Dependent Variable: Y Method: Least Squares Date: 01/14/05 Time: 17:31
例:建立中国消费模型。Y代表消费总额,X代 表国内生产总值。Y(-1)代表前一年消费总额。
540.5286 0.4809 X 0.1985 Y( 1) Y
Sample(adjusted): 1981 1996 Included observations: 16 after adjusting endpoints Variable C X Coefficient 540.5286 0.480948 Std. Error 84.30153 0.021861 t-Statistic 6.411848 22.00035 Prob. 0.0000 0.0000
Y(-1)R-squared Adjusted R-squared
0.1985450.999773 0.999739
0.047409
4.187969
0.001113618.94 11360.47
Mean dependent var S.D. dependent var
S.E. of regressionSum squared resid Log likelihood Durbin-Watson stat
183.6831438613.2 -104.4533 1.450101
Akaike info criterionSchwarz criterion F-statistic Prob(F-statistic)
13.4316613.57652 28682.51 0.000000