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KEY

LNRGDP = Natural Logarithm Real Gross domestic Product


LNDES = Natural Logarithm Total Debt Servicing as a Ratio of Export Earning
LNDI = Natural Logarithm Domestic Investment
LNEDGDP = Natural Logarithm Total External Debt as percentage of GDP
LNRER = Natural Logarithm Real Exchange Rate
LNIR = Natural Logarithm Inflation Rate
LTOT = Natural Logarithm of Term of Trade
lnRGDPt = β0 + β1 lnDES +β2 lnDI + β3 lnEDGDP + β4 lnRER+ β5 lnIR + β6 lnTOT + εt
A) CO INTEGRATION TEST
Date: 05/29/20 Time: 00:22
Sample (adjusted): 3 19
Included observations: 17 after adjustments
Trend assumption: Linear deterministic trend
Series: LNDES LNDI LNEDGDP LNRER 
Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized Trace 0.05


No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.963806  98.02586  47.85613  0.0000


At most 1 *  0.845574  41.60517  29.79707  0.0014
At most 2  0.412640  9.848498  15.49471  0.2926
At most 3  0.046108  0.802491  3.841466  0.3703

 Trace test indicates 2 cointegrating eqn(s) at the 0.05 level


 * denotes rejection of the hypothesis at the 0.05 level
 **MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized Max-Eigen 0.05


No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.963806  56.42069  27.58434  0.0000


At most 1 *  0.845574  31.75667  21.13162  0.0011
At most 2  0.412640  9.046007  14.26460  0.2823
At most 3  0.046108  0.802491  3.841466  0.3703

 Max-eigenvalue test indicates 2 cointegrating eqn(s) at the 0.05 level


 * denotes rejection of the hypothesis at the 0.05 level
 **MacKinnon-Haug-Michelis (1999) p-values

 Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): 

LNDES LNDI LNEDGDP LNRER


-0.000179 -0.000843 -0.000161  0.105746
-0.000319 -0.001364  0.001220  0.386936
 0.000729  0.002339 -0.002867 -0.084819
 0.001058  0.000561 -0.002284 -0.252563

 Unrestricted Adjustment Coefficients (alpha): 

D(LNDES) -1896.877  810.8457 -308.5662 -25.90666


D(LNDI)  1280.523 -157.5684 -335.1915  7.464650
D(LNEDGDP) -1529.830  322.2615 -286.0068  48.62800
D(LNRER)  0.014946 -0.501456 -0.159345 -0.101441

1 Cointegrating Equation(s):  Log likelihood -413.1946

Normalized cointegrating coefficients (standard error in parentheses)


LNDES LNDI LNEDGDP LNRER
 1.000000  4.697565  0.896203 -589.3872
 (0.62577)  (0.42225)  (106.745)

Adjustment coefficients (standard error in parentheses)


D(LNDES)  0.340332
 (0.05821)
D(LNDI) -0.229747
 (0.03266)
D(LNEDGDP)  0.274477
 (0.03670)
D(LNRER) -2.68E-06
 (4.1E-05)

2 Cointegrating Equation(s):  Log likelihood -397.3163

Normalized cointegrating coefficients (standard error in parentheses)


LNDES LNDI LNEDGDP LNRER
 1.000000  0.000000 -52.42708 -7643.346
 (5.49695)  (1763.63)
 0.000000  1.000000  11.35126  1501.620
 (1.21122)  (388.606)

Adjustment coefficients (standard error in parentheses)


D(LNDES)  0.082045  0.492970
 (0.07798)  (0.34196)
D(LNDI) -0.179555 -0.864375
 (0.06424)  (0.28168)
D(LNEDGDP)  0.171824  0.849902
 (0.06580)  (0.28856)
D(LNRER)  0.000157  0.000671
 (6.3E-05)  (0.00028)

3 Cointegrating Equation(s):  Log likelihood -392.7933

Normalized cointegrating coefficients (standard error in parentheses)


