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【正文】 29 30 31 對(duì)調(diào)整后的數(shù)據(jù)再進(jìn)行自相關(guān)和異方差的檢驗(yàn)按XD1 排序按XD2排序按XD3排序按XD4排序按XD5排序 DW按XD1排序按XD2排序按XD3排序按XD4排序按XD5排序大5559447752982533394296063556902247605557小2873909520681258258135003157704139347497FstatisticF臨界值是否存在異方差否否否否否按XD3排序再處理自相關(guān)Ls yd c1 xd1 xd2 xd3 xd4 xd5 ar(1)Dependent Variable: YDMethod: Least SquaresDate: 11/25/10 Time: 19:29Sample(adjusted): 2 31Included observations: 30 after adjusting endpointsConvergence achieved after 45 iterationsVariableCoefficientStd. ErrortStatisticProb. C1XD1XD2XD3XD4XD5AR(1)Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid+08 Schwarz criterionLog likelihood DurbinWatson statInverted AR Roots .24定義新變量：genr ydd=ydyd(1)*genr xdd1=xd1xd1(1)*genr xdd2=xd2xd2(1)*genr xdd3=xd3xd3(1)*genr xdd4=xd4xd4(1)*genr xdd5=xd5xd5(1)*genr c2=c1c1(1)*補(bǔ)第一組數(shù)：genr ydd=yd*(^2)^genr xdd1=xd1*(^2)^genr xdd2=xd2*(^2)^genr xdd3=xd3*(^2)^genr xdd4=xd4*(^2)^genr xdd5=xd5*(^2)^genr c2=c1*(^2)^新產(chǎn)生數(shù)據(jù)obsYDDXDD5XDD4XDD3XDD2XDD1C21 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 對(duì)新產(chǎn)生數(shù)據(jù)再檢驗(yàn)異方差和自相關(guān)按XDD1 排序按XDD2排序按XDD3排序按XDD4排序按XDD5排序DW按XDD1排序按XDD2排序按XDD3排序按XDD4排序按XDD5排序大4929078639612870409328583520325132289337小426153323524806260971641293305429165636FstatisticF臨界值是否存在異方差否否否否否再按XDD3排序處理自相關(guān)：ls ydd c2 xdd1 xdd2 xdd3 xdd4 xdd5 ar(1)Dependent Variable: YDDMethod: Least SquaresDate: 11/25/10 Time: 21:06Sample(adjusted): 2 31Included observations: 30 after adjusting endpointsConvergence achieved after 47 iterationsVariableCoefficientStd. ErrortStatisticProb.C2XDD1XDD2XDD3XDD4XDD5AR(1)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid+08Schwarz criterionLog likelihoodDurbinWatson statInverted AR Roots.28定義新變量： Genr yddd=yddydd(1)* Genr xddd1=xdd1xdd1(1)* Genr xddd2=xdd2xdd2(1)* Genr xddd3=xdd3xdd3(1)* Genr xddd4=xdd4xdd4(1)* Genr xddd5=xdd5xdd5(1)* Genr c3=c2c2(1)* 補(bǔ)第一組數(shù)據(jù)：Genr yddd=ydd*(1 ^2)^Genr xddd1=xdd1*(1 ^2)^Genr xddd2=xdd2*(1 ^2)^Genr xddd3=xdd3*(1 ^2)^Genr xddd4=xdd4*(1 ^2)^Genr xddd5=xdd5*(1 ^2)^Genr c3=c2*(1 ^2)^新產(chǎn)生數(shù)據(jù)：obsYDDDXDDD5XDDD4XDDD3XDDD2XDDD1C31 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 對(duì)新產(chǎn)生數(shù)據(jù)檢驗(yàn)異方差和自相關(guān)按XDDD1 排序按XDDD2排序按XDDD3排序按XDDD4排序按XDDD5排序DW在三次自相關(guān)處理后仍舊存在自相關(guān)按XDDD1排序按XDDD2排序按XDDD3排序按XDDD4排序按XDDD5排序大 492907863513178142663863583314835066963小3577591724244389203066711353177119582673FstatisticF臨界值是否存在異方差否否否否否三次自相關(guān)處理后仍舊存在自相關(guān)，選擇處理一次異方差（按XDDD4排序）：genr e=abs(resid)ls yddd/e c3/e xddd1/e xddd2/e xddd3/e xddd4/e xddd5/eDependent Variable: YDDD/EMethod: Least SquaresDate: 11/25/10 Time: 22:19Sample: 1 31Included observations: 31VariableCoefficientStd. ErrortStatisticProb. C3/EXDDD1/EXDDD2/EXDDD3/EXDDD4/EXDDD5/ERsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood DurbinWatson stat新產(chǎn)生數(shù)據(jù)：obsXDDDE5XDDDE4XDDDE3XDDDE2XDDDE1YDDDEE11 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31
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