Durbin Watson Tables Essays and Term Papers

  • Comparison of mutual funds

    RI - RF = αI + βI (RM - RF) + €I RI : return on stock I RM : return on market portfolio RF : risk free rate Table 1a: Regression Capm_1 Dependent Variable: MF1_RF Method: Least Squares Date: 12/04/13 Time: 19:33 Sample: 1450 Included...

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  • Business Research Method

    this variable as show in the table below. We have made three tables for multiple regression analysis because of in diagram we have three dependent variable. In this result it show Beta each independent variable, R Square, Adjusted R Square, F Value, and DurbinWatson. Result of this multiple regression...

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  • Jamaica and Trinidad and Tobago Treasury Bill Rates

    ECON3050 – Econometrics II In-course Project Table of Contents Introduction 3 Literature Review 4 Analysis 5 Conclusion 8 Appendix 9 Introduction The purpose of this project is to investigate the co-movements of Jamaica and Trinidad and Tobago...

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  • Durbin-Watson

    Durbin-Watson Critical Values - 95% (d) Page 1 of 4 SPS Home > Stats Tables > Durbin Watson 0.05 Table Critical Values for the Durbin-Watson Statistic (d) Level of Significance α = .05 k=l n 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 dL 0.61 0.70 0.76 0.82 0.88 0.93...

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  • Time Series Analysis

    Test for autocorrelation of residuals (Durbin-Watson Test) dwstat Options: noconstant - suppress constant term in regression trend - include trend term in regression regress - display regression table Time series analysis (Session – V) ...

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  • Econometrics Project

    028267 |     Schwarz criterion | -4.542492 | Log likelihood | 153.4463 |     Hannan-Quinn criter. | -4.645685 | F-statistic | 50.02766 |     Durbin-Watson stat | 1.403771 | Prob(F-statistic) | 0.000000 | | | | | | | | | | | | | | b, Log-linear model Dependent Variable: LOG(HDI)...

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  • Sample Paper

    Women in the Workforce: A Wonderful Addition or a Woeful Mistake? EC 315 Sample Report Term Project Report Fall I 2007 TABLE OF CONTENTS BACKGROUND 3 DICUSSION OF RESULTS 4 SUMMARY 8 REFERENCES 9 APPENDIX ...

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  • Project

    hetroscedasticity. MODEL 1 (CAPM). At the first stage using the mutual fund we will run the CAPM regression and conduct appropriate tests of the CAPM. Table 1. | | | | | | | | | | Variable | Coefficient | Std. Error | t-Statistic | Prob.   | | | | | | | | | | | C | -0.004677...

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  • Econometrics - Vietnam Cpi

    on our research, it is apparent that those four variables have a significant influence on Consumer Price Index. Table of Contents Acknowledgement ii Abstract iii List of Tables and Figures v 1. Introduction 1 2. Methodology 2 2.1. Method of collecting data and other sources 2 2.2. Methods...

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  • Forecast of Call Money Rate in Bangladesh

    getting too stressful and that I couldn’t possibly finish it in time, they came to my aid and cheered me up. I really am very grateful to them. Table of Contents Introduction 01 Literature review 04 Objective 08 Methodology 09 Limitations 10 Time series plot 11 ...

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  • Factor Affecting Performance of Stock Market

    (T) is used when linear trends in the levels of the data are observed. The results of the unit root tests are reported in Table 4.1. As is apparent from the Table.4.1, the test results confirm the acceptance of the null hypothesis of unit root (whether or not trend is included in the regression)...

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  • econometrics

    deviation. I used Z table and I found that Z value is -0,85 and I use it to calculate standart deviation. Sx= Sx=5,882 2. Find the interval for population mean with 90% confidence interval. n=16 X=25 Sx=5 In this problems I will use t table to find critical t value...

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  • Stastical Study in Smoking Habits

    1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 Residual (e) +4 -6 -1 -5 +2 +5 -2 +7 +6 -3 +1 +3 0 -4 -7 Total (et  et 1 ) 2 (et ) 2 Compute the Durbin-Watson statistic. At the 0.05 level of significance, is there evidence of positive autocorrelation among the residuals? Solution Time period 1 2 3...

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  • Master

    approximate estimator for the variance of the least square used to eliminate heteroskedasticity. The empirical results Table one: multicollinearity test Correlation | | EXRM | SMB | HML | MOM | TRADEDLIQ | ...

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  • work lofe balance

     S.No. TABLE OF CONTENTS Pg. No. 1 INTRODUCTION 2 2 LITERATURE REVIEW 5 3 MODEL 10 4 ESTIMATIONS AND RESULTS 11 5 CONCLUSION 21 6 BIBLIOGRAPHY APPENDIX 22 23 1. INTRODUCTION: The term trade is not just import and export, as it...

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  • Stuart Weitzman 5050 Black Fianco Cr

    squared resid | 211.0931 | Schwarz criterion | 3.335538 | Log likelihood | -235.1812 | Hannan-Quinn criter. | 3.287228 | F-statistic | 66.67838 | Durbin-Watson stat | 0.182069 | Prob(F-statistic) | 0.000000 | | | | | | | | | | | | | | 3. Use the Ramsey RESET test to decide if the...

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  • Econometric Analysis

    Akaikeinfocriterion | 25.51460 | Sum squaredresid | 8.76E+11 | Schwarzcriterion | 25.60196 | Log likelihood | -1679.964 | F-statistic | 658.6346 | Durbin-Watson stat | 0.734230 | Prob(F-statistic) | 0.000000 | As one would expect, the independent variable of the regression coefficients are all positive...

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  • Regression Analysis

    ending stock prices of SAP is the dependent variable of our regression, which should be described by the other independent variables. The following Table #1 shows our variables and their relation to our dependent variable. Variable Shortcut Name of Variable Desription of Variable SAP Daily ending...

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  • Case

    extremely fit which might misguide the policy maker. Therefore unit root test stats weather data is non-stationary or not. Table 6.1 shows the results of unit root test. Table 6.1. ADF test statistics | Variable | Actual | Level | 1st | Difference |   | T-stats | Prob | T-stats | Prob | ER...

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  • Econometrics

    TABLE OF CONTENTS ABSTRACTS iii I. Introduction 1 II. Literature Review 1 III. Model Specification 2 IV. Data Analysis 2 V. Results and Discussions 4 1. Eview results 5 2. t-tests for significance & F-test for model significance 7 3. Errors in the model 10 ...

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