帮我分析下eviews的回归结果,麻烦结合我给的例子,用简单易懂的话帮我解释下如何根据什么判断显著性水平数据一:Variable\x05Coefficient\x05Std.Error\x05t-Statistic\x05Prob.\x05\x05\x05C\x05102.0205\x050.287355\

来源:学生作业帮助网 编辑:六六作业网 时间:2024/12/19 21:38:38
帮我分析下eviews的回归结果,麻烦结合我给的例子,用简单易懂的话帮我解释下如何根据什么判断显著性水平数据一:Variable\x05Coefficient\x05Std.Error\x05t-St

帮我分析下eviews的回归结果,麻烦结合我给的例子,用简单易懂的话帮我解释下如何根据什么判断显著性水平数据一:Variable\x05Coefficient\x05Std.Error\x05t-Statistic\x05Prob.\x05\x05\x05C\x05102.0205\x050.287355\
帮我分析下eviews的回归结果,麻烦结合我给的例子,用简单易懂的话帮我解释下如何根据什么判断显著性水平
数据一:
Variable\x05Coefficient\x05Std.Error\x05t-Statistic\x05Prob.\x05\x05\x05
C\x05102.0205\x050.287355\x05355.0336\x050.0000
Z\x050.051189\x050.039600\x051.292639\x050.1983
数据二
Variable\x05Coefficient \x05Std.Error\x05t-Statistic\x05 Prob.\x05\x05
C\x05101.8562\x05 0.406138\x05250.7924\x05 0.0000
Z\x050.027435\x05 0.046754\x050.586787\x05 0.5584
Z(-1)\x05-0.011500\x050.056647\x05-0.203013\x050.8394
Z(-2)\x05-0.020322\x050.058353\x05-0.348252\x050.7282
Z(-3)\x05-0.027655\x050.058751\x05-0.470705\x050.6387
Z(-4)\x050.033191\x050.059588\x050.557014\x050.5785
Z(-5)\x050.043738\x050.062299\x050.702066\x050.4839
Z(-6)\x050.060734\x050.060875\x050.997683\x050.3203\x05\x05\x05\x05
R-squared\x050.030871\x05 Mean dependent var\x05102.3644
Adjusted R-squared\x05-0.022546\x05 S.D.dependent var\x052.523663
S.E.of regression\x052.551954\x05 Akaike info criterion\x054.769026
Sum squared resid\x05827.0834\x05 Schwarz criterion\x054.941191
Log likelihood\x05-313.9093\x05 F-statistic\x050.577924
Durbin-Watson stat\x050.086455\x05 Prob(F-statistic)\x050.772829

帮我分析下eviews的回归结果,麻烦结合我给的例子,用简单易懂的话帮我解释下如何根据什么判断显著性水平数据一:Variable\x05Coefficient\x05Std.Error\x05t-Statistic\x05Prob.\x05\x05\x05C\x05102.0205\x050.287355\
你的模型是错误的,因为模型中除了C,即常数项是显著的,其它系数都为零,关键是模型拟合优度的指标R-squared几乎为零,而且Adjusted R-squared 竟然为负值!这是不可能的,调整的R平方是必然大于零的.
建议重新建模吧