LNDES LNDI LNEDGDP LNRER
 1.000000  0.000000  0.000000  4112.097
 (813.550)
 0.000000  1.000000  0.000000 -1043.612
 (178.257)
 0.000000  0.000000  1.000000  224.2246
 (42.5889)

Adjustment coefficients (standard error in parentheses)


D(LNDES) -0.142969 -0.228616  2.179262
 (0.15658)  (0.54422)  (0.59896)
D(LNDI) -0.423984 -1.648225  0.562963
 (0.11725)  (0.40752)  (0.44851)
D(LNEDGDP) -0.036738  0.181072  1.459344
 (0.12888)  (0.44795)  (0.49300)
D(LNRER)  4.09E-05  0.000299 -0.000157
 (0.00014)  (0.00047)  (0.00052)
Date: 05/29/20 Time: 00:25
Sample (adjusted): 3 19
Included observations: 17 after adjustments
Trend assumption: Linear deterministic trend
Series: LNRGDP LNRI LNTOT 
Lags interval (in first differences): 1 to 1

Unrestricted Cointegration Rank Test (Trace)

Hypothesized Trace 0.05


No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.830527  39.15072  29.79707  0.0032


At most 1  0.348791  8.974649  15.49471  0.3677
At most 2  0.094253  1.682926  3.841466  0.1945

 Trace test indicates 1 cointegrating eqn(s) at the 0.05 level


 * denotes rejection of the hypothesis at the 0.05 level
 **MacKinnon-Haug-Michelis (1999) p-values

Unrestricted Cointegration Rank Test (Maximum Eigenvalue)

Hypothesized Max-Eigen 0.05


No. of CE(s) Eigenvalue Statistic Critical Value Prob.**

None *  0.830527  30.17607  21.13162  0.0020


At most 1  0.348791  7.291722  14.26460  0.4552
At most 2  0.094253  1.682926  3.841466  0.1945

 Max-eigenvalue test indicates 1 cointegrating eqn(s) at the 0.05 level


 * denotes rejection of the hypothesis at the 0.05 level
 **MacKinnon-Haug-Michelis (1999) p-values

 Unrestricted Cointegrating Coefficients (normalized by b'*S11*b=I): 

LNRGDP LNRI LNTOT


 5.26E-06 -0.103657  0.000187
-6.30E-06 -0.013775 -1.73E-05
 5.28E-06  0.001662  0.000308

 Unrestricted Adjustment Coefficients (alpha): 

D(LNRGDP) -620.1668 -9485.176 -2591.488


D(LNRI)  18.71899 -1.486827 -1.331987
D(LNTOT) -2490.270  1543.869 -2248.223

1 Cointegrating Equation(s):  Log likelihood -428.3719

Normalized cointegrating coefficients (standard error in parentheses)


LNRGDP LNRI LNTOT
 1.000000 -19719.23  35.53432
 (2329.15)  (5.68883)

Adjustment coefficients (standard error in parentheses)


D(LNRGDP) -0.003260
 (0.02754)
D(LNRI)  9.84E-05
 (1.5E-05)
D(LNTOT) -0.013091
 (0.01192)

2 Cointegrating Equation(s):  Log likelihood -424.7261

Normalized cointegrating coefficients (standard error in parentheses)


LNRGDP LNRI LNTOT
 1.000000  0.000000  6.017857
 (12.4659)
 0.000000  1.000000 -0.001497
 (0.00068)

Adjustment coefficients (standard error in parentheses)


D(LNRGDP)  0.056480  194.9465
 (0.03664)  (466.969)
D(LNRI)  0.000108 -1.919879
 (2.3E-05)  (0.29337)
D(LNTOT) -0.022814  236.8674
 (0.01824)  (232.538)

B) CVM
Vector Autoregression Estimates
Date: 05/29/20 Time: 00:54
Sample (adjusted): 3 19
Included observations: 17 after adjustments
Standard errors in ( ) & t-statistics in [ ]

