如图,下面是我做得WLS结果,1.请问下面的系数是我原来的变量前的系数,还是经过变换后的新变量的系数2.下面的weighted statistic 和unweighted statistic有什么去边,看不懂
| Dependent Variable: RP | | |
| Method: Least Squares | | |
| Date: 05/03/12 Time: 18:35 | | |
| Sample: 1 31 | | | |
| Included observations: 31 | | |
| Weighting series: 1/ABS(R) | | |
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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| C | -2607.395 | 838.1469 | -3.110904 | 0.0045 |
| GDP | 0.063558 | 0.030531 | 2.081781 | 0.0473 |
| UL | 71.57191 | 25.82114 | 2.771834 | 0.0102 |
| I | 9666.710 | 2183.345 | 4.427477 | 0.0002 |
| D1 | 1260.079 | 318.1239 | 3.960969 | 0.0005 |
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| | Weighted Statistics | | |
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| R-squared | 0.961856 | Mean dependent var | 4695.806 |
| Adjusted R-squared | 0.955988 | S.D. dependent var | 8563.265 |
| S.E. of regression | 526.9428 | Akaike info criterion | 15.51875 |
| Sum squared resid | 7219387. | Schwarz criterion | 15.75004 |
| Log likelihood | -235.5406 | Hannan-Quinn criter. | 15.59415 |
| F-statistic | 163.9081 | Durbin-Watson stat | 1.758911 |
| Prob(F-statistic) | 0.000000 | | | |
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| | Unweighted Statistics | | |
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| R-squared | 0.755810 | Mean dependent var | 5138.161 |
| Adjusted R-squared | 0.718242 | S.D. dependent var | 3451.770 |
| S.E. of regression | 1832.230 | Sum squared resid | 87283705 |
| Durbin-Watson stat | 1.673788 | | | |
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