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[經(jīng)濟學(xué)]第六章習(xí)題講解計量經(jīng)濟學(xué)(存儲版)

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【正文】 isticCLOG(X)*LOG(X(1))Rsquared. dependent var. of regressionSchwarz criterionLog likelihoodDurbinWatson statProb(Fstatistic)給定n=20,,在的顯著水平下,查DW統(tǒng)計表可知。Mean dependent varAdjusted RsquaredAkaike info criterionSum squared residHannanQuinn criter.Fstatistic。(2)采用廣義差分法修正自相關(guān):使用普通最小二乘法估計的估計值,得由上式可知=,對原模型進行廣義差分,得到廣義差分方程:回歸結(jié)果如下:Dependent Variable: LOG(Y)*LOG(Y(1))Method: Least SquaresDate: 05/07/10 Time: 00:21Sample (adjusted): 1981 2000Included observations: 20 after adjustmentsCoefficientStd. ErrortStatisticProb.(2)對模型的修正1)采廣義差分法修正自相關(guān):使用普通最小二乘法估計的估計值,得由上式可知=,對原模型進行廣義差分,得到廣義差分方程:回歸結(jié)果如下:Dependent Variable: *Y(1)Method: Least SquaresDate: 12/04/10 Time: 11:17Sample (adjusted): 1971 1994Included observations: 24 after adjustmentsCoefficientStd. ErrortStatisticProb.DurbinWatson statProb(Fstatistic) 把的回歸系數(shù)看做的一個估計值,之后進行廣義差分,回歸模型為:回歸結(jié)果如下:Dependent Variable: *Y(1)Method: Least SquaresDate: 11/26/10 Time: 20:47Sample (adjusted): 1971 1994Included observations: 24 after adjustmentsCoefficientStd. ErrortStatisticProb.Schwarz criterionLog likelihood. dependent var. of regressionCXX(1)Y(1)RsquaredSchwarz criterionLog likelihood. dependent var. of regressionXX(1)RsquaredHannanQuinn criter.FstatisticAkaike info criterionSum squared residMean dependent varAdjusted RsquaredDurbinWatson statProb(Fstatistic) 給定n=25,,在的顯著水平下,查DW統(tǒng)計表可知。Schwarz criterionLog likelihood. dependent var. of regressio
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