在对一组非平稳时间序列进行二阶差分平稳后,进行如下方程的回归检验
JXM=1/2*(C(1)*GDP+C(2)*JXJ+C(3)+C(4)*JTZ+C(5)*JXJ+C(6)) -1/2((C(1)*GDP+C(2)*JXJ+C(3)-C(4)*JTZ-C(5)*JXJ-C(6))^2)^1/2
得到如下结果:
Dependent Variable: JXM
Method: Least Squares
Date: 05/24/08 Time: 19:35
Sample: 1 6
Included observations: 6
Convergence achieved after 1 iteration
JXM=1/2*(C(1)*GDP+C(2)*JXJ+C(3)+C(4)*JTZ+C(5)*JXJ+C(6))-1/2
*((C(1)*GDP+C(2)*JXJ+C(3)-C(4)*JTZ-C(5)*JXJ-C(6))^2)^1/2
Coefficient Std. Error t-Statistic Prob.
C(1) 0.010825 NA NA NA
C(2) 2.219990 NA NA NA
C(3) 108.6801 NA NA NA
C(4) -0.071653 NA NA NA
C(5) 2.451120 NA NA NA
C(6) 124.1844 NA NA NA
R-squared 1.000000 Mean dependent var -41.68333
S.D. dependent var 82.12304 Akaike info criterion -44.10092
Sum squared resid 3.34E-21 Schwarz criterion -44.30916
Log likelihood 138.3028 Durbin-Watson stat 1.865202
请问结果中的“NA”表示什么意思,该回归方程有效吗?系数估计有效吗?谢谢各位达人赐教!