White Heteroskedasticity Test:

F-statistic

335.9145

    Probability

0.000000

Obs*R-squared

10.95110

    Probability

0.027119

Test Equation:

Dependent Variable: RESID^2

Method: Least Squares

Date: 12/04/08   Time: 18:15

Sample: 1997 2007

Included observations: 11

Variable

Coefficient

Std. Error

t-Statistic

Prob. 

C

-9192.209

2799.645

-3.283348

0.0168

X

3.349165

0.993397

3.371428

0.0150

X^2

-0.000164

2.35E-05

-6.978173

0.0004

Z

-20.15566

8.782926

-2.294869

0.0615

Z^2

0.015315

0.001988

7.703658

0.0003

R-squared

0.995554

    Mean dependent var

10173.78

Adjusted R-squared

0.992591

    S.D. dependent var

17617.13

S.E. of regression

1516.433

    Akaike info criterion

17.78906

Sum squared resid

13797412

    Schwarz criterion

17.96993

Log likelihood

-92.83985

    F-statistic

335.9145

Durbin-Watson stat

2.584973

    Prob(F-statistic)

0.000000

 

 

 

这个对不对呢？这个怎么修正啊！不会求权数啊！

这个对不对呢？这个怎么修正啊！不会求权数啊！

[此贴子已经被作者于2008-12-4 20:24:59编辑过]