时间序列进行序列相关的检验，Q值为什么一直是0？

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收藏 2013-11-28

悬赏 10 个论坛币已解决

这里是 stata里输的命令
. reg  logexport logpop exch loggdp eventNl23

   Source |    SS    df    MS             Number of obs =    156
-------------+------------------------------          F(  4, 151) =  128.49
   Model |  18.5012631    4  4.62531579          Prob > F    =  0.0000
Residual |  5.43570264 151  .035998031          R-squared    =  0.7729
-------------+------------------------------          Adj R-squared =  0.7669
   Total |  23.9369658 155  .154432037          Root MSE    =  .18973

------------------------------------------------------------------------------
logexport |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
   logpop | 9.065582 1.189573    7.62 0.000    6.715224 11.41594
      exch | .0225654 .0408088    0.55 0.581 -.0580646 .1031953
   loggdp | .5358491 .2163733    2.48 0.014    .108339 .9633593
eventNl23 |  -.2101653 .050259 -4.18 0.000    -.309467 -.1108635
   _cons |  -69.51479 8.267805 -8.41 0.000 -85.85031 -53.17927
------------------------------------------------------------------------------

. predict u,residual

. wntestq u Q
variable Q not found
r(111);

. wntestq u

Portmanteau test for white noise
---------------------------------------
Portmanteau (Q) statistic =  1086.7635
Prob > chi2(40)          =    0.0000

. ac u

. pac u

. corrgram u

                                       -1    0    1 -1    0    1
LAG    AC    PAC    Q    Prob>Q  [Autocorrelation]  [Partial Autocor]
-------------------------------------------------------------------------------
1       0.7970 0.8055    101  0.0000       |------          |------
2       0.7386 0.3072 188.3  0.0000       |-----          |--
3       0.7070 0.1963 268.82  0.0000       |-----          |-
4       0.6898 0.1352 345.98  0.0000       |-----          |-
5       0.6687 0.0944 418.98  0.0000       |-----          |
6       0.7041 0.2408 500.46  0.0000       |-----          |-
7       0.6181  -0.2194 563.66  0.0000       |----          -|
8       0.5854  -0.0499 620.73  0.0000       |----             |
9       0.6321 0.2574 687.73  0.0000       |-----          |--
10    0.5479  -0.2480 738.41  0.0000       |----          -|
11    0.5419 0.1218 788.33  0.0000       |----             |
12    0.5191  -0.0567 834.45  0.0000       |----             |
13    0.4751  -0.0663 873.35  0.0000       |---             |
14    0.4273  -0.0944 905.04  0.0000       |---             |
15    0.4465  -0.0843 939.89  0.0000       |---             |
16    0.3441  -0.2397 960.74  0.0000       |--             -|
17    0.3175 0.0031 978.61  0.0000       |--             |
18    0.3308 0.1329 998.15  0.0000       |--             |-
19    0.2789  -0.0955 1012.1  0.0000       |--             |
20    0.2448 0.0400    1023  0.0000       |-                |
21    0.2578 0.1411 1035.1  0.0000       |--             |-
22    0.2113 0.0037 1043.3  0.0000       |-                |
23    0.1814 0.0825 1049.4  0.0000       |-                |
24    0.1950 0.0465 1056.5  0.0000       |-                |
25    0.1289  -0.0560 1059.7  0.0000       |-                |
26    0.0871  -0.0567 1061.1  0.0000       |                |
27    0.0947 0.0608 1062.8  0.0000       |                |
28    0.0344  -0.1190    1063  0.0000       |                |
29    -0.0215  -0.2701 1063.1  0.0000       |             --|
30    -0.0071 0.0704 1063.1  0.0000       |                |
31    -0.0530 0.0020 1063.7  0.0000       |                |
32    -0.0467 0.1918 1064.1  0.0000       |                |-
33    -0.0167 0.0832 1064.2  0.0000       |                |
34    -0.0697  -0.1384 1065.2  0.0000       |                -|
35    -0.1019 0.0126 1067.3  0.0000       |                |
36    -0.0713 0.0211 1068.3  0.0000       |                |
37    -0.1298  -0.2184 1071.8  0.0000       -|                -|
38    -0.1429 0.0949 1076.1  0.0000       -|                |
39    -0.1325 0.0097 1079.8  0.0000       -|                |
40    -0.1812  -0.0876 1086.8  0.0000       -|                |

上面的p值一直是0，求助