Model specification

with IIS

AR 0

0.01

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq + avg_temp      
                us_q30 (2000:2020); p.value: 0.01; AR: 0      
                      
                Date: Mon Mar 27 01:28:00 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 720       
                Sample: 1 to 720       
                      
                SPECIFIC mean equation:      
                      
                                               coef   std.error  t-stat   p-value          
                lgdp                    -3.87183601  1.33710748 -2.8957 0.0039124 **       
                lpop                     0.89955545  0.39398348  2.2832 0.0227437 *        
                lgdp_sq                  0.14585573  0.05018996  2.9061 0.0037865 **       
                avg_temp                 0.00065794  0.01189470  0.0553 0.9559057          
                idCalifornia             0.50088495  0.59067851  0.8480 0.3967648          
                idColorado               0.53002841  0.20909064  2.5349 0.0114843 *        
                idConnecticut            1.43414851  0.25555736  5.6118 2.983e-08 ***      
                idDelaware               0.95608226  0.60180144  1.5887 0.1126219          
                idDistrictofColumbia     0.33624351  0.76191060  0.4413 0.6591331          
                idFlorida               -0.52539442  0.35851610 -1.4655 0.1432840          
                idGeorgia               -0.51307957  0.15706664 -3.2666 0.0011465 **       
                idIdaho                 -0.84594232  0.48774013 -1.7344 0.0833265 .        
                idIllinois              -0.11285844  0.27007064 -0.4179 0.6761715          
                idIndiana               -0.68870801  0.13263560 -5.1925 2.791e-07 ***      
                idIowa                  -1.01887695  0.26972181 -3.7775 0.0001732 ***      
                idKentucky              -1.32456802  0.14993158 -8.8345 < 2.2e-16 ***      
                idMaryland              -0.27097760  0.12527240 -2.1631 0.0309025 *        
                idMassachusetts          1.14436898  0.19928419  5.7424 1.443e-08 ***      
                idMichigan               0.32454606  0.25356614  1.2799 0.2010347          
                idMinnesota              0.42332351  0.25218214  1.6786 0.0937100 .        
                idMissouri              -0.89357751  0.10714276 -8.3401 4.557e-16 ***      
                idNevada                -0.07450347  0.31361708 -0.2376 0.8122969          
                idNewHampshire           0.06860170  0.51288212  0.1338 0.8936366          
                idNewJersey              0.10671673  0.18473910  0.5777 0.5636956          
                idNewMexico             -0.08939918  0.36092091 -0.2477 0.8044480          
                idNewYork                0.68184429  0.45498618  1.4986 0.1344694          
                idNorthCarolina          0.03190199  0.14901847  0.2141 0.8305523          
                idOhio                   0.22815965  0.23812894  0.9581 0.3383565          
                idOklahoma              -0.88526442  0.17391487 -5.0902 4.708e-07 ***      
                idOregon                 0.02521433  0.22733510  0.1109 0.9117204          
                idPennsylvania           0.19386893  0.27669203  0.7007 0.4837656          
                idRhodeIsland            0.03972407  0.55102443  0.0721 0.9425518          
                idSouthCarolina         -0.36060029  0.15071616 -2.3926 0.0170178 *        
                idTennessee             -0.80756543  0.08686121 -9.2972 < 2.2e-16 ***      
                idTexas                 -0.39659094  0.44896245 -0.8833 0.3773789          
                idUtah                  -0.39655136  0.29535520 -1.3426 0.1798693          
                idVirginia              -0.15897306  0.14141229 -1.1242 0.2613575          
                idWashington             0.21116987  0.20109889  1.0501 0.2940778          
                idWisconsin             -0.05456625  0.21998479 -0.2480 0.8041787          
                time2000                20.11572953  8.55561595  2.3512 0.0190167 *        
                time2001                20.19005985  8.55877702  2.3590 0.0186243 *        
                time2002                20.32060494  8.56034145  2.3738 0.0178999 *        
                time2003                20.31869878  8.56163500  2.3732 0.0179278 *        
                time2004                20.39390407  8.56671472  2.3806 0.0175763 *        
                time2005                20.59662741  8.57092445  2.4031 0.0165412 *        
                time2006                20.77859652  8.57471957  2.4232 0.0156591 *        
                time2007                20.86689804  8.57486707  2.4335 0.0152265 *        
                time2008                20.96926702  8.57272465  2.4460 0.0147115 *        
                time2009                21.12017210  8.57011677  2.4644 0.0139861 *        
                time2010                21.14990866  8.57341970  2.4669 0.0138890 *        
                time2011                21.11065799  8.57515918  2.4618 0.0140853 *        
                time2012                21.06909229  8.57910294  2.4559 0.0143194 *        
                time2013                21.02899876  8.57468058  2.4525 0.0144545 *        
                time2014                20.72312952  8.57635345  2.4163 0.0159575 *        
                time2015                20.78538374  8.58140126  2.4221 0.0157060 *        
                time2016                20.66007197  8.58370890  2.4069 0.0163711 *        
                time2017                20.65051282  8.58398123  2.4057 0.0164240 *        
                time2018                20.70004906  8.58420323  2.4114 0.0161715 *        
                time2019                20.57446736  8.58445737  2.3967 0.0168288 *        
                iis105                  -1.06002154  0.25865890 -4.0981 4.700e-05 ***      
                iis109                  -1.49562521  0.25994939 -5.7535 1.355e-08 ***      
                iis110                  -0.84763893  0.25965870 -3.2644 0.0011553 **       
                iis111                  -0.90423160  0.25959542 -3.4832 0.0005292 ***      
                iis162                  -0.85560512  0.26086080 -3.2799 0.0010947 **       
                iis247                  -1.12455628  0.25697743 -4.3761 1.411e-05 ***      
                iis342                  -1.00830387  0.25754854 -3.9150 0.0001001 ***      
                iis379                  -0.76463630  0.26426913 -2.8934 0.0039406 **       
                iis523                   1.12083895  0.25817673  4.3414 1.646e-05 ***      
                iis524                   0.83645408  0.25871235  3.2331 0.0012873 **       
                iis601                  -0.82648775  0.25721550 -3.2132 0.0013785 **       
                iis604                  -0.89978657  0.25741507 -3.4955 0.0005059 ***      
                iis662                  -0.94621806  0.25732187 -3.6772 0.0002556 ***      
                fesisConnecticut.2009   -0.57366776  0.11536591 -4.9726 8.496e-07 ***      
                fesisDelaware.2014      -0.78909710  0.12755601 -6.1863 1.099e-09 ***      
                fesisNevada.2010        -0.57921768  0.12607609 -4.5942 5.234e-06 ***      
                fesisNewYork.2005       -0.44748155  0.13404300 -3.3383 0.0008917 ***      
                fesisRhodeIsland.2005   -0.60727725  0.13439005 -4.5188 7.409e-06 ***      
                fesisSouthCarolina.2008  0.78663472  0.11645607  6.7548 3.218e-11 ***      
                fesisUtah.2019          -0.84414380  0.26176973 -3.2248 0.0013250 **       
                fesisWisconsin.2014      0.42053841  0.12376524  3.3979 0.0007212 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value      
                Ljung-Box AR(1)   0.51109  1  0.4747      
                Ljung-Box ARCH(1) 2.23601  1  0.1348      
                                               
                SE of regression  0.24677      
                R-squared         0.94521      
                Log-lik.(n=720)  25.85228      

0.05

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq + avg_temp      
                us_q30 (2000:2020); p.value: 0.05; AR: 0      
                      
                Date: Mon Mar 27 01:28:01 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 720       
                Sample: 1 to 720       
                      
                SPECIFIC mean equation:      
                      
