Dependent Variable: Y
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Method: Least Squares
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Date: 03/20/15 Time: 17:58
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Sample (adjusted): 1995 2013
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Included observations: 19 after adjustments
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Convergence achieved after 63 iterations
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| Coefficient
| Std. Error
| t-Statistic
| Prob.
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C
| 22361.68
| 550377.3
| 0.040630
| 0.9681
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X
| 0.007368
| 0.009560
| 0.770660
| 0.4521
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AR(1)
| 0.997876
| 0.053145
| 18.77646
| 0.0000
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R-squared
| 0.972976
| Mean dependent var
| 542.3379
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Adjusted R-squared
| 0.969599
| S.D. dependent var
| 351.7122
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S.E. of regression
| 61.32459
| Akaike info criterion
| 11.21418
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Sum squared resid
| 60171.29
| Schwarz criterion
| 11.36330
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Log likelihood
| -103.5347
| Hannan-Quinn criter.
| 11.23942
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F-statistic
| 288.0385
| Durbin-Watson stat
| 2.162501
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Prob(F-statistic)
| 0.000000
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Inverted AR Roots
| 1.00
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表5-4修正后的OLS的输出结果
修正之后参数的t统计量变得很小,说明此时解释变量与被解释变量的关系不显著是吗?