Assignment 1 2022
second semester
ECS3706 UNISA
DUE DATE: 13 August 2020
UNIQUE NUMBER: 650424
Econometrics assignment 2020 second semester
Questions 1.1 - 1.10 require you to estimate a regression function by the OLS method
Where:
Y: Money growth (% of GDP)
X1: Interest rate (%)
Year Y X1 (Yi-Y̅) (Xi-X)̅ (Xi-X)̅ 2 (Yi-Y̅)(Xi-X̅ ) Ŷi ei=Yi-Ŷi
(1) (2) (3)
1993 45.5 16.2 -18.74 2.73 7.45 -51.16 58.51 -13.01
1994 47.6 15.6 -16.64 2.13 4.54 -35.44 59.77 -12.17
1995 48.6 17.9 -15.64 4.43 19.62 -69.29 54.94 -6.34
1996 49.4 19.5 -14.84 6.03 36.36 -89.49 51.58 -2.18
1997 52.5 20 -11.74 6.53 42.64 -76.66 50.53 1.97
1998 55.1 21.8 -9.14 8.33 69.39 -76.14 46.75 8.35
1999 55.7 18 -8.54 4.53 20.52 -38.69 54.73 0.97
2000 52.7 14.5 -11.54 1.03 1.06 -11.89 62.08 -9.38
2001 57.3 13.8 -6.94 0.33 0.11 -2.29 63.55 -6.25
2002 58.3 15.8 -5.94 2.33 5.43 -13.84 59.35 -1.05
2003 60.6 15 -3.64 1.53 2.34 -5.57 61.03 -0.43
2004 61.6 11.3 -2.64 -2.17 4.71 5.73 68.8 -7.2
2005 67 10.6 2.76 -2.87 8.24 -7.92 70.27 -3.27
2006 73.2 11.2 8.96 -2.27 5.15 -20.34 69.01 4.19
2007 79.1 13.2 14.86 -0.27 0.07 -4.01 64.81 14.29
2008 80.8 15.1 16.56 1.63 2.66 26.99 60.82 19.98
2009 77.7 11.7 13.46 -1.77 3.13 -23.82 67.96 9.74
2010 75.8 9.8 11.56 -3.67 13.47 -42.43 71.95 3.85
2011 74.6 9 10.36 -4.47 19.98 -46.31 73.63 0.97
2012 72.9 8.8 8.66 -4.67 21.81 -40.44 74.05 -1.15
2013 71 8.5 6.76 -4.97 24.70 -33.60 74.68 -3.68
2014 70.9 9.1 6.66 -4.37 19.10 -29.10 73.42 -2.52
2015 73.4 9.4 9.16 -4.07 16.56 -37.28 72.79 0.61
2016 72.6 10.5 8.36 -2.97 8.82 -24.83 70.48 2.12
2017 72.2 10.4 7.96 -3.07 9.42 -24.44 70.69 1.51
TOTAL 1606.1 336.7 367.28 -772.26 22.33
∑Y 1606.1 ∑X 336.7
Y̅ ¿ = =64.24 X̅ = = =13.47 β̂1
N 25 N 25
¿ ∑ ( Xi− X̅ )(Yi−Y̅ )
= -2.10 α= Y-̅ βX̅:
∑( Xi− X́ )2
https://www.coursehero.com/file/75114404/Ecs3706-assignment-1-2020-second-semesterdocx/
, =64.24-(-2.10)(13.47)
This study source was downloaded by 100000850742433 from CourseHero.com on 09-12-2022 08:04:28 GMT -05:00
https://www.coursehero.com/file/75114404/Ecs3706-assignment-1-2020-second-semesterdocx/
second semester
ECS3706 UNISA
DUE DATE: 13 August 2020
UNIQUE NUMBER: 650424
Econometrics assignment 2020 second semester
Questions 1.1 - 1.10 require you to estimate a regression function by the OLS method
Where:
Y: Money growth (% of GDP)
X1: Interest rate (%)
Year Y X1 (Yi-Y̅) (Xi-X)̅ (Xi-X)̅ 2 (Yi-Y̅)(Xi-X̅ ) Ŷi ei=Yi-Ŷi
(1) (2) (3)
1993 45.5 16.2 -18.74 2.73 7.45 -51.16 58.51 -13.01
1994 47.6 15.6 -16.64 2.13 4.54 -35.44 59.77 -12.17
1995 48.6 17.9 -15.64 4.43 19.62 -69.29 54.94 -6.34
1996 49.4 19.5 -14.84 6.03 36.36 -89.49 51.58 -2.18
1997 52.5 20 -11.74 6.53 42.64 -76.66 50.53 1.97
1998 55.1 21.8 -9.14 8.33 69.39 -76.14 46.75 8.35
1999 55.7 18 -8.54 4.53 20.52 -38.69 54.73 0.97
2000 52.7 14.5 -11.54 1.03 1.06 -11.89 62.08 -9.38
2001 57.3 13.8 -6.94 0.33 0.11 -2.29 63.55 -6.25
2002 58.3 15.8 -5.94 2.33 5.43 -13.84 59.35 -1.05
2003 60.6 15 -3.64 1.53 2.34 -5.57 61.03 -0.43
2004 61.6 11.3 -2.64 -2.17 4.71 5.73 68.8 -7.2
2005 67 10.6 2.76 -2.87 8.24 -7.92 70.27 -3.27
2006 73.2 11.2 8.96 -2.27 5.15 -20.34 69.01 4.19
2007 79.1 13.2 14.86 -0.27 0.07 -4.01 64.81 14.29
2008 80.8 15.1 16.56 1.63 2.66 26.99 60.82 19.98
2009 77.7 11.7 13.46 -1.77 3.13 -23.82 67.96 9.74
2010 75.8 9.8 11.56 -3.67 13.47 -42.43 71.95 3.85
2011 74.6 9 10.36 -4.47 19.98 -46.31 73.63 0.97
2012 72.9 8.8 8.66 -4.67 21.81 -40.44 74.05 -1.15
2013 71 8.5 6.76 -4.97 24.70 -33.60 74.68 -3.68
2014 70.9 9.1 6.66 -4.37 19.10 -29.10 73.42 -2.52
2015 73.4 9.4 9.16 -4.07 16.56 -37.28 72.79 0.61
2016 72.6 10.5 8.36 -2.97 8.82 -24.83 70.48 2.12
2017 72.2 10.4 7.96 -3.07 9.42 -24.44 70.69 1.51
TOTAL 1606.1 336.7 367.28 -772.26 22.33
∑Y 1606.1 ∑X 336.7
Y̅ ¿ = =64.24 X̅ = = =13.47 β̂1
N 25 N 25
¿ ∑ ( Xi− X̅ )(Yi−Y̅ )
= -2.10 α= Y-̅ βX̅:
∑( Xi− X́ )2
https://www.coursehero.com/file/75114404/Ecs3706-assignment-1-2020-second-semesterdocx/
, =64.24-(-2.10)(13.47)
This study source was downloaded by 100000850742433 from CourseHero.com on 09-12-2022 08:04:28 GMT -05:00
https://www.coursehero.com/file/75114404/Ecs3706-assignment-1-2020-second-semesterdocx/
