كتاب EVIEWS والقياس الاقتصادي للدكتور خالد محمد السواعي

EViews
EViews

2102
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Copyright All rights reserved
1033/ 4 /1943
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33 : ........................
33 -3-3 ........................................................................
31 -1-3 .....................................................
39 -1-3 ........................................
12 -9-3 .....................................................
12 -3-9-3 ................................................
10 -1-9-3 ........................................................
11 -1-9-3 ................. Pooled Cross Sections
19 -9-9-3 ........... Panel Data
-5-9-3 : Levels Growth
13 ............................................................................. rates
13 -5-3 : ..................................
13 -3-5-3 ..................................................
12 -1-5-3 ........................................... Histogram
90 -1-5-3 ............................................................ XY
91 : ...................................................Eviews
91 -3-1 .............................................................
95 -1-1 ).................................... (ASCII
94 -1-1 ............................................. Excel
51 -9-1 .........................................................
55 -5-1 ...............................................................
55 -3-1 ............................................................
52 -3-1 .................................................................
52 -3-3-1 ............................................... View
30 -1-3-1 ..................................... Quick/Graph
26 -1-3-1 ................................................
31 -2-1 ............................................................
35 -4-1 ............................................... Histograms
33 -30-1 .....................................................
33 -31-1 ................................................
32 -31-1 .................................................. EViews
32 -31-1 ....................................................
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39 -1-1 ......................................
33 -1-1 ..............................................
21 -9-1 ..........................................................
29 -5-1 .................................
29 -3-1 ...............................................................
309 -3-1 .................................................................
309 -3-3-1 ......................................
303 -1-3-1 - ................................. log-linear
303 -1-3-1 - ................................. linear-log
302 -9-3-1 - ............................... log-log
801 -5-3-1 ........................................
335 : .................................................
881 -3-9 ......................................................
332 -3-3-9 ....................................... k
868 -1-3-9 : .........
311 -1-9 ................................................
319 -3-1-9 : ..........................................
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861 -1-1-9 : ...............................................
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314 -1-9 ...............................................................
310 -9-9 ...............................................
838 -3-1-9 : F ....................................
319 -5-9 ....................................................
831 -3-1-9 : ...............................................
313 -3-9 ........................................................
314 -3-9 .........................................................................
848 -3-3-9 ...................................... Forecast
393 : ..............................................
393 -3-5 .........................................................................
353 -1-5 ..........................................
353 -1-5 .............. Finite Distribution Lags
354 -9-5 ......................... ARDL

" econometrics "
econo .

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finite distributed lag model
autoregressive distributed lag
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khsawaie@yahoo.com
+962777409853

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Year Y X
1976 452.6 736.5
1977 569.0 925.4
1978 666.7 1014.5
1979 846.5 1374.9
1980 914.8 1555.3
1981 1120.8 1998.5
1982 1406.7 2168.5
1983 1537.0 2240.3
1984 1576.7 2298.6
1985 1745.2 2324.4
1986 1795.0 2544.2
1987 1747.7 2449.7
1988 1711.7 2514.2
1989 1688.0 2600.2
1990 2068.9 2817.7
1991 2142.5 3006.9
1992 2765.9 3843.7
1993 2793.2 4255
1994 2935.7 4674.4
1995 3046.0 5098.1
1996 3451.5 5503.1
1997 3647.3 5737.6
1998 4111.9 6102.2
1999 4177.8 6421.9
2000 4811.3 6969.1
2001 5157.4 7258.7
2002 5191.3 7755.7
2003 5561.6 8859.5
2004 6598.9 9765
2005 7838.4 10146
2006 9268.2 11853
2007 10583.8 13473
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10,000
8,000
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Dependent Variable: Y
Method: Least Squares
Date: 06/05/11 Time: 12:56
Sample: 1976 2007
Included observations: 32
Variable Coefficient Std. Error t-Statistic Prob.
C -273.4160 104.3785 -2.619 67 0.0137

X 0.749767 0.018167 41.26971 0.0000
R-squared 0.982691 Mean dependent var 3247.813

Adjusted R-squared 0.982114 S.D. dependent var 2543.135
S.E. of regression 340.1161 Akaike info criterion 14.55691
Sum squared resid 3470370. Schwarz criterion 14.64852
Log likelihood -230.9106 Hannan-Quinn criter. 14.58728
F-statistic 1703.189 Durbin-Watson stat 0.534406
)Prob(F-statistic 0.000000
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211.1 1100.1 2004
254.8 1144.1 2005
270.3 1358.0 2001
284.0 1418.2 2008
254.5 1340.5 2007
238.5 1184.5 2004
235.5 1011.0 2010
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2003/2002 .2001
2003/2002

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0 3 .83 .23 32333 2330 1
2 3 .03 .30 07033 2330 2
2 0 .03 .33 00333 2330 3
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2 2 .03 ..0 00333 2330 251
0 0 .03 .07 83333 2330 252
0 3 .83 .03 07033 2330 253
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280 2001 (.)4-1
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520 280 .2001
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Longitudinal Data
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... 2000 2001
2002 :
11 | 1
5-1

Y X1 X2 X3
1 2000 1.0 8.7 5.7 1.3
1 2001 4.1 0.1 8.4 8.7
1 2002 4.4 2.1 5.4 1.1
2 2000 4.1 1.3 1.8 4.1
2 2001 7.3 0.4 1.1 5.0
2 2002 0.1 4.7 0.4 8.2
3 2000 4.1 0.2 2.1 1.4
3 2001 4.7 5.4 3.2 1.4
3 2002 4.1 5.2 1.4 2.1

( ) .
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5-1 .
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" " Panel Data
1444-1440 Y GDP
GDP 1440 GDP 1441 ...
T NT Y
Yit Y i t
...
Y N 1000
5 T.
| 1 11
:) 5-1(
name code year gdp save pop
Albania 1 1990 21.0 1.6
Albania 1 1991 -11.4 -13.0 -0.2
Albania 1 1992 -27.6 -75.4 -1.6
Albania 1 1993 -5.7 -33.7 -1.4
Albania 1 1994 11.2 -9.9 0.2
Albania 1 1995 9.2 -3.9 1.2
Albania 1 1996 7.6 -11.8 1.3
Albania 1 1997 7.7 -9.3 1.2
Albania 1 1998 -8.1 -6.7 1.1
Albania 1 1999 -1.7 1.1
Algeria 2 1990 2.3 27.5 2.5
Algeria 2 1991 -3.7 36.7 2.4
Algeria 2 1992 -3.6 32.4 2.4
Algeria 2 1993 -0.8 27.8 2.3
Algeria 2 1994 -4.4 27.0 2.2
Algeria 2 1995 -3.3 28.4 2.2
Algeria 2 1996 1.6 31.4 2.2
Algeria 2 1997 1.6 32.2 2.2
Algeria 2 1998 -1.0 27.1 2.1
Algeria 2 1999 1.4 31.7 2.1
Angola 3 1990 -2.4 29.7 3.1
Angola 3 1991 -3.3 16.2 3.9
Angola 3 1992 -3.1 1.7 3.6
Angola 3 1998 3.5 32.5 2.9

Angola 3 1999 -2.9 2.9
Argentina 4 1990 -8.8 19.7 1.3
Argentina 4 1991 -3.7 16.2 1.3
Argentina 4 1999 -4.7 17.2 1.2

