Obs*R-squared 0.030189 Probability 0.998617
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 19/06/05 Time: 21:29
Sample (adjusted): 4 323
Included observations: 320 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
C 0.042964 0.028898 1.486744 0.1381
RESID^2(-1) -0.006408 0.056254 -0.113917 0.9094
RESID^2(-2) -0.005675 0.056254 -0.100886 0.9197
RESID^2(-3) -0.004712 0.056254 -0.083771 0.9333
R-squared 0.000094 Mean dependent var 0.042254
Adjusted R-squared -0.009398 S.D. dependent var 0.509219
S.E. of regression 0.511606 Akaike info criterion 1.509897
Sum squared resid 82.71005 Schwarz criterion 1.557001
Log likelihood -237.5836 F-statistic 0.009938
Durbin-Watson stat 1.998401 Prob(F-statistic) 0.998640
是否存在异方差呢
[此贴子已经被作者于2005-6-20 8:01:02编辑过]