各位高手,小弟初学计量,现做毕设用面板数据做了个回归模型,碰到个问题,望高手不吝赐教啊!
我做回归后发现F检验、t检验、DW检验都通过了,消除了截面异方差和自回归现象,但是结果显示有两个变量的系数都异常的大,标准差也特别大,不知是哪里出了问题啊??下面是我的回归结果,望有高手帮忙解答下啊!感谢!
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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C | 7148.510 | 1672.211 | 4.274886 | 0.0001 |
GDPC | -600.7768 | 139.7074 | -4.300251 | 0.0001 |
PGDPC | 601.0697 | 139.3175 | 4.314387 | 0.0001 |
DIS? | -1.586453 | 0.445605 | -3.560226 | 0.0011 |
GDPF? | 1.846444 | 0.485434 | 3.803697 | 0.0005 |
AR(1) | 0.956854 | 0.003023 | 316.4869 | 0.0000 |
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| Weighted Statistics | | |
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R-squared
| 0.990910 | Mean dependent var
| 15.13848 |
Adjusted R-squared
| 0.989647 | S.D. dependent var
| 3.734243 |
S.E. of regression
| 0.075897 | Sum squared resid
| 0.207371 |
F-statistic
| 784.8525 | Durbin-Watson stat
| 2.265772 |
Prob(F-statistic)
| 0.000000 | | | |
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