                                                   coef  std.error  t-stat   p-value          
                lgdp                         -4.5796241  1.2624495 -3.6276 0.0003097 ***      
                lpop                          0.8977699  0.3905818  2.2985 0.0218631 *        
                lgdp_sq                       0.1774750  0.0470336  3.7734 0.0001765 ***      
                avg_temp                      0.0051732  0.0110974  0.4662 0.6412621          
                idCalifornia                 -0.1197365  0.6082243 -0.1969 0.8439999          
                idColorado                    0.0510896  0.2332853  0.2190 0.8267217          
                idConnecticut                 1.1516774  0.2562882  4.4937 8.355e-06 ***      
                idDelaware                    0.6860813  0.5832877  1.1762 0.2399546          
                idDistrictofColumbia         -0.0638333  0.7536181 -0.0847 0.9325253          
                idFlorida                    -1.0278329  0.3922133 -2.6206 0.0089931 **       
                idGeorgia                    -0.9505352  0.2090455 -4.5470 6.547e-06 ***      
                idIdaho                      -1.0452574  0.4696488 -2.2256 0.0263994 *        
                idIllinois                   -0.5133078  0.3037611 -1.6898 0.0915619 .        
                idIndiana                    -0.9883010  0.1755648 -5.6293 2.746e-08 ***      
                idIowa                       -1.7142256  0.2973757 -5.7645 1.293e-08 ***      
                idKentucky                   -1.5633370  0.1747677 -8.9452 < 2.2e-16 ***      
                idMaryland                   -0.5902795  0.1629928 -3.6215 0.0003169 ***      
                idMassachusetts               0.8260663  0.2216918  3.7262 0.0002122 ***      
                idMichigan                   -0.3457920  0.3177989 -1.0881 0.2769814          
                idMinnesota                   0.3524031  0.2613931  1.3482 0.1780959          
                idMissouri                   -1.1942308  0.1553778 -7.6860 5.981e-14 ***      
                idNevada                     -0.3908231  0.3057522 -1.2782 0.2016457          
                idNewHampshire                0.6232594  0.5393237  1.1556 0.2482779          
                idNewJersey                  -0.2563323  0.2218206 -1.1556 0.2482972          
                idNewMexico                  -0.3388597  0.3513240 -0.9645 0.3351609          
                idNewYork                     0.2223266  0.4703370  0.4727 0.6365965          
                idNorthCarolina              -0.3377885  0.2033522 -1.6611 0.0971996 .        
                idOhio                       -0.1333150  0.2777370 -0.4800 0.6313938          
                idOklahoma                   -1.1799653  0.1883792 -6.2638 7.035e-10 ***      
                idOregon                     -0.2136720  0.2349725 -0.9093 0.3635200          
                idPennsylvania               -0.1752545  0.3108444 -0.5638 0.5730935          
                idRhodeIsland                -0.3352041  0.5326303 -0.6293 0.5293605          
                idSouthCarolina              -0.6821628  0.1723053 -3.9590 8.399e-05 ***      
                idTennessee                  -1.1294401  0.1464074 -7.7144 4.883e-14 ***      
                idTexas                      -0.9590797  0.4746887 -2.0204 0.0437680 *        
                idUtah                       -0.6329820  0.2917152 -2.1699 0.0303969 *        
                idVirginia                   -0.7095374  0.2106086 -3.3690 0.0008013 ***      
                idWashington                 -0.0904136  0.2249551 -0.4019 0.6878826          
                idWisconsin                  -0.3169818  0.2370264 -1.3373 0.1816071          
                time2000                     24.0771003  8.0977125  2.9733 0.0030605 **       
                time2001                     24.2301111  8.1000289  2.9914 0.0028878 **       
                time2002                     24.3062884  8.1013563  3.0003 0.0028058 **       
                time2003                     24.3286839  8.1024555  3.0026 0.0027845 **       
                time2004                     24.3776123  8.1073167  3.0069 0.0027466 **       
                time2005                     24.5855001  8.1117853  3.0308 0.0025406 **       
                time2006                     24.7632646  8.1155301  3.0513 0.0023757 **       
                time2007                     24.8421889  8.1156623  3.0610 0.0023014 **       
                time2008                     24.9575398  8.1134079  3.0761 0.0021899 **       
                time2009                     25.1260155  8.1108365  3.0978 0.0020377 **       
                time2010                     25.1227961  8.1140735  3.0962 0.0020488 **       
                time2011                     25.1066832  8.1156125  3.0936 0.0020664 **       
                time2012                     25.0130488  8.1190469  3.0808 0.0021561 **       
                time2013                     25.0193944  8.1153855  3.0830 0.0021407 **       
                time2014                     24.7113594  8.1169845  3.0444 0.0024304 **       
                time2015                     24.7453914  8.1217986  3.0468 0.0024115 **       
                time2016                     24.6148266  8.1240589  3.0299 0.0025486 **       
                time2017                     24.5909458  8.1241201  3.0269 0.0025734 **       
                time2018                     24.6254443  8.1243561  3.0311 0.0025387 **       
                time2019                     24.4954861  8.1243992  3.0151 0.0026746 **       
                iis4                         -0.6040211  0.2342581 -2.5784 0.0101545 *        
                iis105                       -0.9292796  0.2397215 -3.8765 0.0001173 ***      
                iis109                       -0.7828524  0.2587299 -3.0258 0.0025831 **       
                iis141                        0.8378084  0.2321654  3.6087 0.0003326 ***      
                iis162                       -0.9286962  0.2343234 -3.9633 8.253e-05 ***      
                iis223                        0.8274835  0.2348631  3.5233 0.0004577 ***      
                iis225                        0.6234613  0.2325586  2.6809 0.0075386 **       
                iis233                        0.6345534  0.2329954  2.7235 0.0066425 **       
                iis239                        0.6827010  0.2325261  2.9360 0.0034480 **       
                iis242                       -0.7571809  0.2309019 -3.2792 0.0010993 **       
                iis247                       -1.1758119  0.2302605 -5.1064 4.376e-07 ***      
                iis342                       -1.0695138  0.2307865 -4.6342 4.371e-06 ***      
                iis361                        0.5836554  0.2402011  2.4299 0.0153879 *        
                iis374                       -0.6255550  0.2396966 -2.6098 0.0092792 **       
                iis375                       -0.6353191  0.2430646 -2.6138 0.0091723 **       
                iis379                       -0.8738594  0.2401034 -3.6395 0.0002960 ***      
                iis390                       -0.6738314  0.2305274 -2.9230 0.0035934 **       
                iis523                        1.1208187  0.2313397  4.8449 1.603e-06 ***      
                iis524                        0.8045259  0.2318767  3.4696 0.0005574 ***      
                iis564                        0.6024259  0.2509280  2.4008 0.0166537 *        
                iis601                       -0.7947668  0.2306680 -3.4455 0.0006086 ***      
                iis604                       -0.9191825  0.2305919 -3.9862 7.515e-05 ***      
                iis662                       -0.7921529  0.2507770 -3.1588 0.0016614 **       
                fesisArizona.2003            -0.3526091  0.1459040 -2.4167 0.0159492 *        
                fesisColorado.2007            0.3274064  0.1074735  3.0464 0.0024146 **       
                fesisConnecticut.2009        -0.5533189  0.1036234 -5.3397 1.309e-07 ***      
                fesisDelaware.2014           -0.7512458  0.1150059 -6.5322 1.353e-10 ***      
                fesisDistrictofColumbia.2008 -0.5898760  0.1572632 -3.7509 0.0001928 ***      
                fesisDistrictofColumbia.2012  0.8963353  0.1555054  5.7640 1.296e-08 ***      
                fesisIowa.2002                0.3558123  0.1743448  2.0409 0.0416891 *        
                fesisMichigan.2003            0.4293837  0.1459296  2.9424 0.0033786 **       
                fesisMinnesota.2008          -0.2986697  0.1035665 -2.8838 0.0040651 **       
                fesisNevada.2010             -0.3554430  0.1230101 -2.8895 0.0039931 **       
                fesisNewHampshire.2001       -0.7972922  0.2327313 -3.4258 0.0006536 ***      
                fesisNewHampshire.2019        0.6880656  0.2320412  2.9653 0.0031406 **       
                fesisNewYork.2005            -0.4527363  0.1205214 -3.7565 0.0001886 ***      
                fesisRhodeIsland.2005        -0.4621759  0.1313614 -3.5184 0.0004661 ***      
                fesisSouthCarolina.2008       0.6790388  0.1110161  6.1166 1.695e-09 ***      
                fesisSouthCarolina.2017       0.4928122  0.1502211  3.2806 0.0010941 **       
                fesisUtah.2019               -0.7932442  0.2352192 -3.3724 0.0007917 ***      
                fesisVirginia.2005            0.2550105  0.1267480  2.0119 0.0446582 *        
                fesisWisconsin.2014           0.4528055  0.1110501  4.0775 5.147e-05 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                    Chi-sq df p-value      
                Ljung-Box AR(1)   0.007584  1  0.9306      
                Ljung-Box ARCH(1) 0.704823  1  0.4012      
                                                
