EXPO GDP DIS已经是lnExpo等 命名为EXPO等
Dependent Variable: EXPO
Method: Least Squares
Date: 05/07/16 Time: 13:08
Sample: 1 60
Included observations: 60
Variable Coefficient Std. Error t-Statistic Prob.
C -1.281757 2.807124 -0.456609 0.6497
DIS -1.410979 0.278825 -5.060452 0.0000
GDP 1.038641 0.067791 15.32120 0.0000
R-squared 0.813505 Mean dependent var 12.60872
Adjusted R-squared 0.806961 S.D. dependent var 1.872096
S.E. of regression 0.822528 Akaike info criterion 2.495839
Sum squared resid 38.56350 Schwarz criterion 2.600556
Log likelihood -71.87516 Hannan-Quinn criter. 2.536799
F-statistic 124.3187 Durbin-Watson stat 1.838718
Prob(F-statistic) 0.000000
怀特检验
Heteroskedasticity Test: White
F-statistic 7.357277 Prob. F(2,57) 0.0014
Obs*R-squared 12.31094 Prob. Chi-Square(2) 0.0021
Scaled explained SS 20.23500 Prob. Chi-Square(2) 0.0000
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 05/07/16 Time: 13:11
Sample: 1 60
Included observations: 60
Variable Coefficient Std. Error t-Statistic Prob.
C 7.607670 1.976573 3.848919 0.0003
DIS^2 -0.045332 0.022877 -1.981533 0.0524
GDP^2 -0.005782 0.001849 -3.126407 0.0028
R-squared 0.205182 Mean dependent var 0.642725
Adjusted R-squared 0.177294 S.D. dependent var 1.237007
S.E. of regression 1.122004 Akaike info criterion 3.116817
Sum squared resid 71.75696 Schwarz criterion 3.221535
Log likelihood -90.50452 Hannan-Quinn criter. 3.157778
F-statistic 7.357277 Durbin-Watson stat 2.238072
Prob(F-statistic) 0.001438