4 17.5 | 10. | 7.5 17.5 | |--------------| 11. | 11.4 17.5 | 12. | 8.9 18.1 | 13. | 15.1 18.9 | 14. | 10.6 18.9 | 15. | 9.9 18.9 | |--------------| 16. | 7.4 18.9 | 17. | 6 19 | 18. | 6.1 19 | 19. | 6.4 19.1 | 20. | 3.6 19.2 | |--------------| 21. | 3 19.2 | 22. | 5.3 19.2 | 23. | 10.2 19.2 | 24. | 2.4 19.2 | 25. | 5.4 35.2 | |--------------| 26. | 8.4 42.1 | 27. | 6.1 44.8 | 28. | 2.2 45.7 | 29. | 2 51.2 | 30. | 3.3 51.9 | |--------------| 31. | 5.7 51.3 | 32. | 9.2 47.3 | 33. | 7 47.5 | 34. | 6.8 47.7 | 35. | 9.1 47.9 | |--------------| 36. | 8 48.1 | +--------------+ . sum invgdp openn sse pi,detail invgdp ------------------------------------------------------------- Percentiles Smallest 1% .5 .5 5% .6 .6 10% 1.1 .9 Obs 36 25% 2 1.1 Sum of Wgt. 36 50% 11.85 Mean 11.90556 Largest Std. Dev. 9.948954 75% 21.7 25.7 90% 25.7 27.4 Variance 98.98168 95% 27.4 27.4 Skewness .3025167 99% 29.1 29.1 Kurtosis 1.53377 openn ------------------------------------------------------------- Percentiles Smallest 1% 1.5 1.5 5% 1.5 1.5 10% 2.6 2.4 Obs 36 25% 6.15 2.6 Sum of Wgt. 36 50% 12.25 Mean 18.01389 Largest Std. Dev. 15.92477 75% 26.6 41.9 90% 41.9 50.4 Variance 253.5984 95% 54 54 Skewness 1.181167 99% 63.1 63.1 Kurtosis 3.676836 sse ------------------------------------------------------------- Percentiles Smallest 1% 17.5 17.5 5% 17.5 17.5 10% 17.5 17.5 Obs 36 25% 18.75 17.5 Sum of Wgt. 36 50% 19.05 Mean 27.98056 Largest Std. Dev. 13.69563 75% 45.25 48.1 90% 48.1 51.2 Variance 187.5702 95% 51.3 51.3 Skewness .7980939 99% 51.9 51.9 Kurtosis 1.738859 pi ------------------------------------------------------------- Percentiles Smallest 1% -7 -7 5% -7 -7 10% -7 -7 Obs 36 25% -5 -7 Sum of Wgt. 36 50% 6 Mean .6666667 Largest Std. Dev. 5.932959 75% 6 6 90% 6 6 Variance 35.2 95% 6 6 Skewness -.1893485 99% 8 8 Kurtosis 1.156087 . sum invgdp openn sse pi,detail invgdp ------------------------------------------------------------- Percentiles Smallest 1% .5 .5 5% .6 .6 10% 1.1 .9 Obs 36 25% 2 1.1 Sum of Wgt. 36 50% 11.85 Mean 11.90556 Largest Std. Dev. 9.948954 75% 21.7 25.7 90% 25.7 27.4 Variance 98.98168 95% 27.4 27.4 Skewness .3025167 99% 29.1 29.1 Kurtosis 1.53377 openn ------------------------------------------------------------- Percentiles Smallest 1% 1.5 1.5 5% 1.5 1.5 10% 2.6 2.4 Obs 36 25% 6.15 2.6 Sum of Wgt. 36 50% 12.25 Mean 18.01389 Largest Std. Dev. 15.92477 75% 26.6 41.9 90% 41.9 50.4 Variance 253.5984 95% 54 54 Skewness 1.181167 99% 63.1 63.1 Kurtosis 3.676836 sse ------------------------------------------------------------- Percentiles Smallest 1% 17.5 17.5 5% 17.5 17.5 10% 17.5 17.5 Obs 36 25% 18.75 17.5 Sum of Wgt. 36 50% 19.05 Mean 27.98056 Largest Std. Dev. 13.69563 75% 45.25 48.1 90% 48.1 51.2 Variance 187.5702 95% 51.3 51.3 Skewness .7980939 99% 51.9 51.9 Kurtosis 1.738859 pi ------------------------------------------------------------- Percentiles Smallest 1% -7 -7 5% -7 -7 10% -7 -7 Obs 36 25% -5 -7 Sum of Wgt. 36 50% 6 Mean .6666667 Largest Std. Dev. 5.932959 75% 6 6 90% 6 6 Variance 35.2 95% 6 6 Skewness -.1893485 99% 8 8 Kurtosis 1.156087 . tsset years time variable: years, 1973 to 2008 delta: 1 unit . reg pcgdp_d pi sse openn invgdp Source | SS df MS Number of obs = 36 -------------+------------------------------ F( 4, 31) = 19.99 Model | 129.188409 4 32.2971022 Prob > F = 0.0000 Residual | 50.0915867 