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这是我跑出来的部分回归,现在需要将这些回归的β系数提取出来做时间序列图。β系数应该怎么提取呢,谢谢各位大佬!->时间=201801Source|SSdfMSNumberofobs=22-------------+----------------------------------F( ...
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-> 时间 = 201801
Source | SS df MS Number of obs = 22
-------------+---------------------------------- F(1, 20) = 0.91
Model |.000504992 1.000504992 Prob > F = 0.3517
Residual |.011107474 20.000555374 R-squared = 0.0435
-------------+---------------------------------- Adj R-squared = -0.0043
Total |.011612466 21.000552975 Root MSE = .02357
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .6869708 .7204247 0.95 0.352 -.8158087 2.18975
_cons | .0049275 .0053622 0.92 0.369 -.0062578 .0161128
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201802
Source | SS df MS Number of obs = 15
-------------+---------------------------------- F(1, 13) = 12.44
Model |.006145611 1.006145611 Prob > F = 0.0037
Residual |.006422809 13.000494062 R-squared = 0.4890
-------------+---------------------------------- Adj R-squared = 0.4497
Total |.012568421 14.000897744 Root MSE = .02223
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | 1.180851 .3348139 3.53 0.004 .4575299 1.904173
_cons |-.0015404 .0059089 -0.26 0.798 -.0143058 .0112249
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201803
Source | SS df MS Number of obs = 22
-------------+---------------------------------- F(1, 20) = 5.15
Model |.001203612 1.001203612 Prob > F = 0.0345
Residual |.004676852 20.000233843 R-squared = 0.2047
-------------+---------------------------------- Adj R-squared = 0.1649
Total |.005880463 21.000280022 Root MSE = .01529
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .7255983 .3198268 2.27 0.035 .0584513 1.392745
_cons | .0015634 .0033022 0.47 0.641 -.0053249 .0084517
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201804
Source | SS df MS Number of obs = 18
-------------+---------------------------------- F(1, 16) = 9.82
Model |.002007011 1.002007011 Prob > F = 0.0064
Residual |.003268469 16.000204279 R-squared = 0.3804
-------------+---------------------------------- Adj R-squared = 0.3417
Total | .00527548 17.000310322 Root MSE = .01429
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .9553282 .3047824 3.13 0.006 .3092183 1.601438
_cons | .0056079 .0034417 1.63 0.123 -.0016881 .0129039
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201805
Source | SS df MS Number of obs = 22
-------------+---------------------------------- F(1, 20) = 8.82
Model | .00217558 1 .00217558 Prob > F = 0.0076
Residual |.004935074 20.000246754 R-squared = 0.3060
-------------+---------------------------------- Adj R-squared = 0.2713
Total |.007110653 21.000338603 Root MSE = .01571
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | 1.024358 .3449816 2.97 0.008 .3047386 1.743977
_cons | .0004633 .0033517 0.14 0.891 -.0065282 .0074548
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201806
Source | SS df MS Number of obs = 20
-------------+---------------------------------- F(1, 18) = 0.91
Model |.000379285 1.000379285 Prob > F = 0.3533
Residual | .00752092 18.000417829 R-squared = 0.0480
-------------+---------------------------------- Adj R-squared = -0.0049
Total |.007900205 19 .0004158 Root MSE = .02044
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re |-.3403815 .3572585 -0.95 0.353 -1.090954 .4101908
_cons |-.0055691 .0048024 -1.16 0.261 -.0156586 .0045204
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201807
Source | SS df MS Number of obs = 22
-------------+---------------------------------- F(1, 20) = 13.74
Model |.001643452 1.001643452 Prob > F = 0.0014
Residual |.002392027 20.000119601 R-squared = 0.4073
-------------+---------------------------------- Adj R-squared = 0.3776
Total |.004035479 21.000192166 Root MSE = .01094
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .6678406 .1801616 3.71 0.001 .29203 1.043651
_cons | .001738 .0023317 0.75 0.465 -.0031258 .0066018
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201808
Source | SS df MS Number of obs = 23
-------------+---------------------------------- F(1, 21) = 24.78
Model |.002832641 1.002832641 Prob > F = 0.0001
Residual |.002400652 21.000114317 R-squared = 0.5413
-------------+---------------------------------- Adj R-squared = 0.5194
Total |.005233293 22.000237877 Root MSE = .01069
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .7475967 .150185 4.98 0.000 .4352699 1.059924
_cons | .0022728 .0022551 1.01 0.325 -.002417 .0069626
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201809
Source | SS df MS Number of obs = 19
-------------+---------------------------------- F(1, 17) = 16.18
Model |.001892841 1.001892841 Prob > F = 0.0009
Residual |.001989348 17 .00011702 R-squared = 0.4876
-------------+---------------------------------- Adj R-squared = 0.4574
Total | .00388219 18.000215677 Root MSE = .01082
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .7950311 .1976778 4.02 0.001 .3779674 1.212095
_cons | .000829 .0025019 0.33 0.744 -.0044496 .0061076
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201810
Source | SS df MS Number of obs = 18
-------------+---------------------------------- F(1, 16) = 32.89
Model |.007096298 1.007096298 Prob > F = 0.0000
Residual |.003452394 16.000215775 R-squared = 0.6727
-------------+---------------------------------- Adj R-squared = 0.6523
Total |.010548691 17.000620511 Root MSE = .01469
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .8541368 .1489401 5.73 0.000 .5383979 1.169876
_cons |-.0025461 .0035345 -0.72 0.482 -.0100389 .0049467
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201811
Source | SS df MS Number of obs = 22
-------------+---------------------------------- F(1, 20) = 13.38
Model |.001242916 1.001242916 Prob > F = 0.0016
Residual |.001857235 20.000092862 R-squared = 0.4009
-------------+---------------------------------- Adj R-squared = 0.3710
Total |.003100151 21.000147626 Root MSE = .00964
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .5677874 .155197 3.66 0.002 .2440521 .8915228
_cons |-.0033127 .0020545 -1.61 0.123 -.0075984 .000973
------------------------------------------------------------------------------
------------------------------------------------------------------------------
-> 时间 = 201812
Source | SS df MS Number of obs = 20
-------------+---------------------------------- F(1, 18) = 2.63
Model |.001146343 1.001146343 Prob > F = 0.1222
Residual | .00784193 18.000435663 R-squared = 0.1275
-------------+---------------------------------- Adj R-squared = 0.0791
Total |.008988273 19.000473067 Root MSE = .02087
------------------------------------------------------------------------------
ri | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
re | .691744 .4264453 1.62 0.122 -.2041844 1.587672
_cons |-.0058601 .0048305 -1.21 0.241 -.0160086 .0042884
------------------------------------------------------------------------------
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来自五湖四海的经管达人----已经有上千万的经管人来到这里,你可以找到任何学科方向、有共同话题的朋友。
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