LNDES LNDI LNEDGDP LNRER LNRGDP LNRI LNTOT

LNDES(-1)  1.894705 -1.139742  0.956905 -0.001246 -18.95478  0.001988  6.540686


 (0.70616)  (1.13841)  (0.44725)  (0.00035)  (14.1483)  (0.01293)  (13.4443)
[ 2.68310] [-1.00117] [ 2.13951] [-3.52615] [-1.33972] [ 0.15376] [ 0.48650]

LNDES(-2) -1.184376  0.812481 -0.852816  0.000751  19.73236 -0.007719 -2.952787


 (0.54124)  (0.87253)  (0.34280)  (0.00027)  (10.8440)  (0.00991)  (10.3044)
[-2.18827] [ 0.93118] [-2.48780] [ 2.77275] [ 1.81966] [-0.77915] [-0.28656]

LNDI(-1) -0.947662  0.248285 -0.639391 -0.000382 -7.237965  0.001976  0.365272


 (0.32495)  (0.52385)  (0.20581)  (0.00016)  (6.51056)  (0.00595)  (6.18660)
[-2.91632] [ 0.47396] [-3.10669] [-2.34608] [-1.11173] [ 0.33223] [ 0.05904]

LNDI(-2)  0.662881 -0.984759  0.931092  0.000106 -7.565437 -0.006585 -3.162389


 (0.35169)  (0.56695)  (0.22274)  (0.00018)  (7.04619)  (0.00644)  (6.69559)
[ 1.88487] [-1.73693] [ 4.18011] [ 0.60185] [-1.07369] [-1.02289] [-0.47231]

LNEDGDP(-1) -1.985912  3.503358 -0.007794  0.001306  16.34518  0.002709 -12.27312


 (0.81395)  (1.31218)  (0.51553)  (0.00041)  (16.3080)  (0.01490)  (15.4965)
[-2.43983] [ 2.66988] [-0.01512] [ 3.20504] [ 1.00228] [ 0.18182] [-0.79199]

LNEDGDP(-2)  3.690550 -2.717039  2.042336 -0.000893 -6.361005 -0.008715  15.72542


 (1.03641)  (1.67080)  (0.65642)  (0.00052)  (20.7650)  (0.01897)  (19.7318)
[ 3.56089] [-1.62619] [ 3.11132] [-1.72246] [-0.30633] [-0.45937] [ 0.79696]

LNRER(-1) -400.6424  467.9193 -167.0495  1.000730  18754.03 -6.882322  5980.515


 (408.566)  (658.650)  (258.769)  (0.20446)  (8185.82)  (7.47878)  (7778.51)
[-0.98061] [ 0.71042] [-0.64555] [ 4.89446] [ 2.29104] [-0.92025] [ 0.76885]

LNRER(-2) -152.8499 -26.11753 -70.94539 -0.423056 -8171.460 -6.343823  1031.546


 (136.191)  (219.553)  (86.2576)  (0.06815)  (2728.65)  (2.49296)  (2592.88)
[-1.12232] [-0.11896] [-0.82248] [-6.20727] [-2.99469] [-2.54469] [ 0.39784]

LNRGDP(-1)  0.039541 -0.011665  0.029095 -5.50E-06  0.155898  0.000147 -0.456407


 (0.02710)  (0.04369)  (0.01717)  (1.4E-05)  (0.54303)  (0.00050)  (0.51601)
[ 1.45889] [-0.26697] [ 1.69491] [-0.40557] [ 0.28709] [ 0.29601] [-0.88450]

LNRGDP(-2) -0.026105  0.005320 -0.029817  2.36E-05  0.864142  0.000246  0.260134


 (0.01875)  (0.03023)  (0.01188)  (9.4E-06)  (0.37571)  (0.00034)  (0.35701)
[-1.39213] [ 0.17597] [-2.51051] [ 2.51264] [ 2.30003] [ 0.71578] [ 0.72864]