                SE of regression   0.22076      
                R-squared          0.95759      
                Log-lik.(n=720)  116.56712      

AR 1

0.01

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq + avg_temp      
                us_q30 (2000:2020); p.value: 0.01; AR: 1      
                      
                Date: Mon Mar 27 01:28:15 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 684       
                Sample: 1 to 684       
                      
                SPECIFIC mean equation:      
                      
                                                    coef   std.error   t-stat   p-value          
                ar1                             0.081340    0.035478   2.2927 0.0222042 *        
                lgdp                         -447.390219  357.310383  -1.2521 0.2110106          
                lpop                          435.874080  348.363959   1.2512 0.2113392          
                lgdp_sq                        10.803967    8.614423   1.2542 0.2102591          
                avg_temp                        1.058820    0.811459   1.3048 0.1924403          
                idCalifornia                    2.054413    0.114625  17.9229 < 2.2e-16 ***      
                idColorado                      0.266464    0.082171   3.2428 0.0012482 **       
                idConnecticut                   0.848909    0.111483   7.6147 1.009e-13 ***      
                idDelaware                     -0.175636    0.090387  -1.9431 0.0524582 .        
                idDistrictofColumbia           -1.384828    0.132535 -10.4488 < 2.2e-16 ***      
                idFlorida                       0.346992    0.082704   4.1956 3.125e-05 ***      
                idGeorgia                      -0.270544    0.081614  -3.3149 0.0009709 ***      
                idIdaho                        -1.389499    0.096208 -14.4426 < 2.2e-16 ***      
                idIllinois                      0.342865    0.082872   4.1373 4.008e-05 ***      
                idIndiana                      -0.658398    0.084730  -7.7705 3.322e-14 ***      
                idIowa                         -1.454056    0.096728 -15.0324 < 2.2e-16 ***      
                idKentucky                     -1.463695    0.099604 -14.6951 < 2.2e-16 ***      
                idMaryland                     -0.390093    0.082305  -4.7396 2.667e-06 ***      
                idMassachusetts                 0.975452    0.090781  10.7452 < 2.2e-16 ***      
                idMichigan                      0.582059    0.084993   6.8483 1.825e-11 ***      
                idMinnesota                     0.188779    0.081900   2.3050 0.0215011 *        
                idMissouri                     -0.908231    0.089209 -10.1810 < 2.2e-16 ***      
                idNevada                       -0.758430    0.098221  -7.7216 4.716e-14 ***      
                idNewHampshire                 -0.773265    0.085626  -9.0308 < 2.2e-16 ***      
                idNewJersey                     0.239849    0.082308   2.9140 0.0036984 **       
                idNewMexico                    -0.665346    0.084411  -7.8822 1.482e-14 ***      
                idNewYork                       1.194376    0.095047  12.5662 < 2.2e-16 ***      
                idNorthCarolina                 0.253382    0.082154   3.0842 0.0021328 **       
                idOhio                          0.577968    0.085132   6.7891 2.678e-11 ***      
                idOklahoma                     -1.122293    0.091297 -12.2928 < 2.2e-16 ***      
                idOregon                        0.369153    0.156521   2.3585 0.0186637 *        
                idPennsylvania                  0.642510    0.085684   7.4986 2.280e-13 ***      
                idRhodeIsland                  -0.536668    0.158366  -3.3888 0.0007472 ***      
                idSouthCarolina                -0.538131    0.112359  -4.7894 2.102e-06 ***      
                idTennessee                    -0.776126    0.088216  -8.7980 < 2.2e-16 ***      
                idTexas                         0.749702    0.087148   8.6026 < 2.2e-16 ***      
                idUtah                         -0.857730    0.088071  -9.7391 < 2.2e-16 ***      
                idVirginia                     -0.042333    0.082471  -0.5133 0.6079209          
                idWashington                    0.149391    0.081763   1.8271 0.0681687 .        
                idWisconsin                    -0.061383    0.081329  -0.7548 0.4506884          
                time2001                       64.745714   52.034503   1.2443 0.2138721          
                time2002                       61.173257   49.057242   1.2470 0.2128837          
                time2003                       61.974140   49.723308   1.2464 0.2131025          
                time2004                       60.249785   48.245674   1.2488 0.2122120          
                time2005                       58.191049   46.505691   1.2513 0.2113159          
                time2006                       52.239637   41.624553   1.2550 0.2099514          
                time2007                       47.602037   37.877995   1.2567 0.2093352          
                time2008                       39.393635   31.199127   1.2627 0.2071960          
                time2009                       19.302516   15.017601   1.2853 0.1991653          
                time2010                       17.601775   13.634790   1.2909 0.1972107          
                time2011                       17.141187   13.278143   1.2909 0.1972153          
                time2012                       13.156496   10.198605   1.2900 0.1975286          
                time2013                       11.027991    8.466880   1.3025 0.1932411          
                time2014                        4.666085    3.682181   1.2672 0.2055641          
                time2015                        2.303684    1.712806   1.3450 0.1791318          
                iis3                           -0.741274    0.257917  -2.8741 0.0041929 **       
                iis99                          -1.045690    0.271054  -3.8579 0.0001265 ***      
                iis103                         -0.917499    0.293605  -3.1249 0.0018627 **       
                iis211                          0.895940    0.258364   3.4677 0.0005617 ***      
                iis234                         -1.100727    0.257593  -4.2731 2.235e-05 ***      
                iis324                         -0.958357    0.257759  -3.7180 0.0002192 ***      
                iis360                         -0.755375    0.268353  -2.8149 0.0050372 **       
                iis573                         -0.936896    0.257777  -3.6345 0.0003020 ***      
                iis627                         -0.880522    0.257600  -3.4182 0.0006723 ***      
                iis628                         -0.939775    0.257876  -3.6443 0.0002909 ***      
                fesisConnecticut.2009          -0.567375    0.118338  -4.7945 2.050e-06 ***      
                fesisDelaware.2014             -0.731702    0.125996  -5.8074 1.021e-08 ***      
                fesisDistrictofColumbia.2008   -0.603009    0.179617  -3.3572 0.0008363 ***      
                fesisDistrictofColumbia.2012    0.801562    0.174936   4.5820 5.584e-06 ***      
                fesisNevada.2012               -0.383389    0.123513  -3.1040 0.0019973 **       
                fesisOregon.2004               -0.723104    0.159274  -4.5400 6.778e-06 ***      
                fesisRhodeIsland.2004          -0.789741    0.158988  -4.9673 8.824e-07 ***      
                fesisSouthCarolina.2008         0.758449    0.122000   6.2168 9.404e-10 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value      
                Ljung-Box AR(1)   0.11873  1  0.7304      
                Ljung-Box ARCH(1) 1.33436  1  0.2480      
                                               
                SE of regression  0.24716      
                R-squared         0.94406      
                Log-lik.(n=684)  21.98927      

0.05

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq + avg_temp      
                us_q30 (2000:2020); p.value: 0.05; AR: 1      
                      
                Date: Mon Mar 27 01:28:11 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 684       
                Sample: 1 to 684       
                      
                SPECIFIC mean equation:      
                      
