Econometrics:

Contents
Introduction:........................................................................................................................................1

Table 1: Descriptive Statistics..............................................................................................................1

Explanation:.........................................................................................................................................2

Table 2: Regression Model....................................................................................................................3

Coefficients..........................................................................................................................................4

Collinearity Diagnostics........................................................................................................................6

Residuals Statistics...............................................................................................................................7

Part B:..................................................................................................................................................7

Tolerance Test.....................................................................................................................................7

VIF.......................................................................................................................................................7

Multicollinearity Problem.....................................................................................................................9

Hector Test:.......................................................................................................................................10

PART C:..............................................................................................................................................11

Quantile Regression..........................................................................................................................11

Goodness-of-Fit..................................................................................................................................11

Pseudo R-Square................................................................................................................................11

Breusch pagan test:............................................................................................................................13

References:........................................................................................................................................14

Appendix:...........................................................................................................................................15
Part A:
Column1 Coeffi cients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0% Upper 95.0%
Intercept -8.885333406 1.313038426 -6.76700181 1.07896E-06 -11.6159463 -6.154720517 -11.6159463 -6.154720517
NSDQ RET 0.066133047 0.068716401 0.962405575 0.346797786 -0.076770531 0.209036625 -0.076770531 0.209036625

SP500 0.134537242 0.139719328 0.962910745 0.346550094 -0.156025007 0.425099491 -0.156025007 0.425099491

DOLLAR PRICE 4.7783E-08 9.29339E-09 5.141604901 4.29345E-05 2.84563E-08 6.71096E-08 2.84563E-08 6.71096E-08
SP_RET 4.390833707 39.16330692 0.11211601 0.911796198 -77.05372156 85.83538898 -77.05372156 85.83538898
PCT 0.012957888 0.010766702 1.203515091 0.242169201 -0.009432694 0.035348469 -0.009432694 0.035348469
CURRENCY 6.795109085 2.165771135 3.137500992 0.004973566 2.291141448 11.29907672 2.291141448 11.29907672
GROWTH 0.003287722 0.012531493 0.262356786 0.795602857 -0.022772945 0.02934839 -0.022772945 0.02934839
Valid N 24.87139559 11.17597424 2.225434226 0.03713996 1.629684829 48.11310634 1.629684829 48.11310634

The table affords effects from a statistical evaluation, probable a regression. Each row represents
a variable, and the columns contain various metrics. The Estimate column indicates the
anticipated coefficients, indicating the average effect of every impartial variable on the
dependent variable, given other variables are consistent. For instance, the Intercept has a
coefficient of -8.885, suggesting a baseline value when all other elements are zero.
Standard Error quantifies the variety within the coefficient estimates; smaller values suggest
more unique estimates. For instance, the Intercept has a preferred blunders of one.313,
suggesting slight variability, even as the DOLLAR PRICE has a low well-known errors of
0.000000009, indicating excessive precision.
The t-statistic gauges how a long way the coefficient is from 0, relative to its preferred error;
larger absolute values recommend stronger statistical significance. The Intercept has a t-statistic
of -6.767, displaying it considerably differs from 0. The P-value column displays the
probability of staring at the statistics if the null hypothesis is real, with smaller values indicating
statistical importance. The DOLLAR PRICE has a big p-cost (&let; zero.0001), implying a
meaningful relationship. However, the SP_RET has a p-fee of zero.912, indicating it may no
longer be statistically great.
 Model Summaryb Column1 Column2 Column3 Column4 Column5

Std. Error of
Adjusted R Durbin-
Model R R Square the
Square Watson
Estimate
1 0.922777 0.8515175 0.7949527 0.6597452 2.122

