Dependent Variable: NICKEL |
Method: Least Squares |
Date: 09/14/06 Time: 15:59 |
Sample: 1901 2068 |
Included observations: 167 |
Excluded observations: 1 |
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 17300.68 | 2211.372 | 7.823502 | 0.0000 |
COPPER | 5.778386 | 0.427416 | 13.51934 | 0.0000 |
ALUMINIUM | -18.48050 | 4.086891 | -4.521896 | 0.0000 |
LEAD | 17.25322 | 1.706103 | 10.11265 | 0.0000 |
TIN | 1.437403 | 0.359084 | 4.002972 | 0.0001 |
ZINC | -0.159828 | 1.039880 | -0.153699 | 0.8780 |
ALALLOY | -5.463158 | 1.857000 | -2.941927 | 0.0037 |
NASAAC | -2.860927 | 5.486862 | -0.521414 | 0.6028 |
R-squared | 0.936771 | Mean dependent var | 20219.37 |
Adjusted R-squared | 0.933988 | S.D. dependent var | 5772.755 |
S.E. of regression | 1483.187 | Akaike info criterion | 17.48849 |
Sum squared resid | 3.50E+08 | Schwarz criterion | 17.63786 |
Log likelihood | -1452.289 | F-statistic | 336.5257 |
Durbin-Watson stat | 0.496253 | Prob(F-statistic) | 0.000000 |
注:
是用EVIEW3.0对2006年1月3日至2006年8月31日
LME(伦敦金属交易所)的基本金属官方报价作的一个简单回归分析
麻烦各位高人指点一下其中的存在的问题
最好能指教一下怎样改进模型设置
因为我想对06年以来的镍价作一下分析和预测
先行谢过!