Kiể Tra Tính Dừng Của Biến Inf

Exogenous: Constant

Lag Length: 5 (Automatic - based on SIC, maxlag=8)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-6.285538

0.0000

Test critical values:

1% level

-3.499167

5% level

-2.891550

10% level

-2.582846

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(LNOILP,2)

Method: Least Squares

Date: 03/29/20 Time: 16:45

Sample (adjusted): 1995Q4 2019Q4

Included observations: 97 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

D(LNOILP(-1))

-2.968530

0.472279

-6.285538

0.0000

D(LNOILP(-1),2)

1.141000

0.434936

2.623375

0.0102

D(LNOILP(-2),2)

0.469707

0.371494

1.264372

0.2094

D(LNOILP(-3),2)

0.656031

0.291961

2.246978

0.0271

D(LNOILP(-4),2)

0.508306

0.185156

2.745285

0.0073

D(LNOILP(-5),2)

0.346295

0.087438

3.960480

0.0001

C

0.008721

0.046240

0.188595

0.8508

R-squared

0.915053

Mean dependent var

-0.008847

Adjusted R-squared

0.909390

S.D. dependent var

1.507963

S.E. of regression

0.453919

Akaike info criterion

1.327631

Sum squared resid

18.54379

Schwarz criterion

1.513435

Log likelihood

-57.39011

Hannan-Quinn criter.

1.402761

F-statistic

161.5815

Durbin-Watson stat

1.577295

Prob(F-statistic)

0.000000

Exogenous: Constant

Lag Length: 1 (Automatic - based on SIC, maxlag=12)

t-Statistic

Prob.*

Augmented Dickey-Fuller test statistic

-4.520885

0.0003

Test critical values:

1% level

-3.495677

5% level

-2.890037

10% level

-2.582041

*MacKinnon (1996) one-sided p-values.

Augmented Dickey-Fuller Test Equation

Dependent Variable: D(INF)

Method: Least Squares

Date: 03/29/20 Time: 17:12

Sample (adjusted): 1994Q3 2019Q4

Included observations: 102 after adjustments

Variable

Coefficient

Std. Error

t-Statistic

Prob.

INF(-1)

-0.383075

0.084735

-4.520885

0.0000

D(INF(-1))

-0.026835

0.098001

-0.273824

0.7848

C

1.909260

0.616261

3.098138

0.0025

R-squared

0.206749

Mean dependent var

-0.129580

Adjusted R-squared

0.190724

S.D. dependent var

4.633251

S.E. of regression

4.168063

Akaike info criterion

5.721750

Sum squared resid

1719.902

Schwarz criterion

5.798955

Log likelihood

-288.8093

Hannan-Quinn criter.

5.753013

F-statistic

12.90142

Durbin-Watson stat

1.491611

Prob(F-statistic)

0.000010

LogL

LR

FPE

AIC

SC

HQ

0

-16.84992

NA

1.11e-06

0.474998

0.612052

0.530314

1

398.7073

776.9113

2.28e-10

-8.015376

-7.193054

-7.683480

2

414.7403

28.23205

2.78e-10

-7.820442

-6.312851

-7.211965

3

443.7618

47.94857

2.58e-10

-7.907866

-5.715006

-7.022809

4

566.1189

188.8555

3.18e-11

-10.02432

-7.146195

-8.862687

5

635.0972

98.96881*

1.27e-11*

-10.98037*

-7.416976*

-9.542156*

6

651.9566

22.35715

1.60e-11

-10.80341

-6.554740

-9.088608

7

666.2527

17.40387

2.20e-11

-10.57071

-5.636776

-8.579333

8

686.5369

22.48907

2.74e-11

-10.46819

-4.848992

-8.200236

9

717.1104

30.57347

2.84e-11

-10.58936

-4.284885

-8.044819

10

737.1791

17.88733

3.90e-11

-10.48215

-3.492415

-7.661036

11

764.8175

21.63003

4.86e-11

-10.53951

-2.864502

-7.441812

12

805.7922

27.61342

4.97e-11

-10.88679

-2.526511

-7.512509

Date: 03/29/20 Time: 16:54

Sample (adjusted): 1995Q2 2019Q4

Included observations: 99 after adjustments

Standard errors in ( ) & t-statistics in [ ]

LNGDP

LNIG

LNIP

LNIF

LNLAB

LNGDP(-1)

-0.267409

-0.018613

-0.030726

0.007027

-0.002236

(0.11298)

(0.02884)

(0.02518)

(0.02487)

(0.00236)

[-2.36688]

[-0.64543]

[-1.22042]

[ 0.28253]

[-0.94664]

