序列相关性的修改,希望各位知道的帮帮忙(具体一些)
我做出来了这样一个结果
Dependent Variable: Y
Method: Least Squares
Date: 06/01/11 Time: 22:55
Sample: 1978 2006
Included observations: 29
Variable Coefficient Std. Error t-Statistic Prob.
C 2091.295 334.9869 6.242914 0.0000
X 0.437527 0.009297 47.05950 0.0000
R-squared 0.987955 Mean dependent var 14855.72
Adjusted R-squared 0.987509 S.D. dependent var 9472.076
S.E. of regression 1058.633 Akaike info criterion 16.83382
Sum squared resid 30259014 Schwarz criterion 16.92811
Log likelihood -242.0903 Hannan-Quinn criter. 16.86335
F-statistic 2214.596 Durbin-Watson stat 0.277155
Prob(F-statistic) 0.000000
想要修改它的序列相关性 ,不知道如何修改 请各位帮帮忙
我自己修改出了两个结果
(1)
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 55.32449 Prob. F(2,25) 0.0000
Obs*R-squared 23.65532 Prob. Chi-Square(2) 0.0000
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 06/01/11 Time: 23:12
Sample: 1978 2006
Included observations: 29
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 100.2903 170.9608 0.586628 0.5627
X -0.005104 0.005482 -0.930993 0.3608
RESID(-1) 1.462964 0.179340 8.157501 0.0000
RESID(-2) -0.612323 0.224966 -2.721851 0.0117
R-squared 0.815701 Mean dependent var 3.29E-13
Adjusted R-squared 0.793585 S.D. dependent var 1039.557
S.E. of regression 472.3013 Akaike info criterion 15.28055
Sum squared resid 5576712. Schwarz criterion 15.46915
Log likelihood -217.5680 Hannan-Quinn criter. 15.33962
F-statistic 36.88299 Durbin-Watson stat 1.946352
Prob(F-statistic) 0.000000
(2)
Dependent Variable: Y
Method: Least Squares
Date: 06/01/11 Time: 23:15
Sample (adjusted): 1979 2006
Included observations: 28 after adjustments
Convergence achieved after 12 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C -2524.070 3096.447 -0.815150 0.4227
X 0.190841 0.046916 4.067705 0.0004
AR(1) 1.056136 0.017517 60.29243 0.0000
R-squared 0.998895 Mean dependent var 15250.33
Adjusted R-squared 0.998807 S.D. dependent var 9400.011
S.E. of regression 324.6820 Akaike info criterion 14.50453
Sum squared resid 2635459. Schwarz criterion 14.64726
Log likelihood -200.0634 Hannan-Quinn criter. 14.54816
F-statistic 11303.01 Durbin-Watson stat 1.526732
Prob(F-statistic) 0.000000
Inverted AR Roots 1.06
Estimated AR process is nonstationary