我的模型是Y=a+bX,Y代表进出口贸易总额,X代表外商直接投资总额。我用最小二乘法进行了回归分析结果如下:
Dependent Variable: Y |
Method: Least Squares |
Date: 03/14/10
Time: 15:45 |
Sample: 1987 2008 |
Included observations: 22 |
Variable | Coefficient | Std. Error | t-Statistic | Prob.
|
X | 26.95813 | 5.064964 | 5.322473 | 0.0000 |
C | -534.4837 | 560.2101 | -0.954077 | 0.3514 |
R-squared | 0.586167 |
Mean dependent var
| 2053.681 |
Adjusted R-squared | 0.565476 |
S.D. dependent var
| 1979.279 |
S.E. of regression | 1304.710 |
Akaike info criterion
| 17.27186 |
Sum squared resid | 34045378 |
Schwarz criterion
| 17.37104 |
Log likelihood | -187.9904 |
F-statistic
| 28.32872 |
Durbin-Watson stat | 0.201297 |
Prob(F-statistic)
| 0.000033 |
于是,我将X改成是外商直接投资的累积总额,得到结果如下:
Dependent Variable: Y
Method: Least Squares
Date: 03/16/10 Time: 15:13
Sample: 1987 2008
Included observations: 22
Variable Coefficient Std. Error t-Statistic Prob.
X 2.687986 0.214599 12.52563 0.0000
C -49.52011 222.1134 -0.222950 0.8258
R-squared 0.886936 Mean dependent var 2053.681
Adjusted R-squared 0.881283 S.D. dependent var 1979.279
S.E. of regression 681.9671 Akaike info criterion 15.97435
Sum squared resid 9301582. Schwarz criterion 16.07353
Log likelihood -173.7178 F-statistic 156.8914
Durbin-Watson stat 0.163374 Prob(F-statistic) 0.000000
为什么系数c的P值一直都这么大呢?是数据的问题吗?但是我的数据是从广东省统计年鉴上来的,应该是没有问题的啊。理论上,外商直接投资和进出口贸易的关系应该是促进的关系啊。到底问题是什么啊?
恳请各位高人指点一下啊!!我的论文啊!快要交了。。。。该怎么办呢。。。。。。。