以下为实证结果:
Dependent Variable: Y
Method: Least Squares Date: 02/05/10 Time: 21:12
Sample: 1 271
Included observations: 271
Variable Coefficient Std. Error t-Statistic Prob.
C 0.002022 0.047882 0.042229 0.9663
X 0.472085 0.039086 12.07804 0.0000
R-squared 0.351618 Mean dependent var 0.000959
Adjusted R-squared 0.349208 S.D. dependent var 0.977094
S.E. of regression 0.788238 Akaike info criterion 2.369319
Sum squared resid 167.1349 Schwarz criterion 2.395903
Log likelihood -319.0428 F-statistic 145.8791
Durbin-Watson stat 0.433827 Prob(F-statistic) 0.000000
显示结果P值为0,感到十分奇怪,请教一下高手这种情况出现的可能原因。