求教!!!
做自相关检验,用的是BG检验方法,EViews的输出结果是这个
| Breusch-Godfrey Serial Correlation LM Test: | |
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| F-statistic | 3.361373 | Prob. F(2,16) | 0.0604 |
| Obs*R-squared | 6.213055 | Prob. Chi-Square(2) | 0.0448 |
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| Test Equation: | | | |
| Dependent Variable: RESID | | |
| Method: Least Squares | | |
| Date: 06/10/16 Time: 01:32 | | |
| Sample: 1 21 | | | |
| Included observations: 21 | | |
| Presample missing value lagged residuals set to zero. |
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| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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| C | -0.032782 | 0.284131 | -0.115377 | 0.9096 |
| X2 | -6.80E-05 | 0.000195 | -0.348182 | 0.7322 |
| X3 | 0.000215 | 0.000620 | 0.346930 | 0.7332 |
| RESID(-1) | 0.326056 | 0.226495 | 1.439570 | 0.1693 |
| RESID(-2) | -0.546866 | 0.230854 | -2.368876 | 0.0308 |
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| R-squared | 0.295860 | Mean dependent var | 4.04E-15 |
| Adjusted R-squared | 0.119825 | S.D. dependent var | 0.699618 |
请问这样的结果是一阶正自相关吗?
谢谢!!!