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1、DependentVariable:X1Method:LeastSquaresDate:04/21/15Time:18:14Sample:1992M082001M07Includedobservations:108VariableCoefficientStd.Errort-StatisticProb.??C0.0214140.0124911.7144250.0894X41.0198190.08033812.694060.0000R-squared0.603203????Meandependentvar0.027096AdjustedR-squared0.599460????S.D
2、.dependentvar0.204974S.E.ofregression0.129724????Akaikeinfocriterion-1.228463Sumsquaredresid1.783815????Schwarzcriterion-1.178794Loglikelihood68.33699????Hannan-Quinncriter.-1.208324F-statistic161.1391????Durbin-Watsonstat2.114013Prob(F-statistic)0.000000Y=1.019819*X4+0.021414DependentVariabl
3、e:X2Method:LeastSquaresDate:04/21/15Time:18:15Sample:1992M082001M07Includedobservations:108VariableCoefficientStd.Errort-StatisticProb.??C0.0140670.0129231.0885040.2788X41.0037130.08311812.075700.0000R-squared0.579068????Meandependentvar0.019659AdjustedR-squared0.575097????S.D.dependentvar0.2
4、05898S.E.ofregression0.134214????Akaikeinfocriterion-1.160421Sumsquaredresid1.909413????Schwarzcriterion-1.110752Loglikelihood64.66275????Hannan-Quinncriter.-1.140282F-statistic145.8224????Durbin-Watsonstat2.138478Prob(F-statistic)0.000000Y=1.003713*X4+0.014067DependentVariable:X3Method:Least
5、SquaresDate:04/21/15Time:18:15Sample:1992M082001M07Includedobservations:108VariableCoefficientStd.Errort-StatisticProb.??C0.0076060.0101400.7500910.4549X41.1034520.06521716.919680.0000R-squared0.729782????Meandependentvar0.013754AdjustedR-squared0.727233????S.D.dependentvar0.201634S.E.ofregre
6、ssion0.105308????Akaikeinfocriterion-1.645512Sumsquaredresid1.175513????Schwarzcriterion-1.595843Loglikelihood90.85766????Hannan-Quinncriter.-1.625373F-statistic286.2755????Durbin-Watsonstat1.786917Prob(F-statistic)0.000000Y=1.103452*X4+0.007606?Mean?0.005571?0.013754?0.019659?0.027096?Median
7、?0.001166?0.008633?0.012014?0.004220?Maximum?0.855203?0.961814?0.661398?0.807220?Minimum-0.373280-0.470000-0.748410-0.720850?Std.Dev.?0.156102?0.201634?0.205898?0.204974?Skewness?1.490726?1.148247-0.105685?0.346682?Kurtosis?10.85133?7.351584?
