Question 1A Fill in the empty blanks, Dependent Variable: Malaysia Variable Estimated coefficient (standard error) 14 a) (b) (0) R? (d) Adjusted R (e) Given t critical value = +/- 2.00, which of the coefficient(s) are significant? Independent Variable: t-statistic YES or NO? 16 What is the Durbin-Watson value? DW 12 (8) Given dL - 1.32, du = 1.52, is there serial correlation in your model? 12 (h) Compute the rho value of your model. Do not forget to include constant in your model. No Student ID Student Name Your Model: Malaysia - f(Korea, India, China) Objective of study: to determine if there is a relationship between your country's stock price (Dependent variable) and the stock prices from other countries (independent variables). Data on Stock Price for several countries are given in the Excel file.
Table for Augmented Dickey-Fuller Test results none (c) -1.9459 Malaysia Crit, value 5% Levels Constant (a) -2.9069 Constant, trend (b) -3.4805 19 (d) At 5% significant level, is the Malaysia data series stationary at levels? 11īEC2034 Basic Econometrics LAB TEST (Set II) Trimester 1, 2021/2022 REMINDER: WRITE ALL YOUR ANSWERS IN THIS PAPER ONLY. Regress and obtain the output for this new model: Malaysia - ao+al*Korea + a2* India +23*China + a4*US + (a) Given your original model is with no US and the new model is with US included, compute RAMSEY RESET statistic, F statistic - (R3-R)/(new reg) (1 - R)/(n-k) b) Given F ev = 4.00, what is your conclusion? F test 13 12 Question 2 Using Eviews again, perform the unit root test for Malaysia data series. as additional Independent variable in your model. Transcribed image text: BEC2034 Basic Econometrics LAB TEST (Set II) Trimester 1, 2021/2022 Question 11 Using Eviews again, U.S.