回归结果如下,请问怎么把DW变成2附近?已经试过了加入AR项,加入后DW仍然是1附近,而且原来显著的lne和vo 都不显著了,求救!
Dependent Variable: LNF | | |
Method: Least Squares | | |
Date: 04/06/10
Time: 20:28 | | |
Sample: 1996 2008 | | |
Included observations: 13 | | |
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| Coefficient | Std. Error | t-Statistic | Prob. |
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LNE | -1.856957 | 1.152602 | -1.611100 | 0.1382 |
VO | -0.917186 | 0.357298 | -2.567004 | 0.0280 |
C | 5.534296 | 2.312923 | 2.392771 | 0.0378 |
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R-squared | 0.626336 | Mean dependent var | 9.319481 |
Adjusted R-squared | 0.551603 | S.D. dependent var | 0.408882 |
S.E. of regression | 0.273798 | Akaike info criterion | 0.446318 |
Sum squared resid | 0.749651 | Schwarz criterion | 0.576691 |
Log likelihood | 0.098930 | Hannan-Quinn criter. | 0.419521 |
F-statistic | 8.380996 | Durbin-Watson stat | 0.726592 |
Prob(F-statistic) | 0.007285 | | | |
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