Method: Least Squares
Date: 04/13/12 Time: 19:59
Sample (adjusted): 2005M02 2011M12
Included observations: 83 after adjustments
Convergence achieved after 7 iterations
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
-96.67246
17.74227
-5.448707
0.0000
LNFDI
0.094350
0.034243
2.755262
0.0073
LNGDP
6.344223
1.492925
4.249526
0.0001
LNLOAN
1.414408
0.426096
3.319459
0.0014
AR(1)
0.568211
0.095936
5.922818
R-squared
0.837900
Mean dependent var
14.55155
Adjusted R-squared
0.829588
S.D. dependent var
0.271085
S.E. of regression
0.111907
Akaike info criterion
-1.483955
Sum squared resid
0.976800
Schwarz criterion
-1.338242
Log likelihood
66.58414
Hannan-Quinn criter.
-1.425416
F-statistic
100.7965
Durbin-Watson stat
2.014949
Prob(F-statistic)
0.000000
Inverted AR Roots
.57
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flycorner 发表于 2012-4-13 22:49 时间序列拟合度做到0.8都不算低了吧,lz进行季节调整了么?或者换一种估计方法试试