********************************************************************* * SHAZAM - FOR SPARCSTATION SITE NO. 70 * * * * ** Copyright (C) 2000 by K.J. White - All Rights Reserved ** * * * * FOR USE ONLY BY: Faculty, Students and Staff * * AT: University of Guelph * * * * * * If this does not describe you then you have stolen this copy * * and if you type anything except STOP or HELP SHAZAM you * * agree to send payment within 7 days for a software license * * * * * * * * SITE LICENSE - FOR USE ON ALL COMPUTERS AT ABOVE LOCATION * ********************************************************************* Hello/Bonjour/Aloha/Howdy/G Day/Kia Ora/Konnichiwa/Buenos Dias/Nee Hau/Ciao Welcome to SHAZAM - Version 9.0 - SEP+2000 SYSTEM=SUNSPARC PAR= 234 |_par 10000 ..PAR IS 10000 MAXIMUM VARIABLES IS 500 |_set nowarnskip |_* |_* |_* |_* |_* SEPTEMBER 2004 - THIS VERSION CORRECTS COSINE CALCULATION |_* PREVIOUSLY SIN(X) USED ASSUMING X IN DEGREES BUT X MUST BE IN RADIANS |_* COSABLAT COMPUTED INTERNALLY AS BEFORE, DOUBLE CHECKED AGAINST SAME COMPUTATION IN EXCEL |_* |_* |_* |_* |_* |_* THIS FILE USES 5X5 IPCC GRID DATA AND STATION DATA TO TEST FOR REMOVAL OF |_* NONCLIMATIC INFLUENCES ON TEMPERATURES |_* |_* THIS RUN READS IN 1979-2000 STATION/TROP/ECON DATA FROM GDPTEMP03.TXT |_* READS IN 1979-2000 IPCC GRIDDED DATA ANN/WARM/COLD FROM TREND7901.TXT |_* AND READS IN 1979-2000 MISSING CELL COUNTS ANN/WARM/COLD FROM MISSING.TXT |_* |_* THEN DOES GLS REGRESSIONS ON CROSS-SECTIONS OF TREND PATTERNS |_* |_* TO RUN THIS FILE ON A UNIX SYSTEM WITH SHAZAM PUT THIS FILE INTO A FOLDER WITH |_* DATA FILES (USE LOWERCASE) GDPTEMP03.DIF, TRENDS7900.TXT, MISSING_7900.TXT |_* THEN RUN COMMAND LINE >shazam gsmod gsmod.out |_* THIS WILL READ COMMANDS AND DATA AND PUT OUTPUT LINES INTO gsmod.out |_* |_* |_* Read in data |_* |_read(gdptemp03.dif) / dif UNIT 88 IS NOW ASSIGNED TO: gdptemp03.dif ..NOTE..DIF FILE HAS 14 COLUMNS AND 219 ROWS DIF FILE CONTAINS VARIABLES: STREND MTREND PRESS DPRESS WATER LAT POP INC79 GDPGROW COAL80 COALGROW SURFMISS SOVIET LIT79 ...SAMPLE RANGE IS NOW SET TO: 1 218 |_read(trends7900.txt) glat glon gtrend gapsep gocmr UNIT 88 IS NOW ASSIGNED TO: trends7900.txt 5 VARIABLES AND 218 OBSERVATIONS STARTING AT OBS 1 |_read(missing_7900.txt) mlat mlon gamiss gapsepm gocmrm UNIT 88 IS NOW ASSIGNED TO: missing_7900.txt 5 VARIABLES AND 218 OBSERVATIONS STARTING AT OBS 1 |_genr obs=time(0) |_* |_* Generate NH/SH Cold-warm Season Data |_* Note dum(lat)=1 if Lat positive, 0 otherwise |_genr nh=dum(lat) |_genr sh=1-nh |_* |_genr gwarm=sh*gocmr+nh*gapsep |_genr gcold=sh*gapsep+nh*gocmr |_* |_genr gwmiss=sh*gocmrm +nh*gapsepm |_genr gcmiss=sh*gapsepm+nh*gocmrm |_* |_* NOTE VARIABLE TITLES: |_* STREND = ANNUAL TREND IN SURFACE STATIONS |_* GTREND = ANNUAL TREND IN GRID CELLS |_* MTREND = ANNUAL TREND IN MSU DATA |_* |_* GWARM = APR-SEP TREND IN GRID CELLS |_* GCOLD = OCT-MAR TREND IN GRID CELLS |_* |_* GCMISS = MISSING VALUES IN GRID CELL RECORD IN COLD SEASON |_* GWMISS = MISSING VALUES IN GRID CELL RECORD IN WARM SEASON |_* |_* Generate surf-trop differences |_* |_genr stdiff=gtrend-mtrend |_* |_* Put Coal into billion short tons |_genr coal80=coal80/1000 |_* |_* Put Scale79 into billions US$ |_genr scale79=pop*inc79/1000000 |_* |_* Put Pop into 100,000s |_genr pop=pop/100000 |_* |_* |_* |_* Test effects of missing values on mean trend |_stat strend mtrend NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS STREND 218 0.32486 0.45591 0.20785 -1.5501 1.4333 1.4034 MTREND 218 0.17702 0.22164 0.49123E-01 -0.20965 0.75825 1.2520 |_* |_skipif(gtrend.eq.-99) |_stat strend gtrend mtrend /pcor NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS STREND 205 0.34748 0.44295 0.19620 -1.2376 1.4333 1.2748 GTREND 205 0.27010 0.23676 0.56053E-01 -0.47000 0.91000 0.87655 MTREND 205 0.19067 0.22120 0.48928E-01 -0.20965 0.75825 1.1601 CORRELATION MATRIX OF VARIABLES - 205 OBSERVATIONS STREND 1.0000 GTREND 0.51652 1.0000 MTREND 0.56763 0.64888 1.0000 STREND GTREND MTREND |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_* |_skipif(gtrend.gt.-99) |_stat strend mtrend NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS STREND 13 -0.31737E-01 0.52602 0.27670 -1.5501 0.60471 -16.574 MTREND 13 -0.38191E-01 0.56258E-01 0.31650E-02 -0.16404 0.83879E-01 -1.4731 |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_* |_* CONVERT DEGREES TO RADIANS, COMPUTE COSABLAT |_genr lat=lat*3.1415927/180 |_* |_genr abslat=abs(lat) |_genr coslat=sin(2*lat)/(2*sin(lat)) |_genr cosablat=sin(2*abslat)/(2*sin(abslat)) |_* |_* READ IN COSABLAT AS COMPUTED IN EXCEL, COMPARE |_read(cosablat.txt) cxls UNIT 88 IS NOW ASSIGNED TO: cosablat.txt 1 VARIABLES AND 218 OBSERVATIONS STARTING AT OBS 1 |_genr cosdiff=cxls-cosablat |_stat cosablat cxls cosdiff /pcor NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS COSABLAT 218 0.76353 0.20329 0.41328E-01 0.17365 0.99905 0.26626 CXLS 218 0.76353 0.20329 0.41328E-01 0.17365 0.99905 0.26626 COSDIFF 218 0.64575E-08 0.52801E-08 0.27879E-16 -0.36999E-09 0.20646E-07 0.81766 CORRELATION MATRIX OF VARIABLES - 218 OBSERVATIONS COSABLAT 1.0000 CXLS 1.0000 1.0000 COSDIFF -0.99694 -0.99694 1.0000 COSABLAT CXLS COSDIFF |_* |_********************************************************** |_* |_* Table 2: Descriptive statistics |_* For GTREND use above table as |_* some vals are -99 (missing) |_* |_********************************************************** |_* |_stat strend gtrend mtrend stdiff gwarm gcold & | press water lat pop scale79 coal80 coalgrow & | inc79 gdpgrow soviet lit79 & | surfmiss gamiss gwmiss gcmiss NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS STREND 218 0.32486 0.45591 0.20785 -1.5501 1.4333 1.4034 GTREND 218 -5.6497 23.563 555.21 -99.000 0.91000 -4.1707 MTREND 218 0.17702 0.22164 0.49123E-01 -0.20965 0.75825 1.2520 STDIFF 218 -5.8267 23.508 552.64 -99.084 0.82239 -4.0346 GWARM 218 -3.8392 19.795 391.82 -99.000 0.99000 -5.1559 GCOLD 218 -5.1830 22.697 515.15 -99.000 1.3900 -4.3791 PRESS 218 1014.9 4.9896 24.896 987.00 1029.0 0.49163E-02 WATER 218 0.47248 0.50039 0.25039 0. 1.0000 1.0591 LAT 218 0.44021 0.56423 0.31835 -1.3177 1.3963 1.2817 POP 218 5.8539 15.059 226.77 0. 116.74 2.5725 SCALE79 218 5.2824 15.526 241.05 0. 113.89 2.9391 COAL80 218 0.13083 0.23158 0.53628E-01 0. 0.70132 1.7700 COALGROW 218 1.0374 5.4106 29.275 -16.809 18.768 5.2156 INC79 218 6.4389 4.9776 24.777 0.31600 26.710 0.77305 GDPGROW 218 0.52232 1.7135 2.9361 -8.7690 5.3700 3.2806 SOVIET 218 0.19725 0.39884 0.15907 0. 1.0000 2.0220 LIT79 218 79.817 26.984 728.11 8.0000 99.000 0.33807 SURFMISS 218 23.537 28.238 797.41 0. 138.00 1.1998 GAMISS 218 5.4633 24.736 611.88 0. 221.00 4.5277 GWMISS 218 2.4587 11.016 121.36 0. 95.000 4.4804 GCMISS 218 2.9404 13.757 189.25 0. 132.00 4.6787 |_* |_* |_*********************************************************** |_*********************************************************** |_* |_* Global Annual sample: Table 4 |_* |_* |_*********************************************************** |_*********************************************************** |_* |_* |_********************************************************** |_* |_* Table 4 Column 1: Station Data |_* |_********************************************************** |_* 1 |_ols strend press water cosablat REQUIRED MEMORY IS PAR= 77 CURRENT PAR= 10000 OLS ESTIMATION 218 OBSERVATIONS DEPENDENT VARIABLE= STREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.1560 R-SQUARE ADJUSTED = 0.1442 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.17787 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.42175 SUM OF SQUARED ERRORS-SSE= 38.065 MEAN OF DEPENDENT VARIABLE = 0.32486 LOG OF THE LIKELIHOOD FUNCTION = -119.103 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.18114 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.7085 SCHWARZ (1978) CRITERION - LOG SC = -1.6464 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.18120 HANNAN AND QUINN (1979) CRITERION = 0.18574 RICE (1984) CRITERION = 0.18126 SHIBATA (1981) CRITERION = 0.18102 SCHWARZ (1978) CRITERION - SC = 0.19274 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.18114 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 7.0382 3. 2.3461 13.189 ERROR 38.065 214. 0.17787 P-VALUE TOTAL 45.103 217. 0.20785 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 30.045 4. 7.5112 42.227 ERROR 38.065 214. 0.17787 P-VALUE TOTAL 68.110 218. 0.31243 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 214 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.16598E-01 0.58093E-02 2.8572 0.0047 0.1917 0.18166 51.855 WATER 0.10646 0.57907E-01 1.8384 0.0674 0.1247 0.11684 0.15483 COSABLAT -0.73014 0.14122 -5.1702 0.0000-0.3332 -0.32558 -1.7161 CONSTANT -16.014 5.9075 -2.7107 0.0073-0.1822 0. -49.294 |_* |_* 1 |_ols strend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet surfmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 93 CURRENT PAR= 10000 OLS ESTIMATION 218 OBSERVATIONS DEPENDENT VARIABLE= STREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.2595 R-SQUARE ADJUSTED = 0.2162 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.16292 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.40363 SUM OF SQUARED ERRORS-SSE= 33.399 MEAN OF DEPENDENT VARIABLE = 0.32486 LOG OF THE LIKELIHOOD FUNCTION = -104.846 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.17264 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.7567 SCHWARZ (1978) CRITERION - LOG SC = -1.5549 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.17325 HANNAN AND QUINN (1979) CRITERION = 0.18727 RICE (1984) CRITERION = 0.17395 SHIBATA (1981) CRITERION = 0.17148 SCHWARZ (1978) CRITERION - SC = 0.21121 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.17261 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 11.705 12. 0.97541 5.987 ERROR 33.399 205. 0.16292 P-VALUE TOTAL 45.103 217. 0.20785 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 34.712 13. 2.6701 16.389 ERROR 33.399 205. 0.16292 P-VALUE TOTAL 68.110 218. 