以下是用最小二乘法做的分析结果,Y是因变量,X1,X2,X3,X4分别是几个变量,这五个数据序列都在二阶差分中平稳。希望有大神来帮忙分析一下这个结果是什么情况,讲一下y和x1,x2,x3,x4之间的关系,希望能说明一下相关参数的具体含义,感激不尽啊。我想根据这个结果写一个结论的,结果学术太渣无从下手(╯‵□′)╯︵┻━┻。
Dependent Variable: Y(-2)
Method: Least Squares
Date: 05/05/14 Time: 14:57
Sample (adjusted): 2002 2011
Included observations: 10 after adjustments
Coefficient Std. Error t-Statistic Prob.
C -1.201503 0.456382 -2.632667 0.0464
X1(-2) -0.099956 0.10163 -0.983524 0.3705
X2(-2) 1.312577 0.161012 8.15206 0.0005
X3(-2) -0.007119 0.235882 -0.030182 0.9771
X4(-2) -0.223677 0.053865 -4.152581 0.0089
R-squared 0.997149 Mean dependent var 9.728927
Adjusted R-squared 0.994869 S.D. dependent var 0.494146
S.E. of regression 0.035396 Akaike info criterion -3.53758
Sum squared resid 0.006264 Schwarz criterion -3.38629
Log likelihood 22.6879 Hannan-Quinn criter. -3.70355
F-statistic 437.2637 Durbin-Watson stat 2.669065
Prob(F-statistic) 0.000002
冒昧@了几位,实在不希望沉贴啊求指教