a. Predictors:
(Constant),
Dollar_price,
SP_RET, SP500

b. Dependent
Variable: NSDQ
APPL_Ret

Model: The table contains the results of the regression evaluation, including a model using three
predictors—Dollar price, SP_RET, SP500—to explain the variation in the based variable NSDQ
Apple. R: This is a binary correlation coefficient, indicating the strength of the linear relationship
between the predictors and the variables listed. The R-fee of 0.9228 shows a nice strong
correlation, indicating that all the predictor variables are highly correlated with the structured
variable R square (R2): R2 measures the proportion of variance in a listed variable explained
with the help of predictors. An R2 value of zero.8515 indicates that about 85% of the variation in
NSDQ Apple is explained by Dollar price, SP_RET, and SP500. Adjusted R square: Adjusts R2
for multiple predictors, especially when evaluating models with a certain number of predictors
that yield a highly reliable adjusted R2 of 0.7950, which is slightly lower than R2, means that the
interpretation is always robust after adjusting for it number of predictors. Standard error of
estimate: At zero.6597, this value represents the distance between the observed and predicted
values. The reduction standard error shows good accuracy in the predictions. Durbin-Watson:
This statistic checks for autocorrelation in residuals. A value of 2.122, which is close to 2,
indicates that all probabilities have very low autocorrelation, indicating that the residuals are
largely unbiased
ANOVA Column1 Column2 Column3 Column4 Column5
df SS MS F Significance F
Regression 8 52.41915258 6.552394072 15.05384594 4.19581E-07
Residual 21 9.14053964 0.435263792
Total 29 61.55969222

The ANOVA (Analysis of Variance) table shows the statistical analysis of the regression version.
The "df" (degrees of freedom) column indicates the variability of the data for each class: the
regression has 8 degrees of freedom, the residual has 21 degrees, and the fullness has 29 degrees
"SS" represents the sum of squares, which is a measure of all variance: the SS of the regression is
fifty-two.419, indicating model bills for large variance, while the residual SS of 9.141 represents
unexplained variance The "MS " column, or Mean Squares, df SS itself divides, showing that the
MS of the regression is 6.552, and the remaining MS is 0.435
The "F" column indicates the F-statistic, which is the ratio of MS Regression to MS Residual.
The highest F-statistic of 15.054 and the lowest "Significance F" value (p-price) of.
4.20 shows that the model is statistically significant, indicating that all of the regression models
provide a strong rationale behind the differences in the estimates

NSDQ APPL GDP currency PopulationGrowth rate

Literacy rate
Growth annually
inflation unedcuated
NSDQ APPL 1
GDP 0.174492 1
Currency exchange
-0.27841rates
-0.32661 1
Population 0.791829 0.133583 -0.60131 1
Growth rate0.737247 0.048438 -0.26121 0.778288 1
Literacy rate0.522245 0.224705 -0.17632 0.472901 0.421608 1
Growth annually
0.22832 0.091518 0.028129 -0.08171 0.007257 -0.15546 1
inflation -0.27962 -0.25714 0.648479 -0.43269 -0.33938 -0.21211 0.00308 1
uneducation-0.32319 -0.14674 0.702543 -0.71777 -0.38721 -0.11581 0.133874 0.311261 1

Correlation matrix represents the relationships between various financial and social indicators
such as "NSDQ APPL" (or Stock Index), "GDP", "Alternative Currency Fees", "Population",
"Growth", "Literacy Fee", Annual Growth , "Inflation" and "Education". Notable patterns emerge
from the data: "NSDQ APPL" has robust effective correlations with "Population" and "Growth
Rate," suggesting that these factors may force the stock index higher. It also has a mild subtle
courting of the "literacy fee," suggesting that higher literacy may also correlate with more
efficient stock market performance. Conversely, “Currency Trading Fees” shows a poor
correlation with “NSDQ APPL” and “GDP”, while it has a strong subtle correlation with
“Inflation”, indicating the influence of foreign currency fluctuations on currency balance and
stock market performance. "Population" is positively related to "growth rate" but has a strong
negative correlation with "uneducated", suggesting that a larger population might be more
educated. Overall, these correlations highlight the complicated connections between currency
booms, education, currency equilibrium, and market performance, pointing to broader
developments that would be huge for economic analysis and coverage.