                                                    coef   std.error   t-stat   p-value          
                ar1                             0.088222    0.032667   2.7007 0.0071189 **       
                lgdp                         -370.701911  328.280257  -1.1292 0.2592631          
                lpop                          361.675055  320.062617   1.1300 0.2589305          
                lgdp_sq                         8.925075    7.914456   1.1277 0.2599088          
                avg_temp                        0.880316    0.745450   1.1809 0.2381117          
                idCalifornia                    2.040078    0.104231  19.5726 < 2.2e-16 ***      
                idColorado                      0.294310    0.074770   3.9362 9.267e-05 ***      
                idConnecticut                   0.851617    0.100480   8.4755 < 2.2e-16 ***      
                idDelaware                     -0.115694    0.083157  -1.3913 0.1646711          
                idDistrictofColumbia           -1.364355    0.119516 -11.4157 < 2.2e-16 ***      
                idFlorida                       0.345414    0.074300   4.6489 4.122e-06 ***      
                idGeorgia                      -0.304919    0.074223  -4.1081 4.554e-05 ***      
                idIdaho                        -1.336261    0.087746 -15.2287 < 2.2e-16 ***      
                idIllinois                      0.341111    0.074459   4.5812 5.647e-06 ***      
                idIndiana                      -0.652452    0.076199  -8.5625 < 2.2e-16 ***      
                idIowa                         -1.945826    0.237293  -8.2001 1.510e-15 ***      
                idKentucky                     -1.415482    0.091420 -15.4832 < 2.2e-16 ***      
                idMaryland                     -0.386304    0.073915  -5.2264 2.404e-07 ***      
                idMassachusetts                 0.968963    0.081913  11.8292 < 2.2e-16 ***      
                idMichigan                      0.578605    0.076462   7.5672 1.476e-13 ***      
                idMinnesota                     0.438614    0.106711   4.1103 4.512e-05 ***      
                idMissouri                     -0.898013    0.080376 -11.1727 < 2.2e-16 ***      
                idNevada                       -0.753154    0.088289  -8.5305 < 2.2e-16 ***      
                idNewHampshire                 -0.760436    0.078984  -9.6277 < 2.2e-16 ***      
                idNewJersey                     0.238728    0.073926   3.2293 0.0013100 **       
                idNewMexico                    -0.503573    0.096202  -5.2345 2.304e-07 ***      
                idNewYork                       1.186169    0.085920  13.8054 < 2.2e-16 ***      
                idNorthCarolina                 0.252464    0.073779   3.4219 0.0006650 ***      
                idOhio                          0.574422    0.076593   7.4996 2.368e-13 ***      
                idOklahoma                     -1.112910    0.082373 -13.5106 < 2.2e-16 ***      
                idOregon                       -0.193194    0.231589  -0.8342 0.4045017          
                idPennsylvania                  0.638613    0.077113   8.2815 8.204e-16 ***      
                idRhodeIsland                  -0.533554    0.142290  -3.7498 0.0001945 ***      
                idSouthCarolina                 0.026094    0.232097   0.1124 0.9105247          
                idTennessee                    -0.770008    0.079443  -9.6926 < 2.2e-16 ***      
                idTexas                         0.744963    0.078494   9.4907 < 2.2e-16 ***      
                idUtah                         -0.810742    0.080356 -10.0893 < 2.2e-16 ***      
                idVirginia                     -0.038397    0.074028  -0.5187 0.6041796          
                idWashington                    0.149093    0.073409   2.0310 0.0427050 *        
                idWisconsin                    -0.059982    0.072997  -0.8217 0.4115729          
                time2001                       53.518063   47.806992   1.1195 0.2633998          
                time2002                       50.549051   45.071632   1.1215 0.2625206          
                time2003                       51.222982   45.683662   1.1213 0.2626368          
                time2004                       49.834191   44.325999   1.1243 0.2613584          
                time2005                       48.186508   42.727507   1.1278 0.2598791          
                time2006                       43.280814   38.242901   1.1317 0.2582066          
                time2007                       39.485652   34.800778   1.1346 0.2569962          
                time2008                       32.689517   28.664376   1.1404 0.2545736          
                time2009                       16.055051   13.797345   1.1636 0.2450438          
                time2010                       14.614367   12.526790   1.1666 0.2438243          
                time2011                       14.242073   12.199135   1.1675 0.2434947          
                time2012                       10.921067    9.370038   1.1655 0.2442760          
                time2013                        9.155834    7.778854   1.1770 0.2396646          
                time2014                        3.831674    3.383045   1.1326 0.2578385          
                time2015                        1.899277    1.573708   1.2069 0.2279627          
                iis3                           -0.717666    0.231570  -3.0991 0.0020335 **       
                iis40                          -0.546985    0.231423  -2.3636 0.0184234 *        
                iis87                          -0.762833    0.234447  -3.2537 0.0012042 **       
                iis99                          -1.038872    0.243320  -4.2696 2.283e-05 ***      
                iis103                         -0.896661    0.263850  -3.3984 0.0007236 ***      
                iis144                          0.703624    0.231627   3.0377 0.0024891 **       
                iis153                         -0.796693    0.231953  -3.4347 0.0006349 ***      
                iis211                          0.877308    0.232425   3.7746 0.0001765 ***      
                iis229                         -0.680297    0.232605  -2.9247 0.0035807 **       
                iis234                         -1.104590    0.231685  -4.7676 2.352e-06 ***      
                iis324                         -1.001821    0.231936  -4.3194 1.836e-05 ***      
                iis360                         -1.292015    0.320139  -4.0358 6.160e-05 ***      
                iis370                         -0.696462    0.231755  -3.0052 0.0027673 **       
                iis503                         -0.560731    0.232604  -2.4107 0.0162286 *        
                iis538                          0.560620    0.233372   2.4023 0.0166026 *        
                iis551                         -0.621087    0.233285  -2.6624 0.0079716 **       
                iis568                          0.622450    0.236136   2.6360 0.0086105 **       
                iis569                          0.560564    0.237251   2.3628 0.0184639 *        
                iis573                         -0.910884    0.231413  -3.9362 9.268e-05 ***      
                iis624                         -0.734955    0.231591  -3.1735 0.0015846 **       
                iis627                         -0.899508    0.231919  -3.8785 0.0001169 ***      
                iis628                         -0.981514    0.232034  -4.2300 2.709e-05 ***      
                fesisConnecticut.2009          -0.577678    0.106519  -5.4232 8.554e-08 ***      
                fesisDelaware.2014             -0.782904    0.114677  -6.8270 2.162e-11 ***      
                fesisDistrictofColumbia.2008   -0.629781    0.161617  -3.8968 0.0001087 ***      
                fesisDistrictofColumbia.2012    0.829289    0.168422   4.9239 1.103e-06 ***      
                fesisDistrictofColumbia.2017   -0.641585    0.247166  -2.5958 0.0096735 **       
                fesisDistrictofColumbia.2018    0.923320    0.276172   3.3433 0.0008805 ***      
                fesisIowa.2002                  0.532099    0.232372   2.2899 0.0223824 *        
                fesisMinnesota.2007            -0.365931    0.111742  -3.2748 0.0011195 **       
                fesisNevada.2012               -0.473397    0.115892  -4.0848 5.022e-05 ***      
                fesisNevada.2018                0.652955    0.244367   2.6720 0.0077482 **       
                fesisNewHampshire.2019          0.576808    0.232138   2.4848 0.0132403 *        
                fesisNewMexico.2009            -0.610091    0.153103  -3.9848 7.599e-05 ***      
                fesisNewMexico.2012             0.468248    0.152553   3.0694 0.0022435 **       
                fesisOregon.2002                0.837190    0.276304   3.0300 0.0025531 **       
                fesisOregon.2004               -0.959168    0.171122  -5.6052 3.199e-08 ***      
                fesisRhodeIsland.2004          -0.778470    0.144456  -5.3890 1.026e-07 ***      
                fesisSouthCarolina.2002        -0.642762    0.243688  -2.6376 0.0085689 **       
                fesisSouthCarolina.2008         0.733249    0.118154   6.2059 1.026e-09 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value      
                Ljung-Box AR(1)   0.17072  1  0.6795      
                Ljung-Box ARCH(1) 0.11704  1  0.7323      
                                                
