求助德宾两步法修正自相关后,如果之前是一元回归,修正后我们的自变量个数考不考虑滞后项呢Dependent Variable: LN_GDP-0.990782*LN_GDP(-1) Method: Least Squares
Date: 05/15/14 Time: 13:42
Sample (adjusted): 1979 2012
Included observations: 34 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
C 0.124021 0.030155 4.112846 0.0003
F-0.990782*F(-1) 0.300311 0.101219 2.966951 0.0057
R-squared 0.215740 Mean dependent var 0.208288
Adjusted R-squared 0.191232 S.D. dependent var 0.065690
S.E. of regression 0.059076 Akaike info criterion -2.762972
Sum squared resid 0.111678 Schwarz criterion -2.673186
Log likelihood 48.97052 Hannan-Quinn criter. -2.732352
F-statistic 8.802800 Durbin-Watson stat 1.255563
Prob(F-statistic) 0.005651
如果是用科克伦奥克特法,AR(1)算不算系数在内呢