下面是用Eviews软件进行的一阶回归分析结果,但不明白都是什么意思?知道的高手指点一下,我的QQ:149585218
用下式进行预测的时候,那个AR(1)的值加不加呢???
Dependent Variable: LOG(E)
Method: Least Squares
Date: 07/03/06 Time: 16:21
Sample (adjusted): 1981 2002
Included observations: 22 after adjustments
Convergence achieved after 8 iterations
Variable Coefficient Std. Error t-Statistic Prob.
C 5.483440 0.631010 8.689935 0.0000
LOG(GDP) 0.391590 0.076262 5.134826 0.0001
AR(1) 0.804679 0.092810 8.670201 0.0000
R-squared 0.990281 Mean dependent var 8.334096
Adjusted R-squared 0.989258 S.D. dependent var 0.329284
S.E. of regression 0.034128 Akaike info criterion -3.791289
Sum squared resid 0.022129 Schwarz criterion -3.642511
Log likelihood 44.70418 F-statistic 968.0002
Durbin-Watson stat 2.174879 Prob(F-statistic) 0.000000
Inverted AR Roots .80
Estimation Command:
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LS LOG(E) C LOG(GDP) AR(1)
Estimation Equation:
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LOG(E) = C(1) + C(2)*LOG(GDP) + [AR(1)=C(3)]
Substituted Coefficients:
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LOG(E) = 5.483439513 + 0.3915898105*LOG(GDP) + [AR(1)=0.8046786344]