                SE of regression   0.22184      
                R-squared          0.95656      
                Log-lik.(n=684)  106.92467      

without IIS

AR 0

0.01

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq       
                us_q30 (2000:2020); p.value: 0.01; AR: 0      
                      
                Date: Fri Apr 14 17:12:58 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 720       
                Sample: 1 to 720       
                      
                SPECIFIC mean equation:      
                      
                                                   coef  std.error   t-stat   p-value          
                lgdp                         -3.5815225  1.4009912  -2.5564 0.0108027 *        
                lpop                          0.8461581  0.4113741   2.0569 0.0400956 *        
                lgdp_sq                       0.1346430  0.0526730   2.5562 0.0108094 *        
                idCalifornia                  0.6210648  0.6164346   1.0075 0.3140657          
                idColorado                    0.5079416  0.1284517   3.9543 8.521e-05 ***      
                idConnecticut                 1.3973011  0.2358845   5.9237 5.115e-09 ***      
                idDelaware                    0.8861238  0.6323186   1.4014 0.1615775          
                idDistrictofColumbia         -0.0125743  0.8132498  -0.0155 0.9876685          
                idFlorida                    -0.4578084  0.3605571  -1.2697 0.2046391          
                idGeorgia                    -0.4911109  0.1612582  -3.0455 0.0024174 **       
                idIdaho                      -0.9336053  0.4704488  -1.9845 0.0476222 *        
                idIllinois                   -0.0799868  0.2593511  -0.3084 0.7578687          
                idIndiana                    -0.6941551  0.0860984  -8.0623 3.628e-15 ***      
                idIowa                       -1.0563856  0.2410685  -4.3821 1.371e-05 ***      
                idKentucky                   -1.3990793  0.1662116  -8.4175 2.473e-16 ***      
                idMaryland                   -0.2807934  0.1134645  -2.4747 0.0135891 *        
                idMassachusetts               1.1366044  0.1473195   7.7152 4.585e-14 ***      
                idMichigan                    0.3364820  0.1689036   1.9922 0.0467739 *        
                idMinnesota                   0.4006213  0.1210782   3.3088 0.0009890 ***      
                idMissouri                   -0.9510379  0.0849570 -11.1943 < 2.2e-16 ***      
                idNevada                     -0.1190665  0.3110011  -0.3828 0.7019574          
                idNewHampshire                0.0092217  0.5023907   0.0184 0.9853608          
                idNewJersey                   0.1176019  0.1696061   0.6934 0.4883183          
                idNewMexico                  -0.1283684  0.3727006  -0.3444 0.7306367          
                idNewYork                     0.7424089  0.4298236   1.7272 0.0846017 .        
                idNorthCarolina               0.0498543  0.1542886   0.3231 0.7467061          
                idOhio                        0.2529064  0.2153275   1.1745 0.2406190          
                idOklahoma                   -0.9057541  0.1825338  -4.9621 8.925e-07 ***      
                idOregon                      0.6195870  0.2145899   2.8873 0.0040153 **       
                idPennsylvania                0.2229940  0.2453324   0.9089 0.3637169          
                idRhodeIsland                -0.0085242  0.5669112  -0.0150 0.9880079          
                idSouthCarolina              -0.3737398  0.1557256  -2.4000 0.0166771 *        
                idTennessee                  -1.2594025  0.1309141  -9.6201 < 2.2e-16 ***      
                idTexas                      -0.3072040  0.4696831  -0.6541 0.5133013          
                idUtah                       -0.4345306  0.2781155  -1.5624 0.1186802          
                idVirginia                   -0.5086846  0.1666213  -3.0529 0.0023591 **       
                idWashington                  0.2033613  0.1240486   1.6394 0.1016228          
                idWisconsin                  -0.0725189  0.0993647  -0.7298 0.4657612          
                time2000                     18.7360069  8.9195965   2.1005 0.0360674 *        
                time2001                     18.7562437  8.9204971   2.1026 0.0358864 *        
                time2002                     18.9961983  8.9226748   2.1290 0.0336329 *        
                time2003                     18.9609162  8.9258190   2.1243 0.0340256 *        
                time2004                     19.0267293  8.9301495   2.1306 0.0334972 *        
                time2005                     19.2346682  8.9341419   2.1529 0.0316924 *        
                time2006                     19.4161568  8.9366450   2.1726 0.0301693 *        
                time2007                     19.5035673  8.9379115   2.1821 0.0294599 *        
                time2008                     19.5874546  8.9374064   2.1916 0.0287622 *        
                time2009                     19.7570271  8.9349727   2.2112 0.0273708 *        
                time2010                     19.7880236  8.9367166   2.2142 0.0271602 *        
                time2011                     19.7413804  8.9377557   2.2088 0.0275409 *        
                time2012                     19.7013437  8.9386150   2.2041 0.0278707 *        
                time2013                     19.6597759  8.9392353   2.1993 0.0282119 *        
                time2014                     19.3536187  8.9414592   2.1645 0.0307925 *        
                time2015                     19.4173231  8.9433785   2.1711 0.0302834 *        
                time2016                     19.2929392  8.9442935   2.1570 0.0313724 *        
                time2017                     19.2835933  8.9451248   2.1558 0.0314700 *        
                time2018                     19.3116101  8.9470486   2.1584 0.0312613 *        
                time2019                     19.2071411  8.9478212   2.1466 0.0321985 *        
                fesisConnecticut.2009        -0.5734863  0.1201750  -4.7721 2.256e-06 ***      
                fesisDelaware.2014           -0.7833471  0.1331159  -5.8847 6.401e-09 ***      
                fesisDistrictofColumbia.2008 -0.8449797  0.1788101  -4.7256 2.817e-06 ***      
                fesisDistrictofColumbia.2011  1.1837750  0.1777226   6.6608 5.825e-11 ***      
                fesisKentucky.2006           -1.0751927  0.2819155  -3.8139 0.0001499 ***      
                fesisKentucky.2007            1.1599666  0.2710213   4.2800 2.152e-05 ***      
                fesisNevada.2010             -0.6479528  0.1290837  -5.0196 6.700e-07 ***      
                fesisNewYork.2005            -0.4462278  0.1398235  -3.1914 0.0014846 **       
                fesisOregon.2004             -0.6563267  0.1480195  -4.4341 1.086e-05 ***      
                fesisRhodeIsland.2005        -0.6153182  0.1399298  -4.3973 1.281e-05 ***      
                fesisSouthCarolina.2008       0.7927847  0.1216131   6.5189 1.426e-10 ***      
                fesisTennessee.2005           0.4845546  0.1352541   3.5826 0.0003658 ***      
                fesisUtah.2019               -0.8465821  0.2725547  -3.1061 0.0019786 **       
                fesisVirginia.2005            0.4121590  0.1354464   3.0430 0.0024375 **       
                fesisWisconsin.2014           0.4232335  0.1283305   3.2980 0.0010271 **       
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                   Chi-sq df p-value      
                Ljung-Box AR(1)   0.46832  1  0.4938      
                Ljung-Box ARCH(1) 1.80904  1  0.1786      
                                               
                SE of regression  0.25719      
                R-squared         0.93984      
                Log-lik.(n=720)  -7.42081      

0.05

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq       
                us_q30 (2000:2020); p.value: 0.05; AR: 0      
                      
                Date: Fri Apr 14 17:12:53 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 720       
                Sample: 1 to 720       
                      
                SPECIFIC mean equation:      
                      