LNRI(-1) -34.46820  0.737651 -36.53282  0.038054  326.8766 -0.990022  225.6589


 (17.7220)  (28.5697)  (11.2244)  (0.00887)  (355.070)  (0.32440)  (337.402)
[-1.94493] [ 0.02582] [-3.25476] [ 4.29082] [ 0.92060] [-3.05185] [ 0.66881]

LNRI(-2) -22.85741 -16.09085 -18.94001 -0.003574 -523.3894 -0.478347 -234.6892


 (19.1574)  (30.8837)  (12.1335)  (0.00959)  (383.828)  (0.35068)  (364.730)
[-1.19314] [-0.52101] [-1.56097] [-0.37283] [-1.36360] [-1.36407] [-0.64346]

LNTOT(-1) -0.014000  0.034250 -0.023199  9.33E-05  1.072787  0.001547 -0.575299


 (0.04448)  (0.07170)  (0.02817)  (2.2E-05)  (0.89116)  (0.00081)  (0.84682)
[-0.31476] [ 0.47766] [-0.82350] [ 4.19362] [ 1.20381] [ 1.89996] [-0.67937]

LNTOT(-2)  0.054069  0.054679  0.060938  4.63E-05 -0.339082  0.001880 -1.009977


 (0.04972)  (0.08016)  (0.03149)  (2.5E-05)  (0.99619)  (0.00091)  (0.94663)
[ 1.08744] [ 0.68216] [ 1.93507] [ 1.86062] [-0.34038] [ 2.06592] [-1.06692]

C  1753.041  981.8930  2720.621  0.736727 -59785.71  64.92145 -7512.891


 (1614.99)  (2603.52)  (1022.87)  (0.80820)  (32357.1)  (29.5623)  (30747.1)
[ 1.08548] [ 0.37714] [ 2.65980] [ 0.91156] [-1.84768] [ 2.19609] [-0.24434]

R-squared  0.999859  0.995440  0.999878  0.999740  0.999930  0.956465  0.933676


Adj. R-squared  0.998868  0.963520  0.999025  0.997922  0.999441  0.651721  0.469406
Sum sq. resids  612945.3  1592965.  245879.5  0.153505  2.46E+08  205.3803  2.22E+08
S.E. equation  553.5997  892.4587  350.6276  0.277042  11091.65  10.13362  10539.75
F-statistic  1009.560  31.18558  1172.000  549.7750  2043.418  3.138587  2.011063
Log likelihood -113.3109 -121.4291 -105.5467  15.88956 -164.2685 -45.30098 -163.4008
Akaike AIC  15.09540  16.05048  14.18197 -0.104654  21.09041  7.094233  20.98833
Schwarz SC  15.83059  16.78567  14.91715  0.630534  21.82560  7.829421  21.72352
Mean dependent  12437.39  3286.950  5871.144  22.81985  997713.7  13.65763 -14687.89
S.D. dependent  16454.95  4672.631  11228.98  6.077136  469022.7  17.17121  14469.35

Determinant resid covariance (dof adj.)  0.000000


Determinant resid covariance  0.000000
Number of coefficients  105

C) UNIT ROOT TEST

1) LNDES
Null Hypothesis: D(LNDES) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic  3.049336  1.0000


Test critical values: 1% level -3.959148
5% level -3.081002
10% level -2.681330

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


Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 15

Augmented Dickey-Fuller Test Equation


Dependent Variable: D(LNDES,2)
Method: Least Squares
Date: 05/29/20 Time: 04:22
Sample (adjusted): 5 19
Included observations: 15 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(LNDES(-1)) 0.788125 0.258458 3.049336 0.0111


D(LNDES(-1),2) -1.254912 0.393450 -3.189506 0.0086
D(LNDES(-2),2) -1.363680 0.424769 -3.210406 0.0083
C 410.4680 626.8607 0.654799 0.5261

