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时间:2019-05-21
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1、DependentVariable:X1Method:LeastSquaresDate:04/21/15Time:18:14Sample:1992M082001M07Includedobservations:108VariableCoefficientStd.Errort-StatisticProb. C0.0214140.0124911.7144250.0894X41.0198190.08033812.694060.0000R-squared0.603203 Meandependentvar0.027096AdjustedR-squared0.599460 S.D
2、.dependentvar0.204974S.E.ofregression0.129724 Akaikeinfocriterion-1.228463Sumsquaredresid1.783815 Schwarzcriterion-1.178794Loglikelihood68.33699 Hannan-Quinncriter.-1.208324F-statistic161.1391 Durbin-Watsonstat2.114013Prob(F-statistic)0.000000Y=1.019819*X4+0.021414DependentVariabl
3、e:X2Method:LeastSquaresDate:04/21/15Time:18:15Sample:1992M082001M07Includedobservations:108VariableCoefficientStd.Errort-StatisticProb. C0.0140670.0129231.0885040.2788X41.0037130.08311812.075700.0000R-squared0.579068 Meandependentvar0.019659AdjustedR-squared0.575097 S.D.dependentvar0.2
4、05898S.E.ofregression0.134214 Akaikeinfocriterion-1.160421Sumsquaredresid1.909413 Schwarzcriterion-1.110752Loglikelihood64.66275 Hannan-Quinncriter.-1.140282F-statistic145.8224 Durbin-Watsonstat2.138478Prob(F-statistic)0.000000Y=1.003713*X4+0.014067DependentVariable:X3Method:Least
5、SquaresDate:04/21/15Time:18:15Sample:1992M082001M07Includedobservations:108VariableCoefficientStd.Errort-StatisticProb. C0.0076060.0101400.7500910.4549X41.1034520.06521716.919680.0000R-squared0.729782 Meandependentvar0.013754AdjustedR-squared0.727233 S.D.dependentvar0.201634S.E.ofregre
6、ssion0.105308 Akaikeinfocriterion-1.645512Sumsquaredresid1.175513 Schwarzcriterion-1.595843Loglikelihood90.85766 Hannan-Quinncriter.-1.625373F-statistic286.2755 Durbin-Watsonstat1.786917Prob(F-statistic)0.000000Y=1.103452*X4+0.007606 Mean 0.005571 0.013754 0.019659 0.027096 Median
7、 0.001166 0.008633 0.012014 0.004220 Maximum 0.855203 0.961814 0.661398 0.807220 Minimum-0.373280-0.470000-0.748410-0.720850 Std.Dev. 0.156102 0.201634 0.205898 0.204974 Skewness 1.490726 1.148247-0.105685 0.346682 Kurtosis 10.85133 7.351584
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