計量經濟學檢驗報告-資料下載頁
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【正文】 。.Gb檢驗Date:12/14/13 Time:12:54Sample:116Includedobservations:16Autocorrelation PartialACQCorrelationPACStatProb. |****.|****|1|0011. |**. | . *| .2|337. | ..**|.|31|0973.**| . | . *| .4|362.***| . | .**| . | 5 88377.***| . | . *| .6|0734.**| . | . |* .7|544165.**| . | .**| . | 8 2304. *| ..|.9||1573. | ..*|.1||072. | ..**|.|113|13997. | ..|.1||21958PAC.自相關的補救.杜賓兩步Variable CoefficieStd.ErrortStatisticProb.ntC Y(1) X X(1) Rsquared MeandependentAdjustedRsquaredvar.dependentvar37.ofregression Akaikeinfocriterion1SumsquaredresidSchwarzcriterion5Loglikelihood Fstatistic3DurbinWatsonstatProb(Fstatistic)0此時，y(1)前的系數t=ta/2,顯著，ρ=，然后重復廣義差分法得出:DependentVariable:Y117Method:LeastSquaresDate:12/17/13 Time:10:32Sample:19011916Includedobservations:16Variable CoefficieStd.ErrortStatistic Prob.ntC X1 Rsquared Meandependentvar8AdjustedRsquared.dependentvar9.ofregression Akaikeinfocriterion2SumsquaredresidSchwarzcriterion5Loglikelihood Fstatistic1DurbinWatsonstatProb(Fstatistic)0檢驗結果可知：t=,顯著成立。.廣義差分法DependentVariable:Y1Method:LeastSquaresDate:12/17/13 Time:09:30Sample(adjusted):19021916Includedobservations:15afteradjustingendpointsVariable CoefficieStd.ErrortStatistic Prob.ntC X1 Rsquared Meandependentvar3AdjustedRsquared.dependentvar1.ofregression Akaikeinfocriterion5SumsquaredresidSchwarzcriterion2Loglikelihood Fstatistic2DurbinWatson Prob(Fstatistic) 18stat 019
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