线性回归分析(Eviews6.0).pptVIP

* * * * * * Eviews回归结果 Dependent Variable: Y Method: Least Squares Date: 03/02/08 Time: 10:13 Sample: 1981 1998 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob.?? C 144.6786 35.50781 4.074556 0.0009 X 0.789808 0.008022 98.45858 0.0000 R-squared 0.998352 ???? Mean dependent var 2807.444 Adjusted R-squared 0.998249 ???? S.D. dependent var 2333.000 S.E. of regression 97.61747 ???? Akaike info criterion 12.10443 Sum squared resid 152466.7 ????Schwarz criterion 12.20336 Log likelihood -106.9399 ????F-statistic 9694.092 Durbin-Watson stat 1.082919 ????Prob(F-statistic) 0.000000  * 例3-2-2(教材例3-1)Eviews计算结果 Dependent Variable: Y Method: Least Squares Date: 03/02/08 Time: 15:13 Sample: 1981 2002 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob.?? C 237.752952799707 68.3551736117468 3.4781998236173 0.00237181875731987 X 0.751088775963591 0.010396452398397 72.2447184079256 1.15963513340516e-25 R-squared 0.996182695679258 ????Mean dependent var 3975 Adjusted R-squared 0.995991830463221 ????S.D. dependent var 3310.25739180505 S.E. of regression 209.572746755865 ????Akaike info criterion 13.6145269063696 Sum squared resid 878414.723655962 ????Schwarz criterion 13.7137125839476 Log likelihood -147.759795970065 ????F-statistic 5219.29933784047 Durbin-Watson stat 1.28776506339404 ????Prob(F-statistic) 1.15963513340517e-25 * (二)、多元线性回归模型 多元线性回归模型:表现在线性回归模型中的解释变量有多个。 一般表现形式： * i=1,2…,n 其中:k为解释变量的数目，?j称为回归参数（regression coefficient）。 习惯上：把常数项看成为一虚变量的系数，该虚变量的样本观测值始终取1。这样： 模型中解释变量的数目为（k+1） * 也被称为总体回归函数的随机表达形式。它 的非随