R-squared 0.560646     Mean dependent var 901.9569


Adjusted R-squared 0.440822     S.D. dependent var 2462.016
S.E. of regression 1841.052     Akaike info criterion 18.09724
Sum squared resid 37284185     Schwarz criterion 18.28605
Log likelihood -131.7293     Hannan-Quinn criter. 18.09523
F-statistic 4.678911     Durbin-Watson stat 1.811753
Prob(F-statistic) 0.024248

2) LNDI
Null Hypothesis: D(LNDI) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic  0.929914  0.9928


Test critical values: 1% level -3.959148
5% level -3.081002
10% level -2.681330

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


Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 15

Augmented Dickey-Fuller Test Equation


Dependent Variable: D(LNDI,2)
Method: Least Squares
Date: 05/29/20 Time: 04:24
Sample (adjusted): 5 19
Included observations: 15 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.  

D(LNDI(-1)) 1.356236 1.458452 0.929914 0.3724


D(LNDI(-1),2) -2.959538 1.050474 -2.817335 0.0167
D(LNDI(-2),2) -3.703734 1.080726 -3.427078 0.0057
C 739.8129 846.3322 0.874140 0.4007

R-squared 0.734792     Mean dependent var 1135.559


Adjusted R-squared 0.662463     S.D. dependent var 5274.711
S.E. of regression 3064.499     Akaike info criterion 19.11633
Sum squared resid 1.03E+08     Schwarz criterion 19.30515
Log likelihood -139.3725     Hannan-Quinn criter. 19.11432
F-statistic 10.15897     Durbin-Watson stat 1.691975
Prob(F-statistic) 0.001679

3) LNEDGDP
Null Hypothesis: D(LNEDGDP) has a unit root
Exogenous: Constant
Lag Length: 3 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic  5.162090  1.0000


Test critical values: 1% level -4.004425
5% level -3.098896
10% level -2.690439

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


Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 14

Augmented Dickey-Fuller Test Equation


Dependent Variable: D(LNEDGDP,2)
Method: Least Squares
Date: 05/29/20 Time: 04:28
Sample (adjusted): 6 19
Included observations: 14 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(LNEDGDP(-1)) 5.516818 1.068718 5.162090 0.0006


D(LNEDGDP(-1),2) -6.961181 1.491576 -4.666996 0.0012
D(LNEDGDP(-2),2) -7.362906 1.615565 -4.557481 0.0014
D(LNEDGDP(-3),2) -4.042635 1.370369 -2.950034 0.0162
C 447.8969 265.5572 1.686630 0.1260

R-squared 0.951143     Mean dependent var 1272.164


Adjusted R-squared 0.929428     S.D. dependent var 2596.794
S.E. of regression 689.8474     Akaike info criterion 16.18327
Sum squared resid 4283005.     Schwarz criterion 16.41151
Log likelihood -108.2829     Hannan-Quinn criter. 16.16214
F-statistic 43.80240     Durbin-Watson stat 1.933988
Prob(F-statistic) 0.000007

4) LNRER
Null Hypothesis: D(LNRER) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -6.887132  0.0000


Test critical values: 1% level -3.886751
5% level -3.052169
10% level -2.666593

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


Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 17

Augmented Dickey-Fuller Test Equation


Dependent Variable: D(LNRER,2)
Method: Least Squares
Date: 05/29/20 Time: 04:31
Sample (adjusted): 3 19
Included observations: 17 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(LNRER(-1)) -0.815118 0.118354 -6.887132 0.0000


C 1.025860 0.234490 4.374847 0.0005

R-squared 0.759741     Mean dependent var 0.388835


Adjusted R-squared 0.743724     S.D. dependent var 1.754978
S.E. of regression 0.888436     Akaike info criterion 2.711422
Sum squared resid 11.83977     Schwarz criterion 2.809447
Log likelihood -21.04709     Hannan-Quinn criter. 2.721166
F-statistic 47.43259     Durbin-Watson stat 1.388784
Prob(F-statistic) 0.000005

5) LNRI
Null Hypothesis: D(LNRI) has a unit root
Exogenous: Constant
Lag Length: 2 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -5.304849  0.0009