0.31243 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 205 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.15801E-01 0.10258E-01 1.5404 0.1250 0.1070 0.17293 49.364 WATER 0.97651E-01 0.52618E-01 1.8558 0.0649 0.1285 0.10718 0.14202 COSABLAT -0.38062 0.22989 -1.6556 0.0993-0.1149 -0.16972 -0.89458 POP 0.22897E-02 0.39528E-02 0.57927 0.5630 0.0404 0.75632E-01 0.41260E-01 SCALE79 -0.12829E-02 0.40195E-02 -0.31916 0.7499-0.0223 -0.43688E-01 -0.20860E-01 COAL80 -0.45434 0.16159 -2.8117 0.0054-0.1927 -0.23078 -0.18298 COALGROW -0.53801E-02 0.40679E-02 -1.3226 0.1875-0.0920 -0.63850E-01 -0.17181E-01 INC79 0.39659E-01 0.10817E-01 3.6664 0.0003 0.2481 0.43300 0.78606 GDPGROW 0.85501E-01 0.20145E-01 4.2444 0.0000 0.2842 0.32135 0.13747 SOVIET 0.48900 0.12173 4.0171 0.0001 0.2701 0.42779 0.29691 SURFMISS 0.20300E-03 0.10294E-02 0.19721 0.8439 0.0138 0.12574E-01 0.14708E-01 LIT79 -0.52376E-02 0.15994E-02 -3.2748 0.0012-0.2230 -0.31000 -1.2869 CONSTANT -15.392 10.456 -1.4720 0.1426-0.1023 0. -47.380 DURBIN-WATSON = 1.4721 VON NEUMANN RATIO = 1.4789 RHO = 0.23487 RESIDUAL SUM = -0.38547E-12 RESIDUAL VARIANCE = 0.16292 SUM OF ABSOLUTE ERRORS= 64.987 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.2595 RUNS TEST: 88 RUNS, 119 POS, 0 ZERO, 99 NEG NORMAL STATISTIC = -2.8868 COEFFICIENT OF SKEWNESS = -0.8577 WITH STANDARD DEVIATION OF 0.1648 COEFFICIENT OF EXCESS KURTOSIS = 2.1315 WITH STANDARD DEVIATION OF 0.3281 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 64.7426 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 3.0 1.0 2.0 3.0 5.0 11.0 11.0 14.0 21.0 28.0 27.0 34.0 25.0 13.0 10.0 8.0 1.0 1.0 0.0 0.0 EXPECTED 0.8 1.0 2.1 3.9 6.7 10.5 15.0 19.7 23.5 25.7 25.7 23.5 19.7 15.0 10.5 6.7 3.9 2.1 1.0 0.8 CHI-SQUARE = 21.7400 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.001 |_* |_* P(Econ=0) |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 4.1422434 WITH 6 AND 205 D.F. P-VALUE= 0.00060 WALD CHI-SQUARE STATISTIC = 24.853460 WITH 6 D.F. P-VALUE= 0.00036 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.24142 |_* P(Soc=0) |_test |_ test surfmiss=0 |_ test lit79=0 |_end F STATISTIC = 5.3766778 WITH 2 AND 205 D.F. P-VALUE= 0.00530 WALD CHI-SQUARE STATISTIC = 10.753356 WITH 2 D.F. P-VALUE= 0.00462 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.18599 |_* P(Econ=Soc=Sov=0) |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_ test surfmiss=0 |_ test lit79=0 |_ test soviet=0 |_end F STATISTIC = 3.2133248 WITH 9 AND 205 D.F. P-VALUE= 0.00115 WALD CHI-SQUARE STATISTIC = 28.919924 WITH 9 D.F. P-VALUE= 0.00067 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.31120 |_* |_********************************************************** |_* |_* Table 4 Column 2: Gridded Data |_* |_********************************************************** |_* |_skipif(gtrend.eq.-99) 1 |_ols gtrend press water cosablat REQUIRED MEMORY IS PAR= 78 CURRENT PAR= 10000 OLS ESTIMATION 205 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.2964 R-SQUARE ADJUSTED = 0.2859 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.40025E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.20006 SUM OF SQUARED ERRORS-SSE= 8.0451 MEAN OF DEPENDENT VARIABLE = 0.27010 LOG OF THE LIKELIHOOD FUNCTION = 41.0072 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.40806E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.1989 SCHWARZ (1978) CRITERION - LOG SC = -3.1341 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.40822E-01 HANNAN AND QUINN (1979) CRITERION = 0.41890E-01 RICE (1984) CRITERION = 0.40838E-01 SHIBATA (1981) CRITERION = 0.40776E-01 SCHWARZ (1978) CRITERION - SC = 0.43540E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.40806E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 3.3897 3. 1.1299 28.230 ERROR 8.0451 201. 0.40025E-01 P-VALUE TOTAL 11.435 204. 0.56053E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 18.345 4. 4.5863 114.584 ERROR 8.0451 201. 0.40025E-01 P-VALUE TOTAL 26.390 205. 0.12873 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 201 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.61412E-02 0.32857E-02 1.8691 0.0631 0.1307 0.11309 23.082 WATER 0.11781E-01 0.28202E-01 0.41772 0.6766 0.0295 0.24916E-01 0.20851E-01 COSABLAT -0.63038 0.73895E-01 -8.5308 0.0000-0.5156 -0.51292 -1.7949 CONSTANT -5.4851 3.3477 -1.6385 0.1029-0.1148 0. -20.308 |_* |_* 1 |_ols gtrend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 / hetcov coef=bb REQUIRED MEMORY IS PAR= 93 CURRENT PAR= 10000 OLS ESTIMATION 205 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3818 R-SQUARE ADJUSTED = 0.3432 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.36818E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19188 SUM OF SQUARED ERRORS-SSE= 7.0691 MEAN OF DEPENDENT VARIABLE = 0.27010 LOG OF THE LIKELIHOOD FUNCTION = 54.2635 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.39153E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2404 SCHWARZ (1978) CRITERION - LOG SC = -3.0297 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.39311E-01 HANNAN AND QUINN (1979) CRITERION = 0.42629E-01 RICE (1984) CRITERION = 0.39492E-01 SHIBATA (1981) CRITERION = 0.38857E-01 SCHWARZ (1978) CRITERION - SC = 0.48329E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.39146E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 4.3657 12. 0.36381 9.881 ERROR 7.0691 192. 0.36818E-01 P-VALUE TOTAL 11.435 204. 0.56053E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 19.321 13. 1.4862 40.367 ERROR 7.0691 192. 0.36818E-01 P-VALUE TOTAL 26.390 205. 0.12873 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 192 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.11198E-01 0.37573E-02 2.9804 0.0033 0.2103 0.20622 42.089 WATER 0.29928E-02 0.29318E-01 0.10208 0.9188 0.0074 0.63299E-02 0.52970E-02 COSABLAT -0.60222 0.97899E-01 -6.1514 0.0000-0.4058 -0.49000 -1.7147 POP -0.19832E-02 0.17918E-02 -1.1069 0.2697-0.0796 -0.12953 -0.45558E-01 SCALE79 0.12450E-02 0.25712E-02 0.48421 0.6288 0.0349 0.83900E-01 0.25883E-01 COAL80 -0.30882 0.75095E-01 -4.1124 0.0001-0.2845 -0.30563 -0.15014 COALGROW 0.50116E-03 0.21107E-02 0.23743 0.8126 0.0171 0.11614E-01 0.20948E-02 INC79 0.17876E-01 0.49379E-02 3.6203 0.0004 0.2528 0.38241 0.43435 GDPGROW 0.26211E-01 0.10137E-01 2.5857 0.0105 0.1834 0.18682 0.59828E-01 SOVIET 0.12853 0.66147E-01 1.9430 0.0535 0.1389 0.20929 0.85885E-01 GAMISS -0.34208E-02 0.68370E-02 -0.50035 0.6174-0.0361 -0.38759E-01 -0.12418E-01 LIT79 -0.26186E-02 0.82111E-03 -3.1891 0.0017-0.2243 -0.30418 -0.77011 CONSTANT -10.536 3.7947 -2.7766 0.0060-0.1965 0. -39.009 DURBIN-WATSON = 1.5370 VON NEUMANN RATIO = 1.5445 RHO = 0.23136 RESIDUAL SUM = 0.11369E-12 RESIDUAL VARIANCE = 0.36818E-01 SUM OF ABSOLUTE ERRORS= 28.926 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3818 RUNS TEST: 79 RUNS, 116 POS, 0 ZERO, 89 NEG NORMAL STATISTIC = -3.2382 COEFFICIENT OF SKEWNESS = -0.3767 WITH STANDARD DEVIATION OF 0.1698 COEFFICIENT OF EXCESS KURTOSIS = 0.9813 WITH STANDARD DEVIATION OF 0.3381 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 12.1383 P-VALUE= 0.002 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 1.0 4.0 1.0 2.0 6.0 8.0 10.0 19.0 15.0 23.0 38.0 29.0 18.0 12.0 12.0 4.0 1.0 0.0 0.0 2.0 EXPECTED 0.7 1.0 2.0 3.7 6.3 9.9 14.1 18.5 22.1 24.2 24.2 22.1 18.5 14.1 9.9 6.3 3.7 2.0 1.0 0.7 CHI-SQUARE = 33.8128 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_* |_* P(Econ=0) |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 5.0476379 WITH 6 AND 192 D.F. P-VALUE= 0.00008 WALD CHI-SQUARE STATISTIC = 30.285827 WITH 6 D.F. P-VALUE= 0.00003 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.19811 |_* P(Soc=0) |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 5.1210295 WITH 2 AND 192 D.F. P-VALUE= 0.00681 WALD CHI-SQUARE STATISTIC = 10.242059 WITH 2 D.F. P-VALUE= 0.00597 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.19527 |_* P(Econ=Soc=Sov=0) |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_ test gamiss=0 |_ test lit79=0 |_ test soviet=0 |_end F STATISTIC = 3.8476499 WITH 9 AND 192 D.F. P-VALUE= 0.00017 WALD CHI-SQUARE STATISTIC = 34.628849 WITH 9 D.F. P-VALUE= 0.00007 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.25990 |_* |_********************************************************** |_* |_* Table 8: The "True" Temperature Trends |_* |_********************************************************** |_* |_* remove economic effects |_* |_genr rmvecon=bb:1*press+bb:2*water+bb:3*cosablat & | +bb:10*soviet+bb:11*gamiss+bb:12*lit79+bb:13 |_* |_* remove social effects |_* |_genr rmvsoc=bb:1*press+bb:2*water+bb:3*cosablat & | +bb:10*soviet+bb:12*99+bb:13 |_* |_* remove Soviet effects |_* |_genr rmvsov=bb:1*press+bb:2*water+bb:3*cosablat & | +bb:12*99+bb:13 |_* |_* set income to sample mean (6.44) |_* |_genr meaninc=bb:1*press+bb:2*water+bb:3*cosablat & | +bb:8*6.44+bb:12*99+bb:13 |_* |_stat gtrend rmvecon rmvsoc rmvsov meaninc /pcor NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS GTREND 205 0.27010 0.23676 0.56053E-01 -0.47000 0.91000 0.87655 RMVECON 205 0.18192 0.13458 0.18112E-01 -0.65084E-01 0.53955 0.73977 RMVSOC 205 0.13404 0.16524 0.27305E-01 -0.10443 0.54770 1.2328 RMVSOV 205 0.11084 0.13331 0.17771E-01 -0.10443 0.48036 1.2027 MEANINC 205 0.22597 0.13331 0.17771E-01 0.10691E-01 0.59548 0.58995 CORRELATION MATRIX OF VARIABLES - 205 OBSERVATIONS GTREND 1.0000 RMVECON 0.47927 1.0000 RMVSOC 0.50673 0.90694 1.0000 RMVSOV 0.53656 0.85733 0.96741 1.0000 MEANINC 0.53656 0.85733 0.96741 1.0000 1.0000 GTREND RMVECON RMVSOC RMVSOV MEANINC |_* |_* |_* |_* |_* |_********************************************************************* |_********************************************************************* |_* |_* Table 5: Subsamples in Wealthy and Poor Regions |_* |_********************************************************************* |_********************************************************************* |_*qq |_* |_*********************************************************** |_* |_* Table 5 Columns 1-2 Wealthy regions |_* |_*********************************************************** |_* |_* Wealthy, Station Data |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(inc79.lt.6) 1 |_ols strend press water cosablat REQUIRED MEMORY IS PAR= 79 CURRENT PAR= 10000 OLS ESTIMATION 80 OBSERVATIONS DEPENDENT VARIABLE= STREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.2685 R-SQUARE ADJUSTED = 0.2397 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.18263 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.42736 SUM OF SQUARED ERRORS-SSE= 13.880 MEAN OF DEPENDENT VARIABLE = 0.40672 LOG OF THE LIKELIHOOD FUNCTION = -43.4527 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.19177 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.6516 SCHWARZ (1978) CRITERION - LOG SC = -1.5325 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.19225 HANNAN AND QUINN (1979) CRITERION = 0.20113 RICE (1984) CRITERION = 0.19278 SHIBATA (1981) CRITERION = 0.19085 SCHWARZ (1978) CRITERION - SC = 0.21600 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.19175 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 5.0960 3. 1.6987 9.301 ERROR 13.880 76. 0.18263 P-VALUE TOTAL 18.976 79. 0.24021 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 18.330 4. 4.5825 25.091 ERROR 13.880 76. 0.18263 P-VALUE TOTAL 32.210 80. 