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三省多元回归
（1）生成数据组obsX1X2X3X4X5X6X7X8X9X10Y1Y2200629820.423006567.1502.71226.1856.03844.595213.6943.460.82513.02200733368.82684.47440.2757.65400.7383.930000000000011113.332029.1387.061.28763.12200813380.4836.23414.9282.96164.8929.4274.18180.998.910.34280.87200916342.81035.93997.51352.96652.82169.31470.729310.1855.291.56311.332010198371244.74656.3999999999991179.9930.91145.261625.12911.9757.041.65894.559999999999999201122659.31424.65035.3832.4321.2105.74944.82316.1629.540.89211.71201227915.41765.45832.31610.57772.22219.951821.449927.03184.092.13622.34(2)时序图（3）单根检验Group unit root test: Summary?Series: X1, X2, X3, X4, X5, X6, X7, X8, X9, X10, Y1, Y2Date: 08/12/14 Time: 19:37Sample: 2006 2012Exogenous variables: Individual effects, individual linear trendsAutomatic selection of maximum lagsAutomatic lag length selection based on SIC: 0?and Bartlett kernelBalanced observations for each test?Cross-MethodStatisticProb.**sectionsObsNull: Unit root (assumes common unit root process)?Levin, Lin Chu t*-7.75045?0.0000?12?72Breitung t-stat-1.98436?0.0236?12?60Null: Unit root (assumes individual unit root process)?Im, Pesaran and Shin W-stat??0.02392?0.5095?12?72ADF - Fisher Chi-square?24.7486?0.4195?12?72PP - Fisher Chi-square?50.0982?0.0014?12?72** Probabilities for Fisher tests are computed using an asymptotic Chi?-square distribution. All other tests assume asymptotic normality.5变系数回归6变截距回归（1）Dependent Variable: Y1?Method: Pooled Least SquaresDate: 08/12/14 Time: 20:03Sample: 2006 2012Included observations: 7Cross-sections included: 3Total pool (balanced) observations: 21VariableCoefficientStd. Errort-StatisticProb.??C-0.9525691.210722-0.7867780.4541X1?-4.96E-050.000127-0.3913470.7058X2?-0.0009110.000864-1.0548990.3223X3?0.0009520.0010180.9344400.3774X4?0.0001160.0011230.1036010.9200X5?-0.0001360.001549-0.0878620.9321X6?0.0035400.0064610.5478020.5988X7?8.93E-060.0006690.0133470.9897X8?0.0005490.0020260.2710160.7932X9?0.0169530.0296020.5726750.5826X10?-0.0039930.007857-0.5082650.62
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