4 OLS 4 OLS 4.1 nurseries dual c dual i = c + βnurseries i + ε i (1) 1. OLS Workfile Quick - Estimate Equation OK Equation specification dual c nurser

1 EViews 2 2007/5/17 2007/5/21 4 OLS 2 4.1.............................................. 2 4.2................................................ 9 4.3.............................................. 11 4.4 F................................................. 14 5 16 5.1......................................... 16 5.2........................................ 18 5.3...................................... 20 2 TA

4 OLS 4 OLS 4.1 nurseries dual c dual i = c + βnurseries i + ε i (1) 1. OLS Workfile Quick - Estimate Equation OK Equation specification dual c nurseries * 1 Method LS - Least Squares - (NLS and ARMA) * 2 Sample 1 47 * 3 *1 EViews 1 c EViews c *2 OLS OLS *3 Worksheet spreadsheet 1 47 spreadsheet 2/22

4 OLS 4.1 2. * 4 1 Dependent Variable DUAL Method Least Squares Sample 1 47 Included obsevations 47 2 Variable Coefficient Std. Error t-statistic Prob. t p C 22.08140 2.169286 10.17911 0.0000 NURSERIES 0.219764 0.047194 4.656574*5 0.0000 *4 & Excel *5 H 0 : β = 0 H 1 : β 0 3/22

4 OLS 4.1 3 R-squared 0.325172 Adjusted R-squared 0.310176 S.E. of regression 4.587651 Sum squared resid 947.0945 Log likelihood -137.2665 Durbin-Watson stat 1.073849 Mean dependent var 31.69021 S.D. dependent var 5.523588 Akaike info criterion 5.926235 Schwarz criterion 6.004964 F-statistic F 21.68369 Prob(F-statistic) P F 0.000029 3. Object Workfile Name eq01 OK 4. Workfile eq01 Equation Object * 6 *6 EViews Equation Object Worksheet Worksheet 4/22

4 OLS 4.1 5. eq01 View - Representations 6. table eq01 Freeze table object name table01 table01 Workfile * 7 *7 table Excel spreadsheet 5/22

4 OLS 4.1 7. eq01 View - Actual, Fitted, Residual - Graph Redids 6/22

4 OLS 4.1 8. Jarque-Bera Test *8 eq01 View - Residual Tests - Histogram-Normality 9. Ramsey s Reset Test eq01 View - Stability Tests - Ramsey RESET Test 2 OK *8 X Jarque-Bera Test H 0 : X H 1 : X 7/22

4 OLS 4.1 10. 8/22

4 OLS 4.2 4.2 1. Workfile Ctr nurseries dual - Open - as Group Group 2. Series spreadsheet 3. Group Name Group group02 * 9 *9 object Groop Worksheet Groop Groop Workfile 9/22

4 OLS 4.2 4. Workfile group02 5. Group group02 View - Graph - Scatter - Scatter with Regression 10/22

4 OLS 4.3 4.3 EViews 1. marriages c middle 15 64 income seihi * 10 marriages i = c + β 1 middle i + β 2 income i + β 3 seihi i + ε i (2) 2. Workfile Quick - Estimate Equation OK Equation specification marriages c middle income seihi * 11 Method Least Squares - (NLS and ARMA) Sample 1 47 *10 (15 64 ) 100 (15 64 ) *11 1 2 3 11/22

4 OLS 4.3 3. 12/22

4 OLS 4.3 4. Object Workfile Name eq02 Workfile eq02 Object 5. eq02 View - Actual, Fitted, Residual - Graph Resids 6. eq02 View - Actual, Fitted, Residual - Graph 13/22

4 OLS 4.4 F 4.4 F 4.3 Redundant 4.3 marriages c middle(15 64 ) income( ) seihi( ) marriages i = c + β 1 middle i + β 2 income i + β 3 seihi i + ε i (3) Redundant Variable Test H 0 : β 2 = β 3 = 0 H 1 : 0 (β 2 0 or β 3 0) 1. Redundant Variable Test eq02 View - Coefficient Tests/Redundant Variables - Likelihood Ratio OK one or more test series income seihi 14/22

4 OLS 4.4 F 2. 15/22

5 5 5.1 1. fertility c marriages fertility i = c + β 1 marriages i + ε i (4) 2. Workfile Quick - Estimate Equation OK Equation specification fertility c marriages 3. marriages p 0.0651 5% 0.0746 16/22

5 5.1 4. Object Workfile name eq03 5. eq03 View - Actual, Fitted, Residual - Graph Resids 47 ( ) 6. eq03 View - Actual, Fitted, Residual - Graph 17/22

5 5.2 5.2 EViews Excel EViews 1. (47 ) 1 (1 46 ) 0 Series okinawa 2. EViews Quick - Generate Series genr Series ken * 12 Enter equation okinawa=ken=47 *12 Series = Series okinawa=ken=47 okinawa 1 { } { 1, for ken = 47 okinawa = 1 {ken=47} = 0, otherwise (5) 18/22

5 5.2 3. Workfile okinawa Series 19/22

5 5.3 5.3 1. fertility c marriages okinawa fertility i = c + β 1 marriages i + β 2 okinawa i + ε i (6) 2. Workfile Quick - Estimate Equation OK Equation specification fertility c marriages okinawa 3. c marriages okinawa 5% 0.418256 20/22

5 5.3 4. Object Workfile name eq04 5. eq04 View - Actual, Fitted, Residual - Graph Resids 6. eq04 View - Actual, Fitted, Residual - Graph 21/22

5 5.3 7. eq04 View - Residual Tests - White heteroskedasticity cross term 22/22