rm(list = ls())
n=1000
gy=read.delim("2013gdp.txt")
y=data.matrix(gy[2])
x=data.matrix(gy[1])

dataxy=cbind(x,x^2,x^3,x^4,x^5)
xy1=data.frame(dataxy)
names(xy1)
colnames(xy1)[2:5]=c("x2","x3","x4","x5")
lm1.fit=lm(y~.,data=xy1)
lm2.fit=step(lm1.fit,trace=0,k=log(n))
summary(lm2.fit)
extractAIC(lm2.fit,k=log(n))

###########################################
运行后是

Call:
lm(formula = y ~ 1, data = xy1)
Residuals:
      Min        1Q    Median        3Q       Max
-15411207 -10936113  -4568171   3225395  66004190
Coefficients:
            Estimate Std. Error t value Pr(>|t|)   
(Intercept) 17708165    3088041   5.734 2.94e-06 ***
---
Signif. codes:  0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
Residual standard error: 17190000 on 30 degrees of freedom
> extractAIC(lm2.fit,k=log(n))
[1]    1.000 1038.814

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系数总是出不来