TSP Version 4.5 (10/02/00) DOS/Win 4MB Copyright (C) 2000 TSP International ALL RIGHTS RESERVED 06/13/05 4:12 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 COMMAND *************************************************************** | 1 freq a; | 2 smpl 1955 1997; | 3 load year shohi shotoku bukka; | 3 1955 5402.1 6135.0 18.1 | 3 1956 5947.8 6828.4 18.3 | 3 1957 6661.0 7619.5 19.0 | 3 1958 7147.2 8153.3 19.1 | 3 1959 8000.9 9274.3 19.8 | 3 1960 9217.7 10776.5 20.5 | 3 1961 10818.7 12869.4 21.8 | 3 1962 12413.7 14701.4 23.3 | 3 1963 14496.3 17042.7 25.0 | 3 1964 16668.5 19709.9 26.0 | 3 1965 18815.9 22337.4 27.8 | 3 1966 21683.2 25514.5 29.0 | 3 1967 24923.4 29012.6 30.1 | 3 1968 28452.8 34233.6 31.6 | 3 1969 32724.5 39486.3 32.9 | 3 1970 37804.7 45913.2 35.2 | 3 1971 42686.8 51944.3 37.6 | 3 1972 49302.0 60245.4 39.8 | 3 1973 59650.8 74924.8 44.2 | 3 1974 72108.4 93833.2 53.4 | 3 1975 83920.0 108712.8 59.5 | 3 1976 94845.6 123540.9 65.3 | 3 1977 105869.9 135318.4 70.1 | 3 1978 116643.0 147244.2 73.4 | 3 1979 128558.4 157071.1 76.0 | 3 1980 139506.4 169931.5 81.7 | 3 1981 147988.3 181349.2 85.5 | 3 1982 158853.9 190611.5 87.8 | 3 1983 167508.7 199587.8 89.7 | 3 1984 176267.1 209451.9 92.0 | 3 1985 186234.6 220655.6 94.1 | 3 1986 194050.9 229938.8 94.7 | 3 1987 203342.3 235924.0 95.2 | 3 1988 214991.9 247159.7 95.6 | 3 1989 229830.7 263940.5 97.5 | 3 1990 246153.6 280133.0 100.0 | 3 1991 258331.6 297512.9 102.5 | 3 1992 268676.5 309256.6 104.4 | 3 1993 274696.1 317021.6 105.7 | 3 1994 282354.3 325655.7 106.4 | 3 1995 286454.5 331967.5 105.8 | 3 1996 295103.7 340619.1 105.9 | 3 1997 302014.4 345522.7 107.4; | 4 ? print year shohi shotoku bukka; | 4 jshohi=shohi/(bukka/100); | 5 jshotoku=shotoku/(bukka/100); | 6 olsq jshohi c jshotoku; | 7 smpl 1956 1997; | 8 rhohat=1-0.5*@dw; | 9 jshohi2=jshohi-rhohat*jshohi(-1); | 10 jshotoku2=jshotoku-rhohat*jshotoku(-1); | 11 olsq jshohi2 c jshotoku2; | 12 smpl 1957 1997; | 13 rhohat2=1-0.5*@dw; | 14 jshohi3=jshohi2-rhohat2*jshohi2(-1); | 15 jshotoku3=jshotoku2-rhohat2*jshotoku2(-1); | 16 olsq jshohi3 c jshotoku3; EXECUTION ******************************************************************************* Current sample: 1955 to 1997 Equation 1 ============ Method of estimation = Ordinary Least Squares Dependent variable: JSHOHI Current sample: 1955 to 1997 Number of observations: 43 Mean of dep. var. = 147248. LM het. test = .302048 [.583] Std. dev. of dep. var. = 80515.4 Durbin-Watson = .111381 [.000,.000] Sum of squared residuals = .144708E+10 Jarque-Bera test = 7.78185 [.020] Variance of residuals = .352947E+08 Ramsey's RESET2 = 61.8280 [.000] Std. error of regression = 5940.94 F (zero slopes) = 7673.31 [.000] R-squared = .994685 Schwarz B.I.C. = 437.405 Adjusted R-squared = .994556 Log likelihood = -433.644 Estimated Standard Variable Coefficient Error t-statistic P-value C -3939.60 1949.28 -2.02106 [.050] JSHOTOKU .864339 .986718E-02 87.5975 [.000] Current sample: 1956 to 1997 Equation 2 ============ Method of estimation = Ordinary Least Squares Dependent variable: JSHOHI2 Current sample: 1956 to 1997 Number of observations: 42 Mean of dep. var. = 14007.5 LM het. test = 2.01727 [.156] Std. dev. of dep. var. = 5719.00 Durbin-Watson = 1.36645 [.011,.025] Sum of squared residuals = .157991E+09 Jarque-Bera test = 4.86956 [.088] Variance of residuals = .394979E+07 Ramsey's RESET2 = .305486 [.584] Std. error of regression = 1987.41 F (zero slopes) = 299.508 [.000] R-squared = .882182 Schwarz B.I.C. = 381.281 Adjusted R-squared = .879237 Log likelihood = -377.543 Estimated Standard Variable Coefficient Error t-statistic P-value C -42.7702 867.844 -.049283 [.961] JSHOTOKU2 .856750 .049505 17.3063 [.000] Current sample: 1957 to 1997 Equation 3 ============ Method of estimation = Ordinary Least Squares Dependent variable: JSHOHI3 Current sample: 1957 to 1997 Number of observations: 41 Mean of dep. var. = 9837.88 LM het. test = 1.05051 [.305] Std. dev. of dep. var. = 4156.57 Durbin-Watson = 2.04500 [.491,.623] Sum of squared residuals = .142828E+09 Jarque-Bera test = .668815 [.716] Variance of residuals = .366225E+07 Ramsey's RESET2 = 3.00757 [.091] Std. error of regression = 1913.70 F (zero slopes) = 149.705 [.000] R-squared = .793328 Schwarz B.I.C. = 370.693 Adjusted R-squared = .788029 Log likelihood = -366.980 Estimated Standard Variable Coefficient Error t-statistic P-value C 365.069 829.897 .439897 [.662] JSHOTOKU3 .824632 .067397 12.2354 [.000] ******************************************************************************* END OF OUTPUT. MEMORY USAGE: ITEM: DATA ARRAY TOTAL MEMORY UNITS: (4-BYTE WORDS) (MEGABYTES) MEMORY ALLOCATED : 500000 4.0 MEMORY ACTUALLY REQUIRED : 2288 2.1 CURRENT VARIABLE STORAGE : 1547