Dependent Variable: DX Method: Least Squares Date: 11/28/13 Time: 14:51 Sample (adjusted): 1953 1988 Included observations: 36 after adjustments Convergence achieved after 7 iterations MA Backcast: 1952 Variable Coefficient Std. Error t-Statistic Prob. C MA(1) R-squared Mean dependent var Adjusted R-squared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood - Hannan-Quinn criter. F-statistic Durbin-Watson stat ( 1-B )x t= 569 +ε t+ 176 ε t-1 Dependent Variable: DX Method: Least Squares Date: 11/28/13 Time: 14:52 Sample (adjusted): 1954 1988 Included observations: 35 after adjustments Convergence achieved after 2 iterations Variable Coefficient Std. Error t-Statistic Prob. AR(1) R-squared Mean dependent var Adjusted R-squared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood - Hannan-Quinn criter. Durbin-Watson stat Inverted AR Roots .65▽x t = ▽x t- 1+ε t Dependent Variable: DX Method: Least Squares Date: 11/28/13 Time: 15:15 Sample (adjus
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