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1. oszacuj model dynamiczny t t t t y y y 2 2 1 1 0 AR(2) Ordinary Least Squares Estimation ******************************************************************************* Dependent variable is BM 37 observations used for estimation from 2000Q3 to 2009Q3 ******************************************************************************* Regressor Coefficient Standard Error T-Ratio[Prob] C 46.2686 65.9291 .70179[.488] BM(-1) 1.1398 .16738 6.8095[.000] BM(-2) -.18288 .17105 -1.0692[.293] ******************************************************************************* R-Squared .91218 R-Bar-Squared .90702 S.E. of Regression 102.1040 F-stat. F( 2, 34) 176.5846[.000] Mean of Dependent Variable 1188.1 S.D. of Dependent Variable 334.8435 Residual Sum of Squares 354457.7 Equation Log-likelihood -222.0981 Akaike Info. Criterion -225.0981 Schwarz Bayesian Criterion -227.5145 DW-statistic 1.8355 ******************************************************************************* Diagnostic Tests ******************************************************************************* * Test Statistics * LM Version * F Version * ******************************************************************************* * * * * * A:Serial Correlation*CHSQ( 4)= 30.8274[.000]*F( 4, 30)= 37.4570[.000]* * * * * * B:Functional Form *CHSQ( 1)= .30301[.582]*F( 1, 33)= .27249[.605]* * * * * * C:Normality *CHSQ( 2)= 1.7127[.425]* Not applicable * * * * *
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