0.40263 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 76 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.48134E-01 0.11938E-01 4.0322 0.0001 0.4198 0.49042 120.08 WATER 0.28411E-01 0.10258 0.27696 0.7826 0.0318 0.28420E-01 0.42785E-01 COSABLAT -1.6150 0.32010 -5.0454 0.0000-0.5009 -0.60165 -2.7252 CONSTANT -47.342 12.009 -3.9422 0.0002-0.4120 0. -116.40 |_* 1 |_ols strend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | surfmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 85 CURRENT PAR= 10000 OLS ESTIMATION 80 OBSERVATIONS DEPENDENT VARIABLE= STREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3482 R-SQUARE ADJUSTED = 0.2428 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.18189 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.42648 SUM OF SQUARED ERRORS-SSE= 12.368 MEAN OF DEPENDENT VARIABLE = 0.40672 LOG OF THE LIKELIHOOD FUNCTION = -38.8396 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.20917 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.5669 SCHWARZ (1978) CRITERION - LOG SC = -1.2096 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.21398 HANNAN AND QUINN (1979) CRITERION = 0.24084 RICE (1984) CRITERION = 0.22086 SHIBATA (1981) CRITERION = 0.20099 SCHWARZ (1978) CRITERION - SC = 0.29832 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.20869 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 6.6079 11. 0.60072 3.303 ERROR 12.368 68. 0.18189 P-VALUE TOTAL 18.976 79. 0.24021 0.001 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 19.842 12. 1.6535 9.091 ERROR 12.368 68. 0.18189 P-VALUE TOTAL 32.210 80. 0.40263 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 68 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.41319E-01 0.27679E-01 1.4928 0.1401 0.1781 0.42099 103.08 WATER 0.75167E-01 0.96183E-01 0.78150 0.4372 0.0943 0.75190E-01 0.11320 COSABLAT -1.3005 0.42860 -3.0344 0.0034-0.3453 -0.48448 -2.1945 POP -0.13199E-02 0.47115E-02 -0.28014 0.7802-0.0340 -0.60607E-01 -0.34887E-01 SCALE79 0.16259E-02 0.47922E-02 0.33927 0.7354 0.0411 0.78985E-01 0.50831E-01 COAL80 -0.28636 0.25391 -1.1278 0.2634-0.1355 -0.17730 -0.15291 COALGROW -0.36001E-01 0.11485E-01 -3.1345 0.0025-0.3553 -0.28125 -0.24604E-01 INC79 0.25687E-01 0.33049E-01 0.77723 0.4397 0.0938 0.19206 0.75244 GDPGROW 0.39350E-01 0.68876E-01 0.57132 0.5697 0.0691 0.11871 0.10945 SURFMISS -0.53935E-02 0.45689E-02 -1.1805 0.2419-0.1417 -0.17822 -0.15051 LIT79 0.15399E-02 0.57430E-02 0.26814 0.7894 0.0325 0.23450E-01 0.36594 CONSTANT -41.044 27.818 -1.4755 0.1447-0.1761 0. -100.91 DURBIN-WATSON = 1.4528 VON NEUMANN RATIO = 1.4712 RHO = 0.21556 RESIDUAL SUM = -0.56843E-12 RESIDUAL VARIANCE = 0.18189 SUM OF ABSOLUTE ERRORS= 24.601 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3482 RUNS TEST: 32 RUNS, 42 POS, 0 ZERO, 38 NEG NORMAL STATISTIC = -2.0079 COEFFICIENT OF SKEWNESS = -0.8309 WITH STANDARD DEVIATION OF 0.2689 COEFFICIENT OF EXCESS KURTOSIS = 1.5678 WITH STANDARD DEVIATION OF 0.5318 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 15.3700 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 15 GROUPS OBSERVED 1.0 0.0 2.0 1.0 7.0 7.0 13.0 13.0 15.0 11.0 8.0 1.0 1.0 0.0 0.0 EXPECTED 0.4 0.7 1.8 3.6 6.2 9.2 11.7 12.7 11.7 9.2 6.2 3.6 1.8 0.7 0.4 CHI-SQUARE = 9.5322 WITH 1 DEGREES OF FREEDOM, P-VALUE= 0.002 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 2.4888107 WITH 6 AND 68 D.F. P-VALUE= 0.03093 WALD CHI-SQUARE STATISTIC = 14.932864 WITH 6 D.F. P-VALUE= 0.02079 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.40180 |_* |_test |_ test surfmiss=0 |_ test lit79=0 |_end F STATISTIC = 0.75182887 WITH 2 AND 68 D.F. P-VALUE= 0.47538 WALD CHI-SQUARE STATISTIC = 1.5036577 WITH 2 D.F. P-VALUE= 0.47150 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 1.00000 |_* |_* |_* Wealthy, Gridded Data |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(inc79.lt.6) |_skipif(gtrend.eq.-99) 1 |_ols gtrend press water cosablat REQUIRED MEMORY IS PAR= 79 CURRENT PAR= 10000 OLS ESTIMATION 79 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.4341 R-SQUARE ADJUSTED = 0.4115 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.38815E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19702 SUM OF SQUARED ERRORS-SSE= 2.9111 MEAN OF DEPENDENT VARIABLE = 0.32051 LOG OF THE LIKELIHOOD FUNCTION = 18.2894 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.40781E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.1996 SCHWARZ (1978) CRITERION - LOG SC = -3.0797 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.40885E-01 HANNAN AND QUINN (1979) CRITERION = 0.42785E-01 RICE (1984) CRITERION = 0.41002E-01 SHIBATA (1981) CRITERION = 0.40582E-01 SCHWARZ (1978) CRITERION - SC = 0.45975E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.40777E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 2.2330 3. 0.74434 19.177 ERROR 2.9111 75. 0.38815E-01 P-VALUE TOTAL 5.1442 78. 0.65951E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 10.348 4. 2.5871 66.651 ERROR 2.9111 75. 0.38815E-01 P-VALUE TOTAL 13.259 79. 0.16784 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 75 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.23015E-01 0.64253E-02 3.5819 0.0006 0.3822 0.37338 72.884 WATER -0.50949E-01 0.47465E-01 -1.0734 0.2865-0.1230 -0.97491E-01 -0.96586E-01 COSABLAT -1.1175 0.14785 -7.5581 0.0000-0.6575 -0.76980 -2.4122 CONSTANT -22.235 6.4782 -3.4323 0.0010-0.3684 0. -69.375 |_* 1 |_ols gtrend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | gamiss lit79 /hetcov REQUIRED MEMORY IS PAR= 85 CURRENT PAR= 10000 OLS ESTIMATION 79 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.5602 R-SQUARE ADJUSTED = 0.4880 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.33765E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.18375 SUM OF SQUARED ERRORS-SSE= 2.2622 MEAN OF DEPENDENT VARIABLE = 0.32051 LOG OF THE LIKELIHOOD FUNCTION = 28.2511 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.38893E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2493 SCHWARZ (1978) CRITERION - LOG SC = -2.8894 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.39812E-01 HANNAN AND QUINN (1979) CRITERION = 0.44820E-01 RICE (1984) CRITERION = 0.41131E-01 SHIBATA (1981) CRITERION = 0.37335E-01 SCHWARZ (1978) CRITERION - SC = 0.55611E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.38801E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 2.8819 11. 0.26200 7.759 ERROR 2.2622 67. 0.33765E-01 P-VALUE TOTAL 5.1442 78. 0.65951E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 10.997 12. 0.91643 27.142 ERROR 2.2622 67. 0.33765E-01 P-VALUE TOTAL 13.259 79. 0.16784 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 67 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.19035E-01 0.62822E-02 3.0300 0.0035 0.3472 0.30882 60.281 WATER -0.27340E-01 0.55120E-01 -0.49601 0.6215-0.0605 -0.52315E-01 -0.51829E-01 COSABLAT -0.79115 0.18300 -4.3232 0.0001-0.4670 -0.54499 -1.7078 POP 0.41949E-03 0.30024E-02 0.13972 0.8893 0.0171 0.36943E-01 0.14249E-01 SCALE79 -0.70706E-03 0.34736E-02 -0.20355 0.8393-0.0249 -0.65851E-01 -0.28407E-01 COAL80 -0.42128 0.11486 -3.6677 0.0005-0.4089 -0.49933 -0.28909 COALGROW -0.14680E-01 0.39921E-02 -3.6774 0.0005-0.4098 -0.22027 -0.12893E-01 INC79 0.39886E-01 0.12181E-01 3.2744 0.0017 0.3714 0.57219 1.4850 GDPGROW 0.59131E-01 0.27732E-01 2.1322 0.0367 0.2521 0.34222 0.20723 GAMISS -0.11942E-01 0.85676E-02 -1.3939 0.1680-0.1679 -0.59670E-01 -0.89612E-02 LIT79 -0.32850E-02 0.33096E-02 -0.99256 0.3245-0.1204 -0.96014E-01 -0.99029 CONSTANT -18.557 6.3280 -2.9324 0.0046-0.3373 0. -57.898 DURBIN-WATSON = 1.7203 VON NEUMANN RATIO = 1.7424 RHO = 0.12204 RESIDUAL SUM = 0.13500E-12 RESIDUAL VARIANCE = 0.33765E-01 SUM OF ABSOLUTE ERRORS= 9.8681 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.5602 RUNS TEST: 32 RUNS, 45 POS, 0 ZERO, 34 NEG NORMAL STATISTIC = -1.7867 COEFFICIENT OF SKEWNESS = -1.0202 WITH STANDARD DEVIATION OF 0.2705 COEFFICIENT OF EXCESS KURTOSIS = 1.9976 WITH STANDARD DEVIATION OF 0.5350 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 23.8328 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 15 GROUPS OBSERVED 2.0 1.0 1.0 1.0 5.0 4.0 14.0 18.0 13.0 12.0 5.0 3.0 0.0 0.0 0.0 EXPECTED 0.4 0.7 1.7 3.5 6.2 9.1 11.6 12.5 11.6 9.1 6.2 3.5 1.7 0.7 0.4 CHI-SQUARE = 19.6064 WITH 1 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 5.4179603 WITH 6 AND 67 D.F. P-VALUE= 0.00013 WALD CHI-SQUARE STATISTIC = 32.507762 WITH 6 D.F. P-VALUE= 0.00001 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.18457 |_* |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 1.7037365 WITH 2 AND 67 D.F. P-VALUE= 0.18979 WALD CHI-SQUARE STATISTIC = 3.4074730 WITH 2 D.F. P-VALUE= 0.18200 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.58695 |_* |_* |_* |_*********************************************************** |_* |_* Table 5 Columns 3-4: Poor Regions |_* |_*********************************************************** |_* |_* Poor, Station Data |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(inc79.ge.6) 1 |_ols strend press water cosablat REQUIRED MEMORY IS PAR= 82 CURRENT PAR= 10000 OLS ESTIMATION 138 OBSERVATIONS DEPENDENT VARIABLE= STREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.1359 R-SQUARE ADJUSTED = 0.1166 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.16301 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.40375 SUM OF SQUARED ERRORS-SSE= 21.844 MEAN OF DEPENDENT VARIABLE = 0.27740 LOG OF THE LIKELIHOOD FUNCTION = -68.6234 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.16774 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.7854 SCHWARZ (1978) CRITERION - LOG SC = -1.7005 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.16788 HANNAN AND QUINN (1979) CRITERION = 0.17362 RICE (1984) CRITERION = 0.16803 SHIBATA (1981) CRITERION = 0.16746 SCHWARZ (1978) CRITERION - SC = 0.18259 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.16774 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 3.4364 3. 1.1455 7.027 ERROR 21.844 134. 0.16301 P-VALUE TOTAL 25.280 137. 0.18453 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 14.056 4. 3.5140 21.556 ERROR 21.844 134. 0.16301 P-VALUE TOTAL 35.900 138. 0.26014 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 134 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.98845E-02 0.75117E-02 1.3159 0.1905 0.1129 0.11504 36.169 WATER 0.14605 0.71112E-01 2.0539 0.0419 0.1747 0.16654 0.20602 COSABLAT -0.61720 0.18760 -3.2900 0.0013-0.2734 -0.29001 -1.7984 CONSTANT -9.3143 7.6857 -1.2119 0.2277-0.1041 0. -33.576 |_* 1 |_ols strend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet surfmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 93 CURRENT PAR= 10000 OLS ESTIMATION 138 OBSERVATIONS DEPENDENT VARIABLE= STREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3322 R-SQUARE ADJUSTED = 0.2681 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.13505 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.36749 SUM OF SQUARED ERRORS-SSE= 16.881 MEAN OF DEPENDENT VARIABLE = 0.27740 LOG OF THE LIKELIHOOD FUNCTION = -50.8405 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.14777 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -1.9127 SCHWARZ (1978) CRITERION - LOG SC = -1.6369 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.14909 HANNAN AND QUINN (1979) CRITERION = 0.16520 RICE (1984) CRITERION = 0.15072 SHIBATA (1981) CRITERION = 0.14537 SCHWARZ (1978) CRITERION - SC = 0.19458 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.14769 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 8.3992 12. 0.69993 5.183 ERROR 16.881 125. 0.13505 P-VALUE TOTAL 25.280 137. 0.18453 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 19.019 13. 