我用eviews给1978年至2009年我国的税收收入(被解释变量),GDP,财政支出,商品零售物价指数做回归分析(数据均来自统计年鉴)
分析结果
Dependent Variable: Y
Method: Least Squares
Date: 11/26/11 Time: 21:29
Sample: 1978 2009
Included observations: 32
Y=C(1)+C(2)*X1+C(3)*X2+C(4)*X3
Coefficient Std. Error t-Statistic Prob.
C(1) -6364.753 3126.888 -2.035492 0.0514
C(2) 0.046266 0.012844 3.602152 0.0012
C(3) 0.616568 0.062883 9.804931 0.0000
C(4) 56.00831 29.37556 1.906629 0.0669
R-squared 0.996570 Mean dependent var 12135.70
Adjusted R-squared 0.996202 S.D. dependent var 16097.40
S.E. of regression 991.9984 Akaike info criterion 16.75379
Sum squared resid 27553701 Schwarz criterion 16.93701
Log likelihood -264.0606 F-statistic 2711.676
Durbin-Watson stat 1.053262 Prob(F-statistic) 0.000000
四个t值中有两个的绝对值没有大于临界值,确定数据没错,那这样说明什么,还能拒绝原假设吗?
还是继续做变量筛选呢?