Bahrain 9 1990 -2.1 42.4 2.8
Bahrain 9 1991 -1.5 35.7 1.0
Bahrain 9 1992 3.5 33.0 2.1
Bahrain 9 1993 5.5 35.9 3.4
Bahrain 9 1994 4.7 31.9 3.7
Bahrain 9 1995 -1.2 36.9 3.5
Bahrain 9 1996 -1.3 40.1 3.7
Bahrain 9 1997 -0.6 42.1 3.4
Bahrain 9 1998 -0.3 3.6
Bahrain 9 1999 3.3
Bangladesh 10 1990 0.4 9.7 2.0
Bangladesh 10 1991 4.5 11.4 1.8
Bangladesh 10 1992 1.4 12.6 1.7
Bangladesh 10 1993 3.3 12.9 1.6
Bangladesh 10 1994 3.0 13.6 1.5
Bangladesh 10 1995 2.3 13.0 1.6
Bangladesh 10 1996 3.9 12.4 1.6
Bangladesh 10 1997 3.3 14.6 1.6
Bangladesh 10 1998 3.6 16.7 1.6
Bangladesh 10 1999 2.6 16.7 1.6
11 | 1
-5-4-1 : Levels Growth rates

X : W
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Y
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100 100 5 0.05

Level
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1442/1/1
2004/12/31 4404

1442 2003
2004 2007

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11 | 1
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10000
8000
6000
4000
2000
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92 94 96 98 00 02 04 06 08
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1442 40

Histogram
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18445 -2001 2000-0 :
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2000 22 2000 4000
4 11000 17000
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( 14
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12000-1001.

33 2000-0
22 4000-2001
8 1000-4001
3 7000-1001
4 10000-7001
2 12000-10001
4 14000-12001
1 11000-14001
4 17000-11001
11 | 1
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34
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( ).. .
cross-sectional data 13 .undated
unstructured/ undated workfile structure type 13
Observation Data Range .
:
o :Annual .97 991 3991
1131 1113 13 11
3911
3913 3931
.3487
o :Quarterly ( ) :
.1119:8 13:1 3998:3
o :Monthly 3913:1
.1113:9
44 | 2 EViews
o :Weekly and daily

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5:9:96
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UNTITLED .
:
C RESID
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.
-2-2 )(ASCII
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File/Import/Read ascii .tabel01
| 2 EViews 44
tabel01 .Open

( 1 Name for
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( )
1111-3971
: GDP PC
44 | 2 EViews
G I X
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OK
).(GDP, PC, G, I, X, M
| 2 EViews 44

*.wf1

File/Open/Eviews . Eviews
.Workfile
tabel01.wf1 .OK
44 | 2 EViews
-3-2 Excel

File/New/Workfile 3991:3 1110:1
.money demand.xls
| 2 EViews 45
UNTITLED File/Import/Read xls.

File/Import/Import from file xls.
.money demand.xls
1 ( 1
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45 | 2 EViews
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money demand.xls :
| 2 EViews 42
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45 | 2 EViews
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| 2 EViews 44
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User's Guide
44 | 2 EViews
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Symbol Multiple Graphs
Graph .
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| 2 EViews 45
GDP
2,400
2,000
1,600
1,200
800
1992 1994 1996 1998 2000 2002 2004
M1
11,000
10,000
9,000
8,000
7,000
6,000
5,000
4,000
1992 1994 1996 1998 2000 2002 2004
Print
Yes .untitled GROUP
45 | 2 EViews
-2-7-2 Quick/Graph
.Quick/Graph
.GDP
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| 2 EViews 42
OK .
Name .gdp_plot
45 | 2 EViews
OK gdp_plot
.gdp
-3-7-2
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| 2 EViews 44
.Graph Metafile
paste
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44 | 2 EViews
GDP
2,400
2,200
2,000
1,800
1,600
1,400
1,200
1,000
800
92 93 94 95 96 97 98 99 00 01 02 03 04
-8-2

GDP M1 Money Demand
:
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View .
| 2 EViews 44
Common Descriptive Stats/Common Sample

Sample Individual Sample .
.
44 | 2 EViews
Help/EViews Help
Topics/Statistical Views and Procedures/Series Views
Print
Edit/Copy
.
GDP M1
Mean 1422.254 6058.839
Median 1384.65 5329
Maximum 2272.7 10888.7
Minimum 832.2 4660.4
Std. Dev. 359.7448 1510.401
Skewness 0.455243 1.530971
Kurtosis 2.519941 4.37084
Jarque-Bera 2.383743 25.32304
Probability 0.303652 0.000003
Sum 76801.7 327177.3
Sum Sq. Dev. 6859066 1.21E+08
Observations 54 54
View
Correlations
Covariance .
| 2 EViews 44
-9-2 Histograms
M1
View/Descriptive Statistics/Histogram and Stats
:
44 | 2 EViews
M1 Print

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-11-2
EViews EViews
built-in
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Money Demand File/Open/Workfile Money
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y=gdp+m1 OK y
. genr y=gdp+m1
| 2 EViews 45
EViews Enter Object y

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-12-2
x+y x y +
x-y y x _
x*y x y *
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45 | 2 EViews
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o Genr ) z=@mean(gdp .OK
y z=1422.254
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result ( .)R1=1422.254

genr result(2)=(result(1))^2 .OK
| 2 EViews 42
gdpstar gdp
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response variable predicted variable
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Explained Variable Explanatory Variable
Response Variable Control Variable
Predicted Variable Predictor Variable
Regressand Regressor
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Year n Yi Xi
2000 1 40 6
2001 2 44 10
2002 3 46 12
2003 4 48 14
2004 5 52 16
2005 6 58 18
2006 7 60 22
2007 8 68 24
2008 9 74 26
2009 10 80 32
0 1
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Yi Xi
n yi xi xi yi xi2

1 40 6 -17 -12 204 144
2 44 10 -13 -8 104 64
3 46 12 -11 -6 66 36
4 48 14 -9 -4 36 16
5 52 16 -5 -2 10 4
6 58 18 1 0 0 0
7 60 22 3 4 12 16
8 68 24 11 6 66 36
9 74 26 17 8 136 64
10 80 32 23 14 322 196
N=10
Sum=57 Sum=180 0 0 Sum=956 Sum=576
Y 57 X 18
b1
x yi i

956
1.66
x 2
i 576
b0 Y b1 X 57 1.6618 57 29.88 27.12 Y
Yi 27 .12 1.66 X i
X i 0 Yi bo 27 .12 X i 18 X
Yi 27 .12 1.66 18 57 Y
XY
78 | 3
2-3
-
3-3
b0 : b1
Var bo u2
X i
2
3.13
n x i
2
1
Var b1 u2 3.14
xi2
| 3 78
u2 Su2 ( ) : u2
e
2
S 2 2
i 3.15
nk
u
k .
b0 b1 :
e X
2 2
S 2
i i
3.16
b0
n k n x i
2
e
2
1
S 2
i
3.17
b 1
n k xi2
S b2 S b2 . ui Yi b0
1 0
b1 t n k
b0 . b1
5-3

4-3 b0 . b1
Yi 4-3 X i ( .4-3
yi2 yi )3-3
73 | 3
4-3

Year
Yi Xi Yi ei eie X i2 xi2 yi2
1 40 6 37.08 2.92 8.5264 36 144 289
2 44 10 43.72 0.28 0.0784 100 64 169
3 46 12 47.04 -1.04 1.0816 144 36 121
4 48 14 50.36 -2.36 5.5696 196 16 81
5 52 16 53.68 -1.68 2.8224 256 4 25
6 58 18 57.00 1.00 1.0000 324 0 1
7 60 22 63.64 -3.64 13.2496 484 16 9
8 68 24 66.96 1.04 1.0816 576 36 121
9 74 26 70.28 3.72 13.8384 676 64 289
10 80 32 80.24 -0.24 0.0576 1024 196 529
xi2 576 yi2 1634

n=10 ei 0 ei2 47.3056 X i2 3816
| 3 77
5-3
t

8 0.10 0.05 0.025 0.01 0.005
8 0.20 0.10 0.05 0.02 0.01
1 3.078 6.314 12.706 31.821 63.657
2 1.886 2.920 4.303 6.965 9.925
3 1.638 2.353 3.182 4.541 5.841
4 1.533 2.132 2.776 3.747 4.604
5 1.476 2.015 2.571 3.365 4.032
6 1.440 1.943 2.447 3.143 3.707
7 1.415 1.895 2.365 2.998 3.499
8 1.397 1.860 2.306 2.896 3.355
9 1.383 1.833 2.262 2.821 3.250
10 1.372 1.812 2.228 2.764 3.169
11 1.363 1.796 2.201 2.718 3.106
12 1.356 1.782 2.179 2.681 3.055
13 1.350 1.771 2.160 2.650 3.012
14 1.345 1.761 2.145 2.624 2.977
15 1.341 1.753 2.131 2.602 2.947

