正在写硕士毕业论文,被解释变量为商品住宅均价,解释变量为利率、人均可支配收入、固定资产投资,数据经过通货膨胀、X-12技术季节调整、对数处理等。单位根检验结果是一阶单整、JJ协整检验说明存在协整关系,现在用OLS回归来构建协整方程
回归结果如下:
Dependent Variable: HP
Method: Least Squares
Date: 02/27/12 Time: 13:51
Sample: 2006M01 2010M12
Included observations: 60
Coefficient Std. Error t-Statistic Prob.
I 0.466200 0.155362 3.000735 0.0040
INC 0.882868 0.280912 3.142863 0.0027
R 0.060855 0.026574 2.290011 0.0258
C -8.524955 2.194928 -3.883933 0.0003
R-squared 0.690805 Mean dependent var 9.274674
Adjusted R-squared 0.674241 S.D. dependent var 0.254073
S.E. of regression 0.145013 Akaike info criterion -0.959649
Sum squared resid 1.177608 Schwarz criterion -0.820026
Log likelihood 32.78946 Hannan-Quinn criter. -0.905034
F-statistic 41.70524 Durbin-Watson stat 1.103428
Prob(F-statistic) 0.000000
DW值说明存在自相关,根据偏相关图发现存在三阶自相关
用AR(3)修正之后结果表明不存在序列相关了
Dependent Variable: HP
Method: Least Squares
Date: 02/28/12 Time: 09:12
Sample (adjusted): 2006M04 2010M12
Included observations: 57 after adjustments
Convergence achieved after 22 iterations
Coefficient Std. Error t-Statistic Prob.
C -8.107823 3.624090 -2.237202 0.0296
I 0.413745 0.155855 2.654676 0.0105
INC 0.946110 0.250009 3.784310 0.0004
R 0.108340 0.042127 2.571750 0.0130
AR(3) 0.528820 0.119041 4.442346 0.0000
R-squared 0.767451 Mean dependent var 9.287807
Adjusted R-squared 0.749562 S.D. dependent var 0.253842
S.E. of regression 0.127032 Akaike info criterion -1.205120
Sum squared resid 0.839134 Schwarz criterion -1.025905
Log likelihood 39.34593 Hannan-Quinn criter. -1.135471
F-statistic 42.90210 Durbin-Watson stat 1.417913
Prob(F-statistic) 0.000000
Inverted AR Roots .81 -.40+.70i -.40-.70i
但是请问这个结果该怎么写?
急急急,超感谢大家!!
另外,请教一下,我这样做出来的结果怎么样?


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