高手们帮帮我呀,我最近要写一篇毕业论文,在网上看到例文上面有人用eviews分析股票收益率问题。就下载了一个按照他的步骤分析了一下,数据都代对了,但是结果里的prob.和F-statistics不一样。我算的结果如下:
Dependent Variable: GPI
Method: Least Squares
Date: 03/13/10 Time: 23:58
Sample: 1991 2007
Included observations: 17
Estimation settings: tol= 0.00010, derivs=analytic (linear)
GPI=C(1)+C(2)*M+C(3)*ROU+C(4)*FD+C(5)*R+C(6)*GDP
Coefficient Std. Error t-Statistic Prob.
C(1) 2351.988 1988.990 1.182504 0.2619
C(2) 0.004596 0.016075 0.285884 0.7803
C(3) -486.2785 983.6558 -0.494358 0.6308
C(4) 0.225229 0.594603 0.378789 0.7121
C(5) -75.03728 122.1036 -0.614538 0.5514
C(6) 0.007362 0.030979 0.237653 0.8165
R-squared 0.634997 Mean dependent var 1419.610
Adjusted R-squared 0.469086 S.D. dependent var 906.2865
S.E. of regression 660.3551 Akaike info criterion 16.09400
Sum squared resid 4796757. Schwarz criterion 16.38807
Log likelihood -130.7990 Durbin-Watson stat 1.312377
论文里的结果是这样的
Dependent Variable: GPI
Method: Least Squares
Sample: 1991 2007
Included observations: 17
Coefficient Std. Error t-Statistic Prob.
C(1) 2351.988 1988.990 1.182504 0.0619
C(2) 0.004596 0.016075 0.285884 0.0803
C(3) -486.2786 983.6558 -0.494358 0.0308
C(4) 0.225229 0.594603 0.378789 0.0121
C(5) -75.03728 122.1036 -0.614538 0.0514
C(6) 0.007362 0.030979 0.237653 0.0165
R-squared 0.934997 Mean dependent var 1419.610
Adjusted R-squared 0.969086 S.D. dependent var 906.2865
S.E. of regression 660.3551 Akaike info criterion 16.09400
Sum squared resid 4796757. Schwarz criterion 16.38807
Log likelihood -130.7990 Durbin-Watson stat 1.312377
F-statistics 3.827343 prob(f-statistics) 0.000672
数据都没有错误,是步骤错了还是怎样望各位大大帮下忙。万分感谢
btw:我这里有论文的原本和数据,QQ:124991660