16 1.337 1.746 2.120 2.583 2.921

17 1.333 1.740 2.110 2.567 2.898
18 1.330 1.734 2.101 2.552 2.878
19 1.328 1.729 2.093 2.539 2.861
20 1.325 1.725 2.086 2.528 2.845
21 1.323 1.721 2.080 2.518 2.831
22 1.321 1.717 2.074 2.508 2.819
23 1.319 1.714 2.069 2.500 2.807
24 1.318 1.711 2.064 2.492 2.797
25 1.316 1.708 2.060 2.485 2.787
26 1.315 1.706 2.056 2.479 2.779
27 1.314 1.703 2.052 2.473 2.771
28 1.313 1.701 2.048 2.467 2.763
29 1.311 1.699 2.045 2.462 2.756
30 1.310 1.697 2.042 2.457 2.750
40 1.303 1.684 2.021 2.423 2.704
60 1.296 1.671 2.000 2.390 2.660
90 1.291 1.662 1.987 2.368 2.632
120 1.289 1.658 1.980 2.358 2.617
1.282 1.645 1.960 2.326 2.576
: 1 52 584.2
2 151 .18.1
1
: t Yt X t
Xt Yt Xt X Yt Y X t X Yt Y X t X 2 Yt X t et Yt Yt et2
1 1
2 1
3 2
4 2
5 4

X Y
: -1
X t X Yt Y
n
t 1
Y X
X t X
n 2
t 1
X t X Yt Y
n
t 1
X X ...
n
2
t
t 1

.
:
Yt X t .......... .......... .......... .......... ...
t -2
S2 1 T
t* se ( ) S2 et2
se ( ) T k 1 t 1
T
( X X )2
t 1
T
SSR et2 .......... .........
t 1
S 2 .......... .......... .......... ...
37
| 3 77
se ( ) .......... .......... .......

t* .......... .......... .......... ....
-2................................................................................................. :
.................................................................................................. ...............
.................................................................................................................
.................................................................................................................
.................................................................................................................
.................................................................................................................
.................................................................................................................
.................................................................................................................
.................................................................................................................
.................................................................................................................
Yt X t t :
Xt Yt Xt X Yt Y X t X Yt Y X t X 2 Yt X t et Yt Yt et2
1 3
2 5
3 4

X Y
: t .
74 | 3
-4-3
( ) Y
'' ''explained explained
:residual
Y Y Y Y Y
2 2
Yi
2
i i i
( Y ( Y ( Y 3.18
) ) )
(TSS )] (RSS )] ]) (ESS
: TSS
RSS ESS
1
TSS TSS
R 2 '' Y'' Y : X
RSS ESS
R2 1 3.19
TSS TSS
R 2 :
R2
y 2
1
e 2
i
3.20
y 2
i y 2
i
y 2

Yi Y
2

R 2 ( 1 ) Y ( 1
) . r :
r R2
cov X , Y
b1
xi y i 3.21
XY yi2
r ( 1- ) ( 1 )
. () . r
| 3 77
6-3

:4-3
R 2
1
e 2
i
1
47 .31
1 0.0290 0.9710 , or 97 .10 %
y 2
i 1634
27 3
r R 2 0.9710 0.9854 98.54% b1
3-3 .Y
3-3
77 | 3
-5-3
) (OLS best linear unbiased

) .estimators (BLUE :

E b b

= E b b

.
:MSE

MSE b E b b 2 var b b 2
) (estimator ) (consistent
( ) .
-6-3

EViews
.
tabel3_1.wfi PC GDP
C .RESID
| 3 78
-1
PC )(Ctrl
GDP .
: EViews .
Open as Group .
.
78 | 3
.View
Scatter Graph/Scatter .
PC GDP
.
| 3 78
right-click .Add text
Text labels Central Justification

Top Position .
73 | 3
Name Figure03_1 .OK

| 3 77
-2
b1 b2 Quick/Estimate Equation
.EViews
Equation Specification PC C
GDP Estimation Settings
: Least Squares Sample
6001 6791 .OK
77 | 3
Name
.EQ3_1
b1 95.24452 GDP
b2 0.794517 b2 : ( )
| 3 77
97
.
C
resid .
Income elasticity :
GDP GDP GDP PC PC

. 2.
PC PC PC GDP GDP
C 3869.132
b2 . 0.794517 1.032
Y 2978.848
EViews .Enter
)Scalar elast = eq3_1.@coefs(2)* @mean(gdp) @mean(pc

74 | 3
Or,
)Scalar elast = @coefs(2) * @mean(gdp) @mean(pc
elast elast
Eviews.
-3
Quick/Graph .
Series List PC GDP .OK
Scatter .Graph Type

| 3 77
Option Regression Line .OK

77 | 3
12,000
10,000
8,000
GDP
6,000
4,000
2,000
0
0 2,000 4,000 6,000 8,000 10,000
PC
-4 ( )
.Quick Graph
Series List resid .OK
Graph Type .OK

888 | 3
View/Actual, Fitted Residual/Actual, Fitted Residual Table
PC Y . e
View/Representation
Substituted Coefficients Edit/Copy Ctrl + C
Edit/Paste Ctrl+V :
PC = -95.2445157803 + 0.794517400244*GDP
PC t = - 95.245 + 0.795 GDP t

| 3 888
View/Estimation output .
-4

Genr
Ehat :
OK Series ehat=resid
-5 EViews
66000
:Enter
)scalar yhat11000= -95.2445157803 + 0.794517400244*(11000
( )418868 66000
View/Representation eq3_1
Substituted Coefficients ( ) .EViews
888 | 3
Yhat11000 Yhat11000
EViews.
:EViews
GDP
.proc/structure/Resize Current Page
.6060
| 3 883
() GDP GDP
Edit+/- EViews
.
887 | 3
NA 6060-6009
6009 66000 6060-6004
66500 : 66000 66500
Edit+/- .
( )6001-6791
Quick/Estimate Equation
.6001-6791
Forecast .
:
| 3 887
EViews pcf
Forecast sample 6009 6060 .OK
6060-6009 2 S.E
pcf
66000 66500 66500 66000 6009
.41886889
887 | 3
-6 Variance Coveriance
table03_1 .EQ3_1
| 3 884
Sum squared resid 2107936 e 2

t
Eviews ) (T-2 :
EViews 2 et2 T 2
" "S.E. of regression 269.606 S.D. dependent
var 2114.701 .y
View,
Covariance Matrix
std. Error
se(b1 ) 86.870 se(b2 ) 0.018
3 var(b1 ) 7546.40v ab2 )r (0.0 0 0
var(b1 ) seb1 var( b2 ) seb2
2 2
887 | 3
-7 Goodness of Fit
- R 2
y
R 2 0.984288 74
.
EViews R 2 1 SSE SST EQ3_1

:
SSE:
Sum squared resid 2107939
S.D. dependent var 2114.701
y ) (S.D. dependent var:
y y
2
S.D. dependent var S y

i
N 1
N-1 :
| 3 887
yi y N 1 S y
2 2
EViews:
@sddep
@ssr
R 2 :
Scalar sst = (N-1)*(@sddep)^2

Scalar r2 = 1-@ssr/sst
N :
Scalar n = @regobs
-
R 2 X Y
Y @cor :
Scalar r2_xy = (@cor(gdp,pc))^2

Scalar r2_yyhat = (@cor(pc,pcf))^2
-7-3

.
.

