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影響中國出口因素計(jì)量經(jīng)濟(jì)分析-文庫吧資料

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【正文】 riterionSum squared resid+08. dependent var. of regressionMean dependent varAdjusted RsquaredCX1X2X3RESID(1)RsquaredProbabilityTest Equation:Dependent Variable: RESIDMethod: Least SquaresDate: 04/19/14 Time: 13:53Presample missing value lagged residuals set to zero.VariableCoefficientStd. ErrortStatisticProb.ProbabilityObs*RsquaredProb(Fstatistic),n=15,k=3,查DW檢驗(yàn)表,得=,=,DW,需要進(jìn)一步驗(yàn)證才可以確定是否存在自相關(guān)(3)LM檢驗(yàn):下表為拉格朗日乘數(shù)檢驗(yàn),含一階之后殘差項(xiàng)的輔助回歸,輔助回歸表達(dá)式為 n=, 該值小于顯著性水平為5%,自由度為3的分布的臨界值 P= 所以一階滯后殘差項(xiàng)不顯著,所以不存在一階自相關(guān)表五BreuschGodfrey Serial Correlation LM Test:FstatisticFstatisticDurbinWatson statSchwarz criterionLog likelihoodAkaike info criterionSum squared resid+08. dependent var. of regressionMean dependent varAdjusted RsquaredCX1X2X3Rsquared圖四 Y殘差圖(2)DW檢驗(yàn):表四Dependent Variable: YMethod: Least SquaresDate: 04/19/14 Time: 21:44Sample: 1998 2012Included observations: 15VariableCoefficientStd. ErrortStatisticProb.Prob(Fstatistic),繼續(xù)不顯著。FstatisticDurbinWatson statSchwarz criterionLog likelihoodAkaike info criterionSum squared resid+08. dependent var. of regressionMean dependent varAdjusted RsquaredCX1X2X3X5RsquaredDependent Variable: YMethod: Least SquaresDate: 04/20/14 Time: 18:44Sample: 1998 2012Included observations: 15
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