中国通货膨胀影响因素的实证分析(4)

LS Y C X2(-1) X3(-1)

Dependent Variable: Y Method: Least Squares Date: 06/07/11 Time: 05:32 Sample (adjusted): 2 41

Included observations: 40 after adjustments

Variable

C X2(-1) X3(-1)

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Dependent Variable: Y Method: Least Squares Date: 06/07/11 Time: 05:34 Sample (adjusted): 2 41

Included observations: 40 after adjustments

Variable

C X2(-1) X4(-1)

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Coefficient -131.8301 17.18217 1.244165

Std. Error 16.04197 1.781117 0.941283

t-Statistic -8.217822 9.646852 1.321776

Prob. 0.0000 0.0000 0.1944 109.7210 8.975419 4.531234 4.657900 4.577032 0.287848

Coefficient -127.4087 17.67275 0.001907

Std. Error 13.81964 1.064954 0.000870

t-Statistic -9.219394 16.59485 2.191477

Prob. 0.0000 0.0000 0.0348 109.7210 8.975419 4.455331 4.581997 4.501130 0.542353

0.944768 Mean dependent var 0.941782 S.D. dependent var 2.165623 Akaike info criterion 173.5271 Schwarz criterion -86.10663 Hannan-Quinn criter. 316.4488 Durbin-Watson stat 0.000000

LS Y C X2(-1) X4(-1)

0.940412 Mean dependent var 0.937191 S.D. dependent var 2.249390 Akaike info criterion 187.2109 Schwarz criterion -87.62467 Hannan-Quinn criter. 291.9663 Durbin-Watson stat 0.000000

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LS Y C X2(-1) X1(-1) X3(-1)

Dependent Variable: Y Method: Least Squares Date: 06/07/11 Time: 05:35 Sample (adjusted): 2 41

Included observations: 40 after adjustments

Variable

C X2(-1) X1(-1) X3(-1)

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Coefficient -115.8288 10.57445 7.710324 0.001382

Std. Error 12.36314 2.143129 2.101920 0.000766

t-Statistic -9.368875 4.934115 3.668229 1.803136

Prob. 0.0000 0.0000 0.0008 0.0797 109.7210 8.975419 4.187769 4.356657 4.248833 0.486329

0.959795 Mean dependent var 0.956445 S.D. dependent var 1.873159 Akaike info criterion 126.3141 Schwarz criterion -79.75538 Hannan-Quinn criter. 286.4720 Durbin-Watson stat 0.000000

LS Y C X2(-1) X1(-1) X4(-1)

Dependent Variable: Y Method: Least Squares Date: 06/07/11 Time: 05:36 Sample (adjusted): 2 41

Included observations: 40 after adjustments

Variable

C X2(-1) X1(-1) X4(-1)

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

Coefficient -141.8992 11.06685 10.92116 -1.457581

Std. Error 13.82874 2.163831 2.769619 1.051381

t-Statistic -10.26118 5.114469 3.943201 -1.386349

Prob. 0.0000 0.0000 0.0004 0.1742 109.7210 8.975419 4.222223 4.391111 4.283288 0.528735

0.958386 Mean dependent var 0.954918 S.D. dependent var 1.905707 Akaike info criterion 130.7419 Schwarz criterion -80.44446 Hannan-Quinn criter. 276.3635 Durbin-Watson stat 0.000000

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LS Y-0.19216963*Y(-1) C X1(-1)-0.19216963*X1(-2)

Dependent Variable: Y-0.19216963*Y(-1) Method: Least Squares Date: 06/07/11 Time: 05:39 Sample (adjusted): 3 41

Included observations: 39 after adjustments

Variable

C

X1(-1)-0.19216963*X1(-2

)

R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

18.22273

1.027522

Coefficient -70.86865

Std. Error 9.022862

t-Statistic -7.854343 17.73464

Prob. 0.0000 0.0000 89.00376 7.289795 4.636075 4.721386 4.666684 2.054468

0.894742 Mean dependent var 0.891897 S.D. dependent var 2.396810 Akaike info criterion 212.5538 Schwarz criterion -88.40346 Hannan-Quinn criter. 314.5176 Durbin-Watson stat 0.000000

LS Y-0.795934619*Y(-1) C X2(-1)-0.795934619*X2(-2)

Dependent Variable: Y-0.795934619*Y(-1) Method: Least Squares Date: 06/07/11 Time: 05:41 Sample (adjusted): 3 41

Included observations: 39 after adjustments

Variable

C

X2(-1)-0.795934619*X2(-2)

R-squared

20.50511

2.346646

Coefficient -33.52323

Std. Error 6.477127

t-Statistic -5.175633 8.738053

Prob. 0.0000 0.0000 23.04133 2.382285 3.530992 3.616303 3.561601 1.781204

0.673588 Mean dependent var 0.664766 S.D. dependent var 1.379329 Akaike info criterion 70.39434 Schwarz criterion -66.85435 Hannan-Quinn criter. 76.35357 Durbin-Watson stat 0.000000

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

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LS Y C X1(-1) X2(-1) X1(-2) X2(-2) Y(-1) Y(-2)

