45 Equation: KCAREQ Dependent Variable: KCAR Method: Least Squares Date: 09/07/98 Time: 15:39 Sample(adjusted): 1956 1997 Included observations: 42 after adjusting endpoints Variable
Coefficient
Std. Error
t-Statistic
Prob.
C KP+KG KP(-1)+KG(-1) KCAR(-1)
-1913.472 0.063458 -0.060308 0.848447
762.7867 0.010285 0.010102 0.059178
-2.508528 6.169794 -5.969950 14.33721
0.0165 0.0000 0.0000 0.0000
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
0.996656 0.996393 1480.840 83329755 -364.1090 1.632007
Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)
33980.36 24655.14 17.52900 17.69449 3775.777 0.000000
Equation: IINVEQ Dependent Variable: IINV Method: Least Squares Date: 09/09/98 Time: 16:38 Sample(adjusted): 1956 1997 Included observations: 42 after adjusting endpoints Convergence achieved after 10 iterations Variable
Coefficient
Std. Error
t-Statistic
Prob.
C INVPY/GNP AR(1)
48121.92 -127785.2 0.977427
125436.8 36898.94 0.061799
0.383635 -3.463113 15.81618
0.7033 0.0013 0.0000
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Inverted AR Roots
0.756305 0.743808 4612.031 8.30E+08 -412.3689 1.604465 .98
Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)
7365.619 9111.910 19.77947 19.90359 60.51812 0.000000