计量经济学检验报告-资料下载页
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【正文】 。.Gb检验Date:12/14/13 Time:12:54Sample:116Includedobservations:16Autocorrelation PartialACQCorrelationPACStatProb. |****.|****|1|0011. |**. | . *| .2|337. | ..**|.|31|0973.**| . | . *| .4|362.***| . | .**| . | 5 88377.***| . | . *| .6|0734.**| . | . |* .7|544165.**| . | .**| . | 8 2304. *| ..|.9||1573. | ..*|.1||072. | ..**|.|113|13997. | ..|.1||21958PAC.自相关的补救.杜宾两步Variable CoefficieStd.ErrortStatisticProb.ntC Y(1) X X(1) Rsquared MeandependentAdjustedRsquaredvar.dependentvar37.ofregression Akaikeinfocriterion1SumsquaredresidSchwarzcriterion5Loglikelihood Fstatistic3DurbinWatsonstatProb(Fstatistic)0此时，y(1)前的系数t=ta/2,显著，ρ=，然后重复广义差分法得出:DependentVariable:Y117Method:LeastSquaresDate:12/17/13 Time:10:32Sample:19011916Includedobservations:16Variable CoefficieStd.ErrortStatistic Prob.ntC X1 Rsquared Meandependentvar8AdjustedRsquared.dependentvar9.ofregression Akaikeinfocriterion2SumsquaredresidSchwarzcriterion5Loglikelihood Fstatistic1DurbinWatsonstatProb(Fstatistic)0检验结果可知：t=,显著成立。.广义差分法DependentVariable:Y1Method:LeastSquaresDate:12/17/13 Time:09:30Sample(adjusted):19021916Includedobservations:15afteradjustingendpointsVariable CoefficieStd.ErrortStatistic Prob.ntC X1 Rsquared Meandependentvar3AdjustedRsquared.dependentvar1.ofregression Akaikeinfocriterion5SumsquaredresidSchwarzcriterion2Loglikelihood Fstatistic2DurbinWatson Prob(Fstatistic) 18stat 019
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