Dependent Variable: URBAN
[size=9.0000pt]
Method: Least Squares
Date: 12/22/15 Time: 22:06
Sample (adjusted): 2001 2014
Included observations: 14 after adjustments
Coefficient
Std. Error
t-Statistic
Prob.
C
62.07990
0.985524
62.99178
0.0000
GOV
-0.051739
0.037406
-1.383165
0.2000
EDU(-1)
0.252241
0.087834
2.871781
0.0184
S
-0.843610
0.217062
-3.886500
0.0037
M
0.178140
0.197801
0.900601
0.3913
R-squared
0.919914
Mean dependent var
54.93357
Adjusted R-squared
0.884320
S.D. dependent var
3.097700
S.E. of regression
1.053582
Akaike info criterion
3.214722
Sum squared resid
9.990323
Schwarz criterion
3.442957
Log likelihood
-17.50306
Hannan-Quinn criter.
3.193595
F-statistic
25.84475
Durbin-Watson stat
1.551490
Prob(F-statistic)
0.000060
表5. 残差序列u的ADF检验结果
变量
差分次数
ADF检验值
临界值
平稳性
u
0
-3.5076
-3.3630(10%)
平稳
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胖胖小龟宝 发表于 2015-12-23 16:08 你说的协整方程 我理解下来是否做的是EG的协整检验 即建立回归然后用回归方程的残差做单位根检验来判断协整 ...