4# folkluo2010
Variable Coefficient Std. Error t-Statistic Prob.
C 105.7764 428.5611 0.246818 0.8459
PDL01 2.051134 0.359342 5.708034 0.1104
PDL02 -0.369040 0.032182 -11.46731 0.0554
PDL03 -0.169356 0.022056 -7.678546 0.0824
R-squared 0.996736 Mean dependent var 796.7600
Adjusted R-squared 0.986945 S.D. dependent var 562.8959
S.E. of regression 64.31564 Akaike info criterion 11.15604
Sum squared resid 4136.501 Schwarz criterion 10.84360
Log likelihood -23.89011 F-statistic 101.7987
Durbin-Watson stat 3.149306 Prob(F-statistic) 0.072700
Lag Distribution of X i Coefficient Std. Error t-Statistic
*. | 0 -0.33757 0.28108 -1.20098
.* | 1 0.81760 0.10110 8.08662
. * | 2 1.63405 0.13693 11.9333
. *| 3 2.11179 0.24667 8.56131
. *| 4 2.25082 0.32316 6.96495
. *| 5 2.05113 0.35934 5.70803
. * | 6 1.51274 0.35525 4.25828
.* | 7 0.63563 0.31402 2.02416
*. | 8 -0.58019 0.24695 -2.34939
* . | 9 -2.13472 0.19908 -10.7227
* . | 10 -4.02797 0.26932 -14.9559
* . | 11 -6.25992 0.45754 -13.6818
Sum of Lags -2.32662 1.59297 -1.46055
做了二阶、三阶、四阶的,看AIC和SC以及F值的话,二阶是最好的。想知道t值是不是通过检验?prob又是什么意思,t和prob的值有没有要求?