按课本的例子,手动输入回归式进行格兰杰因果关系检验,但是发现无论如何输出结果里Prob(F-statistic)总是为0,而课本上的均能找到具体数值,找以前的作业记录时发现一直都是Prob(F-statistic)为0,请问这是我的方法错误还是其他原因?
例如:
Dependent Variable: X
Method: Least Squares
Date: 12/01/14 Time: 19:00
Sample (adjusted): 4 29
Included observations: 26 after adjustments
Variable Coefficient Std. Error t-Statistic Prob.
X(-1) 1.886208 0.252366 7.474094 0.0000
X(-2) -0.722309 0.507751 -1.422566 0.1711
X(-3) -0.189334 0.363307 -0.521142 0.6083
Y(-1) -0.631102 0.701060 -0.900211 0.3793
Y(-2) 0.038041 1.036870 0.036688 0.9711
Y(-3) 0.804076 0.715078 1.124458 0.2748
C -429.7814 677.7540 -0.634126 0.5336
R-squared 0.998412 Mean dependent var 31687.45
Adjusted R-squared 0.997911 S.D. dependent var 21332.18
S.E. of regression 975.0686 Akaike info criterion 16.82770
Sum squared resid 18064417 Schwarz criterion 17.16641
Log likelihood -211.7601 Hannan-Quinn criter. 16.92524
F-statistic 1991.126 Durbin-Watson stat 2.104265
Prob(F-statistic) 0.000000