异方差与序列相关性练习概述.docVIP

一、异方差检验与修正 （一）建立初始回归模型 相关命令： data x y scat x y ls y c x 模型一： Dependent Variable: Y Method: Least Squares Date: 10/23/14 Time: 10:46 Sample: 1 20 Included observations: 20 Variable Coefficient Std. Error t-Statistic Prob.?? C 272.3635 159.6773 1.705713 0.1053 X 0.755125 0.023316 32.38690 0.0000 R-squared 0.983129 ????Mean dependent var 5199.515 Adjusted R-squared 0.982192 ????S.D. dependent var 1625.275 S.E. of regression 216.8900 ????Akaike info criterion 13.69130 Sum squared resid 846743.0 ????Schwarz criterion 13.79087 Log likeliho