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    Emfin

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    Kev In
    The document presents the results of a least squares regression analysis with GNP as the dependent variable and foreign exchange (FOREX) as an independent variable. It finds that FOREX has a statistically significant negative relationship with GNP, indicating that depreciation in the peso value is associated with lower GNP. Several statistical tests are also reported to validate the regression model and check for the presence of a unit root.

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    Emfin

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    Kev In
    14 views2 pages
    The document presents the results of a least squares regression analysis with GNP as the dependent variable and foreign exchange (FOREX) as an independent variable. It finds that FOREX has a statistically significant negative relationship with GNP, indicating that depreciation in the peso value is associated with lower GNP. Several statistical tests are also reported to validate the regression model and check for the presence of a unit root.

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    The document presents the results of a least squares regression analysis with GNP as the dependent variable and foreign exchange (FOREX) as an independent variable. It finds that FOREX has a statistically significant negative relationship with GNP, indicating that depreciation in the peso value is associated with lower GNP. Several statistical tests are also reported to validate the regression model and check for the presence of a unit root.

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    Attribution Non-Commercial (BY-NC)
    Download as DOCX, PDF, TXT or read online from Scribd
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    Download as docx, pdf, or txt
    14 views2 pages

    Emfin

    Uploaded by

    Kev In
    The document presents the results of a least squares regression analysis with GNP as the dependent variable and foreign exchange (FOREX) as an independent variable. It finds that FOREX has a statistically significant negative relationship with GNP, indicating that depreciation in the peso value is associated with lower GNP. Several statistical tests are also reported to validate the regression model and check for the presence of a unit root.

    Copyright:

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    of 2

    Dependent Variable: GNP

    Method: Least Squares


    Date: 03/13/11 Time: 21:00
    Sample: 2009:2 2010:4
    Included observations: 7
    Variable Coefficient Std. Error t-Statistic Prob.
    C 4065277. 598381.6 6.793787 0.0011
    FOREX -47895.05 12248.44 -3.910298 0.0113
    R-squared 0.753578 Mean dependent var 1730530.
    Adjusted R-squared 0.704294 S.D. dependent var 192179.1
    S.E. of regression 104504.8 Akaike info criterion 26.18681
    Sum squared resid 5.46E+10 Schwarz criterion 26.17136
    Log likelihood -89.65383 F-statistic 15.29043
    Durbin-Watson stat 1.753529 Prob(F-statistic) 0.011292

    Estimation Command:
    =====================
    LS GNP C FOREX

    Estimation Equation:
    =====================
    GNP = C(1) + C(2)*FOREX

    Substituted Coefficients:
    =====================
    GNP = 4065277.146 - 47895.05326*FOREX

    ( baka ang ibig sabihin ng (-) dyang pag


    nagdepreciate yun value ng peso baba yun
    GNP, di ko lang sure)
    Chow breakpoint test

    Chow Breakpoint Test: 2010:1


    F-statistic 3.955818 0.144161
    Probability
    Log likelihood ratio 9.038523 0.010897
    Probability

    Ramsey reset test

    Ramsey RESET Test:


    F-statistic 0.003843 Probability 0.953546
    Log likelihood ratio 0.006721 Probability 0.934660
    Unit root test

    ADF Test Statistic -4.005760 1% -3.8877


    Critical
    Value*
    5% -3.0521
    Critical
    Value
    10% -2.6672
    Critical
    Value

    Gayahin mo nalang yun interpretation naming :D

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