Dependent Variable: Y
Method: Least Squares
Date: 12/15/02 Time: 16:57
Sample: 1979 2001
Included observations: 23
Weighting series: W
Variable Coefficient Std. Error t-Statistic Prob.
C 652.0489 50.74254 12.85014 0.0000
X 0.120532 0.005620 21.44712 0.0000
Weighted Statistics
R-squared 0.887173 Mean dependent var 2134.078
Adjusted R-squared 0.881801 S.D. dependent var 654.3188
S.E. of regression 224.9557 Akaike info criterion 13.75263
Sum squared resid 1062706. Schwarz criterion 13.85136
Log likelihood -156.1552 F-statistic 459.9788
Durbin-Watson stat 0.360624 Prob(F-statistic) 0.000000
Unweighted Statistics
R-squared 0.930773 Mean dependent var 4850.518
Adjusted R-squared 0.927476 S.D. dependent var 4348.492
S.E. of regression 1171.060 Sum squared resid 28798996
Durbin-Watson stat 0.302857
再用对数变换法,将变量X,Y替换成LNX,LNY。用OLS法对LY,LX回归,得到结果如下:
Dependent Variable: LY
Method: Least Squares
Date: 12/15/02 Time: 16:57
Sample: 1979 2001
Included observations: 23
Variable Coefficient Std. Error t-Statistic Prob.
C 0.584548 0.296165 1.973721 0.0617
LX 0.760341 0.029651 25.64274 0.0000
R-squared 0.969052 Mean dependent var 8.134945
Adjusted R-squared 0.967578 S.D. dependent var 0.848797
S.E. of regression 0.152835 Akaike info criterion -0.835969
Sum squared resid 0.490532 Schwarz criterion -0.737230
Log likelihood 11.61364 F-statistic 657.5501
Durbin-Watson stat 0.209387 Prob(F-statistic) 0.000000