Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 0.510519 S.D. dependent var 1.256348 Akaike info criterion 116.8024 Schwarz criterion -143.5881 F-statistic 0.308938 Prob(F-statistic) 1.795733 3.480597 4.021724 6.105105 0.000000 ½á¹û±íÃ÷£¬´ÓÖͺó12¸öÔ¿ªÊ¼tͳ¼ÆÁ¿ÖµÏÔÖø£¬Ò»Ö±µ½Öͺó16¸öÔÂΪֹ£¬´ÓÖͺóµÚ17¸öÔ¿ªÊ¼tÖµ±äµÃ²»ÏÔÖø£»ÔٴӻعéϵÊýÀ´¿´£¬´ÓÖͺó11¸öÔ¿ªÊ¼£¬»õ±Ò¹©Ó¦Á¿±ä»¯¶ÔÎï¼ÛˮƽµÄÓ°ÏìÃ÷ÏÔÔö¼Ó£¬ÔÙÖͺó14¸öÔÂʱ´ïµ½×î´ó£¬È»ºóÖð²½Ï½µ¡£
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Dependent Variable: TBZS Method: Least Squares Date: 07/10/05 Time: 23:48 Sample(adjusted): 1996:03 2005:05 Included observations: 111 after adjusting endpoints Variable C TBZS(-1) R-squared Adjusted R-squared Coefficient 5.348792 0.946670 Std. Error 1.938684 0.019081 t-Statistic 2.758982 49.61371 Prob. 0.0068 0.0000 0.957596 Mean dependent var 101.4946 0.957207 S.D. dependent var 2.828904 S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 0.585200 Akaike info criterion 37.32798 Schwarz criterion -97.01900 F-statistic 1.779257 Prob(F-statistic) 1.784126 1.832947 2461.520 0.000000
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³ÇÏç¾ÓÃñÈ˹úÃñ×ÜÊÕÄê Èë ·Ý £¨GNI£© £¨Y£© 1978 1979 1980 1981 1982 1983 1984 1985 1986 1987 3624.1 4038.2 4517.8 4860.3 5301.8 5957.4 7206.7 8989.1 10201.4 11954.5 210.6 281.0 399.5 532.7 675.4 892.5 1214.7 1622.6 2237.6 3073.3 £¨YY£© NA 1991 70.4 1992 118.5 1993 124.2 1994 151.7 1995 217.1 1996 322.2 1997 407.9 1998 615.0 1999 835.7 2000 21662.5 26651.9 34560.5 46670.0 57494.9 66850.5 73142.7 76967.2 80579.4 88254.0 ¿îÄêµ×Óà¶î¿îÔö¼Ó¶î·Ý £¨GNI£© £¨Y£© 9241.6 11759.4 15203.5 21518.8 29662.3 38520.8 46279.8 53407.5 59621.8 64332.4 £¨YY£© 2121.800 2517.800 3444.100 6315.300 8143.500 8858.500 7759.000 7615.400 6253.000 4976.700 Ãñ±Ò´¢Ðî´æÃñ±Ò´¢Ðî´æÄê Èë ¿îÄêµ×Óà¶î ¿îÔö¼Ó¶î³ÇÏç¾ÓÃñÈ˹úÃñ×ÜÊÕÃñ±Ò´¢Ðî´æÃñ±Ò´¢Ðî´æ³ÇÏç¾ÓÃñÈ˳ÇÏç¾ÓÃñÈË1988 1989 1990 14922.3 16917.8 18598.4 3801.5 5146.9 7119.8 728.2 2001 1374.2 95727.9 73762.4 86910.6 103617.7 9457.600 13233.20 16631.90 2002 103935.3 1923.4 2003 116603.2 Êý¾ÝÀ´Ô´£º¡¶Öйúͳ¼ÆÄê¼ø2004¡·£¬Öйúͳ¼Æ³ö°æÉç¡£±íÖС°³ÇÏç¾ÓÃñÈËÃñ±Ò´¢Ðî´æ¿îÄêÔö¼Ó¶î¡±ÎªÄê¼øÊýÖµ£¬ÓëÓÃÄêµ×Óà¶î¼ÆËãµÄÊýÖµÓвîÒì¡£
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ΪÁË·ÖÎö¾ÓÃñ´¢ÐîÐÐΪÔÚ1996ÄêÇ°ºóºÍ2000ÄêÇ°ºóÈý¸ö½×¶ÎµÄÊýÁ¿¹Øϵ£¬ÒýÈëÐéÄâ±äÁ¿D1ºÍD2¡£D1ºÍD2µÄÑ¡Ôñ£¬ÊÇÒÔ1996¡¢2000ÄêÁ½¸öתÕÛµã×÷ΪÒÀ¾Ý£¬1996ÄêµÄGNIΪ66850.50ÒÚÔª,2000ÄêµÄGNIΪ¹úΪÃñ8254.00ÒÚÔª,²¢É趨ÁËÈçÏÂÒÔ¼Ó·¨ºÍ³Ë·¨Á½ÖÖ·½Ê½Í¬Ê±ÒýÈëÐéÄâ±äÁ¿µÄµÄÄ£ÐÍ£º
YYt= ?1+?2GNIt??3?GNIt?66850.50?D1t+ ?4?GNIt?88254.00?D2t?ut
?1t?1996ÄêÒÔºó ?1t?2000ÄêÒÔºó D1t??D2t???0t?1996Äê¼°ÒÔÇ° ?0t?2000Äê¼°ÒÔÇ° ÆäÖУº
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Dependent Variable: YY Method: Least Squares Date: 06/16/05 Time: 23:27 Sample (adjusted): 1979 2003
Included observations: 25 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C GNI
(GNI-66850.50)*DUM1 (GNI-88254.00)*DUM2
-830.4045 0.144486 -0.291371 0.560219
172.1626 0.005740 0.027182 0.040136
-4.823374 25.17001 -10.71920 13.95810
0.0001 0.0000 0.0000 0.0000
R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
0.989498 Mean dependent var 0.987998 S.D. dependent var 501.9182 Akaike info criterion 5290359. Schwarz criterion -188.7550 F-statistic 1.677712 Prob(F-statistic)
4168.652 4581.447 15.42040 15.61542 659.5450 0.000000
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