1.4630 10.833 ERROR 16.881 125. 0.13505 P-VALUE TOTAL 35.900 138. 0.26014 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 125 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.11757E-01 0.64673E-02 1.8179 0.0715 0.1605 0.13683 43.020 WATER 0.13090 0.62945E-01 2.0796 0.0396 0.1829 0.14926 0.18464 COSABLAT -0.11503 0.42041 -0.27360 0.7848-0.0245 -0.54047E-01 -0.33515 POP 0.50745E-02 0.43979E-02 1.1538 0.2508 0.1027 0.79255E-01 0.55152E-01 SCALE79 0.11972E-01 0.19111E-01 0.62644 0.5322 0.0559 0.55387E-01 0.42005E-01 COAL80 -0.43110 0.36701 -1.1746 0.2424-0.1045 -0.15858 -0.12552 COALGROW 0.12270E-02 0.44846E-02 0.27361 0.7848 0.0245 0.17465E-01 0.65360E-02 INC79 -0.10591E-01 0.32672E-01 -0.32414 0.7464-0.0290 -0.48356E-01 -0.12464 GDPGROW 0.63976E-01 0.19472E-01 3.2856 0.0013 0.2819 0.26000 0.39040E-01 SOVIET 0.68191 0.16904 4.0341 0.0001 0.3394 0.73789 0.76596 SURFMISS 0.77747E-03 0.10128E-02 0.76762 0.4442 0.0685 0.56509E-01 0.85766E-01 LIT79 -0.33595E-02 0.19766E-02 -1.6996 0.0917-0.1503 -0.22932 -0.84843 CONSTANT -11.586 6.5939 -1.7571 0.0814-0.1553 0. -41.766 DURBIN-WATSON = 1.9316 VON NEUMANN RATIO = 1.9457 RHO = 0.02943 RESIDUAL SUM = -0.12967E-12 RESIDUAL VARIANCE = 0.13505 SUM OF ABSOLUTE ERRORS= 37.032 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3322 RUNS TEST: 66 RUNS, 70 POS, 0 ZERO, 68 NEG NORMAL STATISTIC = -0.6812 COEFFICIENT OF SKEWNESS = -0.5080 WITH STANDARD DEVIATION OF 0.2063 COEFFICIENT OF EXCESS KURTOSIS = 1.0665 WITH STANDARD DEVIATION OF 0.4098 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 11.3859 P-VALUE= 0.003 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 2.0 0.0 1.0 2.0 4.0 5.0 5.0 9.0 21.0 19.0 17.0 13.0 17.0 12.0 7.0 0.0 3.0 0.0 1.0 0.0 EXPECTED 0.5 0.6 1.3 2.5 4.3 6.7 9.5 12.4 14.9 16.3 16.3 14.9 12.4 9.5 6.7 4.3 2.5 1.3 0.6 0.5 CHI-SQUARE = 21.0860 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.001 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 5.0056375 WITH 6 AND 125 D.F. P-VALUE= 0.00013 WALD CHI-SQUARE STATISTIC = 30.033825 WITH 6 D.F. P-VALUE= 0.00004 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.19977 |_* |_test |_ test surfmiss=0 |_ test lit79=0 |_end F STATISTIC = 1.7187620 WITH 2 AND 125 D.F. P-VALUE= 0.18350 WALD CHI-SQUARE STATISTIC = 3.4375241 WITH 2 D.F. P-VALUE= 0.17929 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.58181 |_* |_* |_* |_* Poor, Gridded Data |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(inc79.ge.6) |_skipif(gtrend.eq.-99) 1 |_ols gtrend press water cosablat REQUIRED MEMORY IS PAR= 81 CURRENT PAR= 10000 OLS ESTIMATION 126 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.2551 R-SQUARE ADJUSTED = 0.2367 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.36416E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19083 SUM OF SQUARED ERRORS-SSE= 4.4428 MEAN OF DEPENDENT VARIABLE = 0.23849 LOG OF THE LIKELIHOOD FUNCTION = 31.9488 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.37572E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2815 SCHWARZ (1978) CRITERION - LOG SC = -3.1915 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.37610E-01 HANNAN AND QUINN (1979) CRITERION = 0.38971E-01 RICE (1984) CRITERION = 0.37651E-01 SHIBATA (1981) CRITERION = 0.37499E-01 SCHWARZ (1978) CRITERION - SC = 0.41111E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.37572E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 1.5212 3. 0.50708 13.924 ERROR 4.4428 122. 0.36416E-01 P-VALUE TOTAL 5.9640 125. 0.47712E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 8.6879 4. 2.1720 59.643 ERROR 4.4428 122. 0.36416E-01 P-VALUE TOTAL 13.131 126. 0.10421 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 122 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.40753E-02 0.47042E-02 0.86632 0.3880 0.0782 0.83759E-01 17.349 WATER 0.47755E-01 0.35524E-01 1.3443 0.1813 0.1208 0.10739 0.79460E-01 COSABLAT -0.53491 0.11480 -4.6595 0.0000-0.3887 -0.45752 -1.8334 CONSTANT -3.4808 4.8303 -0.72061 0.4725-0.0651 0. -14.595 |_* 1 |_ols gtrend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 /hetcov REQUIRED MEMORY IS PAR= 91 CURRENT PAR= 10000 OLS ESTIMATION 126 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3374 R-SQUARE ADJUSTED = 0.2670 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.34971E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.18700 SUM OF SQUARED ERRORS-SSE= 3.9517 MEAN OF DEPENDENT VARIABLE = 0.23849 LOG OF THE LIKELIHOOD FUNCTION = 39.3283 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.38579E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2558 SCHWARZ (1978) CRITERION - LOG SC = -2.9632 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.38994E-01 HANNAN AND QUINN (1979) CRITERION = 0.43417E-01 RICE (1984) CRITERION = 0.39517E-01 SHIBATA (1981) CRITERION = 0.37834E-01 SCHWARZ (1978) CRITERION - SC = 0.51656E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.38550E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 2.0123 12. 0.16769 4.795 ERROR 3.9517 113. 0.34971E-01 P-VALUE TOTAL 5.9640 125. 0.47712E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 9.1790 13. 0.70608 20.190 ERROR 3.9517 113. 0.34971E-01 P-VALUE TOTAL 13.131 126. 0.10421 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 113 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.53712E-02 0.46338E-02 1.1591 0.2488 0.1084 0.11039 22.866 WATER 0.50948E-01 0.33684E-01 1.5125 0.1332 0.1409 0.11457 0.84771E-01 COSABLAT -0.76296 0.21636 -3.5264 0.0006-0.3149 -0.65257 -2.6151 POP -0.61793E-02 0.22229E-02 -2.7799 0.0064-0.2530 -0.19706 -0.84697E-01 SCALE79 0.18815E-01 0.11598E-01 1.6223 0.1075 0.1509 0.17730 0.83790E-01 COAL80 -0.36446 0.15542 -2.3450 0.0208-0.2154 -0.25692 -0.11576 COALGROW 0.34799E-02 0.24574E-02 1.4161 0.1595 0.1320 0.99653E-01 0.24226E-01 INC79 -0.16188E-01 0.14844E-01 -1.0905 0.2778-0.1021 -0.14329 -0.21691 GDPGROW 0.15517E-01 0.11525E-01 1.3464 0.1809 0.1257 0.12314 0.19441E-01 SOVIET 0.11987 0.81364E-01 1.4732 0.1435 0.1373 0.25092 0.14759 GAMISS -0.98015E-03 0.74007E-02 -0.13244 0.8949-0.0125 -0.14298E-01 -0.59363E-02 LIT79 -0.90481E-03 0.91985E-03 -0.98366 0.3274-0.0921 -0.12396 -0.26048 CONSTANT -4.5139 4.7287 -0.95457 0.3418-0.0894 0. -18.927 DURBIN-WATSON = 1.8975 VON NEUMANN RATIO = 1.9127 RHO = 0.05087 RESIDUAL SUM = -0.68390E-13 RESIDUAL VARIANCE = 0.34971E-01 SUM OF ABSOLUTE ERRORS= 16.480 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3374 RUNS TEST: 57 RUNS, 70 POS, 0 ZERO, 56 NEG NORMAL STATISTIC = -1.1271 COEFFICIENT OF SKEWNESS = -0.2022 WITH STANDARD DEVIATION OF 0.2157 COEFFICIENT OF EXCESS KURTOSIS = 1.8798 WITH STANDARD DEVIATION OF 0.4282 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 17.0772 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 1.0 1.0 1.0 1.0 4.0 6.0 7.0 7.0 11.0 17.0 22.0 22.0 8.0 11.0 3.0 1.0 1.0 0.0 0.0 2.0 EXPECTED 0.4 0.6 1.2 2.3 3.9 6.1 8.7 11.4 13.6 14.9 14.9 13.6 11.4 8.7 6.1 3.9 2.3 1.2 0.6 0.4 CHI-SQUARE = 26.5601 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 3.4546096 WITH 6 AND 113 D.F. P-VALUE= 0.00359 WALD CHI-SQUARE STATISTIC = 20.727658 WITH 6 D.F. P-VALUE= 0.00205 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.28947 |_* |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 0.48447167 WITH 2 AND 113 D.F. P-VALUE= 0.61730 WALD CHI-SQUARE STATISTIC = 0.96894333 WITH 2 D.F. P-VALUE= 0.61602 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 1.00000 |_* |_* |_********************************************************************* |_********************************************************************* |_* |_* Table 6: Cold/Warm, Global/Dry for GRIDDED DATA |_* |_********************************************************************* |_********************************************************************* |_* |_*********************************************************** |_* |_* Table 6 Cols 1-2: Cold Season |_* |_*********************************************************** |_* |_* |_* Cold, Global Sample |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gcold.eq.-99) 1 |_ols gcold press water cosablat REQUIRED MEMORY IS PAR= 85 CURRENT PAR= 10000 OLS ESTIMATION 206 OBSERVATIONS DEPENDENT VARIABLE= GCOLD ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.1913 R-SQUARE ADJUSTED = 0.1793 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.65389E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.25571 SUM OF SQUARED ERRORS-SSE= 13.209 MEAN OF DEPENDENT VARIABLE = 0.28204 LOG OF THE LIKELIHOOD FUNCTION = -9.35991 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.66659E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.7082 SCHWARZ (1978) CRITERION - LOG SC = -2.6436 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.66684E-01 HANNAN AND QUINN (1979) CRITERION = 0.68424E-01 RICE (1984) CRITERION = 0.66710E-01 SHIBATA (1981) CRITERION = 0.66610E-01 SCHWARZ (1978) CRITERION - SC = 0.71108E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.66659E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 3.1253 3. 1.0418 15.932 ERROR 13.209 202. 0.65389E-01 P-VALUE TOTAL 16.334 205. 0.79678E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 19.512 4. 4.8779 74.598 ERROR 13.209 202. 0.65389E-01 P-VALUE TOTAL 32.720 206. 0.15884 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 202 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.91406E-02 0.41839E-02 2.1847 0.0301 0.1519 0.14145 32.901 WATER 0.18868E-01 0.35992E-01 0.52421 0.6007 0.0369 0.33463E-01 0.31825E-01 COSABLAT -0.57232 0.94443E-01 -6.0599 0.0000-0.3922 -0.38963 -1.5605 CONSTANT -8.5663 4.2631 -2.0094 0.0458-0.1400 0. -30.373 |_* 1 |_ols gcold press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gcmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 101 CURRENT PAR= 10000 OLS ESTIMATION 206 OBSERVATIONS DEPENDENT VARIABLE= GCOLD ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.2866 R-SQUARE ADJUSTED = 0.2423 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.60374E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.24571 SUM OF SQUARED ERRORS-SSE= 11.652 MEAN OF DEPENDENT VARIABLE = 0.28204 LOG OF THE LIKELIHOOD FUNCTION = 3.55386 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.64184E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.7462 SCHWARZ (1978) CRITERION - LOG SC = -2.5362 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.64441E-01 HANNAN AND QUINN (1979) CRITERION = 0.69862E-01 RICE (1984) CRITERION = 0.64734E-01 SHIBATA (1981) CRITERION = 0.63703E-01 SCHWARZ (1978) CRITERION - SC = 0.79170E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.64173E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 4.6817 12. 0.39014 6.462 ERROR 11.652 193. 0.60374E-01 P-VALUE TOTAL 16.334 205. 0.79678E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 21.068 13. 1.6206 26.843 ERROR 11.652 193. 0.60374E-01 P-VALUE TOTAL 32.720 206. 