LNGDP(-2)

0.032481

-0.020104

-0.070305

0.024117

0.001462

(0.10980)

(0.02803)

(0.02447)

(0.02417)

(0.00230)

[ 0.29582]

[-0.71731]

[-2.87330]

[ 0.99766]

[ 0.63682]

LNGDP(-3)

-0.132052

-0.005382

-0.017536

0.002986

3.95E-05

(0.11463)

(0.02926)

(0.02554)

(0.02524)

(0.00240)

[-1.15201]

[-0.18395]

[-0.68652]

[ 0.11831]

[ 0.01646]

LNGDP(-4)

-0.449641

0.024725

-0.017560

-0.005635

0.000932

(0.11365)

(0.02901)

(0.02533)

(0.02502)

(0.00238)

[-3.95645]

[ 0.85236]

[-0.69335]

[-0.22520]

[ 0.39212]

LNGDP(-5)

0.028838

-0.024515

-0.026289

0.034959

0.004474

(0.12139)

(0.03098)

(0.02705)

(0.02673)

(0.00254)

[ 0.23756]

[-0.79121]

[-0.97181]

[ 1.30808]

[ 1.76245]

LNIG(-1)

-0.836509

0.741354

-0.051393

0.070286

-0.001412

(0.62101)

(0.15851)

(0.13839)

(0.13672)

(0.01299)

[-1.34702]

[ 4.67706]

[-0.37137]

[ 0.51409]

[-0.10877]

LNIG(-2)

1.209775

0.010827

-0.086638

0.016693

0.025871

(0.69632)

(0.17773)

(0.15517)

(0.15330)

(0.01456)

[ 1.73739]

[ 0.06092]

[-0.55834]

[ 0.10889]

[ 1.77683]

LNIG(-3)

-1.019671

-0.008634

0.043881

-0.051875

-0.015019

(0.69903)

(0.17842)

(0.15577)

(0.15390)

(0.01462)

[-1.45870]

[-0.04839]

[ 0.28170]

[-0.33708]

[-1.02754]

-1.189123

0.092244

0.118252

0.666607

0.017847

(0.67616)

(0.17259)

(0.15068)

(0.14886)

(0.01414)

[-1.75865]

[ 0.53448]

[ 0.78481]

[ 4.47804]

[ 1.26230]

LNIG(-5)

1.366447

-0.002507

-0.034530

-0.592064

-0.010753

(0.60677)

(0.15488)

(0.13522)

(0.13359)

(0.01269)

[ 2.25198]

[-0.01619]

[-0.25537]

[-4.43209]

[-0.84753]

LNIP(-1)

0.412219

0.080308

0.824575

-0.119652

-0.001356

(0.66070)

(0.16864)

(0.14723)

(0.14546)

(0.01382)

[ 0.62391]

[ 0.47621]

[ 5.60052]

[-0.82259]

[-0.09814]

LNIP(-2)

-1.393423

-0.023042

0.123487

0.044165

-0.010466

(0.82738)

(0.21118)

(0.18437)

(0.18215)

(0.01730)

[-1.68415]

[-0.10911]

[ 0.66976]

[ 0.24246]

[-0.60492]

LNIP(-3)

1.576246

0.060621

-0.091606

-0.104120

0.026775

(0.84268)

(0.21509)

(0.18779)

(0.18552)

(0.01762)

[ 1.87051]

[ 0.28184]

[-0.48782]

[-0.56123]

[ 1.51952]

LNIP(-4)

1.617218

0.356269

0.379144

0.078652

3.14E-05

(0.80803)

(0.20625)

(0.18006)

(0.17789)

(0.01690)

[ 2.00144]

[ 1.72741]

[ 2.10562]

[ 0.44213]

[ 0.00186]

LNIP(-5)

-1.622513

-0.246589

-0.191623

-0.130965

-0.015143

(0.64394)

(0.16436)

(0.14350)

(0.14177)

(0.01347)

[-2.51967]

[-1.50028]

[-1.33538]

[-0.92380]

[-1.12458]

LNIF(-1)

0.456875

-0.169304

-0.128542

1.013071

0.021925

(0.53468)

(0.13648)

(0.11915)

(0.11771)

(0.01118)

[ 0.85447]

[-1.24054]

[-1.07882]

[ 8.60616]

[ 1.96102]

LNIF(-2)

-0.169873

0.030899

-0.062443

-0.115628

-0.012679

(0.40229)

(0.10268)

(0.08965)

(0.08857)

(0.00841)

[-0.42226]

[ 0.30092]

[-0.69655]

[-1.30554]

[-1.50728]

LNIF(-3)

