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Null Hypothesis: D(INF) has a unit root Exogenous: Constant Bandwidth: 28 (Newey-West automatic) using Bartlett kernel Adj. t-Stat Phillips-Perron test statistic Test critical values: *MacKinnon (1996) one-sided p-values. Residual variance (no correction) HAC corrected variance (Bartlett kernel) Phillips-Perron Test Equation Dependent Variable: D(INF,2) Method: Least Squares Date: 10/30/22 Time: 12:18 Sample (adjusted): 1993 2021 Included observations: 29 after adjustments Variable 1% level 5% level 10% level D(INF(-1)) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood -3.408018 -3.679322 -2.967767 -2.622989 Coefficient -0.652467 0.179964 -0.146232 0.273800 -0.534084 Std. Error Prob.* t-Statistic Prob. 0.327430 Mean dependent var 0.302520 S.D. dependent var 1.460521 Akaike info criterion 57.59426 Schwarz criterion -51.09806 0.0189 Hannan-Quinn criter. 1.986009 0.583942 -3.625538 0.0012 0.5977 -0.010069 1.748807 3.661935 3.756231 3.691468

Null Hypothesis: D(INF) has a unit root Exogenous: Constant Bandwidth: 28 (Newey-West automatic) using Bartlett kernel Adj. t-Stat Phillips-Perron test statistic Test critical values: *MacKinnon (1996) one-sided p-values. Residual variance (no correction) HAC corrected variance (Bartlett kernel) Phillips-Perron Test Equation Dependent Variable: D(INF,2) Method: Least Squares Date: 10/30/22 Time: 12:18 Sample (adjusted): 1993 2021 Included observations: 29 after adjustments Variable 1% level 5% level 10% level D(INF(-1)) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood -3.408018 -3.679322 -2.967767 -2.622989 Coefficient -0.652467 0.179964 -0.146232 0.273800 -0.534084 Std. Error Prob.* t-Statistic Prob. 0.327430 Mean dependent var 0.302520 S.D. dependent var 1.460521 Akaike info criterion 57.59426 Schwarz criterion -51.09806 0.0189 Hannan-Quinn criter. 1.986009 0.583942 -3.625538 0.0012 0.5977 -0.010069 1.748807 3.661935 3.756231 3.691468

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Interpret the generated results at 5% level of significance. 

Null Hypothesis: D(INF) has a unit root Exogenous: Constant Bandwidth: 28 (Newey-West automatic) using Bartlett kernel Adj. t-Stat Phillips-Perron test statistic Test critical values: *MacKinnon (1996) one-sided p-values. 1% level 5% level 10% level Residual variance (no correction) HAC corrected variance (Bartlett kernel) Phillips-Perron Test Equation Dependent Variable: D(INF,2) Method: Least Squares Date: 10/30/22 Time: 12:18 Sample (adjusted): 1993 2021 Included observations: 29 after adjustments Variable D(INF(-1)) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Std. Error -3.408018 -3.679322 -2.967767 -2.622989 Prob.* Coefficient -0.652467 0.179964 -3.625538 0.0012 -0.146232 0.273800 -0.534084 0.5977 0.327430 Mean dependent var 0.302520 S.D. dependent var 1.460521 Akaike info criterion 0.0189 t-Statistic Prob. 57.59426 Schwarz criterion -51.09806 Hannan-Quinn criter. 1.986009 0.583942 -0.010069 1.748807 3.661935 3.756231 3.691468
Transcribed Image Text:Null Hypothesis: D(INF) has a unit root Exogenous: Constant Bandwidth: 28 (Newey-West automatic) using Bartlett kernel Adj. t-Stat Phillips-Perron test statistic Test critical values: *MacKinnon (1996) one-sided p-values. 1% level 5% level 10% level Residual variance (no correction) HAC corrected variance (Bartlett kernel) Phillips-Perron Test Equation Dependent Variable: D(INF,2) Method: Least Squares Date: 10/30/22 Time: 12:18 Sample (adjusted): 1993 2021 Included observations: 29 after adjustments Variable D(INF(-1)) с R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Std. Error -3.408018 -3.679322 -2.967767 -2.622989 Prob.* Coefficient -0.652467 0.179964 -3.625538 0.0012 -0.146232 0.273800 -0.534084 0.5977 0.327430 Mean dependent var 0.302520 S.D. dependent var 1.460521 Akaike info criterion 0.0189 t-Statistic Prob. 57.59426 Schwarz criterion -51.09806 Hannan-Quinn criter. 1.986009 0.583942 -0.010069 1.748807 3.661935 3.756231 3.691468
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