·¢²¼Ê±¼ä : ÐÇÆÚÈý ÎÄÕ¼ÆÁ¿¾¼ÃѧÂÛÎÄ£¨eviews·ÖÎö£©Ó°ÏìÎÒ¹úÈË¿ÚÔ¤ÆÚÊÙÃüµÄ¿ÉÄÜÒòËØ·ÖÎö¸üÐÂÍê±Ï¿ªÊ¼ÔĶÁ
Y = 67.51013261 + 4.595125638*X1
¾¼ÃÒâÒåÊÇ£º¢Åµ±È˾ùGDP=0ʱ È˾ùÊÙÃüÔ¼ÊÇ67.5
¢Æµ±È˾ùGDPûÔö¼ÓÒ»¸öµ¥Î»£¬È˾ùÊÙÃü4.6¸öµ¥Î»¡£
Èý¡¢Í³¼ÆÒâÒåµÄ¼ìÑé
±¨¸æµ¥Êý¾Ý±íÃ÷£º £±¡¢
F-statistic Prob(F-statistic)
39.33694 0.000001
F ¼ìÑéµÄPÖµÊÇ0.000001<0.05 T ¼ìÑéµÄ PÖµÊÇ0<0.05
F¼ìÑéºÍT¼ìÑé˵Ã÷È˾ӣǣģÐÔÚ·½³ÌÖÐÏÔÖø £²¡¢
R-squared
Adjusted R-squared
0.575632 0.560999
£Ò£½0.575632£¾0.3±íÃ÷Ñù±¾·½³Ìß½âÊͱäÁ¿½âÊ͵ij̶ÈÊÇ57.5632%
ËÄ¡¢¾¼Ã¼ÆÁ¿Ñ§¼ìÑé
¢ÅÒì·½²î¼ìÑé ¢Ù¡¢ É¢µãͼ¼ìÑé ×ö³ö£ø£±Óë²Ð²îµÄÉ¢µãͼ
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White Heteroskedasticity Test:
F-statistic Obs*R-squared
2.303808 Probability 4.380453 Probability
0.118507 0.111891
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 12/25/10 Time: 21:49 Sample: 1 31
Included observations: 31
Coefficie
Variable
nt Std. Error t-Statistic
Prob.
C X1 X1^2
11.56518 -13.66163 4.002311
3.717109 7.092647 2.540349
3.111336 -1.926168 1.575496
0.0043 0.0643 0.1264
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
0.141305 Mean dependent var 0.079970 S.D. dependent var 5.844318 Akaike info criterion 956.3694 Schwarz criterion -97.13903 F-statistic 1.862642 Prob(F-statistic)
4.182237 6.093022 6.460583 6.599355 2.303808 0.118507
»³ÌؼìÑé½á¹û£º
Obs*R-squared
4.380453 Probability
0.111891
»³ÌؼìÑéµÄͳ¼ÆÁ¿£½4.380453£¬£ÐֵΪ0.11189£¾0.05 »³ÌؼìÑé±íÃ÷²»´æÔÚÒì·½²î¡£
£¨¶þ£©×ÔÏà¹ØÐÔ¼ìÑé ¢Ù¡¢²Ð²îµÄͼʾ¼ìÑé
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£Ì£ÍµÄ¼ìÑ鱨¸æ±íÈçÏÂ
ARCH Test:
F-statistic Obs*R-squared
0.758037 Probability 1.597835 Probability
0.478663 0.449816
Test Equation:
Dependent Variable: RESID^2 Method: Least Squares Date: 12/25/10 Time: 22:11
Sample (adjusted): 3 31
Included observations: 29 after adjustments
Coefficie
Variable
nt Std. Error t-Statistic
Prob.
C RESID^2(-1) RESID^2(-2)
3.409819 0.228130 0.033450
1.521955 0.203058 0.202926
2.240420 1.123472 0.164840
0.0338 0.2715 0.8703
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
0.055098 Mean dependent var -0.017587 S.D. dependent var 6.255782 Akaike info criterion 1017.505 Schwarz criterion -92.73750 F-statistic 1.957170 Prob(F-statistic)
4.468796 6.201487 6.602587 6.744031 0.758037 0.478663
£Ì£ÍµÄ¼ìÑé±íÃ÷
Obs*R-squared
1.597835 Probability
0.449816
£ÐÖµ£½0.449816£¾0.05˵Ã÷²»´æÔÚ×ÔÏà¹Ø¡£ ×ÛÉÏËùÊö£º
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