| fy | Y | X2 | | prais y x2 zy,twostep | | |
| 1983 | 11.87764 | 6.231122974 | | | | |
| 1984 | 12.04982 | 7.519523192 | | Iteration 0:
rho = 0.0000 | | |
| 1985 | 12.15839 | 8.414325566 | | Iteration 1:
rho = 0.4594 | | |
| 1986 | 12.27428 | 8.030865039 | | | | |
| 1987 | 12.59321 | 8.445765931 | | Prais-Winsten AR(1) regression -- twostep estimates | |
| 1988 | 12.80043 | 9.852932091 | | | | |
| 1989 | 12.91313 | 10.25292001 | | Source
SS
df
MS | Number of obs | 24 |
| 1990 | 12.95381 | 10.17341858 | | | F(
2,
21) | 1574.56 |
| 1991 | 13.03224 | 10.73479539 | | Model
13.9943638
2
6.99718191 | Prob > F | 0 |
| 1992 | 13.17632 | 11.34905951 | | Residual
.093321662
21
.004443889 | R-squared | 0.9934 |
| 1993 | 13.43864 | 11.78540989 | | | Adj R-squared | 0.9927 |
| 1994 | 13.65296 | 12.05581204 | | Total
14.0876855
23
.612508065 | Root MSE | 0.06666 |
| 1995 | 13.74767 | 11.35268405 | | | | |
| 1996 | 13.86559 | 11.36750193 | | | | |
| 1997 | 13.91665 | 11.53476836 | | y
Coef.
Std. Err.
t
P>t | [95% Conf. | Interval] |
| 1998 | 13.93874 | 11.55374932 | | | | |
| 1999 | 13.99078 | 11.74970885 | | x2
.0049811
.0306621
0.16
0.873 | -0.0587842 | 0.0687464 |
| 2000 | 14.05503 | 11.9168582 | | zy
.9709511
.0578415
16.79
0.000 | 0.8506631 | 1.091239 |
| 2001 | 14.15252 | 11.95823596 | | _cons
.4683023
.5068272
0.92
0.366 | -0.5857025 | 1.522307 |
| 2002 | 14.23349 | 12.10552831 | | | | |
| 2003 | 14.33085 | 12.35885426 | | rho
.4593725 | | |
| 2004 | 14.44974 | 12.62398537 | | | | |
| 2005 | 14.56763 | 12.92092696 | | Durbin-Watson statistic (original)
1.066868 | | |
| 2006 | 14.71255 | 12.12415178 | | Durbin-Watson statistic (transformed) 1.544177 | | |
| 2007 | 14.93836 | 12.10489736 | | | | |
| | | | | | |
上面的分析中，为什么t值不合，能否有其他办法？求救了！
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