White Heteroskedasticity Test:
F-statistic 3.254138 Probability 0.041380
Obs*R-squared 9.292044 Probability 0.054200
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 12/08/10 Time: 11:25
Sample: 1990 2009
Included observations: 20
Variable Coefficient Std. Error t-Statistic Prob.
C 1917313. 1085936. 1.765586 0.0978
CZZC 40.58686 246.7936 0.164457 0.8716
CZZC^2 -0.003228 0.002321 -1.390839 0.1846
GDP -39.45270 48.37020 -0.815641 0.4275
GDP^2 0.000257 0.000122 2.112200 0.0519
R-squared 0.464602 Mean dependent var 1200617.
Adjusted R-squared 0.321829 S.D. dependent var 1771876.
S.E. of regression 1459160. Akaike info criterion 31.43694
Sum squared resid 3.19E+13 Schwarz criterion 31.68587
Log likelihood -309.3694 F-statistic 3.254138
Durbin-Watson stat 3.011491 Prob(F-statistic) 0.041380
还有就是我用wls之后结果自变量变得不能接受了,这个有没有关系的?
Sample: 1990 2009
Included observations: 20
Weighting series: WI
Variable Coefficient Std. Error t-Statistic Prob.
C -64.24524 459.1566 -0.139920 0.8904
GDP 0.011654 0.020957 0.556076 0.5854
CZZC 0.790562 0.101126 7.817561 0.0000
Weighted Statistics
R-squared 0.999896 Mean dependent var 18261.44
Adjusted R-squared 0.999884 S.D. dependent var 34444.92
S.E. of regression 370.5648 Akaike info criterion 14.80541
Sum squared resid 2334411. Schwarz criterion 14.95477
Log likelihood -145.0541 F-statistic 82073.06
Durbin-Watson stat 1.739994 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.993789 Mean dependent var 18613.20
Adjusted R-squared 0.993058 S.D. dependent var 17451.18
S.E. of regression 1453.994 Sum squared resid 35939684
Durbin-Watson stat 1.241115