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obsYX2X3X4X5
1991 21662.50 103783.0 7225.800 5594.500 19349.90
1992 26651.90 109170.0 9119.600 8080.100 25402.20
1993 34560.50 115993.0 11271.00 13072.30 34879.80
1994 46670.00 122737.0 20381.90 17042.10 46923.50
1995 57494.90 131176.0 23499.90 20019.30 60750.50
1996 66850.50 138948.0 24133.80 22913.50 76094.90
1997 73142.70 137798.0 26967.20 24941.10 90995.30
1998 76967.20 132214.0 26849.70 28406.20 104498.5
1999 80579.40 130779.0 29896.20 29854.70 119897.9
2000 88254.00 130297.0 39273.20 32917.70 134610.3
2001 95727.90 134914.8 42183.60 37213.49 158301.9
2002 103553.6 148000.0 51378.20 43499.91 185007.0
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Dependent Variable: Y
Method: Least Squares
Date: 05/08/04 Time: 18:17
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X50.0960790.2243420.4282700.6813
X41.9721911.2577071.5680850.1608
X3-0.3468220.530434-0.6538450.5341
X20.3184390.2958001.0765330.3174
C-22452.3027984.60-0.8023090.4488
R-squared0.985639 Mean dependent var64342.93
Adjusted R-squared0.977432 S.D. dependent var27118.27
S.E. of regression4073.867 Akaike info criterion19.75691
Sum squared resid1.16E+08 Schwarz criterion19.95895
Log likelihood-113.5415 F-statistic120.1049
Durbin-Watson stat1.264884 Prob(F-statistic)0.000002
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0.985639 0.977432 F=120.1049
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YX5X4X3X2
Y 1.000000 0.973852 0.990785 0.968615 0.897252
X5 0.973852 1.000000 0.987899 0.979698 0.814824
X4 0.990785 0.987899 1.000000 0.983539 0.879404
X3 0.968615 0.979698 0.983539 1.000000 0.853171
X2 0.897252 0.814824 0.879404 0.853171 1.000000
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Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 20:48
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X21.8929780.2945656.4263470.0001
C-177928.337873.57-4.6979540.0008
R-squared0.805060 Mean dependent var64342.93
Adjusted R-squared0.785566 S.D. dependent var27118.27
S.E. of regression12557.65 Akaike info criterion21.86506
Sum squared resid1.58E+09 Schwarz criterion21.94588
Log likelihood-129.1904 F-statistic41.29793
Durbin-Watson stat0.500518 Prob(F-statistic)0.000076
Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 20:50
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X31.9506440.15829612.322790.0000
C13596.914596.0282.9584060.0143
R-squared0.938215 Mean dependent var64342.93
Adjusted R-squared0.932036 S.D. dependent var27118.27
S.E. of regression7069.689 Akaike info criterion20.71603
Sum squared resid5.00E+08 Schwarz criterion20.79685
Log likelihood-122.2962 F-statistic151.8512
Durbin-Watson stat0.753355 Prob(F-statistic)0.000000
Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 20:50
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X42.3287020.10066923.132200.0000
C9316.6802625.8803.5480220.0053
R-squared0.981655 Mean dependent var64342.93
Adjusted R-squared0.979820 S.D. dependent var27118.27
S.E. of regression3852.305 Akaike info criterion19.50174
Sum squared resid1.48E+08 Schwarz criterion19.58256
Log likelihood-115.0105 F-statistic535.0988
Durbin-Watson stat0.797211 Prob(F-statistic)0.000000
Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 20:50
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X50.4908030.03620713.555590.0000
C21123.163693.8775.7184260.0002
R-squared0.948388 Mean dependent var64342.93
Adjusted R-squared0.943227 S.D. dependent var27118.27
S.E. of regression6461.494 Akaike info criterion20.53612
Sum squared resid4.18E+08 Schwarz criterion20.61694
Log likelihood-121.2167 F-statistic183.7540
Durbin-Watson stat0.341465 Prob(F-statistic)0.000000
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Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 20:59
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X20.2415680.1831571.3189100.2198
X42.0920390.20404610.252790.0000
C-16007.9619367.66-0.8265310.4299
R-squared0.984626 Mean dependent var64342.93
Adjusted R-squared0.981210 S.D. dependent var27118.27
S.E. of regression3717.305 Akaike info criterion19.49170
Sum squared resid1.24E+08 Schwarz criterion19.61293
Log likelihood-113.9502 F-statistic288.2051
Durbin-Watson stat1.001296 Prob(F-statistic)0.000000
Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 21:08
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X3-0.3615050.488539-0.7399720.4782
