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?t??664.7522?0.161603xt yt = (-0.845549) (8.094503)
R2?0.910711 DW=1.633755
[ AR(1) = 0.442943 ]
t = (1.608235)
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LM(1)=2.46 LM(2)=5.78Ò²¿ÉÒÔ¿´³ö£¬Ä£ÐÍÒѲ»´æÔÚ1½×¡¢2½××ÔÏà¹Ø¡£´Ëʱ£¬»Ø¹é·½³ÌΪ
?t?479.7931?0.017195lnxt lnyt = (0.025507) (1.617511)
R2?0.991903R2?0.990950 DW=2.13708 LM(1)=2.46 LM(2)=5.78
F=1041.219
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Äê¶È y x1 x2 x3 x4 4.89 4.55 7.38 x5 79367 82153 85064 86794 85846 88752 92017 96048 1971 10227 112.0 121.3 776.8 1972 10872 111.0 125.3 839.6 1973 11350 111.1 133.1 949.8 1974 8775 117.5 147.7 1038.4 8.61 1975 8539 127.6 161.2 1142.8 6.16 1976 9994 135.7 170.5 1252.6 5.22 1977 11046 142.9 181.5 1379.3 5.50 1978 11164 153.8 195.3 1551.2 7.78 1979 10559 166.0 217.7 1729.3 10.25 98824 1980 8979 179.3 247.0 1918.0 11.28 99303 1981 8535 190.2 272.3 2127.6 13.73 100397 1982 7980 197.6 286.6 2261.4 11.20 99526 1983 9179 202.6 297.4 2428.1 8.69 100834 1984 10394 208.5 307.6 2670.6 9.65 105005 1985 11039 215.2 318.5 2841.1 7.75 107150 1986 11450 224.4 323.4 3022.1 6.31 109597 ÆäÖУ¬y:ÊÛ³öпͳµµÄÊýÁ¿£¨Ç§Á¾£©£»x1:гµ£¬Ïû·ÑÕß¼Û¸ñÖ¸Êý£¬1967=100£»x2:ËùÓÐÎïÆ·ËùÓоÓÃñµÄÏû·ÑÕß¼Û¸ñÖ¸Êý£¬1967=100£»x3:¸öÈË¿ÉÖ§ÅäÊÕÈ루PDI£¬10ÒÚÃÀÔª£©£»x4:ÀûÂÊ£»x5:³ÇÊоÍÒµÀͶ¯Á¦£¨Ç§ÈË£©¡£¿¼ÂÇÏÂÃæµÄ¿Í³µÐèÇóº¯Êý£º
lnyt?b0?b1lnx1t?b2lnx2t?b3lnx3t?b4lnx4t?b5lnx5t?ut
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?t?3.255?1.790lnx1t?4.109lnx2t?2.127lnx3t?0.030lnx4t?0.2778lnx5t lnyt = (0.1723) (2.0500) (-2.5683) (1.6912) (-0.2499) (0.1364)
R2?0.8548 (2)Ïà¹ØÏµÊý¾ØÕó¼ìÑ飺
R2?0.7822 DW=1.7930 F=11.7744
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±»½âÊͱäÁ¿ Lnx1 Lnx2 Lnx3 Lnx4 Lnx5 R2 F FÖµÊÇ·ñÏÔÖø ÊÇ ÊÇ ÊÇ ÊÇ ÊÇ 0.9959 666.740 0.9993 4189.20 0.9993 4192.89 0.8704 18.47 0.9949 533.42 (n=16,k=5,??0.05)
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?t??22.1037?1.0378lnx1t?0.2949lnx4t?3.2439lnx5t lnyt = (-2.6397) (-3.1428) (-4.0015) (3.7191)
R2?0.6061 DW=1.3097 F=8.6926
?t??22.7996?0.9218lnx2t?0.2429lnx4t?3.7028lnx5t lnyt = (-3.9255) (-4.5492) (-3.9541) (5.2288)