| Ramsey RESET Test |
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| Equation: UNTITLED |
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| Specification: AR_PORTFOILOS BETA_PORTFOILOS C | ||||
| Omitted Variables: Squares of fitted values |
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| Value | df | Probability |
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| t-statistic | 3.479352 | 32 | 0.0015 |
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| F-statistic | 12.10589 | (1, 32) | 0.0015 |
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| Likelihood ratio | 11.23001 | 1 | 0.0008 |
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| F-test summary: |
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| Sum of Sq. | df | Mean Squares |
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| Test SSR | 8.51E-05 | 1 | 8.51E-05 |
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| Restricted SSR | 0.000310 | 33 | 9.40E-06 |
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| Unrestricted SSR | 0.000225 | 32 | 7.03E-06 |
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| Unrestricted SSR | 0.000225 | 32 | 7.03E-06 |
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| LR test summary: |
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| Value | df |
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| Restricted LogL | 153.9322 | 33 |
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| Unrestricted LogL | 159.5472 | 32 |
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