Dependent Variable: LOG(Y) | ||||
Method: Least Squares | ||||
Date: 06/05/03 | ||||
Sample: 1950 1972 | ||||
Included observations: 23 | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
C | 0.682674 | 0.235425 | 2.8997515 |
|
LOG(X) | 0.514047 | 0.070189 | 7.323777 |
|
R-squared | 0.718641 |
| 4.596044 | |
Adjusted R-squared | 0.705243 |
| 0.301263 | |
S.E. of regression | 0.163560 |
| -0.700328 | |
Sum squared resid | 0.561792 |
| -0.601589 | |
Log likelihood | 10.05377 |
| 53.63771 | |
Durbin-Watson stat | 0.518528 |
|
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(1)写出所得到的回归模型的表达式,并解释系数的意义?
(2)分析该结果的系数显著性和拟合优度?
(3)在通常使用D—W统计量需要有那些基础假设?
(4)该模型是否存在自相关?
(5)估计自相关系数?
(6)如何对该模型进行改进?