|_* MEMORY IS INCREASED TO 1500 KB AND COMMAND ROW LENGTH TO 250 |_ PAR 1500 ..PAR IS 1500 MAXIMUM VARIABLES IS 1000 |_ SET COMLEN=250 |_* READING DATA |_* |_* ARCH(1) TESTS. LM is Chi square with p d.o.f., where p = nr of parameters |_* in the OLS equation: |_ OLS FIN_squ FIN_squ(1.1) REQUIRED MEMORY IS PAR= 119 CURRENT PAR= 1500 OLS ESTIMATION 751 OBSERVATIONS DEPENDENT VARIABLE = FIN_SQU ...NOTE..SAMPLE RANGE SET TO: 2, 752 R-SQUARE = .0629 R-SQUARE ADJUSTED = .0617 VARIANCE OF THE ESTIMATE-SIGMA**2 = 12.566 STANDARD ERROR OF THE ESTIMATE-SIGMA = 3.5448 SUM OF SQUARED ERRORS-SSE= 9411.8 MEAN OF DEPENDENT VARIABLE = 1.6382 LOG OF THE LIKELIHOOD FUNCTION = -2015.01 VARIABLE SUM OF LAG COEFS STD ERROR T-RATIO MEAN LAG FIN_SQU .25087 .35374E-01 7.0920 1.0000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 749 DF P-VALUE CORR. COEFFICIENT AT MEANS FIN_SQU .25087 .3537E-01 7.092 1.000 .251 .2509 .2510 CONSTANT 1.2270 .1418 8.656 1.000 .302 .0000 .7490 |_ GEN1 lm_FIN = $R2*$N ..NOTE..CURRENT VALUE OF $R2 = .62926E-01 ..NOTE..CURRENT VALUE OF $N = 751.00 |_* |_STOP