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Statistics/Data analysis
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/__ / ____/ / ____/ 17.0
___/ / /___/ / /___/ MP—Parallel Edition
Statistics and Data Science Copyright 1985-2021 StataCorp LLC
StataCorp
4905 Lakeway Drive
College Station, Texas 77845 USA
800-STATA-PC https://www.stata.com
979-696-4600 stata@stata.com
Stata license: Unlimited-user 64-core network perpetual
Serial number: 18461036
Licensed to: TEAM BTCR
TEAM BTCR
Notes:
1. Unicode is supported; see help unicode_advice.
2. More than 2 billion observations are allowed; see help obs_advice.
3. Maximum number of variables is set to 5,000; see help set_maxvar.
1 . import excel "C:\Users\Dell 7390\Documents\Financial Econometrics\stata excel\imports_uk_y.xls",
> sheet("imports_uk_y") firstrow
(4 vars, 32 obs)
2 . destring IKBL YBEZ PLLU , replace ignore(",") force
IKBL: contains nonnumeric characters not specified in ignore(); replaced as long
(8 missing values generated)
YBEZ: contains nonnumeric characters not specified in ignore(); replaced as double
(8 missing values generated)
PLLU: contains nonnumeric characters not specified in ignore(); replaced as double
(8 missing values generated)
3 . gen ln_YBEZ = log(YBEZ)
(8 missing values generated)
4 . gen ln_IKBL = log(IKBL)
(8 missing values generated)
5 . gen ln_PLLU = log(PLLU)
(8 missing values generated)
6 . reg ln_IKBL ln_YBEZ ln_PLLU
Source SS df MS Number of obs = 24
F(2, 21) = 1427.49
Model 2.37055409 2 1.18527704 Prob > F = 0.0000
Residual .017436804 21 .000830324 R-squared = 0.9927
Adj R-squared = 0.9920
Total 2.38799089 23 .103825691 Root MSE = .02882
ln_IKBL Coefficient Std. err. t P>|t| [95% conf. interval]
ln_YBEZ 2.158163 .0926472 23.29 0.000 1.965493 2.350834
ln_PLLU -.0417394 .0304247 -1.37 0.185 -.105011 .0215321
_cons 2.503284 .2982857 8.39 0.000 1.882965 3.123603
7 . corr ln_IKBL ln_YBEZ ln_PLLU
(obs=24)
ln_IKBL ln_YBEZ ln_PLLU
ln_IKBL 1.0000
ln_YBEZ 0.9960 1.0000
ln_PLLU 0.8967 0.9109 1.0000
Friday May 16 23:46:31 2025 Page 2
8 . reg ln_IKBL ln_YBEZ
Source SS df MS Number of obs = 24
F(1, 22) = 2743.11
Model 2.36899134 1 2.36899134 Prob > F = 0.0000
Residual .018999552 22 .000863616 R-squared = 0.9920
Adj R-squared = 0.9917
Total 2.38799089 23 .103825691 Root MSE = .02939
ln_IKBL Coefficient Std. err. t P>|t| [95% conf. interval]
ln_YBEZ 2.042391 .0389958 52.37 0.000 1.961519 2.123263
_cons 2.841243 .171531 16.56 0.000 2.485509 3.196976
9 . reg ln_IKBL ln_PLLU
Source SS df MS Number of obs = 24
F(1, 22) = 90.26
Model 1.91999542 1 1.91999542 Prob > F = 0.0000
Residual .467995475 22 .021272522 R-squared = 0.8040
Adj R-squared = 0.7951
Total 2.38799089 23 .103825691 Root MSE = .14585
ln_IKBL Coefficient Std. err. t P>|t| [95% conf. interval]
ln_PLLU .6038106 .0635565 9.50 0.000 .4720025 .7356188
_cons 9.346217 .2620455 35.67 0.000 8.802768 9.889666
10 . reg ln_YBEZ ln_PLLU
Source SS df MS Number of obs = 24
F(1, 22) = 107.16
Model .4711834 1 .4711834 Prob > F = 0.0000
Residual .096734812 22 .004397037 R-squared = 0.8297
Adj R-squared = 0.8219
Total .567918212 23 .024692096 Root MSE = .06631
ln_YBEZ Coefficient Std. err. t P>|t| [95% conf. interval]
ln_PLLU .2991201 .0288955 10.35 0.000 .2391945 .3590458
_cons 3.170721 .1191372 26.61 0.000 2.923645 3.417796
11 . vif
Variable VIF 1/VIF
ln_PLLU 1.00 1.000000
Mean VIF 1.00
12 .
