求助各位大侠,
本人做了一个国际贸易的实证分析,回归之后,得到的结果是这样的,
Dependent Variable: LNIMPORT
Method: Least Squares
Date: 06/25/11 Time: 20:12
Sample (adjusted): 1992 2008
Included observations: 17 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
C -35.82236 10.34059 -3.464248 0.0047
LNGDP1 -1.854413 0.254680 -7.281337 0.0000
LNGDP2 0.759865 0.389714 1.949800 0.0750
LNPGDP1 7.309672 1.355788 5.391456 0.0002
LNPGDP2 1.765864 0.781106 2.260724 0.0432
R-squared 0.992618 Mean dependent var 22.71207
Adjusted R-squared 0.990157 S.D. dependent var 1.743157
S.E. of regression 0.172941 Akaike info criterion -0.431806
Sum squared resid 0.358902 Schwarz criterion -0.186743
Log likelihood 8.670347 Hannan-Quinn criter. -0.407446
F-statistic 403.3849 Durbin-Watson stat 2.166378
Prob(F-statistic) 0.000000
我开始设置的时候,贸易量用两个国家的GDP,人均GDP作为解释变量,来回归,咋就得到的系数是负的呢?不符合常理呀
可能是模型设置上,遗漏了某些重要变量,求高手指出呀~