Column1 Column2 Column3 Column4 Column5 Column6 Column7 Column8

Collinearity
Diagnostics a
Condition Variance
Model Dimension Eigenvalue
Index Proportions

(Constant) SP_RET SP500 dollar_price

1 1 2.676 1 0 0.01 0 0
2 0.837 1.565 0 0.98 0 0
3 0.072 7.673 0.021 0.01 0.3 0
4 0.002 37.706 0.97 0 0.7 1
a. Dependent
Variable: NSDQ
APPL_Ret

Eigenvalues represent the variations within the data described by means of each measurement.
Larger values suggest more explained variance. Here, the primary factor (Eigenvalue = 2.676)
explains most of the variance, whilst the fourth (Eigenvalue = zero.002) explains the least. The
circumstance index is used to evaluate multicollinearity. A high index (above 30) indicates the
possibility of multicollinearity. The fourth hypothesis has an index of 37.706, indicating that
multicollinearity may be an problem. The variance coefficients display how each component of
every predictor contributes to the variance. The excessive (regular) percentage of the fourth
quartile (0.97) shows consistency with multicore collinearity, indicating viable redundancy or
overfitting of the predictors, and the need for in addition analysis or modification of the model

Residuals Statistics a Column1 Column2 Column3 Column4 Column5

Std.
Minimum Maximum Mean N
Deviation
Predicted Value -0.02 0.05 0 0.008 30
Residual -0.046 -0.089 0 0.009 30
Std. Predicted Value -2.637 7.872 0 1 30
Std. Residual -6.382 2.738 0 0.536 30
a. Dependent Variable:
AAPL_Ret

Predicted Value: These calculations indicate various expected outcomes of the model. The
recommendation is 0, which means that the predictions are based on 0. The standard deviation is
0.008, which means that it is not very likely.
Recall: These values represent the difference between expected and actual results. The median of
the residuals was zero, indicating the independent variable, with a desired deviation of zero.009,
indicating low variability.
Std. Predicted value: This measure indicates the deviation of some marginal expected value from
the mean. The variation from -2.637 to 7.872 shows the variation in the expected values.
Std. Residual: Items ranging from -6.382 to 2.738 indicate powerful extraversion or
heterosexuality, with a preferred deviation of 0.536. These values suggest that similar testing
may be needed to ensure that the assumptions of the definition are met, including normal
distribution of residuals and consistent variance
PART B:
Column1 Column2 Column3 Column4 Column5 Column6 Column7 Column8 Column9
VIF
Coefficients a
Unstandardi
Standardized Collinearity
Model zed t Sig.
Coefficients Statistics
Coefficients
B Std. Error Beta Tolerance VIF
1 (Constant) 0.008 0.007 1.143 0.254
SP_RET 0.228 0.015 0.687 14.782 0 0.984 1.016
SP500 1.36E-05 0 0.091 1.007 0.315 0.258 3.876
dollar_price -4.75E-05 0 -0.11 -1.22 0.224 0.26 3.844
a. Dependent Variable:
AAPL_Ret

Unstandardized coefficients (B):

These represent the crude impact of each predictor on the dependent variable, indicating how
much the dependent variable adjusts with a one-unit change within the predictor.
"SP_RET" has a coefficient of 0.228, indicating a strong positive relationship with "AAPL_Ret."
"SP500" has a small coefficient (1.36E-05), indicating minimal effect.
"dollar price" has a barely terrible coefficient (-4.75E-05), suggesting little negative impact.
Standardized coefficients (Beta):
These coefficients are normalized, allowing assessment between predictors.
"SP_RET" has the highest Beta (0.687), which means it has the strongest relative effect on
"AAPL_Ret."
t-statistics and significance (Sig.):
The t-statistic assesses the significance of each coefficient, with better absolute values indicating
stronger evidence in opposition to the null hypothesis.
"Sigh." the column indicates the p-cost, which indicates the possibility that the final outcome
will occur through the hazard. A low p-value (usually < 0.05) indicates statistical significance.
"SP_RET" has a high t-statistic (14.782) and a significance of zero, indicating a huge predictor.
"SP500" and "dollar price" have decreased t-data (1.007 and -1.22, respectively), with
correspondingly better p-values (0.315 and 0.224), indicating that these variables are not
statistically large.
Collinearity statistics:
"Tolerance" measures the proportion of variance no longer explained by the various predictors,
with decreasing values indicating better multicollinearity.
"VIF" (Variance Inflation Factor) measures collinearity, with values above 10 indicating
excessive multicollinearity.
All VIF values are below 10, indicating low multicollinearity. However, “SP500” and “dollar
price” have lower tolerances (0.258 and 0.26) and better VIFs (3.876 and 3.844), indicating
potential multicollinearity that may also require similar investigation or version changes.
Column1 Column2 Column3 Column4 Column5 Column6 Column7 Column8
Multicollinearity Problem
Collinearity
Diagnostics a
Condition Variance
Model Dimension Eigenvalue
Index Proportions
(Constant) SP_RET SP500 dollar_price
1 1 2.789 1 0 0.01 0 0
2 0.969 1.872 0 0.92 0 0
3 0.072 6.416 0.03 0.01 0.3 0
4 0.002 43.839 0.97 0 0.7 1
a. Dependent Variable:
AAPL_Ret

