variabels Level First Difference

Lag Direction T- P- La Direction T- P- Degree of

test value g test value integration

GDP 2 constant -3.58 0.013 0 constant -5.2 0.000 1)1(

GAS 0 constant -1.90 0.326 1 constant -5.5 0.000 (1)1

OIL 0 constant -1.27 0.627 0 constant -5.0 0.000 (1)1

INF 0 constant -3.02 0.04 0 constant -6.6 0.000 (1)1

EXC 0 constant -0.06 0.94 0 constant -3.9 0.005 (1)1

Unit Root Test

F-statistic 2.390814 Prob. F(4,25) 0.0778

 Obs*R-squared 8.300655 Prob. Chi-Square(4) 0.0812
Scaled explained ss 3.250676 Prob. Chi-Square(4) 0.5168

Heteroskedasticity test

variable Coefficient Uncentered Centered

variance VIF VIF

Log(Gasit) 2.475549 703.8749 7.598584

Log(Oilit) 1.941835 502.6299 9.301911

Infit 0.003043 4.452943 1.180067

Excit 0.006951 6.145457 1.831709

C 8.629144 107.1085 NA

Multicollinearity

GDP LOG(GASIT) LOG(OILIT) INFIT EXCIT

Mean 4.425895 4.760218 4.524114 9.308554 7.071031
Median 4.421882 4.773884 4.681702 9.235884 5.684300
Min 1.764572 5.591733 5.395489 29.50661 17.78253
.Std.Dev 1.471057 4.039536 3.445852 2.269757 3.321748
 Max 7.156284 0.505783 0.631849 5.685025 4.686464
Skewness 0.104344 0.031150- 0.235169- 1.488233 1.416507
Kurtosis 2.275807 1.658685 1.674225 6.385564 3.557719
Jarque-Bera 0.710009 2.253758 2.473622 25.40175 10.42127
Prob 0.701170 0.324043 0.290309 0.00003 0.005458
Sum 132.7769 142.8065 135.7234 279.2566 212.1309
.Sum.SQ.Dev 62.75629 7.418670 11.57776 937.2656 636.9253
obs 30 30 30 30 30

‫االحصاءات الوصفية‬

Corr GDP LOG(GASIT) LOG(OILIT) INFIT EXCIT

GDP 1.00000

LOG(GASIT) 0.0770- 1.000000

LOG(OILIT) 0.1202- 0.906213 1.00000

INFIT 0.07634 0.143451 0.256410 1.00000

EXCIT 0.0699- 0.241904 0.475741 0.372428 1.00000

‫التغاير واالرتباط‬