aredresid1.03E+08 Schwarzcriterion18.67880Loglikelihood-268.2778 F-statistic4.Durbin-Watsonstat2. Prob(F-statistic)0.由表3检验结果表明,含一阶滞后变量时的,故随机扰动项存在一阶序列相关性;含二阶滞后变量时的,故随机扰动项不存在二阶序列相关性。4.2.3序列相关性修正采用科克伦-奥科特迭代法,得表4所示结果:表4科克伦-奥科特迭代回归结果DependentVariable:YMethod:LeastSquaresDate:12/26/02Time:16:38Sample(adjusted):19842011Includedobservations:28afteradjustmentsConvergenceachievedafter15iterationsVariableCoefficientStd.Errort-StatisticProb. C-6851.2622542.199-2.0.0136X10.0.5.0.0000X22.0.13.803630.0000X390.243369.9.0.0000X40.0.5.0.0000AR(1)1.0.4.0.0001AR(2)-0.0.-2.0.0158R-squared0. Meandependentvar.4AdjustedR-squared0. S.D.dependentvar.4S.E.ofregression2217.613 Akaikeinfocriterion18.45857Sumsquaredresid1.03E+08 Schwarzcriterion18.79162Loglikelihood-251.4200 F-statistic15191.96
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