table represents collinearity diagnostic analysis to identify multicollinearity problems in the

regression model, with "AAPL_Ret" as dependent variable and "SP_RET," "SP500," "dollar
price" and other predictors analyzed in status index, eigenvalues , and variance ratios in order to
determine the extent of possible multicollinearity Each dimension shows its eigenvalue as they
explain the amount of variance. The first coefficient has a high eigenvalue (2.789), indicating
that it explains a large amount of variance, while the second has a moderate eigenvalue (0.969),
indicating the relationship between the predictors This means. The condition index is used to
detect multicore collinearity, with higher values (usually above 30) indicating potential
problems. The fourth hypothesis has a stability index of 43.839, indicating a high risk of
multicollinearity. The coefficient of variance indicates the degree to which each predictor
contributes to variation in each parameter. The higher proportion of "SP_RET" (0.92) in the
second row indicates a significant contribution to this difference. The area of concern is the
fourth category, in which blocking takes the largest share (0.97), indicating the possibility of
suspension. A significant value of "dollar price" (1.00) means to run multi-collinearity.
Residuals Statistics a Column1 Column2 Column3 Column4 Column5
Std.
Minimum Maximum Mean N
Deviation
Predicted Value -0.02 0.05 0 0.008 30
Residual 0.023 0.023 0 0.009 30
Std. Predicted Value -2.609 2.644 0 1 30
Std. Residual -2.687 -5.177 0 0.994 30
a. Dependent Variable:
AAPL_Ret
The Residuals Statistics table summarizes the traits of the predicted values and residuals in a
regression model with AAPL_Ret because the structured variable. The expected values range
from -0.02 to 0.05, with a median of zero and a well-known deviation of zero.008, indicating a
tight distribution across the imply.

However, the residuals phase indicates that the minimal and maximum residual values are both
0.023, suggesting that there may be an error inside the statistics, or perhaps the residuals were
not calculated efficaciously. Standardized predicted values have quite a number -2.609 to
two.644, with a preferred deviation of 1, indicating that the expected values are disbursed
extremely symmetrically.

Hetroscasticity Test
Tests for heteroscedasticity are useful in analyzing differences in error variance among various
stock levels. To make sure that regression models' presumptions are fulfilled, it is essential to
evaluate the homogeneity of variance. These tests would be useful in determining whether the
financial performance errors' dispersion is constant at varying market degrees.

PART C:
Quantile Regression

Model Fitting Information

-2 Log
Model Likelihood Chi-Square df Sig.

Intercept
2555.823
Only
Final .000 2555.823 248 .000

Link function: Logit.

Goodness-of-Fit

Chi-Square df Sig.

Pearson 2784.422 45632 1.000

Deviance 1179.824 45632 1.000

Link function: Logit.

Pseudo R-Square

Cox and Snell 1.000

Nagelkerke 1.000
McFadden 1.000

Link function: Logit.

coefficient std. error P—value

const -o .647710 0.271496 -2.386 0.0170
Privatized 1.323 0.176049 6.276 3.48e-010
GovernmenzDecisi 0.0321 0.0501673 2.617 0.0089
Debt tOE quiC yRat io —o .0545987 0.0507012 -1.077 0.2815
ShareIssuedÄfter— 0.065528 0.0394089 1.663 0.0964
InflationRate 0.486432 1..52291 0.3194 0.7494
InterestRate 0.88996 0.721394 1.234 0.2173
Mean dependent 0.170552 S.D. dependent 0.094224
Sum squared resid 0.07591 S.E. of regression 0.050302
Log—like 1ih00d 59.82936 Aka i ke criterion -105.6587
Schwarz criterion -94.5741 Hannan—Quinn -101.7899
rho 0.049186 Durbin—Watson 2.676
Between' variance = O. 0182704
'Within' variance = 0.00202634 mean theta = 0.844103 (Y,Yhat)A2 = 0.757981

