Ramsey RESET Test

Equation: UNTITLED

Specification: AR_PORTFOILOS BETA_PORTFOILOS  C

Omitted Variables: Squares of fitted values

Value

df

Probability

t-statistic

3.479352

32

0.0015

F-statistic

12.10589

(1, 32)

0.0015

Likelihood ratio

11.23001

1

0.0008

F-test summary:

Sum of Sq.

df

Mean Squares

Test SSR

8.51E-05

1

8.51E-05

Restricted SSR

0.000310

33

9.40E-06

Unrestricted SSR

0.000225

32

7.03E-06

Unrestricted SSR

0.000225

32

7.03E-06

LR test summary:

Value

df

Restricted LogL

153.9322

33

Unrestricted LogL

159.5472

32