Test critical values: 1% level -3.959148
5% level -3.081002
10% level -2.681330

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


Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 15

Augmented Dickey-Fuller Test Equation


Dependent Variable: D(LNRI,2)
Method: Least Squares
Date: 05/29/20 Time: 04:34
Sample (adjusted): 5 19
Included observations: 15 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(LNRI(-1)) -3.034879 0.572095 -5.304849 0.0003


D(LNRI(-1),2) 1.235735 0.409521 3.017515 0.0117
D(LNRI(-2),2) 0.464955 0.226022 2.057127 0.0642
C -1.848384 4.692981 -0.393861 0.7012

R-squared 0.863484     Mean dependent var -2.511446


Adjusted R-squared 0.826252     S.D. dependent var 43.56157
S.E. of regression 18.15779     Akaike info criterion 8.859254
Sum squared resid 3626.757     Schwarz criterion 9.048068
Log likelihood -62.44441     Hannan-Quinn criter. 8.857243
F-statistic 23.19222     Durbin-Watson stat 1.606771
Prob(F-statistic) 0.000046

6) LNTOT
Null Hypothesis: D(LNTOT) has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic - based on SIC, maxlag=3)

t-Statistic   Prob.*

Augmented Dickey-Fuller test statistic -5.387919  0.0005


Test critical values: 1% level -3.886751
5% level -3.052169
10% level -2.666593

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


Warning: Probabilities and critical values calculated for 20 observations
        and may not be accurate for a sample size of 17

Augmented Dickey-Fuller Test Equation


Dependent Variable: D(LNTOT,2)
Method: Least Squares
Date: 05/29/20 Time: 04:39
Sample (adjusted): 3 19
Included observations: 17 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.  

D(LNTOT(-1)) -1.382464 0.256586 -5.387919 0.0001


C -3749.872 2512.430 -1.492528 0.1563

R-squared 0.659321     Mean dependent var -692.8387


Adjusted R-squared 0.636609     S.D. dependent var 16740.34
S.E. of regression 10091.40     Akaike info criterion 21.38689
Sum squared resid 1.53E+09     Schwarz criterion 21.48491
Log likelihood -179.7885     Hannan-Quinn criter. 21.39663
F-statistic 29.02967     Durbin-Watson stat 1.713383
Prob(F-statistic) 0.000075
Inverse Roots of AR Characteristic Polynomial

1.5

1.0

0.5

0.0

-0.5

-1.0

-1.5

-1 0 1

GET
FILE='C:\Users\usar\Desktop\DAGIM DATA.sav'.
DATASET NAME DataSet1 WINDOW=FRONT.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT LNRGDP
/METHOD=ENTER LNEDGDP LNDES LNTOT LNRER LNRI LNDI
/RESIDUALS DURBIN.

Regression
Notes
Output Created 04-JUN-2020 02:09:52
Comments
C:\Users\usar\Desktop\DAGIM
Data
DATA.sav
Active Dataset DataSet1
Input Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 19
User-defined missing values are
Definition of Missing
treated as missing.
Missing Value Handling Statistics are based on cases with
Cases Used no missing values for any variable
used.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R
ANOVA COLLIN TOL
/CRITERIA=PIN(.05) POUT(.10)
Syntax /NOORIGIN
/DEPENDENT LNRGDP
/METHOD=ENTER LNEDGDP
LNDES LNTOT LNRER LNRI
LNDI
/RESIDUALS DURBIN.
Processor Time 00:00:00.02
Elapsed Time 00:00:00.02
Resources Memory Required 3116 bytes
Additional Memory Required for
0 bytes
Residual Plots

[DataSet1] C:\Users\usar\Desktop\DAGIM DATA.sav

Variables Entered/Removeda
Model Variables Entered Variables Method
Removed
LNDI, LNRI,
LNRER, LNTOT,
1 . Enter
LNDES,
LNEDGDPb
a. Dependent Variable: LNRGDP
b. All requested variables entered.

