The Model 113
TABLE 6.5 (Continued)
1972 1973 1974 1975Variable Coeff T-Stat Coeff T-Stat Coeff T-Stat Coeff T-Stat
Intercept 0.174 8.04 0.151 10.67 0.203 9.51 0.194 11.32
PKL 0.102 1.78 0.107 2.57 0.186 3.19 0.227 4.64
CAK –0.243 –7.82 –0.215 –10.21 –0.269 –9.15 –0.249 –9.99
D2sales 0.039 1.45 0.035 1.39 –0.047 –1.2 –0.094 –3.4
DS –1.861 –5 –1.496 –5.76 –4.16 –5.49 –4.498 –5.16
FS 0.652 4.42 0.353 3.82 0.799 5.52 1.02 8.12
F-Statistic 31.65 33.79 28.56 32.8
Adj R2 0.24 0.25 0.21 0.22
1976 1977 1978 1979Variable Coeff T-Stat Coeff T-Stat Coeff T-Stat Coeff T-Stat
Intercept 0.101 6.21 0.183 6.48 0.269 5.28 0.269 2.62
PKL 0.078 1.3 0.005 0.87 0.155 1.15 0.475 1.79
CAK –0.045 –3.83 –0.097 –4.07 –0.358 –5.84 –0.18 –2.68
D2sales –0.102 –2.89 –0.241 –5.81 –0.359 –3.63 –0.182 –2.87
DS –1.672 –1.82 –1.961 –1.47 –0.375 –0.12 –14.91 –1.81
FS 1.631 11.5 1.705 7.68 1.274 4.62 1.525 5.16
F-Statistic 40.11 26.44 9.99 8.93
Adj R2 0.25 0.18 0.07 0.06
1980 1981 1982 1983Variable Coeff T-Stat Coeff T-Stat Coeff T-Stat Coeff T-Stat
Intercept 0.165 5.01 0.151 2.08 0.133 4.05 0.199 1.59
PKL 0.122 1.8 0.144 1.05 0.251 2.12 0.938 2.72
CAK –0.175 –4.14 –0.028 –0.31 –0.089 –2.31 –0.097 –2.63
D2sales –0.078 –2.34 –0.276 –2.9 –0.019 –0.41 –0.789 –3.29
DS –4.22 –2.59 –6.909 –2.54 –7.798 –3.54 –18.261 –1.76
FS 2.35 8.71 3.613 6.31 2.367 6.87 2.448 3.29
F-Statistic 36.07 18.25 15.17 2.69
Adj R2 0.22 0.12 0.1 0.01
(Continued)