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【正文】 Test Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 12/23/10 Time: 02:43Sample (adjusted): 1995 2003Included observations: 9 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.ProbabilityObs*RsquaredARCH Test:Fstatistic由此確定帶入模型的解釋變量為、。再將代入檢驗(yàn)。繼續(xù)引入。Prob(Fstatistic)各項(xiàng)擬合效果都較好。FstatisticDurbinWatson statSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCX2X3X4X5RsquaredProb(Fstatistic)以上模型估計(jì)效果最好,繼續(xù)逐步回歸得到以下結(jié)果:Dependent Variable: YMethod: Least SquaresDate: 12/23/10 Time: 02:40Sample: 1994 2003Included observations: 10VariableCoefficientStd. ErrortStatisticProb.FstatisticDurbinWatson statSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCX2X4X5RsquaredProb(Fstatistic)繼續(xù)采用逐步回歸法將其余解釋變量代入,得出擬合效果最好的三個(gè)解釋變量,結(jié)果如下:Dependent Variable: YMethod: Least SquaresDate: 12/23/10 Time: 02:01Sample: 1994 2003Included observations: 10VariableCoefficientStd. ErrortStatisticProb.FstatisticDurbinWatson statSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent var
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