对影响福建第二产业发展因素的实证分析论文.docVIP

　　对影响福建第二产业发展因素的实证分析论文 .freele:20:57 Sample Includedobservations:22 VariableCoefficientStd.Errort-StatisticProb. C34.7118023.391071.4839770.1572 CC-0.3605170.213369-1.6896450.1105 CAP0.3257090.0785144.1484290.0008 G1.3712390.2150946.3750830.0000 M0.0436300.0991100.4402160.6657 X0.8067110.1865774.3237440.0005 R-squared0.998554Meandependentvar661.8955 AdjustedR-squared0.998102S.D.dependentvar703.4254 S.E.ofregression30.64455Akaikeinfocriterion9.909787 Sumsquaredresid15025.41Sche:22:08 Sample Includedobservations:22 VariableCoefficientStd.Errort-StatisticProb. C-0.2681239.351543-0.0286720.9774 CAP0.2062990.0328566.2789040.0000 G1.3109930.1922896.8178380.0000 X0.5880300.0955476.1543250.0000 R-squared0.998296Meandependentvar661.8955 AdjustedR-squared0.998012S.D.dependentvar703.4254 S.E.ofregression31.36464Akaikeinfocriterion9.892205 Sumsquaredresid17707.33Sche:21:17 Sample(adjusted) Includedobservations:21afteradjustingendpoints Convergenceachievedafter9iterations VariableCoefficientStd.Errort-StatisticProb. CAP0.1889540.0324815.8174460.0000 G1.3409190.2165036.1935340.0000 X0.6021950.0945376.3699460.0000 AR(1)0.5962190.2005592.9727790.0085 R-squared0.998851Meandependentvar691.5214 AdjustedR-squared0.998648S.D.dependentvar706.5924 S.E.ofregression25.98408Akaikeinfocriterion9.522489 Sumsquaredresid11477.93Schwarzcriterion9.721445 Loglikelihood-95.98613Durbin-Watsonstat1.861591 InvertedARRoots.60 1.初步检验 AdjustedR-squared=0.998012，故该方程拟合优度较高，即模型总体拟合良好。CAP、G、X的T检验相应的P值均为0.0000，均小于显著性水平（0.05）。 2.自相关性检验 该模型的DW值为1.861591，介于（0.96，2.20）之间，说明该方程不存在自相关，得到了令人满意的结果。 3.多重共线性检验 CAPGX CAP10.9513330327070.950454277762 G0.95133303270710.986801218628 X0.9504542777620.9868012186281 从该方程的相关矩阵来看，两个不同自变量的相关系数均没有大于R平方的值0.998854，基本上不存在多重共线性。 4.异方差性检验 WhiteHeteroskedasticityTest: F-statistic2.008175Probability0.132486 Obs*R-squared9.713600Probability0.137243 以D2的残差图和怀特检验（两个检验的P值均大于0.05）上判断，该方程应该不存异方差。 5.因果关系检验 L