eviews中的AIC值不用特别计算,你只要对数据做单位根检验,就会有AIC值( Akaike info criterion)、SC值以及DW值等等。
如:
ADF Test Statistic -3.074455 1% Critical Value* -3.9635
5% Critical Value -3.0818
10% Critical Value -2.6829
*MacKinnon critical values for rejection of hypothesis of a unit root.
Augmented Dickey-Fuller Test Equation
Dependent Variable: D(SER01)
Method: Least Squares
Date: 05/20/08 Time: 12:14
Sample(adjusted): 1993 2007
Included observations: 15 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
SER01(-1) -0.666255 0.216707 -3.074455 0.0096
D(SER01(-1)) 0.508569 0.301304 1.687893 0.1172
C 0.017407 0.006057 2.873868 0.0140
R-squared 0.455555 Mean dependent var -0.000533
Adjusted R-squared 0.364814 S.D. dependent var 0.009665
S.E. of regression 0.007703 Akaike info criterion -6.717621
Sum squared resid 0.000712 Schwarz criterion -6.576011
Log likelihood 53.38216 F-statistic 5.020398
Durbin-Watson stat 1.818437 Prob(F-statistic) 0.026045