之前用回归的时候,至少是reg y x,为什么这个直接一个一阶差分就可以回归了呢?原书如下:
use
http://www.stata-press.com/data/r12/wpi1
. regress D.ln_wpi
Source SS df MS Number of obs = 123
F( 0, 122) = 0.00
Model 0 0 . Prob > F = .
Residual .02521709 122 .000206697 R-squared = 0.0000
Adj R-squared = 0.0000
Total .02521709 122 .000206697 Root MSE = .01438
D.ln_wpi Coef. Std. Err. t P>|t| [95% Conf. Interval]
_cons .0108215 .0012963 8.35 0.000 .0082553 .0133878
请高手指点