计量经济第六章上机答案.docVIP

Test Equation: Dependent Variable: RESID Method: Least Squares Date: 11/14/13 Time: 21:05 Sample: 1975 1994 Included observations: 20 Presample missing value lagged residuals set to zero. Variable Coefficient Std. Error t-Statistic Prob.?? C 0.034823 0.176548 0.197246 0.8461 X -0.000239 0.001192 -0.200550 0.8436 RESID(-1) 0.759891 0.244378 3.109491 0.0067 RESID(-2) -0.200584 0.250830 -0.799680 0.4356 R-squared 0.422974 ????Mean dependent var 2.85E-15 Adjusted R-squared 0.314781 ????S.D. dependent var 0.083761 S.E. of regression