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  • Dependent Variable

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    Lic.Daniela Torrez Mamani
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    This document contains the output of a least squares regression analysis with LOG(GASBD) as the dependent variable and LOG(GCPERT) as the independent variable using quarterly data from 2003Q1 to 2006Q3. It finds that LOG(GCPERT) has a statistically significant positive relationship with LOG(GASBD), with an elasticity of 1.626, suggesting that durable goods spending is highly responsive to changes in personal consumption expenditures. It also reports other statistical measures like the R-squared and F-statistic. The interpretation provided is that a 1% increase in total personal spending would increase durable goods spending by around 1.63%.

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    This document contains the output of a least squares regression analysis with LOG(GASBD) as the dependent variable and LOG(GCPERT) as the independent variable using quarterly data from 2003Q1 to 2006Q3. It finds that LOG(GCPERT) has a statistically significant positive relationship with LOG(GASBD), with an elasticity of 1.626, suggesting that durable goods spending is highly responsive to changes in personal consumption expenditures. It also reports other statistical measures like the R-squared and F-statistic. The interpretation provided is that a 1% increase in total personal spending would increase durable goods spending by around 1.63%.

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    © All Rights Reserved
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    7 views2 pages

    Dependent Variable

    Uploaded by

    Lic.Daniela Torrez Mamani
    This document contains the output of a least squares regression analysis with LOG(GASBD) as the dependent variable and LOG(GCPERT) as the independent variable using quarterly data from 2003Q1 to 2006Q3. It finds that LOG(GCPERT) has a statistically significant positive relationship with LOG(GASBD), with an elasticity of 1.626, suggesting that durable goods spending is highly responsive to changes in personal consumption expenditures. It also reports other statistical measures like the R-squared and F-statistic. The interpretation provided is that a 1% increase in total personal spending would increase durable goods spending by around 1.63%.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
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    of 2

    Dependent Variable: LOG(GASBD)

    Method: Least Squares


    Date: 01/30/23 Time: 17:58
    Sample: 2003Q1 2006Q3
    Included observations: 15

    Variable Coefficient Std. Error t-Statistic Prob.  

    C -7.541658 0.716149 -10.53085 0.0000


    LOG(GCPERT) 1.626606 0.080068 20.31523 0.0000

    R-squared 0.969463    Mean dependent var 7.006943


    Adjusted R-squared 0.967114    S.D. dependent var 0.064238
    S.E. of regression 0.011649    Akaike info criterion -5.943565
    Sum squared resid 0.001764    Schwarz criterion -5.849158
    Log likelihood 46.57674    Hannan-Quinn criter. -5.944571
    F-statistic 412.7085    Durbin-Watson stat 1.884874
    Prob(F-statistic) 0.000000

    interpretación
    b2 →si el gasto personal total aumenta al 1% en el promedio, el gasto en bienes duraderos se
    incrementara en casi 1.63%
    en consecuencia, el gasto de bienes duraderos es muy sensible a los cambios en el gasto de consumo
    personal(esto debido a que la elasticidad (b2) es mayor a 1, por un tanto
    B1 →

    Dependent Variable: LOG(GASBD)


    Method: Least Squares
    Date: 01/30/23 Time: 17:58
    Sample: 2003Q1 2006Q3
    Included observations: 15

    Variable Coefficient Std. Error t-Statistic Prob.  

    - - 9.84127054
    7.541657672 0.7161489069 10.530851334 4239825e-
    C 214696 331674 4118 08
    3.11783306
    1.626605887 0.0800683028 20.315228744 2421698e-
    LOG(GCPERT) 780255 6140494 08672 11

    0.969462673 7.00694286
    R-squared 5850122    Mean dependent var 4318888
    0.967113648 0.06423833
    Adjusted R-squared 4761672    S.D. dependent var 501114434
    -
    0.011649361 5.94356492
    S.E. of regression 52458689    Akaike info criterion 1022168
    -
    0.001764199 5.84915822
    Sum squared resid 111096831    Schwarz criterion 7541872
    -
    46.57673690 5.94457054
    Log likelihood 766625    Hannan-Quinn criter. 9568462
    412.7085189 1.88487396
    F-statistic 232411    Durbin-Watson stat 5566722
    3.117833062
    Prob(F-statistic) 484977e-11
    Dependent Variable: LOG(GASERV)
    Method: Least Squares
    Date: 01/30/23 Time: 18:24
    Sample: 2003Q1 2006Q3
    Included observations: 15

    Variable Coefficient Std. Error t-Statistic Prob.  

    C 8.322627 0.001605 5186.300 0.0000


    T 0.007054 0.000176 39.96478 0.0000

    R-squared 0.991926    Mean dependent var 8.379056


    Adjusted R-squared 0.991305    S.D. dependent var 0.031673
    S.E. of regression 0.002953    Akaike info criterion -8.688180
    Sum squared resid 0.000113    Schwarz criterion -8.593773
    Log likelihood 67.16135    Hannan-Quinn criter. -8.689185
    F-statistic 1597.183    Durbin-Watson stat 0.546990
    Prob(F-statistic) 0.000000

    Estimation Command:
    =========================
    LS LOG(GASERV) C T

    Estimation Equation:
    =========================
    LOG(GASERV) = C(1) + C(2)*T

    Substituted Coefficients:
    =========================
    LOG(GASERV) = 8.32262708412 + 0.00705366752289*T

    Interpretación

    B2 se multip0lica por 100 para la interpretación. Si aumentamos en un trimestre(el tiempo de gasto) el


    gasto en servicio aumentara aproximadamente en 0,705%

    Anualmente seria 0,705% (trimestres en un añlo) 2.82% anual.

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