恳请各位的指导和帮助哈!!!
下面是我做出来的结果,因变量是股市的月度收益,这些变量都是通过了平稳性检验的。
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
INFLATION | -0.719926 | 1.245862 | -0.577854 | 0.5639 |
C | 1.414684 | 0.952173 | 1.485742 | 0.1387 |
R-squared | 0.001475 |
| 1.415536 | |
Adjusted R-squared | -0.002943 |
| 14.35637 | |
S.E. of regression | 14.37748 |
| 8.177936 | |
Sum squared resid | 46716.90 |
| 8.208018 | |
Log likelihood | -930.2848 |
| 0.333915 | |
Durbin-Watson stat | 2.090506 |
| 0.563938 |