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malan1988

1646

收藏 2009-07-24

相关运行结果如下
Dependent Variable: Y
Method: Least Squares
Date: 07/24/09 Time: 01:27
Sample: 1995 2007
Included observations: 13

Variable Coefficient    Std. Error          t-Statistic                      Prob.

C -0.306075427004 0.20881032247 -1.46580601659 0.173425837916
K 1.00825788576 0.0458813581705 21.9753278011 8.52990453257e-10
L 0.338348351184 0.132501575704 2.55354209478 0.0286891603684

R-squared 0.989412135941    Mean dependent var  3.34608168885
Adjusted R-squared 0.987294563129    S.D. dependent var  0.260146576723
S.E. of regression 0.0293233049391    Akaike info criterion  -4.02169418033
Sum squared resid 0.00859856212553    Schwarz criterion  -3.89132125168
Log likelihood 29.1410121721    F-statistic  467.23877941
Durbin-Watson stat 1.00325694177    Prob(F-statistic)  1.33058242628e-10

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malan1988

2009-7-24 02:35:39

Date: 07/24/09 Time: 02:32
Sample: 1995 2007
Included observations: 13

Autocorrelation Partial Correlation AC    PAC    Q-Stat    Prob

. |** . |       . |** . | 1 0.276 0.276 1.2422 0.265
. **| . |       .***| . | 2 -0.289 -0.396 2.7240 0.256
*****| . |       ****| . | 3 -0.636 -0.533 10.620 0.014
. **| . |       .  *| . | 4 -0.302 -0.177 12.600 0.013
. |** . |       . | . | 5 0.234 0.036 13.933 0.016
. |***. |       .  *| . | 6 0.372 -0.161 17.793 0.007
. |** . |       . | . | 7 0.254 0.047 19.893 0.006
.  *| . |       .  *| . | 8 -0.163 -0.090 20.934 0.007
. **| . |       . | . | 9 -0.290 -0.054 25.035 0.003
.  *| . |       . | . | 10 -0.179 -0.036 27.117 0.002
. | . |       .  *| . | 11 0.040 -0.114 27.275 0.004