推 koumei5:Bingo! 219.86.42.43 11/03 23:13
推 sparkey:為什麼我第五式有點不太一樣140.119.143.188 11/04 00:02
大家都做的一樣媽?
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4. logC(t) = alogC(t-1)+br(t-1)+u(t)
Variable Coefficient Std. Error t-Statistic Prob.
LOG(CCSA(-1)) 1.000357 0.000432 2317.290 0.0000
LOG(R(-1)) 0.006811 0.003133 2.174123 0.0313
Durbin-Watson stat 2.620687
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5. logC(t) = a+blogY(t)
Variable Coefficient Std. Error t-Statistic Prob.
C -1.000627 0.239529 -4.177475 0.0001
LOG(YD) 1.038427 0.017235 60.24981 0.0000
AR(1) 0.813629 0.050492 16.11395 0.0000
Durbin-Watson stat 2.018480
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6. logC(t) = a+logC(t-1)+logC(t-2)+logC(t-3)+logC(t-4)
Variable Coefficient Std. Error t-Statistic Prob.
C 0.382894 0.118652 3.227032 0.0016
LOG(CCSA(-1)) 0.041959 0.047847 0.876946 0.3820
LOG(CCSA(-2)) 0.118924 0.046544 2.555097 0.0117
LOG(CCSA(-3)) 0.030432 0.045165 0.673787 0.5015
LOG(CCSA(-4)) 0.784518 0.045409 17.27667 0.0000
AR(1) 0.805578 0.052363 15.38452 0.0000
Durbin-Watson stat 2.124359
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