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以下是我做的LM检验结果:
Breusch-Godfrey Serial Correlation LM Test:
F-statistic 6.278281 Prob. F(2,14) 0.0113
Obs*R-squared 8.510820 Prob. Chi-Square(2) 0.0142
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Date: 05/24/10 Time: 16:40
Sample: 1991 2008
Included observations: 18
Presample missing value lagged residuals set to zero.
Variable Coefficient Std. Error t-Statistic Prob.
C 0.000595 0.029976 0.019833 0.9845
LNNPE -8.18E-05 0.004880 -0.016753 0.9869
RESID(-1) 0.851615 0.241904 3.520467 0.0034
RESID(-2) -0.428516 0.242259 -1.768834 0.0987
R-squared 0.472823 Mean dependent var -3.22E-15
Adjusted R-squared 0.359857 S.D. dependent var 0.030159
S.E. of regression 0.024130 Akaike info criterion -4.417598
Sum squared resid 0.008152 Schwarz criterion -4.219738
Log likelihood 43.75838 Hannan-Quinn criter. -4.390316
F-statistic 4.185520 Durbin-Watson stat 1.330040
Prob(F-statistic) 0.026061
请帮忙看一下 残差项存在序列相关吗? 如果存在,我该怎么继续做啊……
新手感激不尽!