时间序列回归模型书写

更新时间:2023-05-23 22:44:40 阅读: 评论:0

昆明西山风景区
Dependent Variable: DX
Method: Least Squares
Date: 11/28/13  Time: 14:51
Sample (adjusted): 1953 1988
Included obrvations: 36 after adjustments
Convergence achieved after 7 iterations
MA Backcast: 1952
心情压抑的句子
新年怎么画
Variable
Coefficient
Std. Error
t-Statistic
周记300字小学
Prob. 
C
5.015569
2.130291
2.354406
0.0245
MA(1)
0.708176
0.126364
5.604265
0.0000
R-squared
0.318165
    Mean dependent var
4.983333
Adjusted R-squared
0.298111
    S.D. dependent var
8.970762
S.E. of regression
7.515597
    Akaike info criterion
6.925791
Sum squared resid
1920.463
    Schwarz criterion
7.013764
Log likelihood
-122.6642
    Hannan-Quinn criter.
6.956496
F-statistic
15.86545
    Durbin-Watson stat
2.042084
六年级下册第二单元作文
1-Bxt=5.015569+εt+ 0.708176εt-1
Dependent Variable: DX
Method: Least Squares
Date: 11/28/13  Time: 14:52
Sample (adjusted): 1954 1988
Included obrvations: 35 after adjustments
Convergence achieved after 2 iterations
Variable
Coefficient
Std. Error
t-Statistic
Prob. 
AR(1)
0.652119
0.131116
4.973593
0.0000
R-squared
0.234740
    Mean dependent var
5.080000
Adjusted R-squared
0.234740
    S.D. dependent var
9.082686
S.E. of regression
7.945457
    Akaike info criterion
7.011233
Sum squared resid
2146.430
    Schwarz criterion
7.055671
Log likelihood
-121.6966
    Hannan-Quinn criter.
7.026573
Durbin-Watson stat
1.944132
Inverted AR Roots
      .65
太阳有多热
xt=0.652119xt-1t
Dependent Variable: DX
Method: Least Squares
买车的注意事项
Date: 11/28/13  Time: 15:15
Sample (adjusted): 1954 1988
Included obrvations: 35 after adjustments
Convergence achieved after 3 iterations
Variable
Coefficient
Std. Error
t-Statistic
Prob. 
C
5.233120
2.843058
班级文化墙设计图片1.840666
0.0747
AR(1)
0.538116
0.146348
3.676952
0.0008
R-squared
0.290627
    Mean dependent var
5.080000
Adjusted R-squared
0.269131
    S.D. dependent var
9.082686
S.E. of regression
7.764866
    Akaike info criterion
6.992541
Sum squared resid
1989.674
    Schwarz criterion
7.081418
Log likelihood
-120.3695
    Hannan-Quinn criter.
7.023221
F-statistic
13.51998
    Durbin-Watson stat
1.879374
Prob(F-statistic)
0.000833

xt=5.233120*1-0.538116+0.538116xt-1t
Dependent Variable: DX
Method: Least Squares
Date: 11/28/13  Time: 15:15
Sample (adjusted): 1954 1988
Included obrvations: 35 after adjustments
Convergence achieved after 36 iterations
MA Backcast: 1953
Variable
Coefficient
Std. Error
t-Statistic
Prob. 
AR(1)
-0.318573
0.180467
-1.765272
0.0871
MA(1)
0.997485
0.061861
16.12456
0.0000
R-squared
0.334188
    Mean dependent var
5.080000
Adjusted R-squared
0.292574
    S.D. dependent var
9.082686
S.E. of regression
7.639320
    Akaike info criterion
6.986311
Sum squared resid
1867.495
    Schwarz criterion
7.119626
Log likelihood
-119.2604
    Hannan-Quinn criter.
7.032331
F-statistic
8.030790
    Durbin-Watson stat
1.797737
Prob(F-statistic)
0.001492
(1-B)xt= [(1+0.997485B)εt]/(1-0.318573B)

本文发布于:2023-05-23 22:44:40,感谢您对本站的认可!

本文链接:https://www.wtabcd.cn/fanwen/fan/82/750742.html

版权声明:本站内容均来自互联网,仅供演示用,请勿用于商业和其他非法用途。如果侵犯了您的权益请与我们联系,我们将在24小时内删除。

标签:设计   心情   风景区   单元   小学   注意事项
相关文章
留言与评论(共有 0 条评论)
   
验证码:
推荐文章
排行榜
Copyright ©2019-2022 Comsenz Inc.Powered by © 专利检索| 网站地图