ls log(rev) c t gdp ar(1)
| Dependent Variable: LOG(REV) |
| Method: Least Squares |
| Date: 06/24/07 Time: 17:15 |
| Sample(adjusted): 1979 1995 |
| Included observations: 17 after adjusting endpoints |
| Convergence achieved after 6 iterations |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| C | 7.809662 | 0.517244 | 15.09860 | 0.0000 |
| T | 0.186993 | 0.050461 | 3.705666 | 0.0026 |
| GDP | 4.54E-07 | 2.31E-07 | 1.968441 | 0.0707 |
| AR(1) | 0.671985 | 0.179230 | 3.749293 | 0.0024 |
| R-squared | 0.993388 | Mean dependent var | 10.02441 |
| Adjusted R-squared | 0.991862 | S.D. dependent var | 1.088483 |
| S.E. of regression | 0.098190 | Akaike info criterion | -1.601499 |
| Sum squared resid | 0.125337 | Schwarz criterion | -1.405448 |
| Log likelihood | 17.61274 | F-statistic | 651.0664 |
| Durbin-Watson stat | 1.549943 | Prob(F-statistic) | 0.000000 |
DW检验值也由0.719654提高到了1.549943,也消除了自相关。
以上是老师课件里面的 但是k=4 查表是 D-w是落在不能确定相关的区域内 大家怎么看呢 谢谢