计量经济学庞皓二版第五章答案.docVIP

5.2 1 对原模型OLS回归分析结果： Dependent Variable: Y Method: Least Squares Date: 04/01/09 Time: 15:44 Sample: 1 60 Included observations: 60 Variable Coefficient Std. Error t-Statistic Prob. C 9.347522 3.638437 2.569104 0.0128 X 0.637069 0.019903 32.00881 0.0000 R-squared 0.946423 Mean dependent var 119.6667 Adjusted R-squared 0.945500 S.D. dependent var 38.68984 S.E. of regression 9.032255 Akaike info criterion 7.272246 Sum squared resid 4731.735 Schwarz criterion 7.342058 Log likelihood -216.1674 F-statistic 1024.564 Durbin-Watson stat 1.790431 Prob F-statistic 0.000000 2 White检