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1、StataTextbookExamples,IntroductoryEconometrics,Chapter12StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2ndeds.)Chapter12-SerialCorrelationandHeteroskedasticityinTimeSeriesRegressionsExample12.1:TestingforAR(1)Se
2、rialCorrelationinthePhillipsCurveusehttp://fmwww.bc.edu/ec-p/data/wooldridge/PHILLIPStssetyear,yearlyreginfunemSource
3、SSdfMSNumberofobs=49-------------+------------------------------F(1,47)=2.62Model
4、25.6369575125.6369575Prob>F=0.1125Residual
5、460.6197
6、9479.80042107R-squared=0.0527-------------+------------------------------AdjR-squared=0.0326Total
7、486.2567484810.1303489RootMSE=3.1306------------------------------------------------------------------------------inf
8、Coef.Std.Err.tP>
9、t
10、[95%Conf.Interva
11、l]-------------+----------------------------------------------------------------unem
12、.4676257.28912621.620.112-.11402121.049273_cons
13、1.423611.7190150.830.412-2.0346024.881822-----------------------------------------------------------------------------
14、-predictdoubleuh,residreguhL.uhSource
15、SSdfMSNumberofobs=48-------------+------------------------------F(1,46)=24.34Model
16、150.917041150.91704Prob>F=0.0000Residual
17、285.198417466.19996558R-squared=0.3460-------------+------------------------------AdjR-sq
18、uared=0.3318Total
19、436.115457479.27905227RootMSE=2.49------------------------------------------------------------------------------uh
20、Coef.Std.Err.tP>
21、t
22、[95%Conf.Interval]-------------+----------------------------------------------------------------uh
23、
24、L1
25、.5729695.11613344.930.000.3392052.8067338_cons
26、-.1133967.359404-0.320.754-.8368393.610046------------------------------------------------------------------------------regcinfunemhttp://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge12.html（第1／14页
27、）2010/5/1911:27:21StataTextbookExamples,IntroductoryEconometrics,Chapter12Source
28、SSdfMSNumberofobs=48-------------+------------------------------F(1,46)=5.56Model
29、33.3829988133.3829988Prob>F=0.0227Residual
30、276.30513466.00663326R-squared=0.1078
