||
|
NNCH |
XF |
NNCH |
1 |
0.985 |
XF |
0.985136 |
1 |
Dependent Variable: XF | ||||
Method: Least Squares | ||||
Sample: 1978— 2005 | ||||
Included observations: 28 | ||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-35.40098 |
21.55035 |
-1.642710 |
0.1130 |
GDP |
0.605028 |
0.037266 |
16.23553 |
0.0000 |
NNCH |
0.839873 |
0.217136 |
3.867949 |
0.0007 |
R-squared |
0.997439 |
Mean dependent var |
312.7893 | |
Adjusted R-squared |
0.997234 |
S.D. dependent var |
172.2932 | |
S.E. of regression |
9.062016 |
Akaike info criterion |
7.347017 | |
Sum squared resid |
2053.003 |
Schwarz criterion |
7.489753 | |
Log likelihood |
-99.85824 |
F-statistic |
4867.506 | |
Durbin-Watson stat |
0.472118 |
Prob(F-statistic) |
0.000000 |
Dependent Variable: XF |
| ||||
Method: Least Squares |
| ||||
Sample: 1978 1992 |
| ||||
Included observations: 15 |
| ||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. | |
C |
-38.87101 |
23.19549 |
-1.675801 |
0.1196 | |
GDP |
0.726474 |
0.083281 |
8.723145 |
0.0000 | |
NNCH |
0.682553 |
0.288253 |
2.367893 |
0.0355 | |
R-squared |
0.994882 |
Mean dependent var |
178.7200 | ||
Adjusted R-squared |
0.994030 |
S.D. dependent var |
56.06299 | ||
S.E. of regression |
4.331908 |
Akaike info criterion |
5.946750 | ||
Sum squared resid |
225.1851 |
Schwarz criterion |
6.088360 | ||
Log likelihood |
-41.60062 |
F-statistic |
1166.444 | ||
Durbin-Watson stat |
0.935584 |
Prob(F-statistic) |
0.000000 |
Dependent Variable: XF |
| ||||
Method: Least Squares |
| ||||
Sample: 1992 1998 |
| ||||
Included observations: 7 |
| ||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. | |
C |
835.1275 |
886.8233 |
0.941707 |
0.3997 | |
GDP |
1.032843 |
0.467437 |
2.209590 |
0.0917 | |
NNCH |
-5.535327 |
6.620769 |
-0.836055 |
0.4502 | |
R-squared |
0.992922 |
Mean dependent var |
348.9857 | ||
Adjusted R-squared |
0.989383 |
S.D. dependent var |
49.73632 | ||
S.E. of regression |
5.124767 |
Akaike info criterion |
6.403574 | ||
Sum squared resid |
105.0530 |
Schwarz criterion |
6.380393 | ||
Log likelihood |
-19.41251 |
F-statistic |
280.5662 | ||
Durbin-Watson stat |
1.807881 |
Prob(F-statistic) |
0.000050 |
Dependent Variable: XF | ||||
Method: Least Squares | ||||
Sample: 1998 2005 | ||||
Included observations: 8 | ||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
32.48895 |
19.69935 |
1.649239 |
0.1600 |
GDP |
0.540293 |
0.040142 |
13.45940 |
0.0000 |
NNCH |
0.719443 |
0.202232 |
3.557507 |
0.0163 |
R-squared |
0.997850 |
Mean dependent var |
541.7750 | |
Adjusted R-squared |
0.996991 |
S.D. dependent var |
89.72828 | |
S.E. of regression |
4.922340 |
Akaike info criterion |
6.305442 | |
Sum squared resid |
121.1472 |
Schwarz criterion |
6.335232 | |
Log likelihood |
-22.22177 |
F-statistic |
1160.510 | |
Durbin-Watson stat |
2.085377 |
Prob(F-statistic) |
0.000000 |
变量 |
ADF检验值 |
各显著水平下的临界值 |
检验结果 | ||
1% |
5% |
10% | |||
Lxf |
-0.886609 |
-3.7204 |
-2.9850 |
-2.6318 |
存在单位根,非平稳 |
Lch |
0.054612 |
-3.7204 |
-2.9850 |
-2.6318 |
存在单位根,非平稳 |
Lxf一阶差分 |
-2.699551 |
-3.7343 |
-2.9907 |
-2.6348 |
存在单位根,非平稳 |
Lch一阶差分 |
-2.376294 |
-3.7343 |
-2.9907 |
-2.6348 |
存在单位根,非平稳 |
Lxf二阶差分 |
-4.029958 |
-3.7497 |
-2.9969 |
-2.6381 |
不存在单位根,平稳 |
Lch二阶差分 |
-5.654857 |
-3.7497 |
-2.9969 |
-2.6381 |
不存在单位根,平稳 |
|
LXF |
LCH |
LXF(-1) |
1.210570 |
0.298114 |
|
(0.21937) |
(0.23409) |
|
(5.51832) |
(1.27352) |
LXF(-2) |
-0.222268 |
-0.223204 |
|
(0.22394) |
(0.23896) |
|
(-0.99252) |
(-0.93405) |
LCH(-1) |
-0.054251 |
0.890801 |
|
(0.20218) |
(0.21574) |
|
(-0.26834) |
(4.12913) |
LCH(-2) |
0.063852 |
-0.058229 |
|
(0.21131) |
(0.22548) |
|
(0.30218) |
(-0.25825) |
C |
0.074648 |
0.437350 |
|
(0.39078) |
(0.41699) |
|
(0.19102) |
(1.04883) |
R-squared |
0.997617 |
0.984958 |
Adj. R-squared |
0.997163 |
0.982093 |
Sum sq. resids |
0.016746 |
0.019068 |
S.E. equation |
0.028239 |
0.030133 |
F-statistic |
2197.789 |
343.7769 |
Log likelihood |
58.62731 |
56.93945 |
Akaike AIC |
-4.125178 |
-3.995342 |
Schwarz SC |
-3.883236 |
-3.753401 |
Mean dependent |
5.665119 |
5.064246 |
S.D. dependent |
0.530178 |
0.225182 |
Determinant Residual Covariance |
4.47E-07 |
Log Likelihood |
116.2756 |
Akaike Information Criteria |
-8.175046 |
Schwarz Criteria |
-7.691162 |
詹志方 经济学硕士, 企业管理博士,香港城市大学市场营销系博士后。研究方向:商业模式、战略管理、市场营销。服务过的组织有:湖南省人民政府综合调研室,长沙市国家公务员培训中心、长沙老百姓大药房,海南航空集团战略规划部、江西格力销售公司等。联系方式 13767029869;zhanzf@hotmail.com,qq 563721088
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