阅读权限 255 威望 0 级论坛币 1006 个 通用积分 3.5606 学术水平 3 点 热心指数 2 点 信用等级 0 点 经验 3611 点 帖子 94 精华 0 在线时间 211 小时 注册时间 2008-11-11 最后登录 2024-12-30
已卖:416 份资源
硕士生
还不是VIP /贵宾
威望 0 级论坛币 1006 个 通用积分 3.5606 学术水平 3 点 热心指数 2 点 信用等级 0 点 经验 3611 点 帖子 94 精华 0 在线时间 211 小时 注册时间 2008-11-11 最后登录 2024-12-30
苦逼
2015-2-13 17:26:44
签到天数: 2 天
连续签到: 1 天
[LV.1]初来乍到
5 论坛币
下面是我用eviews做出来的PDL分析结果,我想调用下文中加黑的系数和进行绝对值大小的wald约束检验。请教各位大侠,如何实现对这两个系数和的调用和检验?谢谢~
Dependent Variable: GP
Method: Least Squares
Date: 03/31/10 Time: 09:36
Sample (adjusted): 1997M02 2009M03
Included observations: 146 after adjustments
Coefficient Std. Error t-Statistic Prob.
C 0.000376 0.000377 0.998223 0.3199
PDL01 0.001622 0.005715 0.283747 0.7770
PDL02 -0.000357 0.002089 -0.170642 0.8648
PDL03 4.31E-06 0.000239 0.018075 0.9856
PDL04 0.003970 0.004546 0.873293 0.3840
PDL05 -0.001965 0.001528 -1.285879 0.2007
PDL06 0.000263 0.000169 1.556481 0.1219
PDL07 -0.064873 0.026955 -2.406742 0.0174
PDL08 -0.045593 0.004510 -10.11006 0.0000
PDL09 0.008676 0.001745 4.972004 0.0000
R-squared 0.589402 Mean dependent var -0.000102
Adjusted R-squared 0.562230 S.D. dependent var 0.001400
S.E. of regression 0.000926 Akaike info criterion -11.06443
Sum squared resid 0.000117 Schwarz criterion -10.86007
Log likelihood 817.7034 Hannan-Quinn criter. -10.98139
F-statistic 21.69160 Durbin-Watson stat 2.001517
Prob(F-statistic) 0.000000
Lag Distribution of GM11 i Coefficient Std. Error t-Statistic
. * | 0 0.00127 0.00392 0.32418
. *| 1 0.00187 0.00513 0.36391
. *| 2 0.00185 0.00485 0.38106
. * | 3 0.00129 0.00417 0.31053
.* | 4 0.00031 0.00388 0.07952
* . | 5 -0.00098 0.00404 -0.24285
* . | 6 -0.00243 0.00416 -0.58410
* . | 7 -0.00387 0.00401 -0.96524
* . | 8 -0.00510 0.00384 -1.33087
* . | 9 -0.00592 0.00414 -1.43115
* . | 10 -0.00609 0.00486 -1.25450
* . | 11 -0.00535 0.00516 -1.03750
* . | 12 -0.00342 0.00395 -0.86713
Sum of Lags -0.02659 0.03400 -0.78203
Lag Distribution of GM10 i Coefficient Std. Error t-Statistic
. * | 0 0.00226 0.00324 0.69750
. * | 1 0.00202 0.00448 0.45080
.* | 2 0.00050 0.00459 0.10888
* . | 3 -0.00134 0.00427 -0.31399
* . | 4 -0.00278 0.00402 -0.68990
* . | 5 -0.00333 0.00400 -0.83458
* . | 6 -0.00278 0.00404 -0.68974
* . | 7 -0.00114 0.00402 -0.28329
. * | 8 0.00134 0.00401 0.33341
. * | 9 0.00415 0.00414 1.00091
. * | 10 0.00653 0.00434 1.50420
. *| 11 0.00751 0.00420 1.78786
. * | 12 0.00582 0.00303 1.92336
Sum of Lags 0.01875 0.04054 0.46264
Lag Distribution of GP i Coefficient Std. Error t-Statistic
. *| 0 0.52102 0.04744 10.9826
. * | 1 0.37999 0.03092 12.2914
. * | 2 0.25632 0.02094 12.2378
. * | 3 0.14999 0.01933 7.76109
. * | 4 0.06102 0.02253 2.70882
* | 5 -0.01060 0.02570 -0.41257
*. | 6 -0.06487 0.02695 -2.40674
* . | 7 -0.10179 0.02592 -3.92779
* . | 8 -0.12135 0.02314 -5.24530
* . | 9 -0.12357 0.02074 -5.95802
* . | 10 -0.10843 0.02328 -4.65799
* . | 11 -0.07594 0.03360 -2.25978
* | 12 -0.02609 0.05024 -0.51937
Sum of Lags 0.73569 0.15912 4.62337