1、-0.8-0.40.0.40.81.2-.4-0.20.0.20.40.60.81.0X4X32X1Dependent Variable: X1Method: Least SquaresDate: 04/21/15 Time: 18:14Sample: 1992M08 2001M07Included observations: 108Variable Coefficient Std. Error t-Statistic Prob. C 0.021414 0.012491 1.714425 0.0894X4 1.019819 0.080338 12.69406 0.0000R-squared 0
2、.603203 Mean dependent var 0.027096Adjusted R-squared 0.599460 S.D. dependent var 0.204974S.E. of regression 0.129724 Akaike info criterion -1.228463Sum squared resid 1.783815 Schwarz criterion -1.178794Log likelihood 68.33699 Hannan-Quinn criter. -1.208324F-statistic 161.1391 Durbin-Watson stat 2.1
3、14013Prob(F-statistic) 0.000000Y=1.019819*X4+0.021414Dependent Variable: X2Method: Least SquaresDate: 04/21/15 Time: 18:15Sample: 1992M08 2001M07Included observations: 108Variable Coefficient Std. Error t-Statistic Prob. C 0.014067 0.012923 1.088504 0.2788X4 1.003713 0.083118 12.07570 0.0000R-square
4、d 0.579068 Mean dependent var 0.019659Adjusted R-squared 0.575097 S.D. dependent var 0.205898S.E. of regression 0.134214 Akaike info criterion -1.160421Sum squared resid 1.909413 Schwarz criterion -1.110752Log likelihood 64.66275 Hannan-Quinn criter. -1.140282F-statistic 145.8224 Durbin-Watson stat
5、2.138478Prob(F-statistic) 0.000000Y=1.003713*X4+0.014067Dependent Variable: X3Method: Least SquaresDate: 04/21/15 Time: 18:15Sample: 1992M08 2001M07Included observations: 108Variable Coefficient Std. Error t-Statistic Prob. C 0.007606 0.010140 0.750091 0.4549X4 1.103452 0.065217 16.91968 0.0000R-squ
6、ared 0.729782 Mean dependent var 0.013754Adjusted R-squared 0.727233 S.D. dependent var 0.201634S.E. of regression 0.105308 Akaike info criterion -1.645512Sum squared resid 1.175513 Schwarz criterion -1.595843Log likelihood 90.85766 Hannan-Quinn criter. -1.625373F-statistic 286.2755 Durbin-Watson st
7、at 1.786917Prob(F-statistic) 0.000000Y=1.103452*X4+0.007606Mean 0.005571 0.013754 0.019659 0.027096Median 0.001166 0.008633 0.012014 0.004220Maximum 0.855203 0.961814 0.661398 0.807220Minimum -0.373280 -0.470000 -0.748410 -0.720850Std. Dev. 0.156102 0.201634 0.205898 0.204974Skewness 1.490726 1.148247 -0.105685 0.346682Kurtosis 10.85133 7.351584 5.102392 5.898604Jarque-Bera 317.3957 108.9458 20.09128 39.97197Probability 0.000000 0.000000 0.000043 0.000000Sum 0.601719 1.485389 2.123164 2.926408Sum Sq. Dev. 2.607349 4.350237 4.536161 4.495536Observations 108 108 108 108
