Scribd Logo
Upload

Welcome to Scribd!

  • 46 views

    DATA ANALYSIS Result File

    Uploaded by

    Numan Rox
    The document contains descriptive statistics and regression analysis results for variables related to trade. Descriptive statistics are provided for mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera, probability, sum, sum of squared deviations, and observations. Unit root tests are performed on the variables for trade, FDI, GDP, and official exchange rate to test for stationarity. The tests indicate the variables need to be differenced once or twice to reject the null hypothesis of a unit root.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd

    DATA ANALYSIS Result File

    Uploaded by

    Numan Rox
    46 views5 pages
    The document contains descriptive statistics and regression analysis results for variables related to trade. Descriptive statistics are provided for mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera, probability, sum, sum of squared deviations, and observations. Unit root tests are performed on the variables for trade, FDI, GDP, and official exchange rate to test for stationarity. The tests indicate the variables need to be differenced once or twice to reject the null hypothesis of a unit root.

    Original Title

    DATA ANALYSIS result file

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    The document contains descriptive statistics and regression analysis results for variables related to trade. Descriptive statistics are provided for mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera, probability, sum, sum of squared deviations, and observations. Unit root tests are performed on the variables for trade, FDI, GDP, and official exchange rate to test for stationarity. The tests indicate the variables need to be differenced once or twice to reject the null hypothesis of a unit root.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    46 views5 pages

    DATA ANALYSIS Result File

    Uploaded by

    Numan Rox
    The document contains descriptive statistics and regression analysis results for variables related to trade. Descriptive statistics are provided for mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera, probability, sum, sum of squared deviations, and observations. Unit root tests are performed on the variables for trade, FDI, GDP, and official exchange rate to test for stationarity. The tests indicate the variables need to be differenced once or twice to reject the null hypothesis of a unit root.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Download as docx, pdf, or txt
    of 5

    Descriptive statistics.

     Mean  32.87484  0.749187  4.873137  38.30347


     Median  33.29478  0.523505  4.839569  26.59499
     Maximum  38.90949  3.668323  11.35346  102.7693
     Minimum  19.93229 -0.063242  0.468373  4.761900
     Std. Dev.  3.833553  0.815510  2.401218  30.37654
     Skewness -1.160389  2.151751  0.385596  0.744012
     Kurtosis  5.012522  7.456290  3.028342  2.293393

     Jarque-Bera  18.08617  73.55907  1.141451  5.200894


     Probability  0.000118  0.000000  0.565115  0.074240

     Sum  1512.243  34.46262  224.1643  1761.960


     Sum Sq. Dev.  661.3257  29.92754  259.4631  41523.03

     Observations  46  46  46  46

    Regression Analysis.

    Dependent Variable: TRADE


    Method: Least Squares
    Date: 09/20/16 Time: 07:46
    Sample (adjusted): 1970 2015
    Included observations: 46 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.  

    FDI 1.730992 0.766537 2.258198 0.0292


    GDP 0.029043 0.244737 0.118672 0.9061
    OER -0.017340 0.021476 -0.807402 0.4240
    C 32.10065 1.693536 18.95480 0.0000

    R-squared 0.109129     Mean dependent var 32.87484


    Adjusted R- 0.045496     S.D. dependent var 3.833553
    squared
    S.E. of 3.745332     Akaike info criterion 5.561839
    regression
    Sum squared 589.1556     Schwarz criterion 5.720851
    resid
    Log likelihood -123.9223     Hannan-Quinn criter. 5.621406
    F-statistic 1.714966     Durbin-Watson stat 0.562407
    Prob(F- 0.178506
    statistic)

    Unit root test Trade liberalization 1st difference.


    Null Hypothesis: D(TRADE) has a unit root
    Exogenous: Constant
    Lag Length: 0 (Automatic - based on SIC, max lag=10)

    t-Statistic   Prob.*

    Augmented Dickey-Fuller test statistic -7.638233  0.0000


    Test critical values: 1% level -3.577723
    5% level -2.925169
    10% level -2.600658

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

    Augmented Dickey-Fuller Test Equation


    Dependent Variable: D(TRADE,2)
    Method: Least Squares
    Date: 09/20/16 Time: 07:52
    Sample (adjusted): 1969 2015
    Included observations: 47 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.  

    D(TRADE(-1)) -1.125447 0.147344 -7.638233 0.0000


    C 0.097637 0.406399 0.240248 0.8112

    R-squared 0.564555    Mean dependent var 0.008581


    Adjusted R-squared 0.554879    S.D. dependent var 4.174304
    S.E. of regression 2.784988    Akaike info criterion 4.927985
    Sum squared resid 349.0271    Schwarz criterion 5.006715
    Log likelihood -113.8077    Hannan-Quinn criter. 4.957612
    F-statistic 58.34260    Durbin-Watson stat 1.997120
    Prob(F-statistic) 0.000000
    Unit root test (FDI) 1st difference.

