Dependent Variable: Y
Method: Least Squares
Date: 12/01/11 Time: 17:41
Sample (adjusted): 1993 2009
Included observations: 17 after adjustments
Convergence achieved after 5 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C 0.285045 0.909728 0.313330 0.7590
X2 0.017465 0.008064 2.165810 0.0495
X3 0.194511 0.010783 18.03867 0.0000
AR(1) -0.183933 0.310066 -0.593207 0.5632
R-squared 0.952785 Mean dependent var 5.618568
Adjusted R-squared 0.941889 S.D. dependent var 1.471693
S.E. of regression 0.354769 Akaike info criterion 0.967622
Sum squared resid 1.636190 Schwarz criterion 1.163672
Log likelihood -4.224789 Hannan-Quinn criter. 0.987110
F-statistic 87.44555 Durbin-Watson stat 1.937374
Prob(F-statistic) 0.000000
这是我自己用迭代法写作业是得到的结果,但是有两个问题,
第一:在eviews中使用迭代法的命令是ls y c x2 x3 zr(1)呢?还是ls y x2 x3 ar(1)呢?这是我用第一个命令做的结果
第二:最后若得到ar(1)项的系数的T检验不显著,能说明什么问题呢?先谢谢各位了