stata新手求帮助，

A_Mouse

969

收藏 2017-09-04

在论一个简单的论文数据分析，得出结果如下：只有一个显著，能不能有大神指导下，实在看不懂了，我看文献说，修正一下就都显著了，可是小白不懂啊。还有这个我选择的是88到16年的并购总额数据，我是否需要设置时间序列呢？具体怎么操作呢，纯小白。

. . reg Y INR EXR  CPI GGDP GINP  M2
   Source |    SS    df    MS             Number of obs =    22
-------------+------------------------------          F(  6, 15) = 14.82
   Model |  123.294099    6  20.5490165          Prob > F    =  0.0000
Residual |  20.7938617 15  1.38625745          R-squared    =  0.8557
-------------+------------------------------          Adj R-squared =  0.7980
   Total |  144.087961 21  6.86133145          Root MSE    =  1.1774
------------------------------------------------------------------------------
         Y |    Coef. Std. Err.    t P>|t|    [95% Conf. Interval]
-------------+----------------------------------------------------------------
      INR | .7094748 1.195715    0.59 0.562 -1.839132 3.258082
      EXR | .7505163 1.366216    0.55 0.591 -2.161504 3.662537
      CPI | .2005453 .4770845    0.42 0.680 -.8163362 1.217427
      GGDP |  -.3690386 1.260015 -0.29 0.774 -3.054697    2.31662
      GINP | .157133 .351445    0.45 0.661 -.5919543 .9062203
      M2 | 1.978552 .3705645    5.34 0.000    1.188713 2.768392
   _cons |  -23.87667 7.272046 -3.28 0.005 -39.37667 -8.376667
------------------------------------------------------------------------------
. hettest
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity
      Ho: Constant variance
      Variables: fitted values of Y
      chi2(1)    =    6.14
      Prob > chi2  = 0.0132
. vif
Variable |    VIF    1/VIF
-------------+----------------------
      INR |    9.11 0.109737
      CPI |    4.50 0.222315
      M2 |    4.18 0.239123
      GINP |    2.25 0.444216
      GGDP |    1.81 0.553483
      EXR |    1.72 0.581651
-------------+----------------------
Mean VIF |    3.93
.