李老师,今做一个研究,遇到困难,请求帮助,希望帮我解释一下,下面的模型,
1,下面的C(1),C(2)等是什么意思?
2,下面模型有什么缺陷,是否通过检验?
谢谢!
System: UNTITLED
Estimation Method: Least Squares
Date: 07/01/09 Time: 05:41
Sample: 1997 2007
Included observations: 11
Total system (balanced) observations 22
Coefficient Std. Error t-Statistic Prob.
C(1) 0.093915 0.125477 0.748464 0.4686
C(2) 0.037849 0.122603 0.308715 0.7628
C(3) -1.03E-05 0.000221 -0.046564 0.9636
C(4) 7.51E-05 0.000252 0.297764 0.7710
C(5) 195.7877 347.0312 0.564179 0.5830
C(6) 133.9553 238.4401 0.561798 0.5846
C(7) -117.6616 232.9789 -0.505031 0.6227
C(8) 1.137252 0.419417 2.711509 0.0189
C(9) 0.022130 0.479144 0.046186 0.9639
C(10) -205306. 0 659453.9 -0.311327 0.7609
Determinant residual covariance 5.68E+15
Equation: ANHUIJINKOU = C(1)*ANHUIJINKOU(-1) + C(2)*ANHUIJINKOU(
-2) + C(3)*DSCY(-1) + C(4)*DSCY(-2) + C(5)
Observations: 11
R-squared 0.697022 Mean dependent var 1136.636
Adjusted R-squared 0.495037 S.D. dependent var 387.0068
S.E. of regression 275.0099 Sum squared resid 453782.8
Prob(F-statistic) 2.365478
Equation: DSCY = C(6)*ANHUIJINKOU(-1) + C(7)*ANHUIJINKOU(-2) + C(8)
*DSCY(-1) + C(9)*DSCY(-2) + C(10)
Observations: 11
R-squared 0.996620 Mean dependent var 15928945
Adjusted R-squared 0.994366 S.D. dependent var 6962323.
S.E. of regression 522593.8 Sum squared resid 1.64E+12
Prob(F-statistic) 1.950477