
Ox Professional version 7.04 (Windows/U/MT) (C) J.A. Doornik, 1994-2014
PcGive package version 14.01, object created on 22-07-2014
(C) Jurgen A Doornik - requires a licensed version of PcGive Professional

====================
Model selection:  Autometrics
replications, M=         1000  time                 27:03.66
Autometrics settings
	Autometrics(0.001, "", 1);


*** HP7big constant=U M=1000 T=139 pvalue=0.001 #insig=141 #sig=3 cp=145 cp_orig=145

Gauge (%)                      0.3043
Potency (%)                   97.0333
Replications, M=            1000.0000
GUM: relevant variables        3.0000
GUM: irrelevant variables    141.0000
GUM: no of variables         145.0000
Relevant (avg no)              2.9110
Insignificant (avg no)         0.1620
Insign. irrelevant (avg no)    0.1620
Signif. irrelevant (avg no)    0.2670
ESE final model                6.4186
ESE DGP                        6.4250
Final equals DGP (% reps)     82.3000
Final contains DGP (% reps)   91.3000
Gauge (significant only)       0.1894


        y_1    x11  x11_1
Hits   99.8  100.0   91.3

Model size
    0    1    2    3    4    5    6    7    8    9   10   11   12   13   14   15   16   17   18   19   20
    0    0    0    1  831   83   41   23   12    4    1    2    1    0    0    1    0    0    0    0    0


Diagnostic tests DGP rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)       8.80   3.90   0.60
ARCH(4)     7.80   3.90   0.80
Normality   9.20   4.10   0.80
Hetero      8.60   5.10   1.30
Chow(70%)  10.50   5.00   1.20
Joint      36.30  19.90   4.40

Diagnostic tests Model rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)      15.30   9.80   0.00
ARCH(4)     7.30   3.40   0.00
Normality   8.80   3.60   0.00
Hetero      9.00   4.90   0.00
Chow(70%)   9.60   4.40   0.00
Joint      39.80  23.00   0.00

PcGive package version 14.01, object created on 22-07-2014
(C) Jurgen A Doornik - requires a licensed version of PcGive Professional

====================
Model selection:  Autometrics
replications, M=         1000  time                 26:03.72
Autometrics settings
	Autometrics(0.01, "", 1);


*** HP7big constant=U M=1000 T=139 pvalue=0.01 #insig=141 #sig=3 cp=145 cp_orig=145

Gauge (%)                      1.3163
Potency (%)                   96.7667
Replications, M=            1000.0000
GUM: relevant variables        3.0000
GUM: irrelevant variables    141.0000
GUM: no of variables         145.0000
Relevant (avg no)              2.9030
Insignificant (avg no)         0.1490
Insign. irrelevant (avg no)    0.1490
Signif. irrelevant (avg no)    1.7070
ESE final model                6.2238
ESE DGP                        6.4250
Final equals DGP (% reps)     43.1000
Final contains DGP (% reps)   90.3000
Gauge (significant only)       1.2106


        y_1    x11  x11_1
Hits  100.0  100.0   90.3

Model size
    0    1    2    3    4    5    6    7    8    9   10   11   12   13   14   15   16   17   18   19   20
    0    0    0    0  432  172  118   98   58   39   29   18   15    8    8    3    1    1    0    0    0


Diagnostic tests DGP rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)       8.80   3.90   0.60
ARCH(4)     7.80   3.90   0.80
Normality   9.20   4.10   0.80
Hetero      8.60   5.10   1.30
Chow(70%)  10.50   5.00   1.20
Joint      36.30  19.90   4.40

Diagnostic tests Model rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)      12.80   7.50   0.00
ARCH(4)     7.40   3.00   0.00
Normality   8.80   3.50   0.00
Hetero      7.50   4.20   0.00
Chow(70%)   6.80   2.90   0.00
Joint      35.50  19.20   0.00

PcGive package version 14.01, object created on 22-07-2014
(C) Jurgen A Doornik - requires a licensed version of PcGive Professional

====================
Model selection:  Autometrics
replications, M=         1000  time                 32:09.91
Autometrics settings
	Autometrics(0.001, "", 1);


*** HP8big constant=U M=1000 T=139 pvalue=0.001 #insig=141 #sig=3 cp=145 cp_orig=145

Gauge (%)                      0.1014
Potency (%)                  100.0000
Replications, M=            1000.0000
GUM: relevant variables        3.0000
GUM: irrelevant variables    141.0000
GUM: no of variables         145.0000
Relevant (avg no)              3.0000
Insignificant (avg no)         0.0640
Insign. irrelevant (avg no)    0.0640
Signif. irrelevant (avg no)    0.0790
ESE final model                0.0726
ESE DGP                        0.0729
Final equals DGP (% reps)     90.1000
Final contains DGP (% reps)  100.0000
Gauge (significant only)       0.0560


        y_1     x3   x3_1
Hits  100.0  100.0  100.0

Model size
    0    1    2    3    4    5    6    7    8    9   10   11   12   13   14   15   16   17   18   19   20
    0    0    0    0  901   71   18    4    6    0    0    0    0    0    0    0    0    0    0    0    0


Diagnostic tests DGP rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)       8.00   4.20   0.50
ARCH(4)     8.20   3.70   1.00
Normality   9.40   4.40   0.90
Hetero     10.60   6.20   1.70
Chow(70%)   9.50   4.90   1.00
Joint      37.50  21.30   4.80

Diagnostic tests Model rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)       8.50   3.70   0.00
ARCH(4)     7.00   3.60   0.00
Normality   9.10   4.60   0.00
Hetero     10.30   5.70   0.00
Chow(70%)   9.60   4.70   0.00
Joint      37.90  20.30   0.00

PcGive package version 14.01, object created on 22-07-2014
(C) Jurgen A Doornik - requires a licensed version of PcGive Professional

====================
Model selection:  Autometrics
replications, M=         1000  time                 27:04.94
Autometrics settings
	Autometrics(0.01, "", 1);


*** HP8big constant=U M=1000 T=139 pvalue=0.01 #insig=141 #sig=3 cp=145 cp_orig=145

Gauge (%)                      1.1532
Potency (%)                  100.0000
Replications, M=            1000.0000
GUM: relevant variables        3.0000
GUM: irrelevant variables    141.0000
GUM: no of variables         145.0000
Relevant (avg no)              3.0000
Insignificant (avg no)         0.1040
Insign. irrelevant (avg no)    0.1040
Signif. irrelevant (avg no)    1.5220
ESE final model                0.0703
ESE DGP                        0.0729
Final equals DGP (% reps)     47.3000
Final contains DGP (% reps)  100.0000
Gauge (significant only)       1.0794


        y_1     x3   x3_1
Hits  100.0  100.0  100.0

Model size
    0    1    2    3    4    5    6    7    8    9   10   11   12   13   14   15   16   17   18   19   20
    0    0    0    0  473  183  118   66   42   35   30   13   14    9    5    6    1    1    1    2    1


Diagnostic tests DGP rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)       8.00   4.20   0.50
ARCH(4)     8.20   3.70   1.00
Normality   9.40   4.40   0.90
Hetero     10.60   6.20   1.70
Chow(70%)   9.50   4.90   1.00
Joint      37.50  21.30   4.80

Diagnostic tests Model rejection(%)
          p=0.10 p=0.05 p=0.01
AR(5)       6.80   2.30   0.00
ARCH(4)     7.10   3.60   0.00
Normality  10.10   5.30   0.00
Hetero      8.80   4.80   0.00
Chow(70%)   7.80   3.40   0.10
Joint      35.60  18.20   0.10

