Dependent Variable: TEARCHANGE Method: Least Squares Date: 14/07/05 Time: 20:42 Sample: 1 520 Included observations: 519 Variable Coefficient Std. Error t-Statistic Prob. _T_1_EARCHANGE 0.446240 0.078634 5.674899 0.0000 CDJS 2.192743 0.950397 2.307186 0.0214 CDZJ -0.445540 0.874777 -0.509318 0.6107 ROE -0.375595 0.095518 -3.932167 0.0001 SC2JS -1.611120 0.958938 -1.680108 0.0935 SC2ZJ -2.126895 0.874480 -2.432182 0.0153 C 0.046723 0.008698 5.371932 0.0000 R-squared 0.992145 Mean dependent var -0.071621 Adjusted R-squared 0.992053 S.D. dependent var 1.402525 S.E. of regression 0.125030 Akaike info criterion -1.307126 Sum squared resid 8.003875 Schwarz criterion -1.249779 Log likelihood 346.1992 F-statistic 10778.15 Durbin-Watson stat 2.052135 Prob(F-statistic) 0.000000 这是我做的另一个回归估计结果，大家帮着看看，为什么F-statistic 这么大阿

我感到有点问题了，什么原因阿

[此贴子已经被作者于2005-7-14 20:45:44编辑过]