) log( :
888 | 3
-1-7-3
EViews
GDP GDP_1000JD = 1000*GDP :
Genr :
OK
Series GDP_1000JD = 1000*GDP
Quick/Estimate
Equation :
OK :
LS PC C GDP_1000JD
:
| 3 888
Dependent Variable: PC
C -95.24452 86.87086 -1.096392 0.2819

GDP_1000JD 0.000795 1.86E-05 42.62268 0.0000

Sum squared resid 2107939 Schwarz criterion 14.18666
GDP
.
EViews
:
)Ls pc c (1000*gdp
:
C -95.24452 86.87086 -1.096392 0.2819

1000*GDP 0.000795 1.86E-05 42.62268 0.0000
-2-7-3 - log-linear
" " " "ln log

log-linear :
)Series lpc = log(pc

888 | 3

ln(y) 1 2 x e x y
: 1002 %
ls lpc c gdp
:
Dependent Variable: LPC
C 6.67724 0.080968 82.46808 0.0000

GDP 0.000275 1.74E-05 15.81398 0.0000
Sum squared resid 1.831184 Schwarz criterion 0.2304
GDP ( )
060695 R 2
) lpc log(pc :
ls log(pc) c gdp
-3-7-3 - linear-log
linear-log x :y
y 1 2lnx e x 6 y 2 100 .
:
)Series lgdp = log(gdp

883 | 3
ls pc c lgdp
:
C -16410.27 1703.082 -9.635629 0.0000
LGDP 2424.588 211.9722 11.43824 0.0000
Sum squared resid 24341666 Schwarz criterion 16.63314
Prob(F-statistic) 0.000000
6
: linear-log . 68665
ls pc c log(gdp)
log-log - -4-7-3
ln y 1 2lnx e 2 log-log
:
ls lpc c lgdp
:
| 3 887
Dependent Variable: LPC

C 0.010772 0.142264 0.075715 0.9402
LGDP 0.966568 0.017707 54.58745 0.0000
S.E. of regression 0.076531 Akaike info criterion -2.2399
Sum squared resid 0.169852 Schwarz criterion -2.14739
Log likelihood 36.7185 Hannan-Quinn criter. -2.20975
: 0679 6 gdp
ls log(pc) c log(gdp)
-5-7-3

table03_1 Jarque-Bera
View/Residual Tests/Histogram-Normality Test log-log
| 3 887

() . " "
Jarque-Bera p-value
.
N=31 5
2 ) 2 (2
Skewness Kurtosis 3
- :
)=@qchisq(.95, 2
.
887 | 3
Jarque-Bera 06360399 2 5677681

" "
P-value 06451658 0605
h0 : Normal .

. x y y
x - )(level-level
. ) log(y x - (log-
) .level - ) (level-log .
1 - 100.1 y x
- 1 y .x
6-3

y 1 x x y -
y 100 1 % x )Log(x y -
%y 1001 x x )Log(y -
%y 1 %x )Log(x )Log(y -
| 3 884
6-3 ( ) CT
M .

CT M
61661 45966 6003
66661 660061 6008
65869 667861 6005
64063 635960 6001
69760 681966 6009
65865 637065 6004
63965 669865 6007
63565 601160 6060
: .
() CT M
:
C T 0 1 M

CT M 5
() fitted values
().
887 | 3
() CT M=2000
() CT M .
6-3
C 0 1 I
( )MPC 1 ()APC
C I 0 I 1 600
:
C 124.84 0.853 I
n 100, R 2 0.692
() .
() 3000
3-3 ( ):
Yt 120 0.10 Ft 5.33 Rt , R 2 0.50
0.05 1.00
:
= ( /) t Yt
= ( /) t Ft
= () t Rt
() 0660 5633 F R .Y
() 660-
() R
5633

:
OLS
.
.
.
.
EViews
.
Y
.X
X Y
.
111
121 | 4

.

non-experimental

.
Y
Y
.

.
.
( )1-4
( )2-4
( )3-4 ( )4-4
( )5-4 ( )6-4
( )7-4 .

.
.

M
| 4 121
GDP (
)RER ( )
:
Imports E imports e 1 2GDP 3 RER e
EViews

(

) tr
Covariance
m wa :
Standard error
tr 0 1 m 2 wa e .
-1-4
Y
X .
:
Yi b 0 b1 X 1i b2 X 2i ei 4.1

.X
( )OLS ( )1-4
:
122 | 4
e Y Y Y b
2
i i i
2
i 0 b1 X1i b2 X 2i 2
Y nb b X b X
i 0 1 1i 2 2i 4.2
X Y b X b X b X X
1i i 0 1i 1
2
1i 2 1i 2i 4.3
X Y b X b X X b X
2i i 0 2i 1 1i 2i 2
2
2i 4.4
( ) b1 b2
:
b1
x1 y x x y x x
2
2 2 1 2
x x x x
2
1
2
2 1 2
2 4.5
b2
x y x x y x x
2
2
1 1 1 2
x x x x
2
1
2
2 1 2
2 4.6
b0 Y b1 X 1 b2 X 2 4.7
b1 Y X1 X 2 . b2
b1 b2 .
-1-1-4 k

.Y

.
.
( )
:
| 4 121
Y b0 b1 X1 b2 X 2 b3 X 3 ... bk X k e 4.8
b0 b1 b2 X1 ... X2
. k ( )8-4 k+1
( ) .
.
1 -4
Y X1
X 2 0222 0222 ( )6-4( )5-4 (-4
)7 :
b1
x y x x y x x
1
2
2 2 1 2
x x x x
2
1
2
2 1 2
2

956 504 900 524 0.65
576 504 524 2
b2
x y x x y x x
2
2
1 1 1 2
x x x x
2
1
2
2 1 2
2

900 576 956 524 1.11
576 504 524 2
b0 Y b1 X 1 b2 X 2 57 0.65 18 1.11 12 31 .98
Yi 31 .98 0.65 X 1i 1.11 X 2i

() .
1-4
year Y X1 X2 y x1 x2 x1y x2y x1x2 x12 x22
2000 40 6 4 -17 -12 -8 204 136 96 144 64
2001 44 10 4 -13 -8 -8 104 104 64 64 64
2002 46 12 5 -11 -6 -7 66 77 42 36 49
2003 48 14 7 -9 -4 -5 36 45 20 16 25
2004 52 16 9 -5 -2 -3 10 15 6 4 9
2005 58 18 12 1 0 0 0 0 0 0 0
2006 60 22 14 3 4 2 12 6 8 16 4
2007 68 24 20 11 6 8 66 88 48 36 64
2008 74 26 21 17 8 9 136 153 72 64 81
2009 80 32 24 23 14 12 322 276 168 196 144
=570 =180 =120
N=10 =0 0 0 956 900 524 576 504
=57 =18 =12
x X i X . y Yi Y
124 | 4
| 4 121
-2 -1-4 :

EViews :
M C GDP RER
M C
GDP RER
RER ex P* P ex (
) * P P
( )

EViews Quick/Estimate Equation
Equation Specification
.OK
121 | 4
-2-4
Var b1 u2
x 2
2
x x x x
2 2 2 3.9
1 2 1 2
Var b2 u2 x 2
1
x x x x
2 2 2 3.10
1 2 1 2
b0 u2
S2 : u2
| 4 121

