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AREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT75566101144994STDERROR14523300005760TSTATISTIC52030941987931PROB00001000002055675199870315097651519722395187000000000999545MEANDEPENDENTVAR0999519SDDEPENDENTVAR4381521AKAIKEINFOCRITERION3455590SCHWARZCRITERION1489765FSTATISTIC0475046PROBFSTATISTIC作Y與X2的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2306SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX2COEFFICIENT52220770207689STDERROR86120670005548TSTATISTIC60636743743267PROB0000000000RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTAT0987317MEANDEPENDENTVAR0986612SDDEPENDENTVAR2312610AKAIKEINFOCRITERION96267005SCHWARZCRITERION1822478FSTATISTIC0188013PROBFSTATISTIC205567519987031842478185243514012050000000作Y與X3的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2308SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX3RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT26078791003073STDERROR77399880294311TSTATISTIC33693583408209PROB00034000002055675199870318609711870929116158900000000984740MEANDEPENDENTVAR0983893SDDEPENDENTVAR2536645AKAIKEINFOCRITERION116E08SCHWARZCRITERION1840971FSTATISTIC1194389PROBFSTATISTIC作Y與X4的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2308SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX4RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT27295934097403STDERROR37203650518467TSTATISTIC73368947902918PROB00000000002055675199870321294922139449624561100000000776276MEANDEPENDENTVAR0763846SDDEPENDENTVAR9712824AKAIKEINFOCRITERION170E09SCHWARZCRITERION2109492FSTATISTIC0157356PROBFSTATISTIC依據(jù)可決系數(shù)最大的原則選取X1作為進入回歸模型的第一個解釋變量,再依次將其余變量分別代入回歸得作Y與X1、X2的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2309SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X2RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT188428512815940025055STDERROR239074300494720009029TSTATISTIC078815925905682774908PROB0441500000001302055675199870314824051497341271182000000000999687MEANDEPENDENTVAR0999650SDDEPENDENTVAR3740345AKAIKEINFOCRITERION2378330SCHWARZCRITERION1452405FSTATISTIC0683510PROBFSTATISTIC作Y與X1、X3的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2310SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X3RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT351105409928131356936STDERROR831505300187070165109TSTATISTIC422252753071968218410PROB0000600000000002055675199870313593611374297928393300000000999908MEANDEPENDENTVAR0999898SDDEPENDENTVAR2021735AKAIKEINFOCRITERION6948599SCHWARZCRITERION1329361FSTATISTIC1177765PROBFSTATISTIC作Y與X1、X4的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2310SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X4RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT118534611858860186645STDERROR182452200066450026984TSTATISTIC649674817846086917003PROB0000000000000002055675199870313858861400822712069000000000999881MEANDEPENDENTVAR0999867SDDEPENDENTVAR2308464AKAIKEINFOCRITERION9059310SCHWARZCRITERION1355886FSTATISTIC1459938PROBFSTATISTIC在滿足經(jīng)濟意義和可決系數(shù)的條件下選取X3作為進入模型的第二個解釋變量,再次進行回歸則作Y與X1、X3、X2的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2313SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X3X2RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODCOEFFICIENT7604458108592412108530014073STDERROR1001724002980101334440003944TSTATISTIC0759137364388190738773567901PROB04588000000000000026205567519987031310826133074110460290999949MEANDEPENDENTVAR0999939SDDEPENDENTVAR1555183AKAIKEINFOCRITERION3869750SCHWARZCRITERION1270826FSTATISTICDURBINWATSONSTAT1196933PROBFSTATISTIC0000000作Y與X1、X3、X4的回歸，結(jié)果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/22/11TIME2313SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X3X4RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT6781764106864208910690107639STDERROR1024745001451401079490015451TSTATISTIC6618003736276482545516966675PROB000000000000000000002055675199870312299001249814234970900000000999977MEANDEPENDENTVAR0999973SDDEPENDENTVAR1037654AKAIKEINFOCRITERION1722761SCHWARZCRITERION1189900FSTATISTIC1451447PROBFSTATISTIC可見加入其余任何一個變量都會導(dǎo)致系數(shù)符號與經(jīng)濟意義不符,故最終修正后的回歸模型為DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/30/11TIME1218SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X3RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODCOEFFICIENT351105409928131356936STDERROR831505300187070165109TSTATISTIC422252753071968218410PROB000060000000000205567519987031359361137429792839330999908MEANDEPENDENTVAR0999898SDDEPENDENTVAR2021735AKAIKEINFOCRITERION6948599SCHWARZCRITERION1329361FSTATISTICDURBINWATSONSTAT1177765PROBFSTATISTIC0000000Y35110540992813X11356936X3422252753071968218410R20999908R09998F9283933DW1177765982異方差檢驗與修正圖示法EE與X1的散點圖如下說明EE與X1存在單調(diào)遞增型異方差性。