Dependent Variable: SO2?   
Method: Pooled EGLS (Cross-section weights)   
Date: 01/23/13   Time: 11:26   
Sample: 2002 2011   
Included observations: 10   
Cross-sections included: 12   
Total pool (balanced) observations: 120   
Linear estimation after one-step weighting matrix   
   
Variable Coefficient Std. Error t-Statistic Prob.  
   
C 1.532574 0.063530 24.12356 0.0000
FDI? -0.171177 0.033275 -5.144374 0.0000
Fixed Effects (Cross)   
_WH--C 1.780707   
_HS--C 0.937459   
_SY--C -0.407198   
_YC--C 0.392036   
_XF--C 0.695568   
_EZ--C -0.121035   
_JM--C 0.348782   
_XG--C 0.096806   
_JZ--C -0.004271   
_HG--C -1.184974   
_XN--C -0.840557   
_SZ--C -1.693324   
   
Effects Specification   
   
Cross-section fixed (dummy variables)   
   
Weighted Statistics   
   
R-squared 0.943757     Mean dependent var  2.036886
Adjusted R-squared 0.937449     S.D. dependent var  1.695001
S.E. of regression 0.278880     Sum squared resid  8.321822
F-statistic 149.6219     Durbin-Watson stat  0.905069
Prob(F-statistic) 0.000000   
   
Unweighted Statistics   
   
R-squared 0.890787     Mean dependent var  1.214862
Sum squared resid 8.407818     Durbin-Watson stat  0.677901
   
各位大神，想问题下这个回归模型怎么进行检验呀，老师说要线进行一阶差分，DW检验，在进行单根检验。。怎么操作呀。。求各位大神指点。。我看了好久书还是不懂呀。。。跪谢！！！