2
e
S
2 2 i
4.11
nk
u
k .
b1 b2 :
Sb2
e 2
i x 2
2
x x x x
4.12
1
nk 2
1
2
2 1 2
2
Sb2 e 2
i x 2
1
x x x x
4.13
2
nk 2
1
2
2 1 2
2
Sb S b b1 b2
2 1
t b1 b2
( .) tb b1 S b
1 1
2-4
(( )0-4 )1-4
b . b Y ( )0-4 X1i
2 1
X2i OLS .1
( )0-4 ( )1-4 :
2

e 2
i x 2
2
x x x x
S b1
nk 2
1
2
2 1 2
2
13.6704 504
0.06 , Sb 0.24
10 3 576504 524 2 1
2

e 2
i x 2
1
x x x x
S b
2
nk 2
1
2
2 1 2
2
13 .6704 576
0.07 , Sb 0.27
10 3 576 504 524 2 2
121 | 4
0-4 - -
year Y X1 X2 Y e e2 y2
2000 40 6 4 40.32 -0.32 0.1024 289
2001 44 10 4 42.92 1.08 1.1664 169
2002 46 12 5 45.33 0.67 0.4489 121
2003 48 14 7 48.85 -0.85 0.7225 81
2004 52 16 9 52.37 -0.37 0.1369 25
2005 58 18 12 57.00 1.00 1.0000 1
2006 60 22 14 61.82 -1.82 3.3124 9
2007 68 24 20 69.78 -1.78 3.1684 121
2008 74 26 21 72.19 1.81 3.2761 289
2009 80 32 24 79.42 0.58 0.3364 529
n=10 e 0 e
2
13.6704 y
2
1634
t1 b1 Sb 0.65 0.24 2.70

1
t 2 b2 S 1.11 0.27 4.11 t1 t 2 t 2.365 7

b 2
5 b1 b2
.5
-1-2-4 :
100 1 % 25 b2 b3
:
bK t 1 2, N K se bK
bK sebK t 1 2, N K
bK C
@coefs
b2 bK C=@coefs
C(2)=@coefs(2)=0.868227 @stderrs
| 4 121
@stderrs(2)=0.050290 C @coefs @stderrs

Eviews t 1 2, N K
) @qtdistn(p, v P 1 2
N K 31 3 28
25 b2 b3 :
)Scalar tc = @qtdist(0.975, 28
)Scalar beta2_low=c(2) - tc*@stderrs(2
)Scalar beta2_up=c(2) + tc*@stderrs(2
)Scalar beta3_low=c(3) - tc*@stderrs(3
)Scalar beta3_up=c(3) + tc*@stderrs(3
Eviews enter
.

Eviews :
111 | 4
-2-2-4 :

. :
H 0 : 2 0 H1 : 2 0
H 0 : 3 0 H1 : 3 0
Eviews t p

imports_function
t
t 290.2812 149.3796 1.943245 :
p-value:
p value P t(28) 1.943 P t(28) 1.943

2 P t(28) 1.943 0.0621

| 4 111
Eviews
:
)Scalar pee= 2*@ctdist(-1.943, 28
) @ctdist(x, v Ptv x
Eviews p
H 0 H 0 : 3 0 5
p 0.0621 2025 H 0 t
1.943246 5
tc -tc Pt28 t c 0.975 Eviews
:
)Scalar tc=@qtdist(0.975,28
t 2.0484 H 0 : 3 0
1.9432 2.0484 p H 0 : 2 0 H1 : 2 0
Eviews 202222 Eviews
. 4.424 10 10
-3-2-4 :
2 Eviews
" "S.E. of regression
492 .6520 2
492 .6520 242705.993 104 EViews
2
@ncoef
112 | 4
@regobs
@sddep
@ssr ()
:
Coef(5) sigma2
sigma2(1) = @ssr
sigma2(2) = @regobs
sigma2(3) = @ncoef
)sigma2(4) = @ssr/(@regobs-@ncoef
sigma2(5) = (@ssr/(@regobs-@ncoef))^.5
sigma2 4 5 sigma2 2
@se
-4-2-4 :
()
Variance-Covariance matrix
Variance-Covariance
View/Covariance Matrix
| 4 111
Covariance :
Table04_1 Freezing Variance-

Covariance
b1 b2 b3

0.002529 b2 varb2 GDP
5.526676 b2 b3 covb2 , b3
GDP RER .
-3-4
R2 Y Y
X1 X2 :
114 | 4
R2 y 2
i
1 e 2
i

b1 yx1 b2 yx2
y 2
i y i
2
y 2
RSS y i2
TSS yi2 R 2 R 2
R :
2

R 2 1 1 R2 nn k1 4.14
n k .
3-4
R 2 (:)2-4
1
2
e 13 .6704
R 2 i
1
y i
2
1634
1 0.0084 0.9916 , 99 .16 %
07.19 R 2
.
n 1
R 2 1 1 R 2
nk
10 1
1 1 0.9916
10 3
1 0.0084 1.2857 0.9892 , 98 .92 %
-4-4
.
F k-1 n-k n k :
| 4 111
Fk 1, n k
y k 1 R k 1
2
i
2 )(4.15
e n k 1 R n k
2
i
2
F F
R 2 .
4-4
1 5 R 2 0.9916
( )3:
0.9916 2
F2, 7 413 .17
1 0.9916 7
F F 4.74 5
df 2 7 b1 b2 R 2 .
-1-4-4 : F

: single null hypothesis
joint null hypothesis

t N K : t N K
F1, N K t2N K F1, N K
Chi-square test
111 | 4
21 F1, N K
p-value F
2
.
t H1
H 0 F 2
H 0
numerator F 2

F J , N K 2J J : :

H0

tN K 1 1 H 0
)t2N k F1, N K (21 t N K F1, N K 21 1 1 H 0
F J , N K (2J ) J F J , N K 2J J 2 2 H 0
Eviews
F 2 F:
F
SSER SSEU J
SSEU N K
SSER H 0
S S E 2
U
2 J F Eviews F 2
| 4 111
Eviews SSER S S EU
F . 2
H 0 : 2 0 H1 : 2 0
:
M 1 2GDP 3 RER e
GDP t

F . 2
F
:
H 0 : 2 0 and 3 0 H 1 : 2 0 and / or 3 0
() 2 0 3 0
H 0 :
M 1 e

. SSEU 79137542

TSS 1
TSS y :
TSS yi y yi2 N y 2
2
111 | 4
) @mean( ) @sumsq( y 2
i EViews y
EViews F p :
Scalar tss=@sumsq(M)-31*(@mean(M))^2
))Scalar f_model=((tss-sse_u)/2)/(sse_u/(31-3
)Scalar p_model=1-@cfdist(f_model,2,28
F p imports_function :
-5-4

rYX 1.X 2 .
Y X1 X 2 Y : X1
rYX rYX rX X )(4.16

rYX . X 1 2 1 2
1 rX2 X 1 rYX2
1 2
1 2 2
| 4 111
rYX rYX rX X )(4.17

rYX 2 . X1
2 2 1 2
1 rX2 X 1 2
1 rYX2 1
rYX Y X1 rYX rX X
1 2 2 1
1- ( 1+ )

.
5 -4
1-4 2-4 )11-6( . :
rYX1
x y 1 956
0.9854
x y 2
1
2
576 1634
rYX 2
x y 2 900
0.9917
x y 2
2
2
504 1634
rX1 X 2
x x 2 1

