初学者请教
我用福建省的数据(1981-2004)做公式:lngdp=c1+c2*lndk+c3*lnfdi+c4*lnL+u的回归(DK为国内投资,L为做从业人数),希望能验证GDP与FDI间的正向关系,为剔除价格因素,其中GDP、DK分别除以当年的中国GDP平减指数,FDI单位为美元,先除以相应年份的美国GDP平减指数后再乘以当年汇率,回归后结果如下:
Dependent Variable: LOGGDPFJKP
Method: Least Squares
Date: 06/21/06 Time: 21:07
Sample (adjusted): 1981 2004
Included observations: 24 after adjustments
LOGGDPFJKP=C(1)+C(2)*LOGDK+C(3)*LOGFDIKPRMB+C(4) *LOGCYRY
Coefficient Std. Error t-Statistic Prob.
C(1) 11.07824 2.329276 4.756086 0.0001
C(2) 0.453732 0.094759 4.788273 0.0001
C(3) -0.023019 0.038204 -0.602524 0.5536
C(4) 3.214282 0.905197 3.550920 0.0020
R-squared 0.984436 Mean dependent var 7.255638
Adjusted R-squared 0.982101 S.D. dependent var 0.933123
S.E. of regression 0.124839 Akaike info criterion -1.172576
Sum squared resid 0.311694 Schwarz criterion -0.976234
Log likelihood 18.07092 Durbin-Watson stat 0.636657
请问为何C3为负值呢?是方法有问题吗?