                                                   coef  std.error  t-stat   p-value          
                lgdp                         -4.0670685  1.3672166 -2.9747 0.0030451 **       
                lpop                          0.9015359  0.4176605  2.1585 0.0312637 *        
                lgdp_sq                       0.1609889  0.0510791  3.1518 0.0017001 **       
                idCalifornia                 -0.2950943  0.6538329 -0.4513 0.6519074          
                idColorado                   -0.0438458  0.1843595 -0.2378 0.8120924          
                idConnecticut                 1.0803007  0.2450980  4.4076 1.229e-05 ***      
                idDelaware                    0.8309531  0.6336519  1.3114 0.1902108          
                idDistrictofColumbia         -0.0030405  0.8090498 -0.0038 0.9970026          
                idFlorida                    -1.0904797  0.4132048 -2.6391 0.0085191 **       
                idGeorgia                    -0.1817180  0.3145487 -0.5777 0.5636665          
                idIdaho                      -1.4668302  0.5273294 -2.7816 0.0055709 **       
                idIllinois                   -0.6632726  0.3085226 -2.1498 0.0319489 *        
                idIndiana                    -1.0657417  0.1539310 -6.9235 1.090e-11 ***      
                idIowa                       -1.6981195  0.2872904 -5.9108 5.582e-09 ***      
                idKentucky                   -1.6744743  0.1899391 -8.8158 < 2.2e-16 ***      
                idMaryland                   -0.6569984  0.1612778 -4.0737 5.219e-05 ***      
                idMassachusetts               0.6984187  0.1890761  3.6938 0.0002401 ***      
                idMichigan                   -0.4964496  0.2824923 -1.7574 0.0793375 .        
                idMinnesota                   0.2089104  0.1712320  1.2200 0.2229059          
                idMissouri                   -1.2698013  0.2755700 -4.6079 4.926e-06 ***      
                idNevada                     -0.0612290  0.3578550 -0.1711 0.8642001          
                idNewHampshire                0.6872540  0.5507523  1.2478 0.2125519          
                idNewJersey                  -0.3763743  0.2205215 -1.7067 0.0883627 .        
                idNewMexico                  -0.2524390  0.3749882 -0.6732 0.5010726          
                idNewYork                    -0.0023987  0.4668636 -0.0051 0.9959022          
                idNorthCarolina              -0.4130006  0.2178929 -1.8954 0.0584937 .        
                idOhio                       -0.2694234  0.2727229 -0.9879 0.3235806          
                idOklahoma                   -1.1484415  0.2024263 -5.6734 2.137e-08 ***      
                idOregon                      0.0253074  0.2557337  0.0990 0.9212016          
                idPennsylvania               -0.3329793  0.2993175 -1.1125 0.2663647          
                idRhodeIsland                -0.0729309  0.5666701 -0.1287 0.8976356          
                idSouthCarolina              -0.6458726  0.1830730 -3.5280 0.0004493 ***      
                idTennessee                  -1.5748343  0.1696899 -9.2807 < 2.2e-16 ***      
                idTexas                      -1.0793600  0.5126449 -2.1055 0.0356460 *        
                idUtah                       -0.6225790  0.2849743 -2.1847 0.0292803 *        
                idVirginia                   -0.9581475  0.2099307 -4.5641 6.034e-06 ***      
                idWashington                 -0.2182943  0.1751940 -1.2460 0.2132229          
                idWisconsin                  -0.4261648  0.1532956 -2.7800 0.0055981 **       
                time2000                     20.5734274  8.7882247  2.3410 0.0195424 *        
                time2001                     20.6653286  8.7887191  2.3513 0.0190132 *        
                time2002                     20.8079442  8.7896904  2.3673 0.0182195 *        
                time2003                     20.7974445  8.7917139  2.3656 0.0183045 *        
                time2004                     20.8923390  8.7959003  2.3752 0.0178365 *        
                time2005                     21.0786411  8.7999500  2.3953 0.0168976 *        
                time2006                     21.2419259  8.8025368  2.4132 0.0160998 *        
                time2007                     21.3165565  8.8037554  2.4213 0.0157469 *        
                time2008                     21.4183729  8.8035985  2.4329 0.0152556 *        
                time2009                     21.5791250  8.8010043  2.4519 0.0144814 *        
                time2010                     21.6021041  8.8030785  2.4539 0.0144006 *        
                time2011                     21.5854446  8.8044921  2.4516 0.0144916 *        
                time2012                     21.5174161  8.8052555  2.4437 0.0148112 *        
                time2013                     21.4731719  8.8059923  2.4385 0.0150251 *        
                time2014                     21.1608650  8.8083165  2.4024 0.0165779 *        
                time2015                     21.2195530  8.8103797  2.4085 0.0163060 *        
                time2016                     21.0918322  8.8114269  2.3937 0.0169718 *        
                time2017                     21.0651176  8.8120851  2.3905 0.0171195 *        
                time2018                     21.0879623  8.8141462  2.3925 0.0170259 *        
                time2019                     20.9588718  8.8144438  2.3778 0.0177147 *        
                fesisArizona.2003            -0.4115886  0.1547931 -2.6590 0.0080377 **       
                fesisColorado.2007            0.3196914  0.1145553  2.7907 0.0054186 **       
                fesisConnecticut.2009        -0.5425637  0.1104843 -4.9108 1.158e-06 ***      
                fesisDelaware.2014           -0.7468154  0.1226572 -6.0886 1.982e-09 ***      
                fesisDistrictofColumbia.2004 -0.9488029  0.2676083 -3.5455 0.0004210 ***      
                fesisDistrictofColumbia.2005  1.0002925  0.2756583  3.6287 0.0003079 ***      
                fesisDistrictofColumbia.2008 -1.4004381  0.2758794 -5.0763 5.076e-07 ***      
                fesisDistrictofColumbia.2009  0.7716426  0.2756276  2.7996 0.0052739 **       
                fesisDistrictofColumbia.2012  0.8880995  0.1655711  5.3639 1.146e-07 ***      
                fesisGeorgia.2001            -0.8235238  0.2474522 -3.3280 0.0009257 ***      
                fesisIdaho.2002               0.5140559  0.1856594  2.7688 0.0057919 **       
                fesisIowa.2002                1.1470336  0.2924211  3.9225 9.726e-05 ***      
                fesisIowa.2003               -0.7183689  0.2488454 -2.8868 0.0040253 **       
                fesisKentucky.2006           -1.0664338  0.2579839 -4.1337 4.053e-05 ***      
                fesisKentucky.2007            1.1744595  0.2479335  4.7370 2.683e-06 ***      
                fesisMichigan.2003            0.4296074  0.1555214  2.7624 0.0059061 **       
                fesisMinnesota.2009          -0.3002329  0.1079678 -2.7808 0.0055855 **       
                fesisMissouri.2001           -0.9939329  0.3375108 -2.9449 0.0033500 **       
                fesisMissouri.2002            1.0165275  0.2462023  4.1288 4.138e-05 ***      
                fesisNevada.2003             -0.3691259  0.1709820 -2.1589 0.0312386 *        
                fesisNevada.2010             -0.5215168  0.1269846 -4.1069 4.539e-05 ***      
                fesisNewHampshire.2001       -0.8306757  0.2478415 -3.3516 0.0008515 ***      
                fesisNewHampshire.2019        0.7107513  0.2467479  2.8805 0.0041060 **       
                fesisNewYork.2005            -0.4459356  0.1285940 -3.4678 0.0005606 ***      
                fesisOregon.2002              0.6975656  0.2388910  2.9200 0.0036254 **       
                fesisOregon.2004             -1.0124471  0.1808712 -5.5976 3.248e-08 ***      
                fesisRhodeIsland.2005        -0.5799683  0.1292631 -4.4867 8.600e-06 ***      
                fesisSouthCarolina.2008       0.6801502  0.1185010  5.7396 1.476e-08 ***      
                fesisSouthCarolina.2017       0.4876720  0.1596794  3.0541 0.0023530 **       
                fesisTennessee.2006           0.4589046  0.1173761  3.9097 0.0001025 ***      
                fesisUtah.2019               -0.8327466  0.2504976 -3.3244 0.0009377 ***      
                fesisVirginia.2005            0.4117253  0.1242639  3.3133 0.0009749 ***      
                fesisWisconsin.2014           0.4480160  0.1176303  3.8087 0.0001534 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                  Chi-sq df p-value      
                Ljung-Box AR(1)   1.7866  1  0.1813      
                Ljung-Box ARCH(1) 2.2754  1  0.1314      
                                               
