一开始是10组数据 ，想做一个银行利润增速Y与不良贷款率X1以及其他因素五元一次回归，第一次结果如下 | Y | X1 | X2 | X3 | X4 | X5 |
Y | 1.000000 | 0.528746 | -0.507475 | 0.757184 | 0.563792 | 0.302720 |
| | | | | | |
| | |
Included observations: 10 | | |
Y=C(1)+C(2)*X1+C(3)*X2+C(4)*X3+C(5)*X4+C(6)*X5 |
| | | | |
| | | | |
| Coefficient | Std. Error | t-Statistic | Prob. |
| | | | |
| | | | |
C(1) | -1.913285 | 2.108777 | -0.907296 | 0.4156 |
C(2) | 6.417621 | 8.235095 | 0.779301 | 0.4793 |
C(3) | 0.047768 | 0.061928 | 0.771356 | 0.4835 |
C(4) | 0.032339 | 0.042158 | 0.767109 | 0.4858 |
C(5) | 0.145616 | 1.929128 | 0.075483 | 0.9435 |
C(6) | -0.059312 | 0.112404 | -0.527669 | 0.6256 |
| | | | |
| | | | |
R-squared | 0.660613 | Mean dependent var | 0.194000 |
Adjusted R-squared | 0.236380 | S.D. dependent var | 0.107254 |
S.E. of regression | 0.093724 | Akaike info criterion | -1.613217 |
Sum squared resid | 0.035137 | Schwarz criterion | -1.431666 |
Log likelihood | 14.06609 | Hannan-Quinn criter. | -1.812378 |
F-statistic | 1.557194 | Durbin-Watson stat | 2.370580 |
Prob(F-statistic) | 0.344338 | | | |
| | | | |
| | | | |
[/table]
第二次选取其中后6组数据，结果如下
[table]
Y
X1
X2
X3
X4
X5
Y
1.000000
-0.375446
0.162044
0.959942
0.918158
0.903021
| | |
Included observations: 6 | | |
Y=C(1)+C(2)*X1+C(3)*X2+C(4)*X3+C(5)*X4+C(6)*X5 |
| | | | |
| | | | |
| Coefficient | Std. Error | t-Statistic | Prob. |
| | | | |
| | | | |
C(1) | -1.596826 | NA | NA | NA |
C(2) | 4.784754 | NA | NA | NA |
C(3) | 0.141040 | NA | NA | NA |
C(4) | 0.139558 | NA | NA | NA |
C(5) | 1.839838 | NA | NA | NA |
C(6) | -2.079903 | NA | NA | NA |
| | | | |
| | | | |
R-squared | 1.000000 | Mean dependent var | 0.148333 |
S.D. dependent var | 0.112425 | Sum squared resid | 4.94E-24 |
Durbin-Watson stat | 2.626345 | | | |
| | | | |
| | | | |
请问一下，标准差和t统计量 P值为什么不存在 而且拟合优度为1
Y与X1成负相关，为什么X1的系数为正
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