524
0.9725
x x 2
2
2
1
504 576
rYX1 rYX 2 rX1 X 2 0.9854 0.9917 0.9725
rYX1. X 2
1 rX21 X 2 1 rYX2 2 1 0.9725 2 1 0.9917 2
0.7023 , 70 .23 %
rYX 2 rYX1 rX1 X 2 0.9917 0.9854 0.9725
rYX 2 . X1
1 rX21 X 2 1 rYX2 1 1 0.9725 2 1 0.9854 2
0.8434 84 .34 %
X 2 X1 .Y
141 | 4
6-4
:
Y 31 .98 0.65 X 1 1.11 X 2

t values 2.70 4.11
R 0.992
2
R 0.989
2
F2, 7 413 .17
rYX1. X 2 0.70 rYX 2 . X1 0.84
''"
.
-1-5-4 :

.
imports_function table04_1

View/Covariance Analysis
| 4 141
Covariance Analysis
Correlation .Single table
Method Ordinary .Balance sample
OK :
-6-4
.
.
.
.
1-4 :
| 4 142
Y Xb u

Y1 1 X 11 X 21 u1
Y 1 X b0 u
Y
2
X
12 X 22
b b1 u
2

b2
Yn 1 X 1n X 2n u n
b0

b b1 X X X Y
1

b2
S 2 cov b0 , b1 cov b0 , b2
b0
e e
S b2 cov b0 , b1 S b2 cov b1 , b2 X X 1

1
n k
2
cov b0 , b2 cov b1 , b2 S b
2
141 | 4
:7-4
1
1 6 4 40

1 10 4 44
1 12 5 46

1 14 7 48
1 1 1 1 1 1 1 1 1 1
9 1 1 1 1 1 1 1 1 1 1
1 16 52
b 6
10 12 14 16 18 22 24 26 32 6 10 12 14 16 18 22 24 26 32
1 18 12 58
4 4 5 7 9 12 14 20 21 24 4 4 5 7 9 12 14 20 21 24
1 22 14 60
1 24 20 68

1 26 21 74
1 24 80
32
1.36 0.18 0.16 570 31.98

b 0.18 0.03 0.03 11216 0.65
0.16 0.03 0.04 7740 1.11
. b2 1.11 b1 0.65 b0 31.98 :
40 1 6 4 0.32

44 1 10 4 1.08
46 1 12 5 0.67

48 1 14 7 0.85
52 1 31 . 98
9 0.37
0.65
16
e Y Xb
58 1 18 12 1.00

1.11
60 1 22 14 1.82
68 1 24 20 1.78

74 1 26 21 1.81
80 1 24 0.58
32
1.36 0.18 0.16 2.66 0.35 0.31

13.6704
S 2 0.18 0.03 0.03 0.35 0.06 0.07
b 10 3 0.16 0.03 0.04 0.31 0.07 0.07

. S 2 0.07 S 2 0.06 S 2 2.66 :
b2 b1 b0
144 | 4
-7-4

10222 0227 104 0227
View/Representation
:Substituted Coefficients
EViews GDP
RER
M
Mf
M b1 b2 12000 b3 1.4
EViews :
Scalar M_f = -1004.50285891 + 0.868226822514*12000 + 290.281245856*1.4
Scalar EViews
M_f
EViews
:
| 4 141
) C(1 ) C(2 ) C(3

.
M_f
.
141 | 4
-1-7-4 Forecast
Forecast EViews

Proc/Structure/Resize Current Page

0227 0226 .
| 4 141
EViews
1976 Range Sample 1976 2006

2007 GDP=12000 RER=1.4
0227 GDP
.
141 | 4
GDP 0227
NA " "not available NA 10222 Edit
+/- Edit +/-
104 .RER
13

IMPORTS_FUNCTION Forecast
11
11 10
0227
.
| 4 141
Forecast sample 0227

.2007 2007
OK
mf se_f
0227
1276 0226 NA .
M M 9820.613 :
: se( f ) 609 .8912
M t1 2, 28 se f
111 | 4

( ) Y
X1 X2
.0212-0221

*
year
( )
( )
Y X2 X3
X1
2003 162.6 857.1 13.0 78.5
2004 211.6 1100.6 7.6 97.8
2005 254.7 1194.6 6.7 109.3
2006 280.3 1357.0 5.7 101.1
2007 279.0 1467.2 3.6 102.3
2008 254.5 1390.5 2.7 102.5
2009 237.5 1174.5 3.1 78.9
2010 235.5 1066.0 2.4 79.2
:
-1 .
-0 www.cbj.gov.jo
* : .
Eviews :
-1 .
-0 . 5
-1 .
-4 .
| 4 111
-5 .
.
-6 wa
. m :
Xi
i bi .
Y
-7
.
................................................................................................
................................................................................................
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112 | 4
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-1-5 Pololynomials
-
-

Polynomial :
AC 1 2 Q 3Q 2 e
U .

351
| 5 351
wage 1 2 educ 3 exper 4 exper 2 e
4 0 3 0 U
wage_5.wf1
:
LS wage c educ exper exper^2
:
Dependent Variable: WAGE
Date: 01/27/10 Time: 19:31
Sample: 1 1000
C -9.8177 1.054964 -9.3062 0.0000
EDUC 1.210072 0.070238 17.22821 0.0000
EXPER 0.340949 0.051431 6.629208 0.0000
EXPER^2 -0.00509 0.001198 -4.25151 0.0000
| 5 355

12.1
12.1
.
:
E wage
3 24 Exper
exper
11
EViews wage_quadratic
View/Coefficient Test/Wald Coefficient Restriction
351 | 5
C(4) b4 Coefficient Restriction C (3) b3

.
| 5 351
) (wage, exper, educ

View/Descriptive Stats/Common Sample
EDUC EXPER WAGE

Mean 13.28500 18.78000 10.21302
Median 13.0000 18.00000 8.790000
Maximum 18.0000 52.00000 60.19000
Minimum 1.00000 0.000000 2.030000
Std. Dev. 2.468171 11.31882 6.246641
3 2 4
wage_quadratic View/Coefficient Test/Wald Coefficient
Restriction
44233
.
)Normalized Restriction (= 0 Value Std. Err.

)-1 / 2 * C(3) / C(4 33.47192 3.393876
351 | 5
-2-5 Dummy Variable
)1 0( binary

1 0
median ) (sqm
150 . 150 .
Genr
Large 1
) (Sqm>150 0
:
obs SQM LARGE
1 120.0000 0.000000
2 140.0000 0.000000
3 180.0000 1.000000
4 100.0000 0.000000
5 200.0000 1.000000
351 | 5
-3-5
Pizza Pizza.wf1
income age
Ls pizza c age income
income age
Ls pizza c age income age*income
Dependent Variable: PIZZA

Date: 01/27/10 Time: 22:06
Sample: 1 40
C 161.4654 120.6634 1.338147 0.1892
AGE -2.97742 3.352101 -0.88823 0.3803
INCOME 0.009074 0.00367 2.472717 0.0183
AGE*INCOME -0.00016 8.67E-05 -1.84715 0.0730
: age
| 5 311
E Pizza
2 4 Income
Age
Income 25000
: View/Representation
Estimation Equation:
=========================
PIZZA = C(1) + C(2)*AGE + C(3)*INCOME + C(4)*AGE*INCOME
View/Coefficient Test/Wald Coefficient Restriction
Wald
.
313 | 5
log-linear - -4-5

log EViews
)cps_small ( :
Ls log(wage) c educ female
:
Dependent Variable: LOG(WAGE)
Date: 01/28/10 Time: 06:36
Sample: 1 1000
C 0.929036 0.083748 11.09319 0.0000
EDUC 0.102566 0.006075 16.8824 0.0000
FEMALE -0.2526 0.029977 -8.42658 0.0000
Prob(F-statistic) 0
EViews
View/Coefficient Test/Wald
Coefficient Restriction

exponential
EViews exp

:
| 5 311
:
Null Hypothesis Summary:
Normalized Restriction (= 0) Value Std. Err.
100 * (-1 + EXP(C(3))) -22.3224 2.328539
Delta method computed using analytic derivatives
EViews ..24.-
.
:
ln wage 1 2 educ 3 exper educ exp er
:
Ls log(wage) c educ exper educ*exper
:
100 3 educ %
View/Coefficient Test/Wald Coefficient
Restriction
02.5
Null Hypothesis Summary:
Normalized Restriction (= 0) Value Std. Err.
100 * (C(3) + 16*C(4)) 0.951838 0.215985
Restrictions are linear in coefficients.

