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记得在乌德里奇的书上,讲到如果部分参数的T检验不理想,没关系,而拟合度高,可以做预测
请高手指教,谢谢
Dependent Variable: LNS
Method: Least Squares
Date: 03/23/10 Time: 18:45
Sample (adjusted): 1994 2007
Included observations: 14 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
LNZ 0.220853 0.170868 1.292536 0.2252
LNS 0.676659 0.191208 3.538859 0.0054
LNZ -0.080386 0.147427 -0.545258 0.5975
C 0.491141 1.335429 0.367777 0.7207
R-squared 0.905168 Mean dependent var 9.465177
Adjusted R-squared 0.876718 S.D. dependent var 0.169418
S.E. of regression 0.059485 Akaike info criterion -2.571225
Sum squared resid 0.035385 Schwarz criterion -2.388637
Log likelihood 21.99857 Hannan-Quinn criter. -2.588127
F-statistic 31.81649 Durbin-Watson stat 2.064682
Prob(F-statistic) 0.000020