Breusch-Godfrey Serial Correlation LM Test:
Obs*R-squared 0.000000 Prob. Chi-Square(2) 1.0000
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/22/14 Time: 00:23
Sample: 1981 2012
Included observations: 32
Presample missing value lagged residuals set to zero.
Weight series: X2-X2(-1)
Variable Coefficient Std. Error t-Statistic Prob.
X4 5.69E-14 3.61E-14 1.574807 0.1279
X3 0.003253 0.016051 0.202658 0.8410
X2-X2(-1) 0.000857 0.000510 1.680647 0.1053
D1 -13.59083 3.686029 -3.687120 0.0011
C -3.912381 10.45782 -0.374111 0.7115
RESID(-1) 1.227711 0.192740 6.369779 0.0000
RESID(-2) -0.201209 0.162915 -1.235055 0.2283
Weighted Statistics
R-squared -3.989529 Mean dependent var -2.811576
Adjusted R-squared -5.187016 S.D. dependent var 18.94794
S.E. of regression 47.66315 Akaike info criterion 10.75683
Sum squared resid 56794.39 Schwarz criterion 11.07746
Log likelihood -165.1093 Hannan-Quinn criter. 10.86311
Durbin-Watson stat 2.202817 Weighted mean dep. -1.33E-14
Unweighted Statistics
R-squared -1.690245 Mean dependent var -2.289059
Adjusted R-squared -2.335904 S.D. dependent var 7.227413
S.E. of regression 13.20048 Sum squared resid 4356.315
Durbin-Watson stat 28.71869