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LS // Dependent Variable is Y Date: 18/4/02 Time: 15:18 Sample: 1 10
Included observations: 10
Variable Coefficient Std. Error T-Statistic Prob. C 24.4070
6.9973 ______A__ 0.0101
_____B___ 0.5002
X2 - 0.3401 0.4785
X2 0.0823 0.0458 C 0.1152 R-squared _____D___ Mean dependent var 111.1256 Adjusted R-squared 0.9504 S.D. dependent var 31.4289 S.E. of regression ____E____ Akaike info criterion 4.1338 Sum squared resid 342.5486 87.3339
Durbin-Watson stat 2.4382 Prob(F-statistic) 0.0001 ²¹Æë±íÖл®Ïß²¿·ÖµÄÊý¾Ý£¨±£ÁôËÄλСÊý£©£»²¢Ð´³ö»Ø¹é·ÖÎö±¨¸æ¡£
Schwartz criterion 4.2246
Log likelihood - 31.8585 F-statistic
?7.1060??½â£ºA=Se(?)===1.619£»
t4.3903B=R2=1?n?113?1(1?R2)=1?(1?0.8728)=0.847
n?k?113?2?1³ÂÄê¾ÉÊÂÖ®2011ÆÚÄ©¸´Ï°
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1.T-statistics¾ÍÊÇtÖµ£¬ÓÃϵÊýcoefficient ³ýÒÔ ±ê×¼²îstad.error£¬´ð°¸ÊÇ
12.78761
2.µÀÀíͬÉÏ£¬µÃ³ö0.00217
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¸ù¾Ý¸ø³öµÄÊý¾Ý¿ÉÒÔÖªµÀRSS¼°²Ð²îƽ·½ºÍsum squared resid TSS¿ÉÒÔÓÉS.D. dependent var Çó³ö¡£S.D. dependent var=¸ùºÅÏÂ[TSS/(n-1)],ÆäÖÐn=20,¼´Ñù±¾ÈÝÁ¿£¬included observationsµÄÖµ¡£ ÒÀ¾Ý¹«Ê½£¬¿ÉÇóµÃR2µÄÖµ¡£
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4.S.E.of regressionÊÇËæ¼´ÈŶ¯Ïî·½²îµÄÎÞÆ«¹À¼Æ£¬ÔÚÒ»ÔªÏßÐԻعéÖУ¬ËüµÈÓÚRSS/(n-2)
5.FÖµ=[ESS/£¨n-k£©]/[RSS/(n-1)]=[R2/(k-1)]/[(1-R2)/(n-k)] Â¥Ö÷Äã¾Í×Ô¼ºËã´ð°¸Á衃 ÏÂÃæÊÇ·ÖÎö±¨¸æ
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2¡¢¸ù¾ÝÓйØ×ÊÁÏÍê³ÉÏÂÁÐÎÊÌ⣺ LS // Dependent Variable is Y Date: 11/12/02 Time: 10:18 Sample: 1978 1997 Included observations: 20
Variable Prob.
C 0.0000
X 0.100031 0.0000
________ 46.04788
858.3108
67.12015 ________
Coefficient Std. Error T-Statistic
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R-squared ________ 3081.157
Adjusted R-squared 0.991115 2212.591
S.E. of regression ________ 10.77510
Sum squared resid 782956.8 10.87467
Mean dependent var S.D. dependent var Akaike info criterion Schwartz criterion
Log likelihood - 134.1298 F-statistic ________
Durbin-Watson stat 0.859457 0.000000
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