Dependent Variable: DY
Method: Least Squares
Date: 12/28/10 Time: 14:07
Sample(adjusted): 1996 2009
Included observations: 14 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 0.005302 0.023587 0.224805 0.8310
DX1 0.694882 0.113845 6.103766 0.0017
DX2 0.024583 0.026908 0.913581 0.4028
DX3 0.563012 0.043187 13.03673 0.0000
DX1(-1) 0.110457 0.262157 0.421339 0.6910
DX2(-1) -0.049231 0.027167 -1.812145 0.1297
DX3(-1) -0.025375 0.201800 -0.125745 0.9048
DY(-1) 0.223546 0.223406 1.000627 0.3629
ET(-1) -0.263441 0.430458 -0.612002 0.5673
R-squared 0.989463 Mean dependent var 0.165000
Adjusted R-squared 0.972603 S.D. dependent var 0.036321
S.E. of regression 0.006012 Akaike info criterion -7.134041
Sum squared resid 0.000181 Schwarz criterion -6.723219
Log likelihood 58.93829 F-statistic 58.68717
Durbin-Watson stat 2.829595 Prob(F-statistic) 0.000161
误差修正模型中误差修正项的系数不显著,为什么?