| Y | X1 | X2 | X3 | X4 | X5 |
Y | 1.000000 | 0.528746 | -0.507475 | 0.757184 | 0.563792 | 0.302720 |
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| Coefficient | Std. Error | t-Statistic | Prob. |
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C(1) | -1.913285 | 2.108777 | -0.907296 | 0.4156 |
C(2) | 6.417621 | 8.235095 | 0.779301 | 0.4793 |
C(3) | 0.047768 | 0.061928 | 0.771356 | 0.4835 |
C(4) | 0.032339 | 0.042158 | 0.767109 | 0.4858 |
C(5) | 0.145616 | 1.929128 | 0.075483 | 0.9435 |
C(6) | -0.059312 | 0.112404 | -0.527669 | 0.6256 |
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R-squared | 0.660613 | Mean dependent var | 0.194000 | |
Adjusted R-squared | 0.236380 | S.D. dependent var | 0.107254 | |
S.E. of regression | 0.093724 | Akaike info criterion | -1.613217 | |
Sum squared resid | 0.035137 | Schwarz criterion | -1.431666 | |
Log likelihood | 14.06609 | Hannan-Quinn criter. | -1.812378 | |
F-statistic | 1.557194 | Durbin-Watson stat | 2.370580 | |
Prob(F-statistic) | 0.344338 |
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第二次选取其中后6组数据,结果如下
| Y | X1 | X2 | X3 | X4 | X5 |
Y | 1.000000 | -0.375446 | 0.162044 | 0.959942 | 0.918158 | 0.903021 |
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Included observations: 6 |
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Y=C(1)+C(2)*X1+C(3)*X2+C(4)*X3+C(5)*X4+C(6)*X5 | ||||
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| Coefficient | Std. Error | t-Statistic | Prob. |
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C(1) | -1.596826 | NA | NA | NA |
C(2) | 4.784754 | NA | NA | NA |
C(3) | 0.141040 | NA | NA | NA |
C(4) | 0.139558 | NA | NA | NA |
C(5) | 1.839838 | NA | NA | NA |
C(6) | -2.079903 | NA | NA | NA |
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R-squared | 1.000000 | Mean dependent var | 0.148333 | |
S.D. dependent var | 0.112425 | Sum squared resid | 4.94E-24 | |
Durbin-Watson stat | 2.626345 |
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而且其标准差、t统计量和p值不存在 拟合优度为1


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