0.15884 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 193 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.10899E-01 0.45087E-02 2.4172 0.0166 0.1714 0.16866 39.229 WATER 0.23822E-01 0.35694E-01 0.66740 0.5053 0.0480 0.42250E-01 0.40182E-01 COSABLAT -0.52864 0.14306 -3.6952 0.0003-0.2570 -0.35989 -1.4414 POP -0.78719E-03 0.22188E-02 -0.35477 0.7231-0.0255 -0.43032E-01 -0.17241E-01 SCALE79 -0.18476E-03 0.32959E-02 -0.56056E-01 0.9554-0.0040 -0.10420E-01 -0.36614E-02 COAL80 0.55528E-02 0.11399 0.48712E-01 0.9612 0.0035 0.46011E-02 0.25735E-02 COALGROW 0.22683E-02 0.27173E-02 0.83476 0.4049 0.0600 0.44039E-01 0.89249E-02 INC79 0.23581E-01 0.72165E-02 3.2676 0.0013 0.2290 0.42208 0.54845 GDPGROW 0.22521E-01 0.14219E-01 1.5839 0.1149 0.1133 0.13485 0.48383E-01 SOVIET 0.84050E-01 0.76290E-01 1.1017 0.2720 0.0791 0.11577 0.54972E-01 GCMISS -0.29705E-02 0.13970E-01 -0.21264 0.8318-0.0153 -0.15812E-01 -0.58796E-02 LIT79 -0.33670E-02 0.96834E-03 -3.4770 0.0006-0.2428 -0.32761 -0.94936 CONSTANT -10.299 4.5425 -2.2672 0.0245-0.1611 0. -36.515 DURBIN-WATSON = 1.3509 VON NEUMANN RATIO = 1.3575 RHO = 0.32261 RESIDUAL SUM = 0.72831E-13 RESIDUAL VARIANCE = 0.60374E-01 SUM OF ABSOLUTE ERRORS= 36.544 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.2866 RUNS TEST: 75 RUNS, 110 POS, 0 ZERO, 96 NEG NORMAL STATISTIC = -4.0031 COEFFICIENT OF SKEWNESS = -0.1844 WITH STANDARD DEVIATION OF 0.1694 COEFFICIENT OF EXCESS KURTOSIS = 1.2777 WITH STANDARD DEVIATION OF 0.3373 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 13.8824 P-VALUE= 0.001 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 1.0 3.0 2.0 6.0 3.0 5.0 12.0 11.0 28.0 25.0 35.0 23.0 24.0 12.0 6.0 4.0 3.0 1.0 1.0 1.0 EXPECTED 0.7 1.0 2.0 3.7 6.4 9.9 14.2 18.6 22.2 24.3 24.3 22.2 18.6 14.2 9.9 6.4 3.7 2.0 1.0 0.7 CHI-SQUARE = 24.8688 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 2.9121851 WITH 6 AND 193 D.F. P-VALUE= 0.00966 WALD CHI-SQUARE STATISTIC = 17.473111 WITH 6 D.F. P-VALUE= 0.00769 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.34338 |_* |_* |_test |_ test gcmiss=0 |_ test lit79=0 |_end F STATISTIC = 6.1825714 WITH 2 AND 193 D.F. P-VALUE= 0.00250 WALD CHI-SQUARE STATISTIC = 12.365143 WITH 2 D.F. P-VALUE= 0.00207 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.16174 |_* |_* |_* |_* Cold, Dry Region Sample |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gcold.eq.-99) |_skipif(dpress.eq.0) 1 |_ols gcold press water cosablat REQUIRED MEMORY IS PAR= 78 CURRENT PAR= 10000 OLS ESTIMATION 60 OBSERVATIONS DEPENDENT VARIABLE= GCOLD ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.0368 R-SQUARE ADJUSTED = -0.0148 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.11452 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.33841 SUM OF SQUARED ERRORS-SSE= 6.4133 MEAN OF DEPENDENT VARIABLE = 0.49100 LOG OF THE LIKELIHOOD FUNCTION = -18.0573 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.12216 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.1026 SCHWARZ (1978) CRITERION - LOG SC = -1.9630 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.12270 HANNAN AND QUINN (1979) CRITERION = 0.12899 RICE (1984) CRITERION = 0.12333 SHIBATA (1981) CRITERION = 0.12114 SCHWARZ (1978) CRITERION - SC = 0.14043 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.12213 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 0.24482 3. 0.81606E-01 0.713 ERROR 6.4133 56. 0.11452 P-VALUE TOTAL 6.6581 59. 0.11285 0.549 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 14.710 4. 3.6774 32.111 ERROR 6.4133 56. 0.11452 P-VALUE TOTAL 21.123 60. 0.35205 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 56 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.34355E-02 0.97257E-02 0.35324 0.7252 0.0472 0.52581E-01 7.1170 WATER 0.12456 0.88813E-01 1.4025 0.1663 0.1842 0.18529 0.10993 COSABLAT -0.10079 0.29364 -0.34326 0.7327-0.0458 -0.50997E-01 -0.11661 CONSTANT -3.0002 9.8196 -0.30553 0.7611-0.0408 0. -6.1103 |_* 1 |_ols gcold press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gcmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 83 CURRENT PAR= 10000 OLS ESTIMATION 60 OBSERVATIONS DEPENDENT VARIABLE= GCOLD ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3623 R-SQUARE ADJUSTED = 0.1995 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.90338E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.30056 SUM OF SQUARED ERRORS-SSE= 4.2459 MEAN OF DEPENDENT VARIABLE = 0.49100 LOG OF THE LIKELIHOOD FUNCTION = -5.68434 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.10991 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.2151 SCHWARZ (1978) CRITERION - LOG SC = -1.7613 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.11532 HANNAN AND QUINN (1979) CRITERION = 0.13035 RICE (1984) CRITERION = 0.12488 SHIBATA (1981) CRITERION = 0.10143 SCHWARZ (1978) CRITERION - SC = 0.17182 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.10915 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 2.4123 12. 0.20102 2.225 ERROR 4.2459 47. 0.90338E-01 P-VALUE TOTAL 6.6581 59. 0.11285 0.026 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 16.877 13. 1.2982 14.371 ERROR 4.2459 47. 0.90338E-01 P-VALUE TOTAL 21.123 60. 0.35205 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 47 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.25524E-01 0.90686E-02 2.8145 0.0071 0.3798 0.39064 52.874 WATER 0.42129E-01 0.10607 0.39718 0.6930 0.0578 0.62669E-01 0.37181E-01 COSABLAT -0.41403 0.26978 -1.5347 0.1316-0.2185 -0.20948 -0.47901 POP -0.20213E-01 0.11891E-01 -1.6998 0.0958-0.2407 -0.69984 -0.25928 SCALE79 0.92499E-02 0.83309E-02 1.1103 0.2725 0.1599 0.49039 0.14949 COAL80 -0.30170E-01 0.18465 -0.16340 0.8709-0.0238 -0.25766E-01 -0.17887E-01 COALGROW -0.14562E-01 0.15518E-01 -0.93836 0.3529-0.1356 -0.19280 0.50056E-01 INC79 0.38840E-01 0.31500E-01 1.2330 0.2237 0.1770 0.56807 0.72084 GDPGROW 0.88738E-02 0.56693E-01 0.15652 0.8763 0.0228 0.39902E-01 0.35426E-02 SOVIET -0.79073E-01 0.31415 -0.25171 0.8024-0.0367 -0.11842 -0.75154E-01 GCMISS -0.54489E-01 0.34973E-01 -1.5580 0.1259-0.2216 -0.24801 -0.70285E-01 LIT79 -0.13849E-02 0.14781E-01 -0.93694E-01 0.9258-0.0137 -0.32386E-01 -0.27205 CONSTANT -25.366 9.7886 -2.5914 0.0127-0.3536 0. -51.662 DURBIN-WATSON = 1.3904 VON NEUMANN RATIO = 1.4139 RHO = 0.30090 RESIDUAL SUM = 0. RESIDUAL VARIANCE = 0.90338E-01 SUM OF ABSOLUTE ERRORS= 12.212 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3623 RUNS TEST: 21 RUNS, 32 POS, 0 ZERO, 28 NEG NORMAL STATISTIC = -2.5811 COEFFICIENT OF SKEWNESS = -0.5708 WITH STANDARD DEVIATION OF 0.3087 COEFFICIENT OF EXCESS KURTOSIS = 0.9366 WITH STANDARD DEVIATION OF 0.6085 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 4.5482 P-VALUE= 0.103 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 0.0 1.0 1.0 1.0 0.0 2.0 4.0 2.0 9.0 8.0 10.0 7.0 9.0 3.0 0.0 2.0 1.0 0.0 0.0 0.0 EXPECTED 0.2 0.3 0.6 1.1 1.9 2.9 4.1 5.4 6.5 7.1 7.1 6.5 5.4 4.1 2.9 1.9 1.1 0.6 0.3 0.2 CHI-SQUARE = 15.6808 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.008 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 1.5192186 WITH 6 AND 47 D.F. P-VALUE= 0.19265 WALD CHI-SQUARE STATISTIC = 9.1153116 WITH 6 D.F. P-VALUE= 0.16720 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.65823 |_* |_* |_test |_ test gcmiss=0 |_ test lit79=0 |_end F STATISTIC = 1.2838377 WITH 2 AND 47 D.F. P-VALUE= 0.28651 WALD CHI-SQUARE STATISTIC = 2.5676754 WITH 2 D.F. P-VALUE= 0.27697 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.77891 |_* |_* |_* |_*********************************************************** |_* |_* Table 6 Cols 3-4: Warm Season |_* |_*********************************************************** |_* |_* |_* Warm, Global Sample |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gwarm.eq.-99) 1 |_ols gwarm press water cosablat REQUIRED MEMORY IS PAR= 85 CURRENT PAR= 10000 OLS ESTIMATION 209 OBSERVATIONS DEPENDENT VARIABLE= GWARM ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.2504 R-SQUARE ADJUSTED = 0.2394 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.58753E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.24239 SUM OF SQUARED ERRORS-SSE= 12.044 MEAN OF DEPENDENT VARIABLE = 0.25866 LOG OF THE LIKELIHOOD FUNCTION = 1.65711 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.59878E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.8155 SCHWARZ (1978) CRITERION - LOG SC = -2.7515 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.59900E-01 HANNAN AND QUINN (1979) CRITERION = 0.61446E-01 RICE (1984) CRITERION = 0.59922E-01 SHIBATA (1981) CRITERION = 0.59835E-01 SCHWARZ (1978) CRITERION - SC = 0.63833E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.59877E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 4.0226 3. 1.3409 22.822 ERROR 12.044 205. 0.58753E-01 P-VALUE TOTAL 16.067 208. 0.77245E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 18.006 4. 4.5015 76.616 ERROR 12.044 205. 0.58753E-01 P-VALUE TOTAL 30.050 209. 0.14378 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 205 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.60568E-02 0.39637E-02 1.5280 0.1280 0.1061 0.94551E-01 23.770 WATER -0.10475E-02 0.33857E-01 -0.30938E-01 0.9753-0.0022 -0.18872E-02 -0.19376E-02 COSABLAT -0.69000 0.89261E-01 -7.7301 0.0000-0.4751 -0.47538 -2.0676 CONSTANT -5.3544 4.0387 -1.3258 0.1864-0.0922 0. -20.701 |_* 1 |_ols gwarm press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gwmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 101 CURRENT PAR= 10000 OLS ESTIMATION 209 OBSERVATIONS DEPENDENT VARIABLE= GWARM ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3793 R-SQUARE ADJUSTED = 0.3413 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.50881E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.22557 SUM OF SQUARED ERRORS-SSE= 9.9727 MEAN OF DEPENDENT VARIABLE = 0.25866 LOG OF THE LIKELIHOOD FUNCTION = 21.3810 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.54046E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.9181 SCHWARZ (1978) CRITERION - LOG SC = -2.7102 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.54256E-01 HANNAN AND QUINN (1979) CRITERION = 0.58776E-01 RICE (1984) CRITERION = 0.54496E-01 SHIBATA (1981) CRITERION = 0.53652E-01 SCHWARZ (1978) CRITERION - SC = 0.66525E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.54037E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 6.0943 12. 0.50786 9.981 ERROR 9.9727 196. 0.50881E-01 P-VALUE TOTAL 16.067 208. 0.77245E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 20.077 13. 1.5444 30.353 ERROR 9.9727 196. 0.50881E-01 P-VALUE TOTAL 30.050 209. 