1)

يمكن اعتبار أن العالقة خطية

40

80

120

160

I

200

400

600

800

1,000

L

800

1,200

1,600

2,000

2,400

H

0

20

40

60

80

A

0

20

40

60

80

100

120

0 1,000 2,000 3,000

G

Co

40 80 120 160

I

200 400 600 800 1,000

L

800 1,200 2,000

H

0 20 40 60 80

A

2)

Dependent Variable: LOG(CO) Method: Least Squares Date: 06/11/19 Time: 10:33 Sample: 1951 1980 Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob. C -1.087614 1.224683 -0.888078 0.3833

LOG(G) 0.207252 0.343281 0.603740 0.5517 LOG(I) 0.237207 0.416870 0.569019 0.5746 LOG(L) 0.266840 0.118072 2.259976 0.0332 LOG(H) -0.039308 0.155459 -0.252851 0.8025 LOG(A) 0.311094 0.241367 1.288884 0.2097

R-squared 0.937046 Mean dependent var 3.721145

Adjusted R-squared 0.923930 S.D. dependent var 0.447149 S.E. of regression 0.123327 Akaike info criterion -1.171099 Sum squared resid 0.365029 Schwarz criterion -0.890860 Log likelihood 23.56649 Hannan-Quinn criter. -1.081448 F-statistic 71.44578 Durbin-Watson stat 0.952710 Prob(F-statistic) 0.000000

3)

المعنوية الكلية متحققة

Lالمعنوية الفردية متحققة لمتغير واحد

4)

المعنوية الفردية( من ناحية 3وهو يتناقض مع ) 0.923930 حديد المعدلمعامل الت

5)

Variance Inflation Factors Date: 06/11/19 Time: 11:10 Sample: 1951 1980 Included observations: 30

Coefficient Uncentered Centered

Variable Variance VIF VIF C 1.499848 2958.371 NA

LOG(G) 0.117842 10425.66 89.82518 LOG(I) 0.173781 6893.526 46.48459 LOG(L) 0.013941 1003.833 6.713120 LOG(H) 0.024168 2565.897 1.388114 LOG(A) 0.058258 1316.599 12.49268

على الترتيب G ،I ،Aتدخل خطي متعدد كبير للمتغيرات

Gينصح بحذف

( ال توجد مشكلة ثبات التباين6

Heteroskedasticity Test: White Null hypothesis: Homoskedasticity

F-statistic 1.601321 Prob. F(14,15) 0.1881

Obs*R-squared 17.97386 Prob. Chi-Square(14) 0.2080 Scaled explained SS 8.855376 Prob. Chi-Square(14) 0.8402

59.0موجود = DW( االرتباط الذاتي حسب 7Dependent Variable: LOG(CO) Method: Least Squares Date: 06/11/19 Time: 11:14 Sample: 1951 1980 Included observations: 30

Variable Coefficient Std. Error t-Statistic Prob. C -1.500441 1.003020 -1.495923 0.1472

LOG(I) 0.467509 0.165987 2.816541 0.0093 LOG(L) 0.279443 0.114726 2.435745 0.0223 LOG(H) -0.005152 0.142947 -0.036038 0.9715 LOG(A) 0.441449 0.106508 4.144737 0.0003

R-squared 0.936090 Mean dependent var 3.721145

Adjusted R-squared 0.925864 S.D. dependent var 0.447149 S.E. of regression 0.121749 Akaike info criterion -1.222692 Sum squared resid 0.370573 Schwarz criterion -0.989159 Log likelihood 23.34039 Hannan-Quinn criter. -1.147983 F-statistic 91.54312 Durbin-Watson stat 0.954940

Prob(F-statistic) 0.000000 من الرتبة الثانية تبين أن االرتباط الذاتي

Breusch-Godfrey Serial Correlation LM Test: Null hypothesis: No serial correlation at up to 2 lags

F-statistic 9.417751 Prob. F(2,23) 0.0010

Obs*R-squared 13.50683 Prob. Chi-Square(2) 0.0012

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 06/11/19 Time: 11:17 Sample: 1951 1980 Included observations: 30 Presample missing value lagged residuals set to zero.

Variable Coefficient Std. Error t-Statistic Prob. C -0.552588 0.785758 -0.703255 0.4890

LOG(I) -0.036780 0.134421 -0.273620 0.7868 LOG(L) 0.028677 0.095271 0.301008 0.7661 LOG(H) 0.082020 0.112179 0.731149 0.4721 LOG(A) -0.017166 0.082432 -0.208239 0.8369

RESID(-1) 0.795135 0.184599 4.307363 0.0003 RESID(-2) -0.489015 0.191703 -2.550900 0.0179

AR(1)اضافة العالج األول

Dependent Variable: LOG(CO) Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 06/11/19 Time: 11:19 Sample: 1951 1980 Included observations: 30 Convergence achieved after 15 iterations Coefficient covariance computed using outer product of gradients

Variable Coefficient Std. Error t-Statistic Prob. C -1.219739 1.095682 -1.113223 0.2771

LOG(I) 0.373098 0.197529 1.888827 0.0716 LOG(L) 0.345789 0.148823 2.323499 0.0293 LOG(H) -0.047164 0.138326 -0.340959 0.7362 LOG(A) 0.456503 0.177325 2.574381 0.0170 AR(1) 0.536543 0.206798 2.594524 0.0162

SIGMASQ 0.008778 0.003213 2.732018 0.0119 R-squared 0.954581 Mean dependent var 3.721145

