在用广义差分法消除正自回归之后,怎么写出回归模型啊?结果如下
eviews吧
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level 1

Dependent Variable: LNJ
Method: Least Squares
Date: 04/23/19 Time: 12:30
Sample (adjusted): 1984 2017
Included observations: 34 after adjustments
Convergence achieved after 5 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C 5.956489673 0.169917841 35.0551162 6.63E-26
LNG 0.119588878 0.019512219 6.128922637 9.73E-07
AR(1) 1.149194686 0.102805249 11.17836588 3.21E-12
AR(3) -0.324047518 0.10218757 -3.17110503 0.003488556
R-squared 0.980012784 Mean dependent var 6.981216831
Adjusted R-squared 0.978014062 S.D. dependent var 0.159670634
S.E. of regression 0.023675412 Akaike info criterion -4.538628424
Sum squared resid 0.016815754 Schwarz criterion -4.359056598
Log likelihood 81.15668321 Hannan-Quinn criter. -4.477389288
F-statistic 490.3197988 Durbin-Watson stat 2.215197347
Prob(F-statistic) 1.44E-25
Inverted AR Roots .80+.28i .80-.28i -0.45
2019年04月23日 04点04分 1
level 1
各位大佬,求助啊[泪]
2019年04月23日 04点04分 2
level 1
楼主,广义差分法eviews怎么操作啊🙏
2019年04月23日 05点04分 3
1