0.14378 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 196 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.13930E-01 0.42591E-02 3.2706 0.0013 0.2275 0.21745 54.668 WATER -0.10930E-01 0.33263E-01 -0.32859 0.7428-0.0235 -0.19692E-01 -0.20219E-01 COSABLAT -0.72473 0.10828 -6.6932 0.0000-0.4313 -0.49931 -2.1717 POP -0.22885E-02 0.17991E-02 -1.2720 0.2049-0.0905 -0.12628 -0.53867E-01 SCALE79 0.16013E-02 0.24599E-02 0.65097 0.5158 0.0464 0.91139E-01 0.34105E-01 COAL80 -0.42823 0.95320E-01 -4.4925 0.0000-0.3055 -0.35766 -0.21015 COALGROW -0.70085E-03 0.26393E-02 -0.26554 0.7909-0.0190 -0.13726E-01 -0.32577E-02 INC79 0.11984E-01 0.60752E-02 1.9727 0.0499 0.1395 0.21742 0.30073 GDPGROW 0.22042E-01 0.11733E-01 1.8786 0.0618 0.1330 0.13279 0.51306E-01 SOVIET 0.10997 0.71856E-01 1.5304 0.1275 0.1087 0.15139 0.75265E-01 GWMISS -0.23896E-01 0.82206E-02 -2.9069 0.0041-0.2033 -0.15071 -0.53044E-01 LIT79 -0.26380E-02 0.86996E-03 -3.0324 0.0028-0.2117 -0.25852 -0.81025 CONSTANT -13.142 4.3079 -3.0506 0.0026-0.2129 0. -50.807 DURBIN-WATSON = 1.6469 VON NEUMANN RATIO = 1.6549 RHO = 0.17441 RESIDUAL SUM = -0.30198E-12 RESIDUAL VARIANCE = 0.50881E-01 SUM OF ABSOLUTE ERRORS= 35.317 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3793 RUNS TEST: 83 RUNS, 112 POS, 0 ZERO, 97 NEG NORMAL STATISTIC = -3.0614 COEFFICIENT OF SKEWNESS = -0.0047 WITH STANDARD DEVIATION OF 0.1682 COEFFICIENT OF EXCESS KURTOSIS = 0.6385 WITH STANDARD DEVIATION OF 0.3349 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 3.0814 P-VALUE= 0.214 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 1.0 1.0 1.0 6.0 6.0 11.0 11.0 13.0 28.0 19.0 33.0 28.0 22.0 13.0 3.0 7.0 1.0 0.0 3.0 2.0 EXPECTED 0.7 1.0 2.0 3.8 6.5 10.1 14.4 18.9 22.5 24.6 24.6 22.5 18.9 14.4 10.1 6.5 3.8 2.0 1.0 0.7 CHI-SQUARE = 27.5721 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 4.1621493 WITH 6 AND 196 D.F. P-VALUE= 0.00058 WALD CHI-SQUARE STATISTIC = 24.972896 WITH 6 D.F. P-VALUE= 0.00035 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.24026 |_* |_* |_test |_ test gwmiss=0 |_ test lit79=0 |_end F STATISTIC = 12.807092 WITH 2 AND 196 D.F. P-VALUE= 0.00001 WALD CHI-SQUARE STATISTIC = 25.614184 WITH 2 D.F. P-VALUE= 0.00000 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.07808 |_* |_* |_* |_* Warm, Dry Region Sample |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gwarm.eq.-99) |_skipif(dpress.eq.0) 1 |_ols gwarm press water cosablat REQUIRED MEMORY IS PAR= 78 CURRENT PAR= 10000 OLS ESTIMATION 59 OBSERVATIONS DEPENDENT VARIABLE= GWARM ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.2142 R-SQUARE ADJUSTED = 0.1714 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.59950E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.24485 SUM OF SQUARED ERRORS-SSE= 3.2972 MEAN OF DEPENDENT VARIABLE = 0.35915 LOG OF THE LIKELIHOOD FUNCTION = 1.37402 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.64014E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.7489 SCHWARZ (1978) CRITERION - LOG SC = -2.6080 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.64310E-01 HANNAN AND QUINN (1979) CRITERION = 0.67618E-01 RICE (1984) CRITERION = 0.64652E-01 SHIBATA (1981) CRITERION = 0.63463E-01 SCHWARZ (1978) CRITERION - SC = 0.73681E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.64001E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 0.89903 3. 0.29968 4.999 ERROR 3.2972 55. 0.59950E-01 P-VALUE TOTAL 4.1963 58. 0.72349E-01 0.004 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 8.5095 4. 2.1274 35.486 ERROR 3.2972 55. 0.59950E-01 P-VALUE TOTAL 11.807 59. 0.20011 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 55 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.79065E-02 0.70838E-02 1.1161 0.2692 0.1488 0.15226 22.391 WATER 0.51933E-01 0.64719E-01 0.80244 0.4258 0.1076 0.96679E-01 0.63722E-01 COSABLAT -0.78627 0.21596 -3.6409 0.0006-0.4407 -0.49680 -1.2499 CONSTANT -7.2567 7.1496 -1.0150 0.3146-0.1356 0. -20.205 |_* 1 |_ols gwarm press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gwmiss lit79 /hetcov REQUIRED MEMORY IS PAR= 83 CURRENT PAR= 10000 OLS ESTIMATION 59 OBSERVATIONS DEPENDENT VARIABLE= GWARM ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3698 R-SQUARE ADJUSTED = 0.2054 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.57492E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.23978 SUM OF SQUARED ERRORS-SSE= 2.6446 MEAN OF DEPENDENT VARIABLE = 0.35915 LOG OF THE LIKELIHOOD FUNCTION = 7.88018 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.70160E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -2.6643 SCHWARZ (1978) CRITERION - LOG SC = -2.2066 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.73740E-01 HANNAN AND QUINN (1979) CRITERION = 0.83273E-01 RICE (1984) CRITERION = 0.80141E-01 SHIBATA (1981) CRITERION = 0.64578E-01 SCHWARZ (1978) CRITERION - SC = 0.11008 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.69646E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 1.5516 12. 0.12930 2.249 ERROR 2.6446 46. 0.57492E-01 P-VALUE TOTAL 4.1963 58. 0.72349E-01 0.024 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 9.1621 13. 0.70477 12.259 ERROR 2.6446 46. 0.57492E-01 P-VALUE TOTAL 11.807 59. 0.20011 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 46 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.11158E-01 0.94339E-02 1.1827 0.2430 0.1718 0.21487 31.598 WATER -0.25105E-01 0.66193E-01 -0.37926 0.7062-0.0558 -0.46735E-01 -0.30803E-01 COSABLAT -0.70258 0.27730 -2.5336 0.0148-0.3499 -0.44392 -1.1169 POP -0.74696E-02 0.10411E-01 -0.71750 0.4767-0.1052 -0.32494 -0.13321 SCALE79 0.70687E-02 0.69172E-02 1.0219 0.3122 0.1490 0.47124 0.15882 COAL80 -0.44463 0.17223 -2.5816 0.0131-0.3557 -0.47774 -0.35813 COALGROW 0.84662E-02 0.10908E-01 0.77613 0.4416 0.1137 0.14054 -0.38484E-01 INC79 -0.48346E-03 0.25548E-01 -0.18924E-01 0.9850-0.0028 -0.88749E-02 -0.12339E-01 GDPGROW 0.51208E-01 0.36187E-01 1.4151 0.1638 0.2042 0.28662 0.32211E-01 SOVIET 0.12480 0.25622 0.48706 0.6285 0.0716 0.23313 0.15901 GWMISS 0.18676E-01 0.24833E-01 0.75207 0.4558 0.1102 0.10080 0.30848E-01 LIT79 -0.44144E-02 0.12010E-01 -0.36756 0.7149-0.0541 -0.12999 -1.1852 CONSTANT -10.094 10.054 -1.0039 0.3207-0.1464 0. -28.104 DURBIN-WATSON = 1.8389 VON NEUMANN RATIO = 1.8706 RHO = 0.06919 RESIDUAL SUM = -0.58620E-13 RESIDUAL VARIANCE = 0.57492E-01 SUM OF ABSOLUTE ERRORS= 10.222 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3698 RUNS TEST: 32 RUNS, 28 POS, 0 ZERO, 31 NEG NORMAL STATISTIC = 0.4151 COEFFICIENT OF SKEWNESS = -0.0731 WITH STANDARD DEVIATION OF 0.3112 COEFFICIENT OF EXCESS KURTOSIS = 0.0133 WITH STANDARD DEVIATION OF 0.6133 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 0.0688 P-VALUE= 0.966 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 0.0 0.0 1.0 0.0 2.0 2.0 4.0 6.0 8.0 8.0 5.0 6.0 9.0 4.0 3.0 0.0 0.0 1.0 0.0 0.0 EXPECTED 0.2 0.3 0.6 1.1 1.8 2.8 4.1 5.3 6.4 7.0 7.0 6.4 5.3 4.1 2.8 1.8 1.1 0.6 0.3 0.2 CHI-SQUARE = 9.6134 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.087 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 2.4420672 WITH 6 AND 46 D.F. P-VALUE= 0.03920 WALD CHI-SQUARE STATISTIC = 14.652403 WITH 6 D.F. P-VALUE= 0.02314 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.40949 |_* |_* |_test |_ test gwmiss=0 |_ test lit79=0 |_end F STATISTIC = 0.30533184 WITH 2 AND 46 D.F. P-VALUE= 0.73836 WALD CHI-SQUARE STATISTIC = 0.61066368 WITH 2 D.F. P-VALUE= 0.73688 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 1.00000 |_* |_* |_* |_* |_*********************************************************** |_*********************************************************** |_* |_** Table 7: Specification Tests |_* |_*********************************************************** |_*********************************************************** |_* |_* |_*********************************************************** |_* |_* Col 2: Globe without outliers |_* |_*********************************************************** |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gtrend.eq.-99) |_* |_?ols gtrend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 & | / coef=bb resid=es hatdiag=hh |_genr inf=2*($k)/($n) ..NOTE..CURRENT VALUE OF $K = 13.000 ..NOTE..CURRENT VALUE OF $N = 205.00 |_skipif(hh.ge.inf) |_* |_* 1 |_ols gtrend press water cosablat REQUIRED MEMORY IS PAR= 90 CURRENT PAR= 10000 OLS ESTIMATION 191 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.3278 R-SQUARE ADJUSTED = 0.3170 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.37481E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19360 SUM OF SQUARED ERRORS-SSE= 7.0090 MEAN OF DEPENDENT VARIABLE = 0.27471 LOG OF THE LIKELIHOOD FUNCTION = 44.6182 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.38266E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2632 SCHWARZ (1978) CRITERION - LOG SC = -3.1951 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.38283E-01 HANNAN AND QUINN (1979) CRITERION = 0.39336E-01 RICE (1984) CRITERION = 0.38300E-01 SHIBATA (1981) CRITERION = 0.38233E-01 SCHWARZ (1978) CRITERION - SC = 0.40963E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.38266E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 3.4172 3. 1.1391 30.390 ERROR 7.0090 187. 0.37481E-01 P-VALUE TOTAL 10.426 190. 0.54875E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 17.831 4. 4.4578 118.935 ERROR 7.0090 187. 0.37481E-01 P-VALUE TOTAL 24.840 191. 0.13005 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 187 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.66082E-02 0.33607E-02 1.9663 0.0507 0.1423 0.11985 24.415 WATER 0.12817E-01 0.28311E-01 0.45272 0.6513 0.0331 0.27399E-01 0.22229E-01 COSABLAT -0.65725 0.73783E-01 -8.9079 0.0000-0.5458 -0.54143 -1.8381 CONSTANT -5.9335 3.4215 -1.7342 0.0845-0.1258 0. -21.599 |_* 1 |_ols gtrend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 /hetcov REQUIRED MEMORY IS PAR= 104 CURRENT PAR= 10000 OLS ESTIMATION 191 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.3994 R-SQUARE ADJUSTED = 0.3589 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.35180E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.18756 SUM OF SQUARED ERRORS-SSE= 6.2621 MEAN OF DEPENDENT VARIABLE = 0.27471 LOG OF THE LIKELIHOOD FUNCTION = 55.3785 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.37575E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2816 SCHWARZ (1978) CRITERION - LOG SC = -3.0603 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.37750E-01 HANNAN AND QUINN (1979) CRITERION = 0.41091E-01 RICE (1984) CRITERION = 0.37952E-01 SHIBATA (1981) CRITERION = 0.37249E-01 SCHWARZ (1978) CRITERION - SC = 0.46875E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.37567E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 4.1640 12. 0.34700 9.864 ERROR 6.2621 178. 0.35180E-01 P-VALUE TOTAL 10.426 190. 0.54875E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 18.578 13. 1.4291 40.622 ERROR 6.2621 178. 0.35180E-01 P-VALUE TOTAL 24.840 191. 