[El Worktte: DATA 2 - ( view ro<[obiee J save a) sers\laptop2\documents\dati Snapshot Free [etait] show eth] store [Delete Sen (=) [sa Be Range: 1980M011908m11 — 227 obs ‘Sample: 1980M01 1908m11 — 227 obs ate: 12016 Ti smple: 18001 12_SE_ofregression 43__Sum squaredresi jependent Variable. C lethod: Least Squares: Included observations: 227 jean dependentvar ime: 12:47 908ttt4 0.071617 0.001581 46.29075 0.0000 ‘SD. dependent var 0.318724 Akaike info ciierion 0830498 id 2.52803. Schwarzeriterion oss1s36 Filtar:* Order Name4_Dependent Variable: C 2___Method: MLARCH - Normal distribution (BFGS / Marquardt steps) 3 ate: 1210518 Time: 12:47 4 ‘Sample: 192001 1998N11 5 Included obsewvations: 227 6 rgence achieved after 32 iterations 7 Coefficient covariance computed using outer product of gradients, g 2g ‘esample variance: backcast (parameter = 0.7) {CH = C(2) + C(3)"RESID(-1)'2 + C(4)"GARCH(+1) Coemeent — Std Ewor — ZStatistic Prob, 221.1185 a7 c 0.000284 0.000744 1973075 18 RESIDC1)'2 0953865 0.191298 4.985297 19 GARCH¢-1) 0240195 | o.0s1677 4.648002 21_Meandependentyar 1.000000 S.D. dependent var 22 SE cfregression (0.322803 Akaike info criterion 23 Sumsquaredresid 2370958 Schwarzerierion 240g etnood 6584000 Hennan-Quinn erter 25 Durbin-Watson stat 0.023364 0.0000a 7_Test Equation 9381.943 210.9098 & Dependent Variable: RESID'2 9 Method: Least Squares 40 Date: 1208/18 Time: 12:47 4% Sample (adusted): 198002 1998011 Prop. F(1,224) Prob. Chi-Square(t) 42 _Induded obsewations: 226 afer adjustments 13 14 variable 15 16 c 47 RESID‘2(-1) Coemaent — Std Eor Statistic 0.002158 4.007383, 0.002283 0967900 Prob. 03381 0.0000 0.013650 73.26173 20 _AdustedR-squared 21 SE ofregression 22. Sum squaredresid 23 Log likelihood 24 F-statstic 28 Prob(F-statistic) ‘9.980042 ‘959864 0.027352 0.167588 493.6878 538 1.943 ‘0.000000 Mean dependent var ‘SD. dependent var ‘Akaike info criterion ‘Schwarz erterion Hannan-Quinn crter. Durbin-Watson stat ‘099628 0.136530 4351219, 4320949, 1513008,