Method: Least Squares | ||||||
Date: 03/31/12 Time: 13:31 | ||||||
Sample (adjusted): 1994M12 2011M12 | ||||||
Included observations: 205 after adjustments | ||||||
Convergence achieved after 75 iterations | ||||||
Y=C(1)*Y(-1)+C(2)*Y(-2)+C(3)*Y(-11)+C(4)*X(-1)+(C(5)*Y(-1)+C(6)*Y(-2) | ||||||
+C(7)*Y(-11)+C(8)*X(-1))*(1+EXP(-C(9)*(X(-3)-C(10))))^-1 | ||||||
Coefficient | Std. Error | t-Statistic | Prob. | |||
C(1) | 1.128554 | 0.358271 | 3.150005 | 0.0019 | ||
C(2) | 0.29989 | 0.388777 | 0.771367 | 0.4414 | ||
C(3) | -0.05779 | 0.132033 | -0.43772 | 0.6621 | ||
C(4) | 0.091535 | 0.074977 | 1.220833 | 0.2236 | ||
C(5) | 0.024583 | 0.365596 | 0.067241 | 0.9465 | ||
C(6) | -0.62154 | 0.395992 | -1.56958 | 0.1181 | ||
C(7) | 0.112218 | 0.136886 | 0.819789 | 0.4133 | ||
C(8) | -0.13742 | 0.076908 | -1.78679 | 0.0755 | ||
C(9) | 14.23762 | 62.74534 | 0.226911 | 0.8207 | ||
C(10) | -3.67673 | 0.537143 | -6.84497 | 0 | ||
R-squared | 0.872359 | Mean dependent var | 0.0586 | |||
Adjusted R-squared | 0.866468 | S.D. dependent var | 1.198359 | |||
S.E. of regression | 0.437905 | Akaike info criterion | 1.233921 | |||
Sum squared resid | 37.39333 | Schwarz criterion | 1.396019 | |||
Log likelihood | -116.477 | Hannan-Quinn criter. | 1.299485 | |||
Durbin-Watson stat | 1.819367 | |||||
2、但根据T值的显著性,想调整变量,册除c(5)后,再进行回归。却行不了!出现overflow!!!!!!!!
用的是EVIEWS 6 破解版。