0.13005 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 178 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.96300E-02 0.38887E-02 2.4764 0.0142 0.1825 0.17466 35.580 WATER 0.10691E-01 0.30035E-01 0.35596 0.7223 0.0267 0.22854E-01 0.18542E-01 COSABLAT -0.57640 0.11344 -5.0812 0.0000-0.3559 -0.47482 -1.6120 POP -0.14501E-02 0.35267E-02 -0.41118 0.6814-0.0308 -0.43260E-01 -0.21129E-01 SCALE79 0.80303E-03 0.30134E-02 0.26649 0.7902 0.0200 0.32265E-01 0.10816E-01 COAL80 -0.28464 0.89349E-01 -3.1858 0.0017-0.2323 -0.27870 -0.12868 COALGROW 0.88076E-03 0.22740E-02 0.38732 0.6990 0.0290 0.20567E-01 0.39522E-02 INC79 0.20484E-01 0.64624E-02 3.1697 0.0018 0.2311 0.42633 0.47840 GDPGROW 0.24517E-01 0.11222E-01 2.1847 0.0302 0.1616 0.16336 0.58900E-01 SOVIET 0.15550 0.69352E-01 2.2422 0.0262 0.1657 0.25749 0.10373 GAMISS -0.96107E-04 0.91173E-02 -0.10541E-01 0.9916-0.0008 -0.72588E-03 -0.24178E-03 LIT79 -0.27388E-02 0.86310E-03 -3.1732 0.0018-0.2314 -0.32820 -0.78812 CONSTANT -8.9841 3.9310 -2.2854 0.0235-0.1688 0. -32.704 DURBIN-WATSON = 1.6115 VON NEUMANN RATIO = 1.6199 RHO = 0.19405 RESIDUAL SUM = -0.39080E-13 RESIDUAL VARIANCE = 0.35180E-01 SUM OF ABSOLUTE ERRORS= 26.453 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3994 RUNS TEST: 76 RUNS, 106 POS, 0 ZERO, 85 NEG NORMAL STATISTIC = -2.8415 COEFFICIENT OF SKEWNESS = -0.3616 WITH STANDARD DEVIATION OF 0.1759 COEFFICIENT OF EXCESS KURTOSIS = 1.0347 WITH STANDARD DEVIATION OF 0.3500 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 11.6860 P-VALUE= 0.003 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 1.0 3.0 1.0 1.0 8.0 5.0 13.0 17.0 12.0 24.0 33.0 27.0 16.0 13.0 11.0 4.0 0.0 0.0 0.0 2.0 EXPECTED 0.7 0.9 1.9 3.4 5.9 9.2 13.2 17.2 20.6 22.5 22.5 20.6 17.2 13.2 9.2 5.9 3.4 1.9 0.9 0.7 CHI-SQUARE = 30.3352 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 2.9985318 WITH 6 AND 178 D.F. P-VALUE= 0.00815 WALD CHI-SQUARE STATISTIC = 17.991191 WITH 6 D.F. P-VALUE= 0.00625 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.33350 |_* |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 5.0959767 WITH 2 AND 178 D.F. P-VALUE= 0.00705 WALD CHI-SQUARE STATISTIC = 10.191953 WITH 2 D.F. P-VALUE= 0.00612 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.19623 |_* |_*********************************************************** |_* |_* Column 3: Surf-Trop differences |_* |_*********************************************************** |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gtrend.eq.-99) 1 |_ols stdiff press water cosablat REQUIRED MEMORY IS PAR= 90 CURRENT PAR= 10000 OLS ESTIMATION 205 OBSERVATIONS DEPENDENT VARIABLE= STDIFF ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.0217 R-SQUARE ADJUSTED = 0.0071 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.36756E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19172 SUM OF SQUARED ERRORS-SSE= 7.3880 MEAN OF DEPENDENT VARIABLE = 0.79430E-01 LOG OF THE LIKELIHOOD FUNCTION = 49.7412 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.37473E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2841 SCHWARZ (1978) CRITERION - LOG SC = -3.2193 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.37488E-01 HANNAN AND QUINN (1979) CRITERION = 0.38469E-01 RICE (1984) CRITERION = 0.37502E-01 SHIBATA (1981) CRITERION = 0.37445E-01 SCHWARZ (1978) CRITERION - SC = 0.39983E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.37473E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 0.16363 3. 0.54542E-01 1.484 ERROR 7.3880 201. 0.36756E-01 P-VALUE TOTAL 7.5516 204. 0.37018E-01 0.220 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 1.4570 4. 0.36425 9.910 ERROR 7.3880 201. 0.36756E-01 P-VALUE TOTAL 8.8450 205. 0.43146E-01 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 201 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS -0.39927E-02 0.31487E-02 -1.2680 0.2062-0.0891 -0.90476E-01 -51.029 WATER -0.39421E-01 0.27026E-01 -1.4586 0.1462-0.1023 -0.10260 -0.23725 COSABLAT 0.55200E-01 0.70813E-01 0.77952 0.4366 0.0549 0.55269E-01 0.53445 CONSTANT 4.1090 3.2081 1.2808 0.2017 0.0900 0. 51.731 |_* 1 |_ols stdiff press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 /hetcov coef=bb REQUIRED MEMORY IS PAR= 105 CURRENT PAR= 10000 OLS ESTIMATION 205 OBSERVATIONS DEPENDENT VARIABLE= STDIFF ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.1866 R-SQUARE ADJUSTED = 0.1358 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.31992E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.17886 SUM OF SQUARED ERRORS-SSE= 6.1425 MEAN OF DEPENDENT VARIABLE = 0.79430E-01 LOG OF THE LIKELIHOOD FUNCTION = 68.6642 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.34021E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.3809 SCHWARZ (1978) CRITERION - LOG SC = -3.1702 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.34159E-01 HANNAN AND QUINN (1979) CRITERION = 0.37042E-01 RICE (1984) CRITERION = 0.34316E-01 SHIBATA (1981) CRITERION = 0.33764E-01 SCHWARZ (1978) CRITERION - SC = 0.41995E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.34015E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 1.4091 12. 0.11742 3.670 ERROR 6.1425 192. 0.31992E-01 P-VALUE TOTAL 7.5516 204. 0.37018E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 2.7024 13. 0.20788 6.498 ERROR 6.1425 192. 0.31992E-01 P-VALUE TOTAL 8.8450 205. 0.43146E-01 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 192 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.18707E-02 0.31747E-02 0.58925 0.5564 0.0425 0.42391E-01 23.908 WATER -0.52667E-02 0.24471E-01 -0.21523 0.8298-0.0155 -0.13707E-01 -0.31698E-01 COSABLAT -0.33844E-01 0.10611 -0.31895 0.7501-0.0230 -0.33886E-01 -0.32767 POP -0.18530E-02 0.16079E-02 -1.1525 0.2506-0.0829 -0.14893 -0.14474 SCALE79 0.53801E-03 0.24390E-02 0.22059 0.8256 0.0159 0.44614E-01 0.38032E-01 COAL80 -0.14423 0.66332E-01 -2.1744 0.0309-0.1550 -0.17565 -0.23844 COALGROW 0.38165E-02 0.21820E-02 1.7491 0.0819 0.1252 0.10884 0.54245E-01 INC79 0.71981E-02 0.46812E-02 1.5377 0.1258 0.1103 0.18948 0.59472 GDPGROW -0.10483E-02 0.97912E-02 -0.10707 0.9148-0.0077 -0.91942E-02 -0.81366E-02 SOVIET 0.88012E-01 0.56229E-01 1.5652 0.1192 0.1122 0.17636 0.19999 GAMISS 0.13972E-01 0.51341E-02 2.7213 0.0071 0.1927 0.19479 0.17246 LIT79 -0.26650E-02 0.75263E-03 -3.5409 0.0005-0.2476 -0.38094 -2.6651 CONSTANT -1.6325 3.2055 -0.50927 0.6111-0.0367 0. -20.552 DURBIN-WATSON = 1.6492 VON NEUMANN RATIO = 1.6573 RHO = 0.17509 RESIDUAL SUM = 0.82157E-14 RESIDUAL VARIANCE = 0.31992E-01 SUM OF ABSOLUTE ERRORS= 25.641 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.1866 RUNS TEST: 72 RUNS, 110 POS, 0 ZERO, 95 NEG NORMAL STATISTIC = -4.3575 COEFFICIENT OF SKEWNESS = -0.1393 WITH STANDARD DEVIATION OF 0.1698 COEFFICIENT OF EXCESS KURTOSIS = 2.5249 WITH STANDARD DEVIATION OF 0.3381 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 51.2808 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 2.0 1.0 1.0 2.0 7.0 9.0 12.0 11.0 20.0 30.0 32.0 39.0 13.0 10.0 5.0 6.0 1.0 1.0 1.0 2.0 EXPECTED 0.7 1.0 2.0 3.7 6.3 9.9 14.1 18.5 22.1 24.2 24.2 22.1 18.5 14.1 9.9 6.3 3.7 2.0 1.0 0.7 CHI-SQUARE = 34.1751 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 3.1994433 WITH 6 AND 192 D.F. P-VALUE= 0.00513 WALD CHI-SQUARE STATISTIC = 19.196660 WITH 6 D.F. P-VALUE= 0.00384 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.31255 |_* |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 9.3980528 WITH 2 AND 192 D.F. P-VALUE= 0.00013 WALD CHI-SQUARE STATISTIC = 18.796106 WITH 2 D.F. P-VALUE= 0.00008 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.10641 |_* |_*********************************************************** |_* |_* Column 4: Orthogonalized Model |_* |_*********************************************************** |_* 1 |_ols gtrend press water cosablat /resid=xx REQUIRED MEMORY IS PAR= 92 CURRENT PAR= 10000 OLS ESTIMATION 205 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 218 R-SQUARE = 0.2964 R-SQUARE ADJUSTED = 0.2859 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.40025E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.20006 SUM OF SQUARED ERRORS-SSE= 8.0451 MEAN OF DEPENDENT VARIABLE = 0.27010 LOG OF THE LIKELIHOOD FUNCTION = 41.0072 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.40806E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.1989 SCHWARZ (1978) CRITERION - LOG SC = -3.1341 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.40822E-01 HANNAN AND QUINN (1979) CRITERION = 0.41890E-01 RICE (1984) CRITERION = 0.40838E-01 SHIBATA (1981) CRITERION = 0.40776E-01 SCHWARZ (1978) CRITERION - SC = 0.43540E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.40806E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 3.3897 3. 1.1299 28.230 ERROR 8.0451 201. 0.40025E-01 P-VALUE TOTAL 11.435 204. 0.56053E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 18.345 4. 4.5863 114.584 ERROR 8.0451 201. 0.40025E-01 P-VALUE TOTAL 26.390 205. 0.12873 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 201 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.61412E-02 0.32857E-02 1.8691 0.0631 0.1307 0.11309 23.082 WATER 0.11781E-01 0.28202E-01 0.41772 0.6766 0.0295 0.24916E-01 0.20851E-01 COSABLAT -0.63038 0.73895E-01 -8.5308 0.0000-0.5156 -0.51292 -1.7949 CONSTANT -5.4851 3.3477 -1.6385 0.1029-0.1148 0. -20.308 DURBIN-WATSON = 1.3840 VON NEUMANN RATIO = 1.3907 RHO = 0.30776 RESIDUAL SUM = 0.16247E-13 RESIDUAL VARIANCE = 0.40025E-01 SUM OF ABSOLUTE ERRORS= 30.942 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.2964 RUNS TEST: 77 RUNS, 112 POS, 0 ZERO, 93 NEG NORMAL STATISTIC = -3.6187 COEFFICIENT OF SKEWNESS = -0.4997 WITH STANDARD DEVIATION OF 0.1698 COEFFICIENT OF EXCESS KURTOSIS = 1.0746 WITH STANDARD DEVIATION OF 0.3381 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 17.2839 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 1.0 5.0 2.0 2.0 2.0 14.0 4.0 17.0 21.0 25.0 29.0 31.0 19.0 18.0 6.0 7.0 0.0 0.0 1.0 1.0 EXPECTED 0.7 1.0 2.0 3.7 6.3 9.9 14.1 18.5 22.1 24.2 24.2 22.1 18.5 14.1 9.9 6.3 3.7 2.0 1.0 0.7 CHI-SQUARE = 42.9514 WITH 14 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* 1 |_ols xx & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 /hetcov coef=bb REQUIRED MEMORY IS PAR= 102 CURRENT PAR= 10000 OLS ESTIMATION 205 OBSERVATIONS DEPENDENT VARIABLE= XX ...NOTE..SAMPLE RANGE SET TO: 1, 218 USING HETEROSKEDASTICITY-CONSISTENT COVARIANCE MATRIX R-SQUARE = 0.1108 R-SQUARE ADJUSTED = 0.0698 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.36684E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19153 SUM OF SQUARED ERRORS-SSE= 7.1534 MEAN OF DEPENDENT VARIABLE = 0.79256E-16 LOG OF THE LIKELIHOOD FUNCTION = 53.0491 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.38473E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2579 SCHWARZ (1978) CRITERION - LOG SC = -3.0958 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.38565E-01 HANNAN AND QUINN (1979) CRITERION = 0.41077E-01 RICE (1984) CRITERION = 0.38667E-01 SHIBATA (1981) CRITERION = 0.38299E-01 SCHWARZ (1978) CRITERION - SC = 0.45240E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.38470E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 0.89174 9. 0.99083E-01 2.701 ERROR 7.1534 195. 0.36684E-01 P-VALUE TOTAL 8.0451 204. 0.39437E-01 0.006 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 0.89174 10. 0.89174E-01 2.431 ERROR 7.1534 195. 0.36684E-01 P-VALUE TOTAL 8.0451 205. 