EE與X3的散點圖如下說明EE與X3存在單調(diào)遞增型異方差性。GQ檢驗對20組數(shù)據(jù)剔除掉中間四組剩下的進行分組后，第一組（19901997）數(shù)據(jù)的回歸結(jié)果DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/30/11TIME1254SAMPLE19901997INCLUDEDOBSERVATIONS8VARIABLEX1X3CRSQUAREDADJUSTEDRSQUAREDCOEFFICIENT098412308515182834275STDERROR001625501566884536993TSTATISTIC605432054344720624703PROB000000002905596517979120998400999686MEANDEPENDENTVAR0999560SDDEPENDENTVARSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTAT4405899AKAIKEINFOCRITERION9705972SCHWARZCRITERION3975573FSTATISTIC1663630PROBFSTATISTIC1068893107187279475750000000殘差平方和RSS19705972第二組（20022009）數(shù)據(jù)的回歸結(jié)果DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/30/11TIME1255SAMPLE20022009INCLUDEDOBSERVATIONS8VARIABLEX1X3CRSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT106640408472281184159STDERROR002774702151142618258TSTATISTIC384332139385034522698PROB0000000110000633982441186391613525941355573367050800000000999932MEANDEPENDENTVAR0999905SDDEPENDENTVAR1820047AKAIKEINFOCRITERION1656285SCHWARZCRITERION5110375FSTATISTIC1326122PROBFSTATISTIC殘差平方和RSS21656285所以FRSS2/RSS11656285/9705972170646在給定5下查得臨界值F0054,4639，F(xiàn)F0054,4因此否定兩組子樣方差相同的假設(shè)，從而該總體隨機項存在遞增異方差性。WHITE方法檢驗WHITEHETEROSKEDASTICITYTESTFSTATISTICOBSRSQUARED6142010PROBABILITY1241812PROBABILITY00039190014498TESTEQUATIONDEPENDENTVARIABLERESIDMETHODLEASTSQUARESDATE11/30/11TIME1321SAMPLE19902009INCLUDEDOBSERVATIONS20VARIABLECX1X1X3X3RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT24856502057327000021223718130024073STDERROR19211307549127804E0578613230006568TSTATISTIC12938482725252263998230170673665230PROB02153001560018600087000233474300491560023922122417105614201000039190620906MEANDEPENDENTVAR0519815SDDEPENDENTVAR3406286AKAIKEINFOCRITERION174E10SCHWARZCRITERION2342212FSTATISTIC1560937PROBFSTATISTICNR220062090612418125下，臨界值200549488拒絕同方差性修正COEFFICIENT314207409797581457291STDERROR436855000086220065922TSTATISTIC719248611363362210629PROB000000000000000272462774471171158127DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/30/11TIME1429SAMPLE19902009INCLUDEDOBSERVATIONS20WEIGHTINGSERIES1/E1VARIABLECX1X3RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONWEIGHTEDSTATISTICS0999999MEANDEPENDENTVAR0999999SDDEPENDENTVAR7391795AKAIKEINFOCRITERIONSUMSQUAREDRESID9288567SCHWARZCRITERION1173063LOGLIKELIHOOD1128127FSTATISTIC3138195DURBINWATSONSTAT0956075PROBFSTATISTIC0000000UNWEIGHTEDSTATISTICSRSQUARED0999902MEANDEPENDENTVAR2055675ADJUSTEDRSQUARED0999891SDDEPENDENTVAR1998703SEOFREGRESSION2090283SUMSQUAREDRESID7427782DURBINWATSONSTAT1365483Y31420740979758X11457291X3719248611363362210629R20999999R20999999F3138195DW1365483序列相關(guān)性檢驗從殘差項E2與E21及E與時間T的關(guān)系圖（如下）看，隨機項呈現(xiàn)正序列相關(guān)性。Q統(tǒng)計量檢驗由圖可以看出，存在一階序列相關(guān)回歸檢驗殘差E2與E2（1）做回歸得DEPENDENTVARIABLEEMETHODLEASTSQUARESDATE12/04/11TIME1521SAMPLEADJUSTED19912009INCLUDEDOBSERVATIONS19AFTERADJUSTMENTSVARIABLECE1RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT16815250303570STDERROR45696110231114TSTATISTIC03679801313508PROB07174020652528519201125213505531360494172530302064640092138MEANDEPENDENTVAR0038734SDDEPENDENTVAR1971916AKAIKEINFOCRITERION6610366SCHWARZCRITERION1263025FSTATISTIC1776498PROBFSTATISTICE與E1、E2做回歸得DEPENDENTVARIABLEEMETHODLEASTSQUARESDATE12/04/11TIME1524SAMPLEADJUSTED19922009INCLUDEDOBSERVATIONS18AFTERADJUSTMENTSVARIABLECE1E2RSQUAREDADJUSTEDRSQUAREDSEOFREGRESSIONSUMSQUAREDRESIDLOGLIKELIHOODDURBINWATSONSTATCOEFFICIENT744976004195640379894STDERROR462091202444750278641TSTATISTIC016121817161871363380PROB0874101067019291645940203134913527891367629178872702010430192570MEANDEPENDENTVAR0084912SDDEPENDENTVAR1943193AKAIKEINFOCRITERION5663997SCHWARZCRITERION1187510FSTATISTIC2055382PROBFSTATISTIC由上表明不存在序列相關(guān)性。DW檢驗由異方差檢驗修正后的結(jié)果Y31420740979758X1145