Heteroskedasticity
-1-6 Resuduals

Heteroskedasticity

.
-1-1-6

View/Actual, Fitted, Residual
:
361
361 | 6
:
Actual Consumptio n C
Fitted C b b GDP
1 2
resid e C C
e Standardized Residual Graph
.
Residual
Graph :

269.6063
.
| 6 361
-2-1-6
Residuals
Fitted values :
Series ehat=resid
Series c_hat=pc-ehat
Object/New
object Graph ehat_on_GDP
OK
.
OK .
366 | 6
Options
Type/Scatter Apply .OK Line/Shade
:
OK
.
| 6 361
-2-6 Heteroskedasticity-consistent standard error

White's
heteroskedasticity-consistent standard error
EViews Options
:Equation Estimation
heteroskedasticity-consistent LS & TSLS Options

coefficient covariance White OK
361 | 6

heteroskedasticity-consistent
-3-6 Weighted
heteroskedasticity
i2 2 xi GDP xi
1 2
Weighted
least squares estimator :
1 1

xi GDPi
:
.
-1-3-6
Equation
Estimation
White:
| 6 361
Weighted LS/TSLS LS&TSLS Options

Weight 1 sqr(GDP) : sqr
EViews
311 | 6
-2-3-6
GDP

GDP
:
)series wt = 1/ sqr(GDP
series ystar = pc*wt
series x1star = wt
series x2star = gdp*wt
Equation specification
| 6 313
OK .
-4-6 - Goldfeld- Quandt

-
-
12 22
N1 K1 N 2 K 2
H 0 : 12 22:
22
F ~ F N 2 K2 , N1 K1
12
.5 H1 : 12 22
F 0.025, N 2 K 2 , N1 K1 F 0.975, N 2 K 2 , N1 K1
H1 : 22 12 5
H1 : 22 12 . F 0.95, N K , N K
2 2 1 1

F 0.05, N 2 K 2 , N1 K1
311 | 6
-1-4-7

H1 H0 12 22
12 55 22 55
i2
12 22
GDP
22
12 H 1
GDP H0
:
sort GDP
.GDP 55
12 Sample :
311 | 6
S.E. of regression 12
sig1_sq
scalar sig1_sq=@se^2
Date: 01/30/10 Time: 20:44
Sample: 1976 1990 55 12 102.2961 2 10464.49
C 110.6419 70.55184 1.568236 0.1408
GDP 0.726664 0.039207 18.53393 0.0000
.
| 6 311
Date: 01/30/10 Time: 21:12
Sample: 1992 2006 55 12 267.2432 2 71418.93
C -920.928 236.9946 -3.88586 0.0019
GDP 0.915311 0.036984 24.74882 0.0000
scalar sig2_sq = @se^2

F
: 5
scalar f_val = sig2_sq/sig1_sq
scalar f_crit = @qfdist(0.95, 13, 13)
Variance Function -5-6

:
e 2 1 2 z 2 3 z 3 ... S z S
zS ... z 3 z 2 e 2
: EViews
View/Residual Test/
Heteroshedasticity Tests
| 6 311
: Breusch-Pagan .White
-1 -5-6 Breusch-Pagan
Breusch-Pagan Heteroshedasticity
Tests " "z-variable
EViews
GDP GDP2 White .
316 | 6
2 N R 2 31 0.169213 p 5.2456
5 H0 0.0220
:
| 6 311
F
SST SSE S 1
SSE N S
SST SSE
2
2 e2
-2 -5-6 White
White Breusch-Pagan z-variables x-variables
x-
GDP2 GDP z-variables x GDP variables

Include White cross terms
White OK
0.0725 2 N R 2 31 0.169280 P 5.24768
5 H0
.51
311 | 6

-1-7
M 1 CPI
:
ln CPI t 1 2 ln M1t et
t
residuals
series ehat = resid ehat
ehat View/spreadsheet
:
971
981 | 7

( ) -
View/Actual, :
Fitted, Residual/ Residual Graph :
ehat
View/Graph/Basic Graph/Line & Symbol .OK
-1-1-7 et et 1
et 1 )(Lagged et

ehat_1 : et 1
)series ehat_1 = ehat(-1
| 7 989

:
T
e e t t 1
r1 t 2
T
e
t 2
2
t 1
numerator denominator
:
series ee1 = ehat*ehat_1
T
)scalar sum_ee1 = @sum(ee1 et et 1
t 2
series e1e1 = ehat_1*ehat_1
T

scalar sum_e1e1 = @sum(e1e1) et21
t 2
et21 et et 1
NA
T T
et et 1 0.03064 et21 0.02997 : r1
t 2 t 2
0.030
r1 1.0
0.030
:
)scalar r1 = @cor(ehat, ehat_1

et
:@cor
981 | 7
e
T
t e1 et 1 eT
r1 t 2
e
T
2
t 1 eT
t 2
eT e1 e1
r1 :
series ee = ehat*ehat
)scalar sum_ee = @sum(ee
scalar r1_c = sum_ee1/sum_ee
-2-7 NEWEY-WEST
Heteroskedasticity White

Newey-West HAC
Newey-west Options
LS&TSLS Options Equation Estimation
heteroskedasticity-consistent coefficient covariance Newey-
West
:
| 7 981
- :
- :
-3-7 ) AR(I
() )AR(1
:
ln CPI t 1 2 ln M 1t et , et et 1 t
1 : 2
2
e
2
2 2
e2 . e2 2 1 2
) AR(1 Object/New Object/Equation
OK Equation Estimation
) AR(1 EViews
)AR(1
| 7 981
:
AR(1) 1.102648 -1
S.E. of regression -2
0.012189
Dependent Variable: LOG(CPI)
Date: 02/06/10 Time: 09:05
Sample (adjusted): 1999Q2 2008Q2
Included observations: 37 after adjustments
Convergence achieved after 7 iterations
C 4.558856 0.351815 12.95809 0.0000

LOG(M1) 0.004146 0.04824 0.085946 0.9320
AR(1) 1.102648 0.029236 37.71503 0.0000


S.E. of regression 0.012189 Akaike info criterion -5.89888
Sum squared resid 0.005052 Schwarz criterion -5.76827
Log likelihood 112.1293 Hannan-Quinn criter. -5.85283
Inverted AR Roots 1.10
Estimated AR process is nonstationary
| 7 981
-3
EViews Sample 1999Q1 2008Q2 Sample
(adjusted): 1999Q2 2008Q2 33.
-4 3 Convergence achieved
after 7 iterations

3

Convergence not achieved
-1-3-7
M 1t 1 CPI t 1 CPI(-1) EViews ) M1(-1
:
))log(CPI) C log(M1) log(M1(-1)) log(CPI(-1
:
ln CPI t 0 ln M 1t 1 ln M 1t 1 1 ln CPI t 1 t
) AR(-1 4
c logM1 logCPI 1 logM11
) ARDL(1,1 ) AR(1
981 | 7
1 0 ARDL
:
-2-3-7 ) AR(I
1 0 Wald H 0 : 1 0
Wald H1 : 1 0