Regression analysis performed on operating margin because the based variable provides valuable
insight into the factors affecting this key financial metric. Several key conclusions emerge from
the hypotheses considered. The time constraint (const) is known as a simple positive time with
operating margin, with a coefficient of -0.647710 (p = zero.0170). This means that, on average,
firms will also be happy with reduced operating margins. However, this effect is mitigated with
the help of other factors, as evidenced by the hypotheses that follow. Privatized firms exhibit
significantly higher quality with a unit.10481 (p < zero.001), indicating a strong relationship
between privatization and better operating profitability Similarly and government decisions~
exhibit positive timing, with a coefficient of zero.131268 (p = zero .0089), indicating that some
Authorities' appointments can further affect positive operating profitability. However, the debt-
to-equity ratio coefficient of -zero.0545987 (p = 0.2815) does not reach statistical significance,
indicating that there is no relationship between leverage and operating margin (Rainey, C. 2018).
Incl +L135+D121:J137+D121:R137+D121:Q137+D121:Q136+D121:P136+D121:O136+D121:N13+D121:L137
standard er rors and

Variable coefficient std. Error t-&ati stic prob

2.798432 3.686032 725513 0.3102

0.89% 0.097 -11134 0.0254
-0.0087.3 a 03448 -100287 0.0489
-2.40345 2..2283 -164775 0.1439
R-squa red 73755 Mean dependent var 0.0783
Adjusted R•squared 0.06500.22 SD dependent var 6.08
SE of regression 6875.332 Aka ike info criterion 6.02
9.1m squared resid 87.84783 schwa rz criterion 6.9273
log li keli hood 473.98 Hannan -quinn crierion 6.4363
F-statistic 44ÆB4 Durbi n-watson stat 2.676
Prob(F-statistic) 0.009 Wald F-statistic 43788
prob(Wald F-statistic) 0.00388

The coefficients hold true when this is examined numerically, suggesting that the coefficient
price isn't always significantly exceptional. The standard errors in the NVID assessment, where it
had decreased, show the variation inside the model, which increases in (x1). I would guess that
because of increased noise, this upward trend in general causes my records to be less accurate.
An increase inside the standard errors will probably result in an increase in the p value because
the regression now has a larger margin of error, as shown in (x1)
Dependent variable : apple Noofemployee Robust (HÄC) standard errors
coefficient std. error p—value
const 33915.9 14738.9 2.301 0.0214
Privatized -21828.2 19800.2 -1.102 0.2703
GoveznmentDeci3i -14223 7553.71 -1.883 0.0597
DebttoEquityRacio -7928.5 6645.08 -1.193 0.2328
Shaze133uedAftez— 2184.09 933.412 2.34 0.0193
InflationRate 143894 86898.9 1.656 0.0977
InterestRate -41095.1 64021.6 -o .6419 0.5209
Mean dependent 14089.81 S.D. dependent 8993.632
Sum squared resid 7.81E+08 S.E. Of regression 5103.154
Log—likelihood -355.1541 Äkaike criterion 724.3082
Schwarz criterion 735.3928 Hannan—Quinn 728.177
Zho 0.385027 Durbin—Watson 2.676
Between' variance —3.96179e+007 'Within' variance = 1.44303e+007 theta —O. 740247
(y, yhat)A2 = 0.770498