Model Summaryb
Model R R Square Adjusted R Square Std. Error of the Durbin-Watson
Estimate
1 .995a .991 .986 56334.1302327 1.485
a. Predictors: (Constant), LNDI, LNRI, LNRER, LNTOT, LNDES, LNEDGDP
b. Dependent Variable: LNRGDP

ANOVAa
Model Sum of Squares df Mean Square F Sig.
4131140654563.6 688523442427.27
Regression 6 216.958 .000b
65 8
1 Residual 38082410748.862 12 3173534229.072
4169223065312.5
Total 18
26
a. Dependent Variable: LNRGDP
b. Predictors: (Constant), LNDI, LNRI, LNRER, LNTOT, LNDES, LNEDGDP

Coefficientsa
Model Unstandardized Coefficients Standardized t Sig. Collinearity Statistics
Coefficients
B Std. Error Beta Tolerance VIF
-
(Constant) 66781.830 -.239 .815
15946.683
LNEDGDP -32.429 11.774 -.723 -2.754 .017 .011 90.498
LNDES 34.770 6.328 1.149 5.495 .000 .017 57.393
1
LNTOT -3.295 2.561 -.098 -1.287 .222 .130 7.687
LNRER 30217.384 4392.150 .413 6.880 .000 .211 4.730
LNRI -381.884 920.803 -.012 -.415 .686 .859 1.164
LNDI 10.797 9.044 .100 1.194 .256 .109 9.204
a. Dependent Variable: LNRGDP

Residuals Statisticsa
Minimum Maximum Mean Std. Deviation N
Predicted Value 352523.125000 1885542.625000 934297.676842 479069.7382871 19
Residual -121655.7187500 89494.3828125 0E-7 45996.6247245 19
Std. Predicted Value -1.214 1.986 .000 1.000 19
Std. Residual -2.160 1.589 .000 .816 19
a. Dependent Variable: LNRGDP

FREQUENCIES VARIABLES=LNRGDP
/HISTOGRAM NORMAL
/ORDER=ANALYSIS.

Frequencies

Notes
Output Created 04-JUN-2020 02:10:50
Comments
C:\Users\usar\Desktop\DAGIM
Data
DATA.sav
Active Dataset DataSet1
Input Filter <none>
Weight <none>
Split File <none>
N of Rows in Working Data File 19
User-defined missing values are
Definition of Missing
treated as missing.
Missing Value Handling
Statistics are based on all cases
Cases Used
with valid data.
FREQUENCIES
VARIABLES=LNRGDP
Syntax
/HISTOGRAM NORMAL
/ORDER=ANALYSIS.
Processor Time 00:00:01.13
Resources
Elapsed Time 00:00:01.25

[DataSet1] C:\Users\usar\Desktop\DAGIM DATA.sav

Statistics
LNRGDP
Valid 19
N
Missing 0

LNRGDP
Frequency Percent Valid Percent Cumulative
Percent
390102.9100 1 5.3 5.3 5.3
392058.8400 1 5.3 5.3 10.5
398464.7600 1 5.3 5.3 15.8
435859.4500 1 5.3 5.3 21.1
490970.4400 1 5.3 5.3 26.3
547625.3600 1 5.3 5.3 31.6
612217.2000 1 5.3 5.3 36.8
680706.9300 1 5.3 5.3 42.1
749058.8500 1 5.3 5.3 47.4
828212.7400 1 5.3 5.3 52.6
Valid 922512.8100 1 5.3 5.3 57.9
1002766.8800 1 5.3 5.3 63.2
1102467.8200 1 5.3 5.3 68.4
1216015.2600 1 5.3 5.3 73.7
1342555.9000 1 5.3 5.3 78.9
1449397.4500 1 5.3 5.3 84.2
1596481.6300 1 5.3 5.3 89.5
1719491.3300 1 5.3 5.3 94.7
1874689.3000 1 5.3 5.3 100.0
Total 19 100.0 100.0

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