TSP Version 4.4 (06/16/97) Sun/Sol 2.5 4MB Copyright (C) 1997 TSP International ALL RIGHTS RESERVED 08/11/97 7:40 PM In case of questions or problems, see your local TSP consultant or send a description of the problem and the associated TSP output to: TSP International P.O. Box 61015, Station A Palo Alto, CA 94306 USA PROGRAM LINE ****************************************************************** 1 OPTIONS double CRT nwidth=20,signif=10; 2 NAME LONGLEY 'TEST Longley benchmark with double precision data'; 2 load; 3 SMPL 1 16 ; 4 list xs C X1-X6; 5 OLSQ TOTEMP xs; 6 title 'OLSQ with default orthonormalization'; 7 ndigits @coef; 8 8 options fast; 9 OLSQ TOTEMP xs; 10 title 'OLSQ without orthonormalization'; 11 ndigits @coef; 12 12 Proc ndigits b; 13 ? print number of correct digits for each Longley coefficient 13 ? (of a possible 10) 13 ? "true" coefficients from Longley (1967), or The American Statistician 13 ? August 1988, p.222 13 ? The "true" answers are not actually accurate to 10 digits. 13 ? I will update this with the NIST certified answers soon. -- C.C. 8/97 13 mat ndigcor = -log10( abs((b-b10)/b10) ); 14 mat if10 = round(ndigcor) .eq. 10; 15 mat ndigcor = 10*if10 + ndigcor % (.not.if10); 16 print ndigcor; 17 endproc; 18 END ; EXECUTION ******************************************************************************* 2 noprint; Current sample: 1 to 16 Current sample: 1 to 16 Equation 1 ============ Method of estimation = Ordinary Least Squares Dependent variable: TOTEMP Current sample: 1 to 16 Number of observations: 16 Mean of dep. var. = 65317.000000 Std. dev. of dep. var. = 3511.9683560 Sum of squared residuals = 836424.05551 Variance of residuals = 92936.006167 Std. error of regression = 304.85407356 R-squared = .99547900458 Adjusted R-squared = .99246500763 LM het. test = .03643340442 [.849] Durbin-Watson = 2.5594876893 [<.994] Jarque-Bera test = .68413558594 [.710] Ramsey's RESET2 = .01248040649 [.914] F (zero slopes) = 330.28533923 [.000] Schwarz B.I.C. = 12.077309851 Log likelihood = -109.61743481 Estimated Standard Variable Coefficient Error t-statistic P-value C -3482258.6346 890420.38361 -3.9108029182 [.004] X1 15.061872271 84.914925775 .17737602823 [.863] X2 -.03581917929 .03349100777 -1.0695163172 [.313] X3 -2.0202298038 .48839968165 -4.1364273559 [.003] X4 -1.0332268672 .21427416316 -4.8219853104 [.001] X5 -.05110410565 .22607320007 -.22605114466 [.826] X6 1829.1514646 455.47849914 4.0158898127 [.003] OLSQ with default orthonormalization ==================================== NDIGCOR 1 1 9.3389790659 2 10.0000000000 3 10.0000000000 4 10.0000000000 5 10.0000000000 6 10.0000000000 7 10.0000000000 Equation 2 ============ Method of estimation = Ordinary Least Squares Dependent variable: TOTEMP Current sample: 1 to 16 Number of observations: 16 Mean of dep. var. = 65317.000000 Std. dev. of dep. var. = 3511.9683560 Sum of squared residuals = 836424.05553 Variance of residuals = 92936.006170 Std. error of regression = 304.85407357 R-squared = .99547900458 Adjusted R-squared = .99246500763 LM het. test = .03643361074 [.849] Durbin-Watson = 2.5594876760 [<.994] Jarque-Bera test = .68413559335 [.710] Ramsey's RESET2 = .01248054907 [.914] F (zero slopes) = 330.28533923 [.000] Schwarz B.I.C. = 12.077309851 Log likelihood = -109.61743481 Estimated Standard Variable Coefficient Error t-statistic P-value C -3482258.5996 890420.37944 -3.9108028972 [.004] X1 15.061871827 84.914925769 .17737602300 [.863] X2 -.03581917827 .03349100768 -1.0695162898 [.313] X3 -2.0202297885 .48839968018 -4.1364273370 [.003] X4 -1.0332268628 .21427416287 -4.8219852965 [.001] X5 -.05110410880 .22607319994 -.22605115872 [.826] X6 1829.1514473 455.47849700 4.0158897936 [.003] OLSQ without orthonormalization =============================== NDIGCOR 1 1 8.0182364767 2 7.5311309857 3 7.5423356415 4 8.1149875586 5 8.3891521789 6 7.2097353713 7 8.0141817679 ******************************************************************************* END OF OUTPUT FOR USER LONGLEY MEMORY USAGE: ITEM: DATA ARRAY TOTAL MEMORY UNITS: (4-BYTE WORDS) (MEGABYTES) MEMORY ALLOCATED : 500000 4.0 MEMORY ACTUALLY REQUIRED : 2067 2.1 CURRENT VARIABLE STORAGE : 946