请教关于Dummy变量的问题

小弟用Eviews对US interest rate swap的变动和monetary policy shocks之间做了回归，拟合结果一般。然后对monetary policy shocks添加了Dummy序列，但是拟合完结果与原结果相差不大，哪位高人可以指点下如何解释这样的问题吗？输出结果我附图，小弟感激不尽！

Dependent Variable: DRT
Method: Least Squares
Sample (adjusted): 2/03/1999 6/28/2007
Included observations: 70 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	0.000606	0.007305	0.082933	0.9341
MPS	0.634487	0.090794	6.988205	0.0000
R-squared	0.417983	Mean dependent var		-0.007100
Adjusted R-squared	0.409424	S.D. dependent var		0.078617
S.E. of regression	0.060417	Akaike info criterion		-2.746948
Sum squared resid	0.248212	Schwarz criterion		-2.682705
Log likelihood	98.14317	Hannan-Quinn criter.		-2.721430
F-statistic	48.83501	Prob(F-statistic)		0.000000

Dependent Variable: DRT
Method: Least Squares
Sample (adjusted): 2/03/1999 6/28/2007
Included observations: 70 after adjustments
Variable	Coefficient	Std. Error	t-Statistic	Prob.
C	-0.001461	0.008389	-0.174179	0.8622
MPS	0.611168	0.102103	5.985782	0.0000
DUMMY*MPS	0.161572	0.316821	0.509979	0.6117
R-squared	0.420233	Mean dependent var		-0.007100
Adjusted R-squared	0.402927	S.D. dependent var		0.078617
S.E. of regression	0.060748	Akaike info criterion		-2.722250
Sum squared resid	0.247252	Schwarz criterion		-2.625886
Log likelihood	98.27877	Hannan-Quinn criter.		-2.683974
F-statistic	24.28186	Prob(F-statistic)		0.000000

你这是以乘项的方式将虚拟变量引入了模型中，你试试以加项的方式将虚拟变量引入模型中。