p-value是指什么呀?
在EVIEWS中怎么得到这个值呀?比如下面这个回归中有没有哪个值是p-value值呀?
先谢谢大家哈!
| Dependent Variable: X | | |
| Method: Least Squares | | |
| Date: 05/23/07 Time: 00:01 | | |
| Sample (adjusted): 1/01/2004 5/25/2004 | |
| Included observations: 146 after adjustments | |
| | | | | |
| | | | | |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| | | | | |
| | | | | |
| C | 0.011497 | 0.023532 | 0.488585 | 0.6259 |
| Y | 1.284236 | 0.719780 | 1.784204 | 0.0765 |
| Z | 0.145712 | 0.004969 | 29.32447 | 0.0000 |
| | | | | |
| | | | | |
| R-squared | 0.857654 | Mean dependent var | 0.043743 |
| Adjusted R-squared | 0.855663 | S.D. dependent var | 0.618736 |
| S.E. of regression | 0.235068 | Akaike info criterion | -0.037547 |
| Sum squared resid | 7.901772 | Schwarz criterion | 0.023760 |
| Log likelihood | 5.740906 | F-statistic | 430.7959 |
| Durbin-Watson stat | 2.559426 | Prob(F-statistic) | 0.000000 |
| | | | | |
| | | | | |
| Dependent Variable: X | | |
| Method: Least Squares | | |
| Date: 05/23/07 Time: 00:01 | | |
| Sample (adjusted): 1/01/2004 5/25/2004 | |
| Included observations: 146 after adjustments | |
| | | | | |
| | | | | |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| | | | | |
| | | | | |
| C | 0.011497 | 0.023532 | 0.488585 | 0.6259 |
| Y | 1.284236 | 0.719780 | 1.784204 | 0.0765 |
| Z | 0.145712 | 0.004969 | 29.32447 | 0.0000 |
| | | | | |
| | | | | |
| R-squared | 0.857654 | Mean dependent var | 0.043743 |
| Adjusted R-squared | 0.855663 | S.D. dependent var | 0.618736 |
| S.E. of regression | 0.235068 | Akaike info criterion | -0.037547 |
| Sum squared resid | 7.901772 | Schwarz criterion | 0.023760 |
| Log likelihood | 5.740906 | F-statistic | 430.7959 |
| Durbin-Watson stat | 2.559426 | Prob(F-statistic) | 0.000000 |
| | | | | |
| | | | | |