【正文】
an dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid9639967.Schwarz criterionLog likelihoodFstatisticDurbinWatson statProb(Fstatistic)由上表可知:含二階滯后殘差項(xiàng)的輔助回歸為:=++- () () () ()R=于是,LM=19=,該值大于顯著性水平為5%,自由度為2的χ的臨界值Χ=,由此判斷原模型存在2階序列相關(guān)性。.=,在5%的顯著性水