The regression analysis conducted on the range of employees (Nonemployee) as the based
variable provides insights into the factors influencing personnel length within groups. Among the
coefficients expected, numerous key findings emerge. The intercept time period (const) shows a
statistically full-size positive dating with the number of employees, with a coefficient of 33915.9
(p = 0.0214), suggesting a baseline degree of employment even inside the absence of other
factors. However, next coefficients display blended outcomes. Privatized firms showcase a
terrible coefficient of -21828.2, indicating a capacity decrease inside the number of employees
following privatization, despite the fact that this relationship lacks statistical importance (p =
0.2703). Similarly, Government Decision~ demonstrates a terrible coefficient of -14223.Zero (p
= 0.0597), suggesting a ability decrease in employment associated with certain authorities
decisions, although this finding is marginally insignificant. The Debt to Equity Ratio coefficient
of -7928.50 (p = zero.2328) suggests a ability poor effect on employment with higher leverage,
even though once more, statistical significance is missing. Conversely, Share Issued After~
reveals a wonderful coefficient of 2184.09 (p = 0.0193), implying that issuing stocks after a
specific occasion may additionally result in an growth within the variety of personnel. However,
the Inflation Rate and Interest Rate coefficients of 143894 (p = 0.0977) and -41095.1 (p =
0.5209), respectively, lack statistical importance, suggesting no vast courting between those
macroeconomic factors and employment stages.( Rainey,C,2018)
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tests for accepting and rejecting the null hypothesis. Psychonomic Bulletin & Review,
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and MultilevelRegression Mixture Models, pp. 435–435.
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and GDP with reference to oil based economy. International Journal of Multidisciplinary
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https://doi.org/10.1214/aos/1176343414
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https://doi.org/10.1017/psrm.2018.34
Appendices:
years GDP currency Population Growth rate education Growth annually
1992 0.66 1.76 5.82 122,375,179 0.0198 32.33 0.0428
1993 0.56 3.74 5.82 125,546,615 0.0191 30.00 0.0717
1994 0.59 4.96 0.77 129,245,139 0.0185 39.00 0.1697
1995 0.60 4.85 1.62 133,117,476 0.0175 36.00 -0.0063
1996 0.60 1.01 6.36 137,234,810 0.0162 34.00 0.0339
1997 0.54 2.55 0.75 141,330,267 0.0155 37.00 -0.0201
1998 0.56 3.66 1.56 145,476,106 0.0134 35.00 0.0428
1999 0.57 4.26 0.21 149,694,462 0.0121 38.00 0.0717
2000 0.58 3.55 -0.08 154,369,924 0.013 34.00 0.1697
2001 0.56 2.51 0.31 159,217,727 0.0142 37.00 0.0099
2002 0.55 5.78 0.22 163,262,807 0.0155 36.00 0.0203
2003 0.59 7.55 0.09 166,876,680 0.0181 33.00 -0.0064
2004 0.61 6.52 0.27 170,648,620 0.0213 38.00 0.0099
2005 0.59 5.90 0.28 174,372,098 0.0228 29.00 0.0203
2006 0.58 4.83 0.25 178,069,984 0.0225 31.00 -0.0064
2007 0.40 1.70 0.39 181,924,521 0.022 38.00 0.0048
2008 0.42 2.83 0.28 185,931,955 0.0216 0.26 0.0099
2009 0.54 1.61 0.25 190,123,222 0.0212 0.43 0.0203
2010 0.65 2.75 0.39 194,454,498 0.0218 0.50 -0.0064
2011 0.80 3.51 0.2 198,602,738 0.0226 0.54 0.0048
2012 1.85 4.40 0.07 202,205,861 0.0221 0.52 -0.0063
2013 2.95 4.67 0.28 205,337,562 0.0254 0.56 0.0339
2014 1.83 4.73 0.25 208,251,628 0.0314 0.55 -0.0201
2015 3.57 5.53 0.28 210,969,298 0.0312 0.55 0.0428
Observation
Predicted Unemployement
Residuals
1 0.30002 0.35698
2 0.810056 -0.24706
3 1.152763 -0.56476
4 -0.108 0.711999
5 0.665103 -0.0651
6 -0.35221 0.895214
7 1.061151 -0.50015
8 -0.31455 0.887554
9 0.765563 -0.18656
10 -0.05376 0.61876
11 0.381819 0.166181
12 0.441867 0.148133
13 0.767767 -0.15477
14 0.922583 -0.32958
15 0.899233 -0.31923
16 0.935071 -0.53507
17 1.040898 -0.6209
18 1.45062 -0.91062
19 1.258229 -0.60823
20 2.013759 -1.21376
21 1.746763 0.100237
22 2.660072 0.289928
23 2.440528 -0.61053
24 3.039853 0.530147
25 3.282372 0.496628
26 4.213047 -0.29705

SUMMARYOUTPUT

Regression Statistics
Multiple R 0.922777
R Square 0.851517
Adjusted R Square
0.794953
Standard Error
0.659745
Observations 30