Adjusted R-squared 0.942733 S.D. dependent var 0.447149 S.E. of regression 0.107005 Akaike info criterion -1.419605 Sum squared resid 0.263351 Schwarz criterion -1.092659 Log likelihood 28.29408 Hannan-Quinn criter. -1.315012 F-statistic 80.56692 Durbin-Watson stat 1.497359 Prob(F-statistic) 0.000000

Inverted AR Roots .54

العالج األول

اضافة

AR(1)

DL=14143 ،=DU14743تقع بين 1441= غير حاسم ألن قيم االختبار DWاالختبار

AR(1) ،AR(2)اضافة الثانيالعالج

Dependent Variable: LOG(CO) Method: ARMA Maximum Likelihood (OPG - BHHH) Date: 06/11/19 Time: 11:25 Sample: 1951 1980 Included observations: 30 Convergence achieved after 11 iterations Coefficient covariance computed using outer product of gradients

Variable Coefficient Std. Error t-Statistic Prob. C -2.162951 1.090182 -1.984027 0.0599

LOG(I) 0.445339 0.195920 2.273062 0.0331 LOG(L) 0.287398 0.139799 2.055796 0.0519 LOG(H) 0.095194 0.154543 0.615971 0.5442 LOG(A) 0.435224 0.097791 4.450535 0.0002 AR(1) 0.752259 0.197049 3.817627 0.0009 AR(2) -0.508197 0.197963 -2.567133 0.0176

SIGMASQ 0.006764 0.002540 2.663440 0.0142 R-squared 0.965001 Mean dependent var 3.721145

Adjusted R-squared 0.953865 S.D. dependent var 0.447149 S.E. of regression 0.096043 Akaike info criterion -1.595406 Sum squared resid 0.202935 Schwarz criterion -1.221753 Log likelihood 31.93109 Hannan-Quinn criter. -1.475871 F-statistic 86.65593 Durbin-Watson stat 1.859477 Prob(F-statistic) 0.000000

Inverted AR Roots .38+.61i .38-.61i

8 )

(917.0التوزيع طبيعي )القيمة االحتمالية =

0

1

2

3

4

5

6

7

-0.20 -0.15 -0.10 -0.05 0.00 0.05 0.10 0.15

Series: Residuals

Sample 1951 1980

Observations 30

Mean -0.000981

Median 0.001652

Maximum 0.163284

Minimum -0.176667

Std. Dev. 0.083647

Skewness 0.078961

Kurtosis 2.408627

Jarque-Bera 0.468327

Probability 0.791233

0)

(910900المتوسط = صفر )القيمة االحتمالية =

Hypothesis Testing for RESID Date: 06/11/19 Time: 11:29 Sample: 1951 1980 Included observations: 30 Test of Hypothesis: Mean = 0.000000

Sample Mean = -0.000981

Sample Std. Dev. = 0.083647

Method Value Probability t-statistic -0.064232 0.9492

( ال يوجد ارتباط بين البواقي والمتغيرات المستقلة9.

Covariance Analysis: Ordinary Date: 06/11/19 Time: 11:32 Sample: 1951 1980 Included observations: 30 Correlation t-Statistic Probability RESID LOG_A LOG_H LOG_I LOG_L

RESID 1.000000 ----- -----

LOG_A -0.023609 1.000000 -0.124960 ----- 0.9014 -----

LOG_H 0.049392 0.135530 1.000000 0.261679 0.723837 ----- 0.7955 0.4752 -----

LOG_I 0.003338 0.756884 0.339162 1.000000 0.017662 6.128159 1.907756 ----- 0.9860 0.0000 0.0667 -----

LOG_L 0.018513 0.741515 0.239896 0.914789 1.000000 0.097977 5.848140 1.307596 11.98369 ----- 0.9226 0.0000 0.2016 0.0000 -----

Covariance Analysis: Ordinary Date: 06/11/19 Time: 11:33 Sample: 1951 1980 Included observations: 30 Correlation t-Statistic Probability RESID A H I L

RESID 1.000000 ----- -----

A -0.068747 1.000000 -0.364639 ----- 0.7181 -----

H 0.044184 0.138290 1.000000 0.234030 0.738863 ----- 0.8167 0.4661 -----

I 0.005260 0.768681 0.388348 1.000000 0.027834 6.359087 2.229971 ----- 0.9780 0.0000 0.0339 -----

L 0.053339 0.783103 0.214339 0.927657 1.000000 0.282648 6.663190 1.161161 13.14477 ----- 0.7795 0.0000 0.2554 0.0000 -----

11)

LOG(CO) = -2.16295085401 + 0.445338693197*LOG(I) + 0.287398327887*LOG(L) + 0.0951940005387*LOG(H) + 0.435223582132*LOG(A) + [AR(1)=0.752259477345,AR(2)=-0.508196710652,UNCOND]

مع إضاقة الخطأ المعياري لكل معامل انحدار في السطر الثاني بعد المعادلة

، حجم العينة في السطر الثالث DW ،Fمعامل التحديد المعدل ، وقيمة اختبار

12)

LOG(A) 0.435224 0.232417 0.638030

A مؤثر

LOG(H) 0.095194 -0.225309 0.415697

13)

H ير مؤثرغ

Coefficient Confidence Intervals Date: 06/11/19 Time: 11:36 Sample: 1951 1980 Included observations: 30

95% CI

Variable Coefficient Low High C -2.162951 -4.423850 0.097948

LOG(I) 0.445339 0.039025 0.851652 LOG(L) 0.287398 -0.002527 0.577324 LOG(H) 0.095194 -0.225309 0.415697 LOG(A) 0.435224 0.232417 0.638030 AR(1) 0.752259 0.343605 1.160914 AR(2) -0.508197 -0.918746 -0.097647

SIGMASQ 0.006764 0.001497 0.012032