今天做两组变量的双对数模型,定义相关变量后在EVIEWS上输入LNY C LNX,运行
结果如下:
| Dependent Variable: LNY |
| Method: Least Squares |
| Date: 09/13/07 Time: 20:26 |
| Sample(adjusted): 9 11 |
| Included observations: 3 after adjusting endpoints |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| C | 0.911747 | 0.165354 | 5.513896 | 0.1142 |
| LNX | 0.399505 | 0.150452 | 2.655365 | 0.2293 |
| R-squared | 0.875791 | Mean dependent var | 0.977371 |
| Adjusted R-squared | 0.751583 | S.D. dependent var | 0.568172 |
| S.E. of regression | 0.283185 | Akaike info criterion | 0.549291 |
| Sum squared resid | 0.080194 | Schwarz criterion | -0.051634 |
| Log likelihood | 1.176063 | F-statistic | 7.050964 |
| Durbin-Watson stat | 2.362208 | Prob(F-statistic) | 0.229291 |
R方其实还是相对显著的,就是F、P的相伴概率很大,这到底出现了什么问题呢?自相关吗,但是已经用双对数消除了,请大家指点