Dependent Variable: Y |
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Method: Least Squares |
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Date: 05/04/13 Time: 09:27 |
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Sample (adjusted): 2003 2011 |
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Included observations: 9 after adjustments |
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Variable | Coefficient |
| Std. Error | t-Statistic | Prob. |
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C | 1593.860 |
| 10.89946 | 146.2328 | 0.0000 |
PDL01 | 1.311986 |
| 0.135170 | 9.706226 | 0.0002 |
PDL02 | 0.099402 |
| 0.046871 | 2.120772 | 0.0874 |
PDL03 | -0.840293 |
| 0.109348 | -7.684608 | 0.0006 |
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R-squared | 0.999216 |
| Mean dependent var | 2238.222 | |
Adjusted R-squared | 0.998745 |
| S.D. dependent var | 446.4722 | |
S.E. of regression | 15.81538 |
| Akaike info criterion | 8.660945 | |
Sum squared resid | 1250.631 |
| Schwarz criterion | 8.748600 | |
Log likelihood | -34.97425 |
| Hannan-Quinn criter. | 8.471785 | |
F-statistic | 2123.526 |
| Durbin-Watson stat | 2.928162 | |
Prob(F-statistic) | 0.000000 |
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Lag Distribution of X |
| i | Coefficient | Std. Error | t-Statistic |
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. * | |
| 0 | 0.37229 | 0.06783 | 5.48828 |
. *| |
| 1 | 1.31199 | 0.13517 | 9.70623 |
. * | |
| 2 | 0.57110 | 0.03683 | 15.5070 |
* . | |
| 3 | -1.85038 | 0.33631 | -5.50193 |
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| Sum of Lags |
| 0.40499 | 0.14967 | 2.70581 |
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第二个是:在我的结果中第三年的滞后系数为负了,这个如何解释呢?我研究的是投资对土地价格的影响,这样无法解释啊?!
第三个是我的DW值好像有点大,但是我这也是多次改变滞后期选出来的最合适的一个了,这个DW值有没有关系呢?