工商銀行與招商銀行對股價回歸分析的對比(編輯修改稿)
2025-07-17 12:49 本頁面
【文章內容簡介】 下面我們利用eviews一階差分法對自相關進行修正。得出以下表格：DependentVariable:YMethod:LeastSquaresDate:12/12/10 Time:13:11Sample(adjusted):2007:12010:1Includedobservations:13afteradjustingendpointsConvergenceachievedafter8iterationsVariable Coefficient Std.Error tStatistic Prob.C X1 X2 AR(1) Rsquared Meandependentvar AdjustedRsquared .dependentvar .ofregression Akaikeinfocriterion Sumsquaredresid Schwarzcriterion Loglikelihood Fstatistic DurbinWatsonstat Prob(Fstatistic) InvertedARRoots .33DurbinWatsonstat，接近2，近似自相關消除（3）通過以上修正，得出回歸方程：^Y=++Se=()()()t=()()()P值=()()()X1X2X11X21Rsquared=（三）工商銀行的最小二乘法的估計結果：DependentVariable:YMethod:LeastSquaresDate:12/08/10 Time:13:23Sample:2006:42010:1Includedobservations:14Variable Coefficient Std.Error tStatistic Prob.C X1 X2 Rsquared Meandependentvar AdjustedRsquared .dependentvar .ofregression Akaikeinfocriterion Sumsquaredresid Schwarzcriterion Loglikelihood Fstatistic DurbinWatsonstat Prob(Fstatistic) ^Y=
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