0.39244E-01 0.009 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 195 DF P-VALUE CORR. COEFFICIENT AT MEANS POP -0.19321E-02 0.18406E-02 -1.0497 0.2952-0.0750 -0.15044 -0.15125E+15 SCALE79 0.13773E-02 0.26057E-02 0.52857 0.5977 0.0378 0.11065 0.97575E+14 COAL80 -0.27242 0.74219E-01 -3.6704 0.0003-0.2542 -0.32142 -0.45135E+15 COALGROW 0.36415E-03 0.20714E-02 0.17580 0.8606 0.0126 0.10061E-01 0.51871E+13 INC79 0.16771E-01 0.47122E-02 3.5590 0.0005 0.2470 0.42771 0.13887E+16 GDPGROW 0.24989E-01 0.96248E-02 2.5963 0.0101 0.1828 0.21234 0.19438E+15 SOVIET 0.13710 0.57228E-01 2.3956 0.0175 0.1691 0.26616 0.31221E+15 GAMISS -0.42082E-02 0.67161E-02 -0.62659 0.5317-0.0448 -0.56844E-01 -0.52061E+14 LIT79 -0.25294E-02 0.81460E-03 -3.1051 0.0022-0.2171 -0.35029 -0.25351E+16 CONSTANT 0.94450E-01 0.38601E-01 2.4469 0.0153 0.1726 0. 0.11917E+16 DURBIN-WATSON = 1.5367 VON NEUMANN RATIO = 1.5442 RHO = 0.23156 RESIDUAL SUM = 0.64948E-14 RESIDUAL VARIANCE = 0.36684E-01 SUM OF ABSOLUTE ERRORS= 28.899 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.1108 RUNS TEST: 83 RUNS, 112 POS, 0 ZERO, 93 NEG NORMAL STATISTIC = -2.7712 COEFFICIENT OF SKEWNESS = -0.3588 WITH STANDARD DEVIATION OF 0.1698 COEFFICIENT OF EXCESS KURTOSIS = 0.9692 WITH STANDARD DEVIATION OF 0.3381 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 11.5121 P-VALUE= 0.003 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 2.0 3.0 1.0 3.0 7.0 5.0 10.0 19.0 15.0 28.0 33.0 32.0 14.0 14.0 11.0 2.0 4.0 0.0 0.0 2.0 EXPECTED 0.7 1.0 2.0 3.7 6.3 9.9 14.1 18.5 22.1 24.2 24.2 22.1 18.5 14.1 9.9 6.3 3.7 2.0 1.0 0.7 CHI-SQUARE = 30.9425 WITH 8 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 4.1659088 WITH 6 AND 195 D.F. P-VALUE= 0.00058 WALD CHI-SQUARE STATISTIC = 24.995453 WITH 6 D.F. P-VALUE= 0.00034 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.24004 |_* |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 4.8730513 WITH 2 AND 195 D.F. P-VALUE= 0.00861 WALD CHI-SQUARE STATISTIC = 9.7461026 WITH 2 D.F. P-VALUE= 0.00765 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.20521 |_* |_* |_* |_*********************************************************** |_* |_* Columnn 5: Predict a withheld sample |_* |_*********************************************************** |_* |_* North and South America |_* |_delete skip$ VARIABLE SKIP$ IS DELETED 218 WORDS RELEASED |_skipif(gtrend.eq.-99) |_sample 1 218 |_genr surfu=1 |_* |_sample 68 218 1 |_ols gtrend press water cosablat REQUIRED MEMORY IS PAR= 91 CURRENT PAR= 10000 OLS ESTIMATION 142 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 68, 218 R-SQUARE = 0.2620 R-SQUARE ADJUSTED = 0.2460 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.38083E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.19515 SUM OF SQUARED ERRORS-SSE= 5.2555 MEAN OF DEPENDENT VARIABLE = 0.31141 LOG OF THE LIKELIHOOD FUNCTION = 32.5659 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.39156E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2402 SCHWARZ (1978) CRITERION - LOG SC = -3.1570 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.39187E-01 HANNAN AND QUINN (1979) CRITERION = 0.40503E-01 RICE (1984) CRITERION = 0.39220E-01 SHIBATA (1981) CRITERION = 0.39096E-01 SCHWARZ (1978) CRITERION - SC = 0.42555E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.39156E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 1.8658 3. 0.62194 16.331 ERROR 5.2555 138. 0.38083E-01 P-VALUE TOTAL 7.1213 141. 0.50506E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 15.636 4. 3.9091 102.645 ERROR 5.2555 138. 0.38083E-01 P-VALUE TOTAL 20.892 142. 0.14713 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 138 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.49901E-02 0.35912E-02 1.3896 0.1669 0.1175 0.10329 16.270 WATER 0.49703E-01 0.33497E-01 1.4838 0.1401 0.1253 0.10910 0.65192E-01 COSABLAT -0.54199 0.86045E-01 -6.2989 0.0000-0.4726 -0.46801 -1.3044 CONSTANT -4.3693 3.6586 -1.1942 0.2344-0.1011 0. -14.031 |_* 1 |_ols gtrend press water cosablat & | pop scale79 coal80 coalgrow inc79 gdpgrow & | soviet gamiss lit79 & | / coef=cc REQUIRED MEMORY IS PAR= 102 CURRENT PAR= 10000 OLS ESTIMATION 142 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 68, 218 R-SQUARE = 0.3584 R-SQUARE ADJUSTED = 0.2987 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.35420E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.18820 SUM OF SQUARED ERRORS-SSE= 4.5692 MEAN OF DEPENDENT VARIABLE = 0.31141 LOG OF THE LIKELIHOOD FUNCTION = 42.5018 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.38663E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.2534 SCHWARZ (1978) CRITERION - LOG SC = -2.9828 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.38989E-01 HANNAN AND QUINN (1979) CRITERION = 0.43134E-01 RICE (1984) CRITERION = 0.39389E-01 SHIBATA (1981) CRITERION = 0.38069E-01 SCHWARZ (1978) CRITERION - SC = 0.50651E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.38643E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 2.5521 12. 0.21268 6.004 ERROR 4.5692 129. 0.35420E-01 P-VALUE TOTAL 7.1213 141. 0.50506E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 16.323 13. 1.2556 35.449 ERROR 4.5692 129. 0.35420E-01 P-VALUE TOTAL 20.892 142. 0.14713 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 129 DF P-VALUE CORR. COEFFICIENT AT MEANS PRESS 0.85597E-02 0.45381E-02 1.8862 0.0615 0.1638 0.17718 27.908 WATER 0.25614E-01 0.34816E-01 0.73569 0.4633 0.0646 0.56221E-01 0.33595E-01 COSABLAT -0.57117 0.16038 -3.5613 0.0005-0.2992 -0.49320 -1.3746 POP -0.36145E-02 0.32530E-02 -1.1111 0.2686-0.0974 -0.18710 -0.48210E-01 SCALE79 0.56891E-02 0.37759E-02 1.5067 0.1343 0.1315 0.25676 0.46347E-01 COAL80 -0.26568 0.14582 -1.8219 0.0708-0.1584 -0.17318 -0.67059E-01 COALGROW -0.16812E-02 0.36151E-02 -0.46505 0.6427-0.0409 -0.45789E-01 -0.57511E-02 INC79 0.12124E-01 0.72949E-02 1.6619 0.0990 0.1448 0.23179 0.20795 GDPGROW 0.22705E-01 0.12649E-01 1.7951 0.0750 0.1561 0.19355 0.35477E-01 SOVIET 0.78483E-01 0.72422E-01 1.0837 0.2805 0.0950 0.15383 0.65669E-01 GAMISS -0.77950E-02 0.63708E-02 -1.2235 0.2234-0.1071 -0.97433E-01 -0.29438E-01 LIT79 -0.15877E-02 0.12780E-02 -1.2423 0.2164-0.1087 -0.21759 -0.37731 CONSTANT -7.9082 4.5311 -1.7453 0.0833-0.1519 0. -25.395 DURBIN-WATSON = 1.6238 VON NEUMANN RATIO = 1.6353 RHO = 0.15933 RESIDUAL SUM = -0.68650E-13 RESIDUAL VARIANCE = 0.35420E-01 SUM OF ABSOLUTE ERRORS= 18.812 R-SQUARE BETWEEN OBSERVED AND PREDICTED = 0.3584 RUNS TEST: 55 RUNS, 81 POS, 0 ZERO, 61 NEG NORMAL STATISTIC = -2.6797 COEFFICIENT OF SKEWNESS = -0.3259 WITH STANDARD DEVIATION OF 0.2034 COEFFICIENT OF EXCESS KURTOSIS = 1.7532 WITH STANDARD DEVIATION OF 0.4042 JARQUE-BERA NORMALITY TEST- CHI-SQUARE(2 DF)= 18.5712 P-VALUE= 0.000 GOODNESS OF FIT TEST FOR NORMALITY OF RESIDUALS - 20 GROUPS OBSERVED 2.0 0.0 0.0 1.0 7.0 7.0 9.0 8.0 7.0 20.0 31.0 15.0 13.0 15.0 2.0 2.0 1.0 0.0 0.0 2.0 EXPECTED 0.5 0.7 1.4 2.6 4.4 6.9 9.8 12.8 15.3 16.7 16.7 15.3 12.8 9.8 6.9 4.4 2.6 1.4 0.7 0.5 CHI-SQUARE = 43.3007 WITH 5 DEGREES OF FREEDOM, P-VALUE= 0.000 |_* |_test |_ test pop=0 |_ test scale79=0 |_ test coal80=0 |_ test coalgrow=0 |_ test inc79=0 |_ test gdpgrow=0 |_end F STATISTIC = 2.2009160 WITH 6 AND 129 D.F. P-VALUE= 0.04693 WALD CHI-SQUARE STATISTIC = 13.205496 WITH 6 D.F. P-VALUE= 0.03989 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.45436 |_* |_test |_ test gamiss=0 |_ test lit79=0 |_end F STATISTIC = 1.3246917 WITH 2 AND 129 D.F. P-VALUE= 0.26948 WALD CHI-SQUARE STATISTIC = 2.6493833 WITH 2 D.F. P-VALUE= 0.26588 UPPER BOUND ON P-VALUE BY CHEBYCHEV INEQUALITY = 0.75489 |_* |_sample 1 67 |_genr surfu=cc:1*press+cc:2*water+cc:3*cosablat+cc:4*pop & | +cc:5*scale79+cc:6*coal80+cc:7*coalgrow+cc:8*inc79 & | +cc:9*gdpgrow+cc:10*soviet+cc:11*gamiss & | +cc:12*lit79+cc:13 |_* |_print gtrend surfu GTREND SURFU 0.3800000 0.5684716 0.4200000 0.5913906 0.8700000 0.7412568 0.5300000 0.6897231 0.8900000 0.6452411 0.6400000 0.5437057 -0.2500000 0.5917987 -0.1200000 0.2007578 0.3800000 0.2484911 0.3700000 0.3124349 0.2000000E-01 0.1427082 0.2700000 0.2863006 0.1700000 0.4032286 0.2600000 0.2831036 0.3800000 0.5535493 0.2700000 0.2972026 0.2700000 0.2588741 0.3400000 0.3745184 0.3400000 0.5135848 0.3500000 0.4350310 0.6400000 0.2996138 0.2000000 0.2716098 0.3100000 0.2641349 0.3600000 0.2814898 0.3800000 0.2634529 0.1900000 0.4430624 0.8000000E-01 0.3712689 -0.2500000 0.2349445 0.1200000 0.1514701 -0.3700000 0.1559932 0.8000000E-01 0.1108173 0.8000000E-01 0.1247600 0.1200000 0.1398220 0.1700000 0.1427489 0.6000000E-01 0.1291114 0.2000000E-01 0.1242277 0.2000000E-01 0.8315789E-01 -0.5000000E-01 0.3516289E-01 0.1700000 0.1684297 0.8000000E-01 0.1446787 0.9000000E-01 0.8608383E-01 0.9000000E-01 0.1704228 0.2600000 0.5161402E-01 0.2600000 0.6699202E-01 0.2100000 0.1102659 0.2000000 0.2806593 0.2800000 -0.1048206E-01 0.6000000E-01 0.2492355 0.6000000E-01 0.2223486 0.6000000E-01 0.2484390 0.2100000 0.2273725 -0.2500000 0.2720204 -0.1000000E-01 0.2609026 -0.1000000E-01 0.2597031 -0.1000000E-01 0.2779703 -0.1000000E-01 0.2841817 -0.4000000E-01 0.2918305 -0.9000000E-01 0.2934302 0.2000000E-01 0.2993654 0.7000000E-01 0.2124128 0.3300000 0.9949166E-01 -0.1000000E-01 0.2525351 0.1900000 0.3498543 |_stat gtrend surfu /pcor NAME N MEAN ST. DEV VARIANCE MINIMUM MAXIMUM COEF.OF.VARIATION CONSTANT-DIGITS GTREND 63 0.17698 0.23844 0.56854E-01 -0.37000 0.89000 1.3472 SURFU 63 0.27743 0.16638 0.27682E-01 -0.10482E-01 0.74126 0.59972 CORRELATION MATRIX OF VARIABLES - 63 OBSERVATIONS GTREND 1.0000 SURFU 0.51063 1.0000 GTREND SURFU 1 |_ols gtrend surfu REQUIRED MEMORY IS PAR= 86 CURRENT PAR= 10000 OLS ESTIMATION 63 OBSERVATIONS DEPENDENT VARIABLE= GTREND ...NOTE..SAMPLE RANGE SET TO: 1, 67 R-SQUARE = 0.2607 R-SQUARE ADJUSTED = 0.2486 VARIANCE OF THE ESTIMATE-SIGMA**2 = 0.42719E-01 STANDARD ERROR OF THE ESTIMATE-SIGMA = 0.20668 SUM OF SQUARED ERRORS-SSE= 2.6058 MEAN OF DEPENDENT VARIABLE = 0.17698 LOG OF THE LIKELIHOOD FUNCTION = 10.9463 MODEL SELECTION TESTS - SEE JUDGE ET AL. (1985,P.242) AKAIKE (1969) FINAL PREDICTION ERROR - FPE = 0.44075E-01 (FPE IS ALSO KNOWN AS AMEMIYA PREDICTION CRITERION - PC) AKAIKE (1973) INFORMATION CRITERION - LOG AIC = -3.1219 SCHWARZ (1978) CRITERION - LOG SC = -3.0539 MODEL SELECTION TESTS - SEE RAMANATHAN (1998,P.165) CRAVEN-WAHBA (1979) GENERALIZED CROSS VALIDATION - GCV = 0.44119E-01 HANNAN AND QUINN (1979) CRITERION = 0.45269E-01 RICE (1984) CRITERION = 0.44167E-01 SHIBATA (1981) CRITERION = 0.43989E-01 SCHWARZ (1978) CRITERION - SC = 0.47177E-01 AKAIKE (1974) INFORMATION CRITERION - AIC = 0.44074E-01 ANALYSIS OF VARIANCE - FROM MEAN SS DF MS F REGRESSION 0.91909 1. 0.91909 21.515 ERROR 2.6058 61. 0.42719E-01 P-VALUE TOTAL 3.5249 62. 0.56854E-01 0.000 ANALYSIS OF VARIANCE - FROM ZERO SS DF MS F REGRESSION 2.8925 2. 1.4462 33.855 ERROR 2.6058 61. 0.42719E-01 P-VALUE TOTAL 5.4983 63. 0.87275E-01 0.000 VARIABLE ESTIMATED STANDARD T-RATIO PARTIAL STANDARDIZED ELASTICITY NAME COEFFICIENT ERROR 61 DF P-VALUE CORR. COEFFICIENT AT MEANS SURFU 0.73178 0.15777 4.6384 0.0000 0.5106 0.51063 1.1471 CONSTANT -0.26033E-01 0.50929E-01 -0.51116 0.6111-0.0653 0. -0.14709 |_* |_stop