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    Coefficient Std. Error T-Ratio P-Value

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    ferhat45
    This document summarizes the results of an OLS regression model using observations from 1980-1998 with M2 as the dependent variable and GDP and CPI as independent variables. The model shows M2=51.6286 + 0.26636*GDP + 11.7911*CPI with high R-squared and coefficients significant at the 5% level. Residuals are normally distributed based on the normality test.

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    Coefficient Std. Error T-Ratio P-Value

    Uploaded by

    ferhat45
    20 views1 page
    This document summarizes the results of an OLS regression model using observations from 1980-1998 with M2 as the dependent variable and GDP and CPI as independent variables. The model shows M2=51.6286 + 0.26636*GDP + 11.7911*CPI with high R-squared and coefficients significant at the 5% level. Residuals are normally distributed based on the normality test.

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    OLS Estimation

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    This document summarizes the results of an OLS regression model using observations from 1980-1998 with M2 as the dependent variable and GDP and CPI as independent variables. The model shows M2=51.6286 + 0.26636*GDP + 11.7911*CPI with high R-squared and coefficients significant at the 5% level. Residuals are normally distributed based on the normality test.

    Copyright:

    © All Rights Reserved
    Download as RTF, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as rtf, pdf, or txt
    20 views1 page

    Coefficient Std. Error T-Ratio P-Value

    Uploaded by

    ferhat45
    This document summarizes the results of an OLS regression model using observations from 1980-1998 with M2 as the dependent variable and GDP and CPI as independent variables. The model shows M2=51.6286 + 0.26636*GDP + 11.7911*CPI with high R-squared and coefficients significant at the 5% level. Residuals are normally distributed based on the normality test.

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    of 1

    Model 1: OLS, using observations 1980-1998 (T = 19)

    Dependent variable: M2
    const
    GDP
    CPI
    Mean dependent var
    Sum squared resid
    R-squared
    F(2, 16)
    Log-likelihood
    Schwarz criterion
    rho

    Coefficient
    51.6286
    0.26636
    11.7911

    Std. Error
    623.275
    0.169615
    12.3061

    2996.389
    383062.8
    0.966291
    229.3219
    121.1192
    251.0718
    0.810626

    t-ratio
    0.0828
    1.5704
    0.9582

    S.D. dependent var


    S.E. of regression
    Adjusted R-squared
    P-value(F)
    Akaike criterion
    Hannan-Quinn
    Durbin-Watson

    p-value
    0.93501
    0.13589
    0.35224
    794.5525
    154.7302
    0.962077
    1.67e-12
    248.2385
    248.7180
    0.320041

    Test for normality of residual Null hypothesis: error is normally distributed


    Test statistic: Chi-square(2) = 4.91164
    with p-value = 0.0857929
    M2=51.6286 + 0.26636*gdp + 11.7911*cp (GDP ve CPI nndeki katsaylar M2 y aklama
    katsaytlardr).
    R2 olduka yksek.
    P value deerleri 0.05 den buyuk yani deerler tutarl.
    Model dorusaldr.normality test >> 0.0858>0.05

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