最尤法 アウトプット

 Current sample:  1 to 5


                                      Equation   1
                                      ============

                       Method of estimation = Ordinary Least Squares


 Dependent variable: Y
 Current sample:  1 to 5
 Number of observations:  5

        Mean of dep. var. = 24.0000      LM het. test = .068604 [.793]
   Std. dev. of dep. var. = 11.4018     Durbin-Watson = 2.53333 [<1.00]
 Sum of squared residuals = 30.0000  Jarque-Bera test = .361343 [.835]
    Variance of residuals = 10.0000   Ramsey's RESET2 = .625000 [.512]
 Std. error of regression = 3.16228   F (zero slopes) = 49.0000 [.006]
                R-squared = .942308    Schwarz B.I.C. = 13.1835
       Adjusted R-squared = .923077    Log likelihood = -11.5741

            Estimated    Standard
 Variable  Coefficient     Error       t-statistic   P-value
 C         10.0000       2.44949       4.08248       [.027]
 X         7.00000       1.000000      7.00000       [.006]


                          MAXIMUM LIKELIHOOD ESTIMATION
                          =============================


 EQUATION: EQ1

 Working space used: 475
                                 STARTING VALUES

                     S2            B0            B1 
 VALUE          10.0000       10.0000       7.00000 

 F=   7.2565     FNEW=   7.2465     ISQZ=  0 STEP=  1.0000     CRIT= 0.10000E-01

 *** WARNING in line 11 Procedure ML: Numeric warning  (result set to 
     missing) in operation   LOG .  Argument value ====>    -9.21765

 IN OBSERVATION     1 COMPUTING LOG LIKELIHOOD.

 F=   7.2465     FNEW=   7.0125     ISQZ=  2 STEP= 0.25000     CRIT=  1.9018    
 F=   7.0125     FNEW=   6.9809     ISQZ=  1 STEP= 0.50000     CRIT= 0.18329    
 F=   6.9809     FNEW=   6.9795     ISQZ=  0 STEP=  1.0000     CRIT= 0.21398E-02
 F=   6.9795     FNEW=   6.9794     ISQZ=  0 STEP=  1.0000     CRIT= 0.25280E-03
 F=   6.9794     FNEW=   6.9794     ISQZ=  0 STEP=  1.0000     CRIT= 0.13014E-05

 CONVERGENCE ACHIEVED AFTER   6 ITERATIONS


    15 FUNCTION EVALUATIONS.

 Number of observations = 5        Log likelihood = -6.97940
         Schwarz B.I.C. = 9.39356

                          Standard
 Parameter  Estimate        Error       t-statistic   P-value
 S2         6.00008       6.11900       .980567       [.327]
 B0         10.0000       2.59619       3.85180       [.000]
 B1         7.00000       1.20002       5.83325       [.000]

 Standard Errors computed from   covariance of analytic first derivatives 
 (BHHH)

                          Standard
 Parameter  Estimate        Error       t-statistic   P-value
 S2         6.00008       3.79484       1.58112       [.114]
 B0         10.0000       1.89738       5.27043       [.000]
 B1         7.00000       .774602       9.03690       [.000]

 Standard Errors computed from   analytic second derivatives 
 (Newton)

                          Standard
 Parameter  Estimate        Error       t-statistic   P-value
 S2         6.00008       2.63826       2.27426       [.023]
 B0         10.0000       1.49666       6.68153       [.000]
 B1         7.00000       .509902       13.7281       [.000]

 Standard Errors computed from   analytic first and second derivatives 
 (Eicker-White)