TSP Version 4.5 (06/20/99) Windows32 4MB Copyright (C) 1999 TSP International ALL RIGHTS RESERVED 05/21/05 3:47 PM In case of questions or problems, see your local TSP consultant or send a description of the problem and the associated TSP output to: TSP International P.O. Box 61015, Station A Palo Alto, CA 94306 USA PROGRAM LINE ****************************************************************** | 1 freq a; | 2 smpl 1994 2003; | 3 load cons income dummy; | 3 270932.1 470862.4 0 | 3 276086.4 480323.5 0 | 3 282897.1 496822.2 0 | 3 284989.3 505622.6 0 | 3 284352.6 500329.1 0 | 3 284242.7 499651.0 0 | 3 285750.1 511569.1 1 | 3 288777.0 512608.5 0 | 3 290356.4 511056.0 0 | 3 291004.5 517727.3 0; | 4 print cons income dummy; | 5 olsq cons c income; | 6 olsq cons c income dummy; | 7 olsq cons income c dummy; EXECUTION ******************************************************************************* Current sample: 1994 to 2003 CONS INCOME DUMMY 1994 270932.09375 470862.40625 0.00000 1995 276086.40625 480323.50000 0.00000 1996 282897.09375 496822.18750 0.00000 1997 284989.31250 505622.59375 0.00000 1998 284352.59375 500329.09375 0.00000 1999 284242.68750 499651.00000 0.00000 2000 285750.09375 511569.09375 1.00000 2001 288777.00000 512608.50000 0.00000 2002 290356.40625 511056.00000 0.00000 2003 291004.50000 517727.31250 0.00000 Equation 1 ============ Method of estimation = Ordinary Least Squares Dependent variable: CONS Current sample: 1994 to 2003 Number of observations: 10 Mean of dep. var. = 283939. LM het. test = 1.06887 [.301] Std. dev. of dep. var. = 6245.76 Durbin-Watson = 2.30029 [.536,.827] Sum of squared residuals = .146641E+08 Jarque-Bera test = .548500 [.760] Variance of residuals = .183302E+07 Ramsey's RESET2 = .503765 [.501] Std. error of regression = 1353.89 F (zero slopes) = 183.534 [.000] R-squared = .958232 Schwarz B.I.C. = 87.4836 Adjusted R-squared = .953011 Log likelihood = -85.1810 Estimated Standard Variable Coefficient Error t-statistic P-value C 78760.7 15151.2 5.19832 [.001] INCOME .409818 .030250 13.5475 [.000] Equation 2 ============ Method of estimation = Ordinary Least Squares Dependent variable: CONS Current sample: 1994 to 2003 Number of observations: 10 Mean of dep. var. = 283939. LM het. test = .848602 [.357] Std. dev. of dep. var. = 6245.76 Durbin-Watson = 2.74363 [.664,.994] Sum of squared residuals = .624244E+07 Jarque-Bera test = .171736 [.918] Variance of residuals = 891777. Ramsey's RESET2 = .490222 [.510] Std. error of regression = 944.340 F (zero slopes) = 193.346 [.000] R-squared = .982220 Schwarz B.I.C. = 84.3647 Adjusted R-squared = .977139 Log likelihood = -80.9109 Estimated Standard Variable Coefficient Error t-statistic P-value C 70444.3 10909.0 6.45748 [.000] INCOME .427061 .021833 19.5603 [.000] DUMMY -3165.31 1030.02 -3.07307 [.018] Equation 3 ============ Method of estimation = Ordinary Least Squares Dependent variable: CONS Current sample: 1994 to 2003 Number of observations: 10 Mean of dep. var. = 283939. LM het. test = .848602 [.357] Std. dev. of dep. var. = 6245.76 Durbin-Watson = 2.74363 [.664,.994] Sum of squared residuals = .624244E+07 Jarque-Bera test = .171736 [.918] Variance of residuals = 891777. Ramsey's RESET2 = .490222 [.510] Std. error of regression = 944.340 F (zero slopes) = 193.346 [.000] R-squared = .982220 Schwarz B.I.C. = 84.3647 Adjusted R-squared = .977139 Log likelihood = -80.9109 Estimated Standard Variable Coefficient Error t-statistic P-value INCOME .427061 .021833 19.5603 [.000] C 70444.3 10909.0 6.45748 [.000] DUMMY -3165.31 1030.02 -3.07307 [.018] ******************************************************************************* END OF OUTPUT. MEMORY USAGE: ITEM: DATA ARRAY TOTAL MEMORY UNITS: (4-BYTE WORDS) (MEGABYTES) MEMORY ALLOCATED : 500000 4.0 MEMORY ACTUALLY REQUIRED : 770 2.1 CURRENT VARIABLE STORAGE : 425