                SE of regression  0.23520      
                R-squared         0.95109      
                Log-lik.(n=720)  65.93781      

AR 1

0.01

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq       
                us_q30 (2000:2020); p.value: 0.01; AR: 1      
                      
                Date: Fri Apr 14 17:12:43 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 684       
                Sample: 1 to 684       
                      
                SPECIFIC mean equation:      
                      
                                                   coef  std.error   t-stat   p-value          
                ar1                            0.075700   0.036420   2.0785 0.0380764 *        
                lgdp                          49.848353  31.314437   1.5919 0.1119314          
                lpop                         -52.690510  34.297512  -1.5363 0.1249870          
                lgdp_sq                       -1.001746   0.576897  -1.7364 0.0829895 .        
                idCalifornia                   2.106191   0.116395  18.0951 < 2.2e-16 ***      
                idColorado                     0.307268   0.082988   3.7026 0.0002327 ***      
                idConnecticut                  0.894440   0.113195   7.9018 1.283e-14 ***      
                idDelaware                    -0.137883   0.091574  -1.5057 0.1326571          
                idDistrictofColumbia          -1.503462   0.128497 -11.7004 < 2.2e-16 ***      
                idFlorida                      0.388318   0.083523   4.6492 4.084e-06 ***      
                idGeorgia                     -0.232690   0.082519  -2.8198 0.0049606 **       
                idIdaho                       -1.358730   0.097925 -13.8752 < 2.2e-16 ***      
                idIllinois                     0.384334   0.083694   4.5921 5.328e-06 ***      
                idIndiana                     -0.623238   0.085865  -7.2583 1.194e-12 ***      
                idIowa                        -1.910887   0.270042  -7.0762 4.069e-12 ***      
                idKentucky                    -1.516937   0.140301 -10.8120 < 2.2e-16 ***      
                idMaryland                    -0.353164   0.083275  -4.2409 2.570e-05 ***      
                idMassachusetts                1.020802   0.091800  11.1198 < 2.2e-16 ***      
                idMichigan                     0.624921   0.085854   7.2789 1.038e-12 ***      
                idMinnesota                    0.229252   0.082717   2.7715 0.0057491 **       
                idMissouri                    -1.856469   0.265769  -6.9853 7.438e-12 ***      
                idNevada                      -0.722901   0.099786  -7.2445 1.311e-12 ***      
                idNewHampshire                -0.738585   0.086814  -8.5077 < 2.2e-16 ***      
                idNewJersey                    0.280800   0.083125   3.3781 0.0007763 ***      
                idNewMexico                   -0.630001   0.085526  -7.3662 5.705e-13 ***      
                idNewYork                      1.241134   0.096197  12.9020 < 2.2e-16 ***      
                idNorthCarolina                0.294166   0.082970   3.5455 0.0004219 ***      
                idOhio                         0.620907   0.085997   7.2201 1.547e-12 ***      
                idOklahoma                    -1.089948   0.092784 -11.7472 < 2.2e-16 ***      
                idOregon                       0.411975   0.159579   2.5816 0.0100649 *        
                idPennsylvania                 0.685735   0.086561   7.9220 1.107e-14 ***      
                idRhodeIsland                 -0.499856   0.161606  -3.0930 0.0020714 **       
                idSouthCarolina               -0.500693   0.114307  -4.3802 1.395e-05 ***      
                idTennessee                   -0.791539   0.088573  -8.9365 < 2.2e-16 ***      
                idTexas                        0.793618   0.088064   9.0119 < 2.2e-16 ***      
                idUtah                        -0.824534   0.089359  -9.2272 < 2.2e-16 ***      
                idVirginia                    -0.968255   0.263728  -3.6714 0.0002623 ***      
                idWashington                   0.189667   0.082582   2.2967 0.0219715 *        
                idWisconsin                   -0.022499   0.082183  -0.2738 0.7843591          
                time2001                      -6.981961   3.920703  -1.7808 0.0754422 .        
                time2002                      -6.493988   3.726267  -1.7428 0.0818779 .        
                time2003                      -6.900565   4.015131  -1.7186 0.0861857 .        
                time2004                      -6.543478   3.874223  -1.6890 0.0917329 .        
                time2005                      -6.399776   3.967518  -1.6130 0.1072507          
                time2006                      -5.639682   3.618904  -1.5584 0.1196566          
                time2007                      -5.161083   3.387941  -1.5234 0.1281831          
                time2008                      -3.901227   2.625066  -1.4861 0.1377559          
                time2009                      -1.075011   0.828429  -1.2977 0.1948962          
                time2010                      -0.812682   0.671421  -1.2104 0.2265963          
                time2011                      -0.831346   0.689460  -1.2058 0.2283635          
                time2012                      -0.693885   0.588631  -1.1788 0.2389309          
                time2013                      -0.282426   0.317060  -0.8908 0.3734045          
                time2014                      -0.113594   0.120897  -0.9396 0.3477962          
                time2015                       0.255619   0.195825   1.3053 0.1922648          
                time2016                       0.239834   0.226188   1.0603 0.2894128          
                fesisConnecticut.2009         -0.572262   0.121310  -4.7173 2.963e-06 ***      
                fesisDelaware.2014            -0.733884   0.129154  -5.6822 2.058e-08 ***      
                fesisDistrictofColumbia.2008  -1.370056   0.275393  -4.9749 8.493e-07 ***      
                fesisDistrictofColumbia.2009   0.909637   0.300904   3.0230 0.0026074 **       
                fesisDistrictofColumbia.2012   0.808330   0.179293   4.5084 7.828e-06 ***      
                fesisIowa.2002                 1.371718   0.363688   3.7717 0.0001779 ***      
                fesisIowa.2003                -0.854775   0.265239  -3.2227 0.0013375 **       
                fesisKentucky.2006            -1.023694   0.281484  -3.6368 0.0002993 ***      
                fesisKentucky.2007             1.139477   0.266666   4.2731 2.236e-05 ***      
                fesisMissouri.2002             0.983073   0.264296   3.7196 0.0002179 ***      
                fesisNevada.2012              -0.573730   0.125755  -4.5623 6.116e-06 ***      
                fesisNevada.2019               0.730446   0.275923   2.6473 0.0083230 **       
                fesisOregon.2004              -0.728825   0.163249  -4.4645 9.557e-06 ***      
                fesisRhodeIsland.2004         -0.795085   0.162956  -4.8791 1.361e-06 ***      
                fesisSouthCarolina.2008        0.760430   0.125077   6.0797 2.120e-09 ***      
                fesisUtah.2019                -0.864394   0.264086  -3.2732 0.0011234 **       
                fesisVirginia.2002             0.965905   0.264420   3.6529 0.0002815 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                     Chi-sq df p-value      
                Ljung-Box AR(1)   0.0031304  1  0.9554      
                Ljung-Box ARCH(1) 0.9799702  1  0.3222      
                                              
                SE of regression 0.25329      
                R-squared        0.94116      
                Log-lik.(n=684)  4.72525      

0.05

us_q30

                Formula: log_patent_count ~ lgdp + lpop + lgdp_sq       
                us_q30 (2000:2020); p.value: 0.05; AR: 1      
                      
                Date: Fri Apr 14 17:12:38 2023       
                Dependent var.: y       
                Method: Ordinary Least Squares (OLS)      
                Variance-Covariance: Ordinary       
                No. of observations (mean eq.): 684       
                Sample: 1 to 684       
                      
                SPECIFIC mean equation:      
                      