Dependent Variable: Y Method: Least Squares Date: 06/07/11 Time: 05:44 Sample (adjusted): 3 41 Included observations: 39 after adjustments

Variable Coefficient Std. Error t-Statistic C -26.64342 11.43083 -2.330838 X1(-1) 3.386340 1.363103 2.484288 X2(-1) 7.125767 9.902633 1.719583 X1(-2) 5.525030 1.378296 -4.008593 X2(-2) 2.474635 10.45121 -0.236780 Y(-1) 1.130267 0.157753 7.164792 Y(-2) 0.240637 0.126313 -1.905085 R-squared 0.991282 Mean dependent var

Adjusted R-squared 0.989647 S.D. dependent var S.E. of regression 0.907287 Akaike info criterion Sum squared resid 26.34144 Schwarz criterion Log likelihood -47.68644 Hannan-Quinn criter. F-statistic 606.4247 Durbin-Watson stat Prob(F-statistic) 0.000000

Prob. 0.0262 0.0184 0.0770 0.0003 0.8143 0.0000 0.0658 109.9986 8.916993 2.804433 3.103021 2.911564 1.892063

0.3464 0.3192 0.5421 Prob. 0.7673 0.2003 0.8911 0.6298 0.8089 0.1806 0.1220 0.675421 0.996817 2.966109

Heteroskedasticity Test: White

F-statistic 1.170337 Prob. F(6,32) Obs*R-squared 7.018061 Prob. Chi-Square(6) Scaled explained SS 5.013692 Prob. Chi-Square(6)

Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 06/07/11 Time: 05:49 Sample: 3 41 Included observations: 39

Variable Coefficient Std. Error t-Statistic

C 1.803414 6.042204 0.298470 X1(-1)^2 0.088032 0.067321 1.307641 X2(-1)^2 0.054961 0.398383 0.137959 X1(-2)^2 -0.032453 0.066692 -0.486614 X2(-2)^2 -0.102762 0.421352 -0.243886 Y(-1)^2 0.001026 0.000750 1.368664 Y(-2)^2 -0.000978 0.000616 -1.588744

R-squared 0.179950 Mean dependent var Adjusted R-squared 0.026191 S.D. dependent var S.E. of regression 0.983676 Akaike info criterion

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Sum squared resid Log likelihood F-statistic

Prob(F-statistic)

30.96380 Schwarz criterion -50.83912 Hannan-Quinn criter. 1.170337 Durbin-Watson stat 0.346449

3.264697

3.073239 2.278987

0.2853 0.2861 0.6959 Prob. 0.6252 0.0995 0.3591 0.8476 0.2673 0.4156 0.0262 0.3005 0.4816 0.6706 0.4770 0.1039 0.4500 0.2090 0.1410 0.0699 0.1109 0.2413 0.0470 0.0740 0.3078 0.1829 0.675421 0.996817 2.968474 3.906894 3.305171 2.258078

Heteroskedasticity Test: White

F-statistic Obs*R-squared

Scaled explained SS

1.315847 Prob. F(21,17) 24.14545 Prob. Chi-Square(21) 17.24947 Prob. Chi-Square(21)

Test Equation:

Dependent Variable: RESID^2 Method: Least Squares Date: 06/07/11 Time: 05:47 Sample: 3 41 Included observations: 39 Collinear test regressors dropped from specification

Variable Coefficient Std. Error t-Statistic C -571.7034 1149.227 -0.497468 X1(-1) 256.0976 146.9963 1.742205 X1(-1)^2 -12.86468 13.64985 -0.942478 X1(-1)*X2(-1) -4.279473 21.93041 -0.195139 X1(-1)*X1(-2) -24.37021 21.24642 -1.147027 X1(-1)*X2(-2) -1.003542 1.202743 -0.834377 X1(-1)*Y(-1) 4.687629 1.925695 2.434253 X1(-1)*Y(-2) -1.408562 1.318875 -1.068003 X2(-1) -215.4837 299.5159 -0.719440 X2(-1)^2 9.937991 22.96091 0.432822 X2(-1)*X1(-2) 23.02813 31.66690 0.727199 X2(-1)*Y(-1) -3.586416 2.087137 -1.718342 X2(-1)*Y(-2) 1.361716 1.761108 0.773215 X1(-2) 276.5058 211.7664 1.305711 X1(-2)^2 -32.16915 20.83574 -1.543941 X1(-2)*Y(-1) 7.417038 3.834869 1.934105 X1(-2)*Y(-2) -4.003475 2.380412 -1.681841

Y(-1) -34.63172 28.52172 -1.214223 Y(-1)^2 -0.488768 0.228269 -2.141197 Y(-1)*Y(-2) 0.540447 0.283878 1.903803 Y(-2) 18.81046 17.88953 1.051479 Y(-2)^2 -0.174067 0.125347 -1.388680

R-squared 0.619114 Mean dependent var

Adjusted R-squared 0.148608 S.D. dependent var S.E. of regression 0.919772 Akaike info criterion Sum squared resid 14.38166 Schwarz criterion Log likelihood -35.88525 Hannan-Quinn criter. F-statistic 1.315847 Durbin-Watson stat Prob(F-statistic) 0.285324

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