-0.570712

0.128414

0.145860

-0.008670

0.010234

(0.38914)

(0.09933)

(0.08672)

(0.08567)

(0.00814)

[-1.46660]

[ 1.29286]

[ 1.68202]

[-0.10120]

[ 1.25773]

LNIF(-4)

0.435642

0.546427

0.407077

0.273644

-0.009575

(0.40106)

(0.10237)

(0.08937)

(0.08830)

(0.00839)

[ 1.08622]

[ 5.33782]

[ 4.55479]

[ 3.09915]

[-1.14168]

LNIF(-5)

0.298780

-0.374448

-0.304901

-0.388862

0.008377

(0.52299)

(0.13349)

(0.11654)

(0.11514)

(0.01094)

[ 0.57129]

[-2.80504]

[-2.61616]

[-3.37728]

[ 0.76604]

LNLAB(-1)

-4.254661

0.234239

-0.744656

0.393245

0.503110

(5.24671)

(1.33920)

(1.16919)

(1.15510)

(0.10971)

[-0.81092]

[ 0.17491]

[-0.63690]

[ 0.34044]

[ 4.58578]

LNLAB(-2)

3.652858

0.261861

-0.160863

0.113406

0.046925

(5.36287)

(1.36885)

(1.19508)

(1.18068)

(0.11214)

[ 0.68114]

[ 0.19130]

[-0.13460]

[ 0.09605]

[ 0.41845]

LNLAB(-3)

3.154496

1.291632

1.405561

-1.759243

0.012234

(5.18892)

(1.32444)

(1.15631)

(1.14238)

(0.10850)

[ 0.60793]

[ 0.97523]

[ 1.21556]

[-1.53998]

[ 0.11275]

LNLAB(-4)

6.955417

-4.061596

-2.763525

3.223795

0.626477

(5.32864)

(1.36011)

(1.18745)

(1.17314)

(0.11142)

[ 1.30529]

[-2.98623]

[-2.32728]

[ 2.74801]

[ 5.62246]

LNLAB(-5)

-11.90621

0.928455

1.888666

-0.211273

-0.351317

(5.57676)

(1.42344)

(1.24274)

(1.22776)

(0.11661)

[-2.13497]

[ 0.65226]

[ 1.51976]

[-0.17208]

[-3.01269]

C

42.78890

12.67515

5.234659

-16.00811

1.319322

(32.2244)

(8.22511)

(7.18096)

(7.09443)

(0.67382)

[ 1.32784]

[ 1.54103]

[ 0.72896]

[-2.25643]

[ 1.95796]

R-squared

0.396715

0.986646

0.995002

0.985716

0.997905

Adj. R-squared

0.190110

0.982073

0.993290

0.980824

0.997187

Sum sq. resids

13.50915

0.880119

0.670847

0.654777

0.005907

S.E. equation

0.430182

0.109802

0.095863

0.094708

0.008995

F-statistic

1.920166

215.7450

581.2785

201.4982

1390.726

Log likelihood

-41.88315

93.30456

106.7446

107.9448

341.0002

Akaike AIC

1.371377

-1.359688

-1.631204

-1.655450

-6.363641

Schwarz SC

2.052923

-0.678141

-0.949657

-0.973904

-5.682094

Mean dependent

12.95621

10.22809

9.856438

11.15513

10.72309

S.D. dependent

0.478013

0.820079

1.170274

0.683915

0.169609

Determinant resid covariance (dof adj.)

3.10E-12

6.76E-13

Log likelihood

684.7743

Akaike information criterion

-11.20756

Schwarz criterion

-7.799829

Number of coefficients

130

Date: 03/29/20 Time: 16:54

Sample: 1994Q1 2019Q4

Included observations: 99

Dependent variable: LNGDP

Excluded

Chi-sq

df

Prob.

LNIG

12.09947

5

0.0335

LNIP

15.99280

5

0.0069

LNIF

6.237149

5

0.2838

LNLAB

7.792617

5

0.1680

All

38.30004

20

0.0081

Dependent variable: LNIG

Excluded

Chi-sq

df

Prob.

LNGDP

2.419647

5

0.7885

LNIP

11.06886

5

0.0500

LNIF

50.31918

5

0.0000

LNLAB

10.94834

5

0.0524

All

102.1658

20

0.0000

Dependent variable: LNIP

Excluded

Chi-sq

df

Prob.

LNGDP

8.698377

5

0.1217

LNIG

1.556249

5

0.9065

LNIF

40.82137

5

0.0000

LNLAB

6.241682

5

0.2834

All

68.79958

20

0.0000

Dependent variable: LNIF