                                                   coef  std.error   t-stat   p-value          
                ar1                            0.065851   0.034664   1.8997 0.0579529 .        
                lgdp                          52.504122  29.536756   1.7776 0.0759826 .        
                lpop                         -55.247558  32.345410  -1.7080 0.0881488 .        
                lgdp_sq                       -1.069667   0.544487  -1.9645 0.0499322 *        
                idCalifornia                   2.128482   0.109276  19.4780 < 2.2e-16 ***      
                idColorado                     0.310395   0.076859   4.0385 6.084e-05 ***      
                idConnecticut                  0.911919   0.105260   8.6635 < 2.2e-16 ***      
                idDelaware                    -0.138543   0.084781  -1.6341 0.1027631          
                idDistrictofColumbia          -1.335469   0.156713  -8.5218 < 2.2e-16 ***      
                idFlorida                      0.392355   0.077383   5.0703 5.313e-07 ***      
                idGeorgia                     -0.234716   0.076401  -3.0721 0.0022224 **       
                idIdaho                       -2.106786   0.250451  -8.4120 2.998e-16 ***      
                idIllinois                     0.388622   0.077550   5.0112 7.142e-07 ***      
                idIndiana                     -0.629970   0.079672  -7.9071 1.286e-14 ***      
                idIowa                        -1.920877   0.250869  -7.6569 7.744e-14 ***      
                idKentucky                    -1.526672   0.130422 -11.7056 < 2.2e-16 ***      
                idMaryland                    -0.356807   0.077141  -4.6254 4.590e-06 ***      
                idMassachusetts                1.031866   0.085456  12.0749 < 2.2e-16 ***      
                idMichigan                     0.631642   0.079661   7.9292 1.095e-14 ***      
                idMinnesota                    0.487271   0.111919   4.3538 1.575e-05 ***      
                idMissouri                    -1.859830   0.246668  -7.5398 1.766e-13 ***      
                idNevada                      -0.729521   0.092524  -7.8847 1.513e-14 ***      
                idNewHampshire                -0.685048   0.101865  -6.7251 4.125e-11 ***      
                idNewJersey                    0.284182   0.076994   3.6910 0.0002439 ***      
                idNewMexico                   -0.475943   0.100891  -4.7174 2.980e-06 ***      
                idNewYork                      1.254657   0.089730  13.9826 < 2.2e-16 ***      
                idNorthCarolina                0.297258   0.076842   3.8684 0.0001216 ***      
                idOhio                         0.627759   0.079800   7.8667 1.724e-14 ***      
                idOklahoma                    -1.101597   0.086413 -12.7481 < 2.2e-16 ***      
                idOregon                      -0.128766   0.244476  -0.5267 0.5985979          
                idPennsylvania                 0.693090   0.080351   8.6258 < 2.2e-16 ***      
                idRhodeIsland                 -0.496526   0.149846  -3.3136 0.0009771 ***      
                idSouthCarolina                0.075474   0.245138   0.3079 0.7582777          
                idTennessee                   -0.594157   0.250932  -2.3678 0.0182128 *        
                idTexas                        0.802178   0.081816   9.8046 < 2.2e-16 ***      
                idUtah                        -0.833634   0.083013 -10.0422 < 2.2e-16 ***      
                idVirginia                    -0.965096   0.244643  -3.9449 8.935e-05 ***      
                idWashington                   0.191870   0.076462   2.5093 0.0123599 *        
                idWisconsin                   -0.022725   0.076072  -0.2987 0.7652483          
                time2001                      -7.410358   3.699280  -2.0032 0.0456100 *        
                time2002                      -6.904900   3.515698  -1.9640 0.0499930 *        
                time2003                      -7.313020   3.787849  -1.9307 0.0540009 .        
                time2004                      -6.895341   3.654712  -1.8867 0.0596875 .        
                time2005                      -6.780010   3.742355  -1.8117 0.0705372 .        
                time2006                      -5.978710   3.413408  -1.7515 0.0803687 .        
                time2007                      -5.460298   3.195472  -1.7088 0.0880167 .        
                time2008                      -4.144120   2.476068  -1.6737 0.0947211 .        
                time2009                      -1.169471   0.782310  -1.4949 0.1354718          
                time2010                      -0.907668   0.634154  -1.4313 0.1528680          
                time2011                      -0.921113   0.651015  -1.4149 0.1576243          
                time2012                      -0.786677   0.555935  -1.4151 0.1575764          
                time2013                      -0.352102   0.299796  -1.1745 0.2406767          
                time2014                      -0.157919   0.114313  -1.3815 0.1676537          
                time2015                       0.226735   0.184258   1.2305 0.2189832          
                time2016                       0.224411   0.212892   1.0541 0.2922608          
                fesisConnecticut.2009         -0.591330   0.112689  -5.2474 2.148e-07 ***      
                fesisDelaware.2014            -0.742589   0.119847  -6.1962 1.081e-09 ***      
                fesisDistrictofColumbia.2004  -1.080934   0.274773  -3.9339 9.343e-05 ***      
                fesisDistrictofColumbia.2005   1.028975   0.275271   3.7380 0.0002034 ***      
                fesisDistrictofColumbia.2008  -1.490053   0.275982  -5.3991 9.690e-08 ***      
                fesisDistrictofColumbia.2009   0.869086   0.278915   3.1159 0.0019219 **       
                fesisDistrictofColumbia.2012   0.852442   0.177970   4.7898 2.110e-06 ***      
                fesisDistrictofColumbia.2017  -0.651138   0.261122  -2.4936 0.0129155 *        
                fesisDistrictofColumbia.2018   0.923318   0.291793   3.1643 0.0016339 **       
                fesisIdaho.2002                0.774413   0.245233   3.1579 0.0016698 **       
                fesisIowa.2002                 1.375705   0.337043   4.0817 5.082e-05 ***      
                fesisIowa.2003                -0.863987   0.245638  -3.5173 0.0004692 ***      
                fesisKentucky.2006            -1.010831   0.260626  -3.8785 0.0001168 ***      
                fesisKentucky.2007             1.116926   0.246920   4.5234 7.347e-06 ***      
                fesisMinnesota.2007           -0.373379   0.118200  -3.1589 0.0016641 **       
                fesisMissouri.2002             0.976518   0.245199   3.9826 7.662e-05 ***      
                fesisNevada.2012              -0.488083   0.122549  -3.9827 7.656e-05 ***      
                fesisNevada.2018              -0.648456   0.257116  -2.5220 0.0119276 *        
                fesisNevada.2019               1.287850   0.338207   3.8079 0.0001547 ***      
                fesisNewHampshire.2009        -0.731517   0.252412  -2.8981 0.0038925 **       
                fesisNewHampshire.2010         0.626435   0.250925   2.4965 0.0128118 *        
                fesisNewHampshire.2019         0.621320   0.251106   2.4743 0.0136264 *        
                fesisNewMexico.2009           -0.614295   0.161813  -3.7963 0.0001619 ***      
                fesisNewMexico.2012            0.463549   0.161168   2.8762 0.0041694 **       
                fesisOregon.2002               0.831848   0.292005   2.8487 0.0045410 **       
                fesisOregon.2004              -1.024623   0.180206  -5.6859 2.041e-08 ***      
                fesisRhodeIsland.2004         -0.771942   0.151936  -5.0807 5.041e-07 ***      
                fesisRhodeIsland.2019         -0.655970   0.246001  -2.6665 0.0078723 **       
                fesisSouthCarolina.2002       -0.668712   0.257588  -2.5961 0.0096630 **       
                fesisSouthCarolina.2008        0.850332   0.121568   6.9947 7.176e-12 ***      
                fesisTennessee.2002           -0.661249   0.275847  -2.3972 0.0168301 *        
                fesisTennessee.2005            0.532163   0.151098   3.5220 0.0004612 ***      
                fesisUtah.2019                -0.856378   0.244734  -3.4992 0.0005015 ***      
                fesisVirginia.2002             0.961819   0.245333   3.9205 9.866e-05 ***      
                ---      
                Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1      
                      
                Diagnostics and fit:      
                      
                                    Chi-sq df p-value      
                Ljung-Box AR(1)   0.030135  1  0.8622      
                Ljung-Box ARCH(1) 0.125104  1  0.7236      
                                               
                SE of regression  0.23446      
                R-squared         0.95098      
                Log-lik.(n=684)  66.07692      

Different visualization & positive breaks I

AR(0)

0.01

AR(1)

0.01

0.05

Different visualization & positive breaks II

AR(0)

0.01

AR(1)

0.01

0.05

Scatterplots

Insights about specific states