Dependent Variable: LOG(GDP)
Sample: 1993 2016
Included observations: 24
Variable Coefficient Std. Error t-Statistic Prob.
C 4.789972 0.358598 13.35752 0.0000
LOG(CZZC) 0.806754 0.026709 30.20509 0.0000
R-squared 0.976454 Mean dependent var 15.58773
Adjusted R-squared 0.975384 S.D. dependent var 0.882720
S.E. of regression 0.138495 Akaike info criterion -1.036315
Sum squared resid 0.421977 Schwarz criterion -0.938144
Log likelihood 14.43578 Hannan-Quinn criter. -1.010271
F-statistic 912.3472 Durbin-Watson stat 0.605004
Prob(F-statistic) 0.000000
模型如上,dw检验存在自相关,于是想通过广义最小二乘法修正模型。用一阶差分法取ρ=1,输入命令genrystar1= log(gdp)-log(gdp)(-1)的时候一直显示syntax error。求大神帮忙解答,感谢!很久没碰过计量,做得很懵[cry]