View/Coefficient Test/Wald
C(3) 1 C (2) 0 Coefficient Restriction
Wald Test : C ( 4)
OK :
| 7 987
2 F

se 1 10 0.021140 delta method
p value 0.54 0.05 )AR(1
Normalized restriction .
1 10 -0.012801
-4-7 Autocorrelation
Residual correlogram -1-4-7
et et 1
et 2 ...
et et et 1 et 2
... ..., r2 , r1
residual correlogram lag k k EViews
( rk et ) et k :
T
et et k
t k 1
rk T
et2
t 1
988 | 7
T k T
k et2 et2k
t 1 t k 1
- @ coret , et 1 EViews
:
et elast T k et k e first T k
T
t k 1
rk
et k e first T k
T 2
t k 1
e f i r s tT k T k et elast T k
et T k EViews residual
correlogram .
View/Residual Tests/CorrelogramQ Statistics
Lag specification Lags to

include rk , ..., r2 , r1 EViews
6 .
| 7 981
rk : AC
rk
Autocorrelation
5
.
1 6
.5
911 | 7
1 6
.5
-2-4-7 )Lagrange multiplier (LM
Lagrange multiplier ) AR(1
:
lnCPI t 1 2 lnM1t et 1 t
et 1 2 lnM1t et 1 t
e t
t F
LM T R2
View/Residual Test/Serial
Correlation LM Test
1
) AR(1
| 7 919
correlogram e t
.
F 107.9563 p-value :
) RESID(-1
F 107.9563 t 2 10.390202
p-value 0.0000 F t
LM T R 2 38 0.755170 28.69646 2
H0 0 p-value=0.0000
.5
911 | 7
-3-4-7 Durbin-Watson
-
- ) AR(1
p-value
EViews
- p-value rough
- 1.3
0.255092
-5-7 Autoregressive

1
) AR(3 :
inflnt 1inflnt 1 2 inflnt 2 3inflnt 3 t
n CPI i n f l
inflation.wf1
-1-5-7 AR
inflation.wf1 CPI 33
: infln
series infln = (log(CPI) log(CPI(-1)))*100
) CPI(-1 infln
1111 EViews NA
| 7 911
33 ) AR(3 inflnt-
inflnt-2 inflnt-3 1
34.
AR Equation
Estimation inflnt-1 inflnt-2
inflnt-3 infln(-1) :
) infln(-2 ) infln(-3
infln(-1 to -3) :
:
911 | 7
AR
correlogram View/Residual
Tests/CorrelogramQ Statistics EViews
16 correlogram

.
-2-5-7 Finite Distribution Lags

inflation
:
inflnt 0 PCM1t 1 PCM1t 1 2 PCM1t 2 3 PCM1t 3 t
PCM1
Equation Estimation :
| 7 911
correlogram
View/Residual Tests/CorrelogramQ Statistics
correlogram
.1.
911 | 7
-6-7
)Autoregressive Distribution Lags Models (ARDL
ARDL AR
EViews OLS
:
inflnt 0 PCM1t 1 PCM1t 1 2 PCM1t 2 3 PCM1t 3

1 inflnt 1 2 inflnt 2 t
:
| 7 917
correlogram
.
918 | 7

EViews -
.- 2192
- Asteriou, Dimitrios and Hall, Stephen G., 2007. Applied
Econometrics: A Modern Approach, Palgrave, revised edition.
- Heij, Christiaan; Paul de Boer; Philip Hans Franses; Teun
Kloek; and Herman K. van Dijk, 2004. Econometric Methods
with Applications in Business and Economics, Oxford, 1st
edition.
- Hill, R. Carter; Griffiths, William E.; and Judge, George G.,
2000. Using EViews For Undergraduate Econometrics, Wiley;
2nd edition.
- Hill, R. Carter; Griffiths, William E.; and Judge, George G.,
2000. Undergraduate Econometrics, Wiley; 2nd edition.
- Koop, Gary, 2008. Introduction to Econometrics, Wiley.
- Salvatore, Dominick and Reagle, Derrick (2002), Theory and
Problems of Statistics and Econometrics, Schaums Outline
Series, Mcgraw-Hill, 2nd edition.
- Studenmund, A. H., 2006. Using Econometrics: A Practical
Guide, Addison Wesly, 5th edition.
- Wooldridge, Jeffrey M. (2009), Introductory Econometrics: A
modern approach, 3rd edition.
911
khsawaie@yahoo.com
EViews -1 2112 -.
-2 2112 EViews -.
-3 2111 SPSS -.
-4 : 2111 -.
-5 2112 -.

-2 2111 -.
-
- : .
022

كتاب EVIEWS والقياس الاقتصادي للدكتور خالد محمد السواعي

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كتاب EVIEWS والقياس الاقتصادي للدكتور خالد محمد السواعي

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EViews

Crime = b0 + b1wagem+b2 othinc + b3 freqarr +

wage = b0+ b1 educ + b2 exper +b3 training + u )(1.4

Yi 273 .416 0.7498 X i )(1.3.3

Variable Coefficient Std. Error t-Statistic Prob.

C -273.4160 104.3785 -2.619 67 0.0137

R-squared 0.982691 Mean dependent var 3247.813

13000 273 .416 0.7498 X i )(1.3.6

1 250 2003/2002 251

-4-4-1 )( Panel Data

Angola 3 1998 3.5 32.5 2.9

Argentina 4 1999 -4.7 17.2 1.2

-5-4-1 : Levels Growth rates

100 100 5 0.05

17000-11001 11000-14001 14000

o :Weekly and daily

) (ascii *.wks *.xls

UNTITLED File/Import/Read xls.

File/Import/Import from file xls.

)Quick/Empty Group (Edit Series

Eviews SER01 : SER02

Money Demand File/Open/Eviews Workfile Money

Common Descriptive Stats/Common Sample

Mean 1422.254 6058.839

Median 1384.65 5329

Maximum 2272.7 10888.7

Minimum 832.2 4660.4

Std. Dev. 359.7448 1510.401

Skewness 0.455243 1.530971

Kurtosis 2.519941 4.37084

Jarque-Bera 2.383743 25.32304

Probability 0.303652 0.000003

Sum 76801.7 327177.3

Sum Sq. Dev. 6859066 1.21E+08

" "Generate Genr .EViews

EViews Enter Object y

( y=-4 3-=1+1- )8 ( y=5 1 8

o Genr ) y=log(gdp .OK

o Genr ) z=@mean(gdp .OK

Dependent Variable Independent Variable

Explained Variable Explanatory Variable

Response Variable Control Variable

Predicted Variable Predictor Variable

wage 0 1educ u 3.4

b0 Y b1 X 57 1.6618 57 29.88 27.12 Y

Yi Xi Yi ei eie X i2 xi2 yi2

1 40 6 37.08 2.92 8.5264 36 144 289

2 44 10 43.72 0.28 0.0784 100 64 169

3 46 12 47.04 -1.04 1.0816 144 36 121

4 48 14 50.36 -2.36 5.5696 196 16 81

5 52 16 53.68 -1.68 2.8224 256 4 25

6 58 18 57.00 1.00 1.0000 324 0 1

7 60 22 63.64 -3.64 13.2496 484 16 9

8 68 24 66.96 1.04 1.0816 576 36 121

9 74 26 70.28 3.72 13.8384 676 64 289

10 80 32 80.24 -0.24 0.0576 1024 196 529

xi2 576 yi2 1634

16 1.337 1.746 2.120 2.583 2.921

S 2 .......... .......... .......... ...

se ( ) .......... .......... .......

) (OLS best linear unbiased

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Text labels Central Justification

Name Figure03_1 .OK

) (ascii .wks .xls

Scalar M_f = -1004.50285891 + 0.86822682251412000 + 290.2812458561.4