一共四个解释变量,已经检测出来有异方差了,但是不会看哪个变量引起的,就只上传有用部分的数据啦
F-statistic 5.281606 Prob. F(14,16) 0.0011
Obs*R-squared 25.48536 Prob. Chi-Square(14) 0.0301
Scaled explained SS 20.64123 Prob. Chi-Square(14) 0.1112
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 06/16/15 Time: 10:41
Sample: 1 31
Included observations: 31
Variable Coefficient Std. Error t-Statistic Prob.
C -3924622. 3359008. -1.168387 0.2598
XF 108.1750 57.74861 1.873206 0.0794
XF^2 -0.000204 0.000823 -0.247806 0.8074
XF*RJJY -301.3054 233.3417 -1.291263 0.2150
XF*LNRJSB 14.28899 16.46869 0.867646 0.3984
XF*LNNL 12.86518 30.10013 0.427413 0.6748
RJJY 37556102 12274284 3.059739 0.0075
RJJY^2 25934109 20164328 1.286138 0.2167
RJJY*LNRJSB 1197327. 4068011. 0.294327 0.7723
RJJY*LNNL 15101687 6990075. 2.160447 0.0463
LNRJSB -1795992. 1482996. -1.211057 0.2435
LNRJSB^2 -111806.5 238551.0 -0.468690 0.6456
LNRJSB*LNNL -365047.4 538283.5 -0.678169 0.5074
LNNL 1058206. 2149896. 0.492213 0.6293
LNNL^2 817715.9 613764.8 1.332295 0.2014
R-squared 0.822109 Mean dependent var 78594.58
Adjusted R-squared 0.666454 S.D. dependent var 121237.9
S.E. of regression 70019.13 Akaike info criterion 25.45727
Sum squared resid 7.84E+10 Schwarz criterion 26.15113
Log likelihood -379.5877 Hannan-Quinn criter. 25.68345
F-statistic 5.281606 Durbin-Watson stat 2.474102
Prob(F-statistic) 0.001080