用stata检验得到不存在一阶自相关,但是用Eviews计算得到的相关系数又很显著,这到底是否存在自相关关系呢???
以下是stata14以及eviews7.0的结果.
Wooldridge test | F( 1, 805) | Prob > F |
| 1.151 | 0.2836 |
| CJ1 | CJ2 | CJ3 | CJ4 | CJ5 | CJ6 | CJ7 | CJ8 |
CJ1 | 1.000 | 0.762 | 0.661 | 0.615 | 0.505 | 0.502 | 0.309 | 0.370 |
CJ2 | 0.762 | 1.000 | 0.768 | 0.714 | 0.610 | 0.575 | 0.357 | 0.412 |
CJ3 | 0.661 | 0.768 | 1.000 | 0.751 | 0.660 | 0.589 | 0.385 | 0.430 |
CJ4 | 0.615 | 0.714 | 0.751 | 1.000 | 0.692 | 0.691 | 0.439 | 0.472 |
CJ5 | 0.505 | 0.610 | 0.660 | 0.692 | 1.000 | 0.696 | 0.471 | 0.416 |
CJ6 | 0.502 | 0.575 | 0.589 | 0.691 | 0.696 | 1.000 | 0.536 | 0.454 |
CJ7 | 0.309 | 0.357 | 0.385 | 0.439 | 0.471 | 0.536 | 1.000 | 0.288 |
CJ8 | 0.370 | 0.412 | 0.430 | 0.472 | 0.416 | 0.454 | 0.288 | 1.000 |