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《计量经济学》第九章练习题参考解答

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4. Schwarz criterion 14.38161 Log likelihood -183.7028 F-statistic 401062.0 Durbin-Watson stat 0.799209 Prob(F-statistic) 0.000000 在 Eviews 命令行键入 GENR w=resid , 生成了残差序列 w, 对模型 1 2 3 i i i GDP w ? ? ??? ? ??进行回归,有: Dependent Variable: CC Method: Least Squares Date: 05/22/05 Time: 17:36 Sample: 1978 2003 Included observations: 26 Variable Coefficient Std. Error t-Statistic Prob. C 220.4152 50.64390 4.352256 0.0002 GDP 0.076084 0.000945 80.50439 0.0000 W 0.342208 0.122176 2.800940 0.0101 R-squared 0.996470 Mean dependent var 3196.615 Adjusted R-squared 0.996163 S.D. dependent var 2849.293 S.E. of regression 176.4929 Akaike info criterion 13.29261 Sum squared resid 716444.1 Schwarz criterion 13.43777 Log likelihood -169.8039 F-statistic 3246.340

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