.

*(4 variables, 34 observations pasted into data editor)

. tset tahun

time variable: tahun, 1980 to 2013

delta: 1 unit

. gen lgdp=l1.gdp

(1 missing value generated)

. replace lgdp =0 if lgdp==.

(1 real change made)

. gen lekspor=l1.ekspor

(1 missing value generated)

. replace lekspor =0 if lekspor==.

(1 real change made)

. gen lkurs=l1.kurs

(1 missing value generated)

. replace lkurs =0 if lkurs==.

(1 real change made)

. reg gdp kurs ekspor lkurs lekspor lgdp

Source | SS df MS Number of obs = 34

-------------+------------------------------ F( 5, 28) = 181.24

Model | 2.6606e+13 5 5.3212e+12 Prob > F = 0.0000

Residual | 8.2208e+11 28 2.9360e+10 R-squared = 0.9700

-------------+------------------------------ Adj R-squared = 0.9647

Total | 2.7428e+13 33 8.3116e+11 Root MSE = 1.7e+05

------------------------------------------------------------------------------

gdp | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------
 kurs | 52.47018 32.29896 1.62 0.115 -13.69124 118.6316

ekspor | .004004 .0014058 2.85 0.008 .0011243 .0068837

lkurs | 6.490841 38.85419 0.17 0.869 -73.09837 86.08005

lekspor | -.0034059 .001608 -2.12 0.043 -.0066997 -.000112

lgdp | .752515 .1017311 7.40 0.000 .5441283 .9609016

_cons | -48889.97 53180.63 -0.92 0.366 -157825.6 60045.61

------------------------------------------------------------------------------

. reg gdp kurs ekspor lgdp

Source | SS df MS Number of obs = 34

-------------+------------------------------ F( 3, 30) = 259.23

Model | 2.6410e+13 3 8.8032e+12 Prob > F = 0.0000

Residual | 1.0188e+12 30 3.3958e+10 R-squared = 0.9629

-------------+------------------------------ Adj R-squared = 0.9591

Total | 2.7428e+13 33 8.3116e+11 Root MSE = 1.8e+05

------------------------------------------------------------------------------

gdp | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

kurs | 59.97959 18.52733 3.24 0.003 22.14173 97.81745

ekspor | .0029537 .0014473 2.04 0.050 -2.15e-06 .0059096

lgdp | .7138605 .0884641 8.07 0.000 .5331927 .8945283

_cons | -39872.86 56757.19 -0.70 0.488 -155786.5 76040.79

------------------------------------------------------------------------------
 ___ ____ ____ ____ ____ (R)

/__ / ____/ / ____/

___/ / /___/ / /___/ 12.1 Copyright 1985-2011 StataCorp LP

Statistics/Data Analysis StataCorp

4905 Lakeway Drive

Special Edition College Station, Texas 77845 USA

800-STATA-PC http://www.stata.com

979-696-4600 stata@stata.com

979-696-4601 (fax)

Single-user Stata network perpetual license:

Serial number: 93611859953

Licensed to: STATAforAll

STATA

Notes:

1. (/v# option or -set maxvar-) 5000 maximum variables

Checking for updates...

(contacting http://www.stata.com)

bad serial number

unable to check for update; verify Internet settings are correct.

. *(5 variables, 21 observations pasted into data editor)

. tset tahun

time variable: tahun, 1990 to 2010

delta: 1 unit

. gen lpdrb =l1.pdrb

(1 missing value generated)

. replace lpdrb =0 if lpdrb==.

(1 real change made)

. gen linvt=l1.invt

(1 missing value generated)

. replace linvt =0 if linvt==.

(1 real change made)

. gen lak=l1.ak

(1 missing value generated)

. replace lak =0 if lak==.

(1 real change made)

. gen lkurs=l1.kurs

(1 missing value generated)

. replace lkurs =0 if lkurs==.

(1 real change made)

. reg pdrb invt ak kurs lpdrb linvt lak lkurs

Source | SS df MS Number of obs = 21

-------------+------------------------------ F( 7, 13) = 59.61

Model | 210064968 7 30009281.2 Prob > F = 0.0000

Residual | 6544009.74 13 503385.365 R-squared = 0.9698

-------------+------------------------------ Adj R-squared = 0.9535

Total | 216608978 20 10830448.9 Root MSE = 709.5

------------------------------------------------------------------------------

pdrb | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

invt | -1.283532 2.26196 -0.57 0.580 -6.170199 3.603135

ak | .0073883 .0019405 3.81 0.002 .0031961 .0115804

kurs | -.4499231 .1514009 -2.97 0.011 -.7770049 -.1228413

lpdrb | 1.067402 .1437269 7.43 0.000 .7568991 1.377905

linvt | .0880772 2.089928 0.04 0.967 -4.426938 4.603093

lak | -.0063347 .0013833 -4.58 0.001 -.009323 -.0033463

lkurs | .2814939 .1765453 1.59 0.135 -.0999089 .6628968

_cons | -884.9587 2795.573 -0.32 0.757 -6924.426 5154.509

------------------------------------------------------------------------------
. reg pdrb invt ak kurs lpdrb

Source | SS df MS Number of obs = 21

-------------+------------------------------ F( 4, 16) = 32.79

Model | 193059091 4 48264772.6 Prob > F = 0.0000

Residual | 23549887.6 16 1471867.98 R-squared = 0.8913

-------------+------------------------------ Adj R-squared = 0.8641

Total | 216608978 20 10830448.9 Root MSE = 1213.2

------------------------------------------------------------------------------

pdrb | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

invt | -1.083772 3.523036 -0.31 0.762 -8.552275 6.38473

ak | .0091886 .0028546 3.22 0.005 .0031371 .01524

kurs | -.0562463 .1559848 -0.36 0.723 -.3869193 .2744266

lpdrb | .433414 .115894 3.74 0.002 .1877298 .6790983

_cons | -6391.483 3927.405 -1.63 0.123 -14717.21 1934.243

------------------------------------------------------------------------------