最近刚接触Eviews,对于里面的一些表达含义不是非常的了解。望各位大大答疑解惑~
在使用WLS对于异方差调整的时候,不知道里面让我输入的weight是不是同乘以我输入的值。
当我输入 weight=1/x时,
不知道结果的X的系数是指原来导入的X系数,还是新的X的系数??
C指原来b*X的b还是独立的常数?
非常感谢大家! 一下是我的结果:
Dependent Variable: Y
Method: Least Squares
Date: 11/07/11 Time: 20:53
Sample: 1978 1998
Included observations: 21
Weighting series: 1/X
Coefficient Std. Error t-Statistic Prob.
C -826.5025 142.9414 -5.782108 0.0000
X 1.162115 0.107265 10.83403 0.0000
Weighted Statistics
R-squared 0.860679 Mean dependent var 1182.268
Adjusted R-squared 0.853347 S.D. dependent var 876.2286
S.E. of regression 541.1666 Akaike info criterion 15.51572
Sum squared resid 5564364. Schwarz criterion 15.61520
Log likelihood -160.9151 Hannan-Quinn criter. 15.53731
F-statistic 117.3761 Durbin-Watson stat 0.126225
Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.868236 Mean dependent var 4532.810
Adjusted R-squared 0.861301 S.D. dependent var 6535.305
S.E. of regression 2433.900 Sum squared resid 1.13E+08
Durbin-Watson stat 0.114823