【正文】 VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared：Dependent Variable: Y8Method: Least SquaresDate: 05/05/13 Time: 19:18Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared ：Dependent Variable: Y7Method: Least SquaresDate: 05/05/13 Time: 19:15Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared ：Dependent Variable: Y6Method: Least SquaresDate: 05/05/13 Time: 19:01Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared ：Dependent Variable: Y5Method: Least SquaresDate: 05/05/13 Time: 16:52Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared ：Dependent Variable: Y4Method: Least SquaresDate: 05/05/13 Time: 16:48Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared：Dependent Variable: Y3Method: Least SquaresDate: 05/05/13 Time: 16:42Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared：Dependent Variable: Y2Method: Least SquaresDate: 05/05/13 Time: 16:39Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.，說(shuō)明基金的整體表現(xiàn)不如市場(chǎng)預(yù)期。DurbinWatson statProb(Fstatistic)從上表中我們不難發(fā)現(xiàn)作為詹森指數(shù)的常數(shù)項(xiàng)C的t比率非常顯著，且方程的R2 ，擬合結(jié)果比較滿(mǎn)意，F(xiàn)統(tǒng)計(jì)量明顯通過(guò)檢驗(yàn)，方程總體的顯著性也比較滿(mǎn)意。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCXRsquared實(shí)驗(yàn)結(jié)果 一、單個(gè)結(jié)果分析 ：Dependent Variable: Y1Method: Least SquaresDate: 05/05/13 Time: 16:19Sample: 2007M05 2013M02Included observations: 70VariableCoefficientStd. ErrortStatisticProb.我們以RMRf 為x，R1Rf 為y1，R2Rf 為y2，R3Rf 為y3，R4Rf 為y4，R5Rf 為y5，R6Rf 為y6，R7Rf 為y7，R8Rf 為y8，R9Rf 為y9。）利用搜集到的數(shù)據(jù)運(yùn)用excle整理出RiRf ，RMRf ，： Eviews數(shù)據(jù)導(dǎo)入1）打開(kāi)eviews，選擇月度數(shù)據(jù)，在初始日期和結(jié)束日期欄輸入：2007：05 ， 2013:02，點(diǎn)擊OK。實(shí)驗(yàn)1：基金能否贏(yíng)得市場(chǎng)實(shí)驗(yàn)?zāi)康倪\(yùn)用簡(jiǎn)單的統(tǒng)計(jì)學(xué)檢驗(yàn)來(lái)檢驗(yàn)金融理論基金能否贏(yíng)得市場(chǎng)實(shí)驗(yàn)軟件：Eviews實(shí)驗(yàn)數(shù)據(jù)：見(jiàn)附錄一實(shí)驗(yàn)過(guò)程在投資決策的過(guò)程中，我們需要知道某只基金（或股