Welcome to SHAZAM (Double Precision) v11.

0 - JUNE 201 Windows7 PAR=

...NOTE..CURRENT WORKING DIRECTORY IS: C:\Users\Asus\Documents\SHAZAM
|_Read (C:DataChowTest2.txt) Year Saving Income
...NOTE..UNIT 88 IS NOW ASSIGNED TO: C:DataChowTest2.txt
...ERROR..READ ERROR IN ROW
1
...NOTE..SAMPLE RANGE IS NOW SET TO:
|_* Estimasi hubungan saving-income
|_sample 2 27
|_print year saving income
YEAR
SAVING
INCOME
1970.000
61.00000
727.1000
1971.000
68.60000
790.2000
1972.000
63.60000
855.3000
1973.000
89.60000
965.0000
1974.000
97.60000
1054.200
1975.000
104.4000
1159.200
1976.000
96.40000
1273.000
1977.000
92.50000
1401.400
1978.000
112.6000
1580.100
1979.000
130.1000
1769.500
1980.000
161.8000
1973.300
1981.000
199.1000
2200.200
1982.000
205.5000
2347.300
1983.000
167.0000
2522.400
1984.000
235.7000
2810.000
1985.000
206.2000
3002.000
1986.000
196.5000
3187.600
1987.000
168.4000
3363.100
1988.000
189.1000
3640.800
1989.000
187.8000
3849.500
1990.000
208.7000
4166.800
1991.000
246.4000
4343.700
1992.000
272.6000
4613.700
1993.000
214.4000
4790.200
1994.000
189.4000
5021.700
1995.000
249.3000
5320.800

27

|_ols Saving Income / rstat dwpvalue

REQUIRED MEMORY IS PAR=
8 CURRENT PAR=
78
OLS ESTIMATION
26 OBSERVATIONS
DEPENDENT VARIABLE= SAVING
...NOTE..SAMPLE RANGE SET TO:
2,
27
DURBIN-WATSON STATISTIC =
0.85933
DURBIN-WATSON POSITIVE AUTOCORRELATION TEST P-VALUE =
NEGATIVE AUTOCORRELATION TEST P-VALUE =
R-SQUARE =
0.7679
R-SQUARE ADJUSTED =
0.7582
VARIANCE OF THE ESTIMATE-SIGMA**2 =
965.77
STANDARD ERROR OF THE ESTIMATE-SIGMA =
31.077
SUM OF SQUARED ERRORS-SSE=
23178.
MEAN OF DEPENDENT VARIABLE =
162.09
LOG OF THE LIKELIHOOD FUNCTION = -125.200
MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242)

0.000239
0.999761

78

AKAIKE (1969) FINAL PREDICTION ERROR - FPE =

1040.1
(FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC)
AKAIKE (1973) INFORMATION CRITERION - LOG AIC =
6.9467
SCHWARZ (1978) CRITERION - LOG SC =
7.0435
MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165)
CRAVEN-WAHBA (1979)
GENERALIZED CROSS VALIDATION - GCV =
1046.2
HANNAN AND QUINN (1979) CRITERION =
1069.1
RICE (1984) CRITERION =
1053.6
SHIBATA (1981) CRITERION =
1028.6
SCHWARZ (1978) CRITERION - SC =
1145.4
AKAIKE (1974) INFORMATION CRITERION - AIC =
1039.7

REGRESSION
ERROR
TOTAL

ANALYSIS OF VARIANCE - FROM MEAN

SS
DF
MS
76692.
1.
76692.
23178.
24.
965.77
99870.
25.
3994.8

F
79.410
P-VALUE
0.000

REGRESSION
ERROR
TOTAL

ANALYSIS OF VARIANCE - FROM ZERO

SS
DF
MS
0.75978E+06
2.
0.37989E+06
23178.
24.
965.77
0.78296E+06
26.
30114.

F
393.356
P-VALUE
0.000

VARIABLE
ESTIMATED STANDARD
T-RATIO
ELASTICITY
NAME
COEFFICIENT
ERROR
24 DF
MEANS
INCOME
0.37735E-01 0.4235E-02
8.911
0.6154
CONSTANT
62.340
12.75
4.891
0.3846

PARTIAL STANDARDIZED
P-VALUE CORR. COEFFICIENT
0.000 0.876

0.8763

0.000 0.707

0.0000

AT

DURBIN-WATSON = 0.8593
VON NEUMANN RATIO = 0.8937
RHO = 0.55291
RESIDUAL SUM = 0.85265E-13 RESIDUAL VARIANCE =
965.77
SUM OF ABSOLUTE ERRORS=
623.75
R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.7679
RUNS TEST:
5 RUNS,
10 POS,
0 ZERO,
16 NEG NORMAL STATISTIC = 3.5211
COEFFICIENT OF SKEWNESS =
0.5439 WITH STANDARD DEVIATION OF 0.4556
COEFFICIENT OF EXCESS KURTOSIS =
0.1221 WITH STANDARD DEVIATION OF 0.8865
JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)=

1.1521 P-VALUE= 0.562

GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 6 GROUPS

OBSERVED 1.0 0.0 15.0 6.0 3.0 1.0
EXPECTED 0.6 3.5 8.9 8.9 3.5 0.6
CHI-SQUARE =
9.3334 WITH 2 DEGREES OF FREEDOM, P-VALUE= 0.009
|_diagnos / chowone=12
REQUIRED MEMORY IS PAR=
5 CURRENT PAR=
78
DEPENDENT VARIABLE = SAVING
26 OBSERVATIONS
REGRESSION COEFFICIENTS
0.377349494913E-01
62.3403314565

SEQUENTIAL CHOW AND GOLDFELD-QUANDT TESTS

N1
N2
SSE1
SSE2
CHOW
PVALUE
12
14 1785.0
9974.0
10.682
0.010

PVALUE

0.001 0.2148

CHOW TEST - F DISTRIBUTION WITH DF1=

|_end
|_stop

G-Q

2 AND DF2=

22

DF1

DF2

10

12