    Null Hypothesis: D(FDI) has a unit root


    Exogenous: Constant
    Lag Length: 8 (Automatic - based on SIC, maxlag=9)

    t-Statistic   Prob.*

    Augmented Dickey-Fuller test statistic -4.025882  0.0035


    Test critical values: 1% level -3.626784
    5% level -2.945842
    10% level -2.611531

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

    Augmented Dickey-Fuller Test Equation


    Dependent Variable: D(FDI,2)
    Method: Least Squares
    Date: 09/20/16 Time: 07:54
    Sample (adjusted): 1980 2015
    Included observations: 36 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.  

    D(FDI(-1)) -4.741432 1.177738 -4.025882 0.0004


    D(FDI(-1),2) 3.755534 1.046315 3.589297 0.0014
    D(FDI(-2),2) 3.381016 0.954753 3.541247 0.0015
    D(FDI(-3),2) 3.111030 0.911091 3.414620 0.0021
    D(FDI(-4),2) 2.613903 0.807374 3.237535 0.0033
    D(FDI(-5),2) 1.969573 0.667558 2.950413 0.0066
    D(FDI(-6),2) 2.111632 0.564283 3.742153 0.0009
    D(FDI(-7),2) 1.083230 0.472397 2.293048 0.0302
    D(FDI(-8),2) 0.582460 0.307707 1.892907 0.0696
    C 0.212032 0.086916 2.439515 0.0218

    R-squared 0.674542    Mean dependent var -0.014415


    Adjusted R-squared 0.561884    S.D. dependent var 0.545349
    S.E. of regression 0.360968    Akaike info criterion 1.030078
    Sum squared resid 3.387746    Schwarz criterion 1.469945
    Log likelihood -8.541410    Hannan-Quinn criter. 1.183603
    F-statistic 5.987501    Durbin-Watson stat 1.981173
    Prob(F-statistic) 0.000155
    Unit root test (GDP) 1st difference.

    Null Hypothesis: D(GDP) has a unit root


    Exogenous: Constant
    Lag Length: 0 (Automatic - based on SIC, maxlag=10)

    t-Statistic   Prob.*

    Augmented Dickey-Fuller test statistic -11.38832  0.0000


    Test critical values: 1% level -3.574446
    5% level -2.923780
    10% level -2.599925

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

    Augmented Dickey-Fuller Test Equation


    Dependent Variable: D(GDP,2)
    Method: Least Squares
    Date: 09/20/16 Time: 07:55
    Sample (adjusted): 1968 2015
    Included observations: 48 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.  

    D(GDP(-1)) -1.476965 0.129691 -11.38832 0.0000


    C -0.007585 0.385011 -0.019701 0.9844

    R-squared 0.738181    Mean dependent var 0.024773


    Adjusted R-squared 0.732489    S.D. dependent var 5.157171
    S.E. of regression 2.667363    Akaike info criterion 4.840832
    Sum squared resid 327.2820    Schwarz criterion 4.918798
    Log likelihood -114.1800    Hannan-Quinn criter. 4.870295
    F-statistic 129.6939    Durbin-Watson stat 2.299167
    Prob(F-statistic) 0.000000
    Unit root test (official exchange rate (ORE)) 2nd difference.

    Null Hypothesis: D(OER,2) has a unit root


    Exogenous: Constant
    Lag Length: 6 (Automatic - based on SIC, maxlag=10)

    t-Statistic   Prob.*

    Augmented Dickey-Fuller test statistic -5.653095  0.0000


    Test critical values: 1% level -3.600987
    5% level -2.935001
    10% level -2.605836

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

    Augmented Dickey-Fuller Test Equation


    Dependent Variable: D(OER,3)
    Method: Least Squares
    Date: 09/20/16 Time: 07:57
    Sample (adjusted): 1975 2015
    Included observations: 41 after adjustments

    Variable Coefficient Std. Error t-Statistic Prob.  

    D(OER(-1),2) -3.993299 0.706392 -5.653095 0.0000


    D(OER(-1),3) 2.503393 0.605285 4.135891 0.0002
    D(OER(-2),3) 2.036905 0.549409 3.707445 0.0008
    D(OER(-3),3) 1.686784 0.463637 3.638157 0.0009
    D(OER(-4),3) 1.561789 0.369677 4.224736 0.0002
    D(OER(-5),3) 1.280145 0.286354 4.470498 0.0001
    D(OER(-6),3) 0.370621 0.191321 1.937164 0.0613
    C 0.495916 0.320078 1.549358 0.1308

    R-squared 0.876162    Mean dependent var 0.087930


    Adjusted R-squared 0.849894    S.D. dependent var 5.065876
    S.E. of regression 1.962701    Akaike info criterion 4.359700
    Sum squared resid 127.1224    Schwarz criterion 4.694055
    Log likelihood -81.37384    Hannan-Quinn criter. 4.481453
    F-statistic 33.35396    Durbin-Watson stat 1.852276
    Prob(F-statistic) 0.000000

    You might also like