31 1.61585764 R-squared = 0.7206 -------------+------------------------------ Adj R-squared = 0.6845 Total | 179.279996 35 5.12228559 Root MSE = 1.2712 ------------------------------------------------------------------------------ pcgdp_d | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- pi | .2636943 .0646609 4.08 0.000 .1318174 .3955711 sse | .1378059 .0368332 3.74 0.001 .0626841 .2129278 openn | .0002059 .0314549 0.01 0.995 -.0639467 .0643585 invgdp | -.4563891 .0739414 -6.17 0.000 -.6071936 -.3055847 _cons | 6.198174 .6128818 10.11 0.000 4.948194 7.448155 ------------------------------------------------------------------------------ . test (pi=0) (sse=0) (openn=0 invgdp=0 parentheses unbalanced r(132); . test (pi=0) (sse=0) (openn=0) (invgdp=0) ( 1) pi = 0 ( 2) sse = 0 ( 3) openn = 0 ( 4) invgdp = 0 F( 4, 31) = 19.99 Prob > F = 0.0000 . qladder cpi . qladder inf . cor invgdp openn sse pi pcgdp_d (obs=36) | invgdp openn sse pi pcgdp_d -------------+--------------------------------------------- invgdp | 1.0000 openn | 0.8922 1.0000 sse | 0.8886 0.8532 1.0000 pi | 0.8091 0.6717 0.6431 1.0000 pcgdp_d | -0.7047 -0.6128 -0.5029 -0.3947 1.0000 . vce invgdp openn sse pi pcgdp_d varlist not allowed r(101); . vce Covariance matrix of coefficients of regress model e(V) | pi sse openn invgdp _cons -------------+------------------------------------------------------------ pi | .00418103 sse | .00057279 .00135669 openn | .00023796 -.00029321 .00098941 invgdp | -.00305784 -.00151708 -.00116921 .00546733 _cons | .01330429 -.01499911 .00414254 .00045788 .37562407 . qladder pop . reg pcgdp_d pi sse openn invgdp,r Linear regression Number of obs = 36 F( 4, 31) = 12.01 Prob > F = 0.0000 R-squared = 0.7206 Root MSE = 1.2712 ------------------------------------------------------------------------------ | Robust pcgdp_d | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- pi | .2636943 .0691433 3.81 0.001 .1226755 .404713 sse | .1378059 .0341018 4.04 0.000 .0682549 .2073569 openn | .0002059 .0267443 0.01 0.994 -.0543395 .0547512 invgdp | -.4563891 .0878255 -5.20 0.000 -.6355105 -.2772678 _cons | 6.198174 .5122648 12.10 0.000 5.153404 7.242945 ------------------------------------------------------------------------------ . dfuller cpi, trend lags(4) Augmented Dickey-Fuller test for unit root Number of obs = 31 ---------- Interpolated Dickey-Fuller --------- Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value ------------------------------------------------------------------------------ Z(t) 1.942 -4.325 -3.576 -3.226 ------------------------------------------------------------------------------ MacKinnon approximate p-value for Z(t) = 1.0000 . reg pcgdp_d d.pi sse openn invgdp,r Linear regression Number of obs = 35 F( 4, 30) = 13.96 Prob > F = 0.0000 R-squared = 0.6964 Root MSE = 1.1665 ------------------------------------------------------------------------------ | Robust pcgdp_d | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- pi | D1. | -.25099 .160664 -1.56 0.129 -.5791095 .0771296 | sse | .0586809 .0183658 3.20 0.003 .021173 .0961888 openn | -.0127982 .0112235 -1.14 0.263 -.0357196 .0101233 invgdp | -.1862153 .0345393 -5.39 0.000 -.2567539 -.1156768 _cons | 5.45216 .4139255 13.17 0.000 4.606812 6.297509 ------------------------------------------------------------------------------ . exit, clear