Date: 01/01/00 Time: 02:55 Sample: 1960 1982 Included observations: 23
Variable
Coefficient
C
Std. t-StatisProb. Error
tic
-0.14260.133731 -1.066380.3012
08
1
LOG(X2) -0.01980.025658 -0.773110.4501
36
9
(LOG(X2))^2 -0.00420.002962 -1.421720.1732
11
1
(LOG(X2))*(LOG0.019920.015269 1.304963 0.2093
(X3)) LOG(X3)
5
0.108380.103088 1.051399 0.3078
7
(LOG(X3))^2 -0.03130.024651 -1.273750.2199
99
R-squared
0.17608 Mean
1 dependent var
Adjusted R-squared
-0.0662 S.D.
48 dependent var
9 0.0006
76 0.0008
82
26
S.E. of regression Sum squared resid
0.00091 Akaike info -10.94
1 criterion 1.41E-0 Schwarz
5 criterion
563 -10.64942
Log likelihood 131.874 F-statistic 0.7266
8
Durbin-Watson 2.32268 stat
9 Prob(F-statistic)
表2：
Dependent Variable: LOG(Y) Method: Least Squares Date: 01/01/00 Time: 05:42 Sample: 1960 1982 Included observations: 23
Variable
Coefficient
C
Std. t-StatisProb. Error
tic
21 0.6129
31
2.125370.137992 15.40213 0.0000
3
LOG(X2) 0.406480.044895 9.054039 0.0000
27
1
LOG(X3)
-0.44380.083298 -5.328550.0000
59
LOG(X4)
4
0.110100.087597 1.256932 0.2240
4
R-squared 0.98148 Mean
1 dependent var
3.6638
87 0.1876
59
Adjusted R-squared S.E. of regression Sum squared resid
0.97855 S.D.
7 dependent var
0.02748 Akaike info -4.193
0 criterion 0.01434 Schwarz
8 criterion
965 -3.996488
Log likelihood 52.2306 F-statistic 335.65
0
Durbin-Watson 1.77829 stat
1 Prob(F-statistic)
表3：变量两两相关系数
95 0.0000
00
LOG(X2) LOG(X3) LOG(X4) LOG(X5) LOG(X6)
28
LOG(X2)
1.000000.907670.972470.979930.987150
LOG(X3)
1
1
1
3
0.907671.000000.946750.932830.934571
LOG(X4)
0
1
1
0
0.972470.946751.000000.954330.981511
LOG(X5)
1
0
5
4
0.979930.932830.954331.000000.986741
LOG(X6)
1
5
0
7
0.987150.934570.981510.986741.000003
表4：
Dependent Variable: LOG(X2) Method: Least Squares Date: 01/01/00 Time: 02:44 Sample: 1960 1982 Included observations: 23
Variable
0 4 7 0
CoefficStd. t-StatisProb.
29
ient
C
Error tic
-2.16670.904596 -2.395280.0260
63
2
LOG(X3) 2.326890.234778 9.911027 0.0000
3
R-squared 0.82386 Mean
8 dependent var
6.7844
93 0.5686
42
Adjusted R-squared S.E. of regression Sum squared resid
0.81548 S.D.
0 dependent var
0.24426 Akaike info 0.1018
4 criterion 1.25296 Schwarz
7 criterion
10 0.2005
49
Log likelihood 0.82918 F-statistic 98.228
2
Durbin-Watson 0.73895 stat
2 Prob(F-statistic)
（1） 比较说明模型设定 logY??1??2logX2??3logX3??（A）与 模型设定logY??1??2logX2??3logX3??4logX4??（B）谁更合理。 （2） 检验模型（A）是否存在一阶及二阶自相关（已知
30
45 0.0000
00