Dependent Variable: UNRATE

Method: Least Squares

Date: 11/11/17 Time: 18:34
Sample (adjusted): 1961 1999
Included observations: 39 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -2.572364 2.074659 -1.239897 0.2233

COMPENS 0.134887 0.065160 2.070096 0.0459
DUNRATE 0.755425 0.106112 7.119134 0.0000
PRODUC -0.095011 0.045001 -2.111324 0.0420

R-squared 0.672701 Mean dependent var 6.015385

Adjusted R-squared 0.644647 S.D. dependent var 1.500270
S.E. of regression 0.894334 Akaike info criterion 2.711439
Sum squared resid 27.99415 Schwarz criterion 2.882061
Log likelihood -48.87307 Hannan-Quinn criter. 2.772657
F-statistic 23.97860 Durbin-Watson stat 1.552654
Prob(F-statistic) 0.000000

1- How many independent variables are there in this model

COMPENS DUNRATE PRODUC

2-which variables have significant impact on dependent variable

The Compensation prob value is (0.0459) that is <0.05 and has significant impact on dependent variable Unrate and its
Coefficient value is (0.134887) that has positive influence.

3- Which model has been run to test the above results

Multiple liner regression.

4- write down the model of above results

Unemployment rate = a +b1compens + b2Dunrate + b3produc+ e

Null Hypothesis: D(COMPENS) has a unit root

Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=9)

t-Statistic Prob.*

Augmented Dickey-Fuller test statistic -4.212553 0.0020

Test critical values: 1% level -3.615588
5% level -2.941145
10% level -2.609066

*MacKinnon (1996) one-sided p-values.

1- What is the Null and Alternative hypotheses of the above result.

H0 : Data is not stationary
H1 : Data is stationary
2- Is the above variable stationary or non stationary
The variable is stationary because its prob value (0.0020) that is less than 0.05.