SAS 系统 2009年05月25日 星期一 上午12时00分00秒 27
The AUTOREG Procedure
Dependent Variable residuals
Residual
Ordinary Least Squares Estimates
SSE 193.942493 DFE 2566
MSE 0.07558 Root MSE 0.27492
SBC 662.29578 AIC 656.445287
MAE 0.22082634 AICC 656.446846
MAPE 100 Regress R-Square 0.0000
Durbin-Watson 0.0075 Total R-Square 0.0000
Phillips-Perron Unit Root Test
Type Lags Rho Pr < Rho Tau Pr < Tau
Zero Mean 10 -9.8621 0.0300 -2.2879 0.0220
Single Mean 10 -9.8619 0.1400 -2.2874 0.1770
Trend 10 -9.2115 0.4930 -2.0627 0.5670
Standard Approx
Variable DF Estimate Error t Value Pr > |t|
Intercept 1 3.224E-16 0.005426 0.00 1.0000