我做回归后发现F检验、t检验、DW检验都通过了,消除了截面异方差和自回归现象,但是结果显示有两个变量的系数都异常的大,标准差也特别大,不知是哪里出了问题啊??下面是我的回归结果,望有高手帮忙解答下啊!感谢!
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Variable | Coefficient | Std. Error | t-Statistic | Prob. |
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C | 7148.510 | 1672.211 | 4.274886 | 0.0001 |
GDPC | -600.7768 | 139.7074 | -4.300251 | 0.0001 |
PGDPC | 601.0697 | 139.3175 | 4.314387 | 0.0001 |
DIS? | -1.586453 | 0.445605 | -3.560226 | 0.0011 |
GDPF? | 1.846444 | 0.485434 | 3.803697 | 0.0005 |
AR(1) | 0.956854 | 0.003023 | 316.4869 | 0.0000 |
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| Weighted Statistics |
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R-squared | 0.990910 | Mean dependent var | 15.13848 | |
Adjusted R-squared | 0.989647 | S.D. dependent var | 3.734243 | |
S.E. of regression | 0.075897 | Sum squared resid | 0.207371 | |
F-statistic | 784.8525 | Durbin-Watson stat | 2.265772 | |
Prob(F-statistic) | 0.000000 |
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