X42.7436700.5701744.8119890.0010
C8915.7342741.4573.2521880.0100
R-squared0.982707 Mean dependent var64342.93
Adjusted R-squared0.978864 S.D. dependent var27118.27
S.E. of regression3942.525 Akaike info criterion19.60935
Sum squared resid1.40E+08 Schwarz criterion19.73058
Log likelihood-114.6561 F-statistic255.7182
Durbin-Watson stat1.108596 Prob(F-statistic)0.000000
Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 21:08
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X42.8058940.6649734.2195600.0022
X5-0.1035760.142588-0.7264010.4861
C7161.6824004.7801.7882830.1074
R-squared0.982671 Mean dependent var64342.93
Adjusted R-squared0.978820 S.D. dependent var27118.27
S.E. of regression3946.641 Akaike info criterion19.61144
Sum squared resid1.40E+08 Schwarz criterion19.73266
Log likelihood-114.6686 F-statistic255.1758
Durbin-Watson stat0.976364 Prob(F-statistic)0.000000
ÔÙ´ÎÒÀ¾Ýµ÷ÕûºóµÄ¿É¾öϵÊý×î´óÔÔò£¬Ñ¡È¡µ÷Õûºó¿É¾öϵÊý×î´óËù¶ÔÓ¦µÄ½âÊͱäÁ¿×÷ΪнøÈëÄ£Ð͵ĺòÑ¡±äÁ¿£¬½«Õâ¸öºòÑ¡±äÁ¿µÄµ÷Õûºó¿É¾öϵÊýÓëÉÏÒ»²½ÖнøÈëÄ£ÐͽâÊͱäÁ¿µÄµ÷Õûºó¿É¾öϵÊý¼ÓÒԱȽϣ¬ÈôÊÇ´óÓÚÉÏÒ»²½µÄµ÷Õûºó¿É¾öϵÊý£¬Ôò½«ºòÑ¡±äÁ¿¼ÓÈëÄ£ÐÍ£¬ÈôÊÇСÓÚ£¬Ôò½«Í£Ö¹Ö𲽻ع顣¾²éX2µÄµ÷Õûºó¿É¾öϵÊý×î´ó£¬¹ÊX2×÷ΪµÚ¶þ¸ö½âÊͱäÁ¿½øÈë»Ø¹éÄ£ÐÍ¡£
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Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 21:26
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X20.2261470.1920081.1778020.2727
X42.4328880.6175063.9398620.0043
X3-0.2837740.482888-0.5876600.5730
C-14706.0120234.62-0.7267750.4881
R-squared0.985262 Mean dependent var64342.93
Adjusted R-squared0.979736 S.D. dependent var27118.27
S.E. of regression3860.355 Akaike info criterion19.61611
Sum squared resid1.19E+08 Schwarz criterion19.77774
Log likelihood-113.6966 F-statistic178.2759
Durbin-Watson stat1.244459 Prob(F-statistic)0.000000
Dependent Variable: Y
Method: Least Squares
Date: 05/07/04 Time: 21:26
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X20.2967290.2832191.0477020.3254
X41.7829071.1793301.5117960.1690
X50.0553680.2076740.2666130.7965
C-20638.7026831.94-0.7691840.4639
R-squared0.984762 Mean dependent var64342.93
Adjusted R-squared0.979047 S.D. dependent var27118.27
S.E. of regression3925.397 Akaike info criterion19.64952
Sum squared resid1.23E+08 Schwarz criterion19.81116
Log likelihood-113.8971 F-statistic172.3294
Durbin-Watson stat0.977236 Prob(F-statistic)0.000000
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ARCH Test:
F-statistic0.163061 Probability0.943889
Obs*R-squared1.428695 Probability0.839193
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/08/04 Time: 18:56
Sample(adjusted): 1995 2002
Included observations: 8 after adjusting endpoints
VariableCoefficientStd. Errort-StatisticProb.
C8533293.237876190.3587280.7436
RESID^2(-1)-0.3487861.243214-0.2805520.7973
RESID^2(-2)0.5050341.1136400.4534980.6810
RESID^2(-3)-0.0315161.296584-0.0243070.9821
RESID^2(-4)0.0356351.1689000.0304860.9776
R-squared0.178587 Mean dependent var10929249
Adjusted R-squared-0.916631 S.D. dependent var16868099
S.E. of regression23352607 Akaike info criterion37.03949
Sum squared resid1.64E+15 Schwarz criterion37.08914
Log likelihood-143.1579 F-statistic0.163061
Durbin-Watson stat1.277697 Prob(F-statistic)0.943889
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Dependent Variable: SER01
Method: Least Squares
Date: 05/11/04 Time: 16:00
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X20.0573870.0558851.0268790.3287
C-4542.3277185.410-0.6321600.5415
R-squared0.095389 Mean dependent var2802.343
Adjusted R-squared0.004928 S.D. dependent var2388.342
S.E. of regression2382.449 Akaike info criterion18.54066
Sum squared resid56760649 Schwarz criterion18.62148
Log likelihood-109.2439 F-statistic1.054480
Durbin-Watson stat1.721401 Prob(F-statistic)0.328676
Dependent Variable: SER01
Method: Least Squares
Date: 05/11/04 Time: 16:09
Sample: 1991 2002
Included observations: 12
VariableCoefficientStd. Errort-StatisticProb.
X40.1098680.0554781.9803890.0758
C206.21711447.0950.1425040.8895
R-squared0.281709 Mean dependent var2802.343
Adjusted R-squared0.209880 S.D. dependent var2388.342
S.E. of regression2122.966 Akaike info criterion18.31003
Sum squared resid45069827 Schwarz criterion18.39085
Log likelihood-107.8602 F-statistic3.921941
Durbin-Watson stat2.109131 Prob(F-statistic)0.075824
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