F-statistic 0.009938     Probability  0.998640
Obs*R-squared 0.030189     Probability  0.998617
   
   
Test Equation:   
Dependent Variable: RESID^2   
Method: Least Squares   
Date: 19/06/05   Time: 21:29   
Sample (adjusted): 4 323   
Included observations: 320 after adjustments   
   
Variable Coefficient Std. Error t-Statistic Prob.  
   
C 0.042964 0.028898 1.486744 0.1381
RESID^2(-1) -0.006408 0.056254 -0.113917 0.9094
RESID^2(-2) -0.005675 0.056254 -0.100886 0.9197
RESID^2(-3) -0.004712 0.056254 -0.083771 0.9333
   
R-squared 0.000094     Mean dependent var  0.042254
Adjusted R-squared -0.009398     S.D. dependent var  0.509219
S.E. of regression 0.511606     Akaike info criterion  1.509897
Sum squared resid 82.71005     Schwarz criterion  1.557001
Log likelihood -237.5836     F-statistic  0.009938
Durbin-Watson stat 1.998401     Prob(F-statistic)  0.998640
   
是否存在异方差呢

[此贴子已经被作者于2005-6-20 8:01:02编辑过]