得出的结果如下,R-squared和Durbin-Watson stat都太小。不知道该怎么调
Dependent Variable: PREMIUM
Method: Panel Least Squares
Date: 02/08/19 Time: 11:34
Sample: 12/07/2015 12/05/2018
Periods included: 713
Cross-sections included: 16
Total panel (unbalanced) observations: 11277
Variable Coefficient Std. Error t-Statistic Prob.
S -0.164271 0.004900 -33.52406 0.0000
LIQ 0.019139 0.001005 19.03754 0.0000
SWING 0.115323 0.012698 9.081753 0.0000
EXC 2.536338 0.025997 97.56220 0.0000
R-squared 0.199632 Mean dependent var 1.852560
Adjusted R-squared 0.199419 S.D. dependent var 0.986735
S.E. of regression 0.882883 Akaike info criterion 2.589106
Sum squared resid 8787.102 Schwarz criterion 2.591706
Log likelihood -14594.68 Hannan-Quinn criter. 2.589981
Durbin-Watson stat 0.077642