我用Eviews9逐步回归消除多重共线性后,发现存在自相关,然后就用AR(1)模型,最终得到一下数据
Dependent Variable: Y
Method: ARMA Maximum Likelihood (BFGS)
Date: 03/26/19 Time: 13:38
Sample: 2005 2017
Included observations: 13
Convergence achieved after 5 iterations
Coefficient covariance computed using outer product of gradients