急问:在eviews计算AIC值的具体步骤是什么呢? |
您所在的位置:网站首页 › aic和sc准则怎么选滞后期 › 急问:在eviews计算AIC值的具体步骤是什么呢? |
eviews中的AIC值不用特别计算,你只要对数据做单位根检验,就会有AIC值( Akaike info criterion)、SC值以及DW值等等。 如: ADF Test Statistic -3.074455 1% Critical Value* -3.9635 5% Critical Value -3.0818 10% Critical Value -2.6829 *MacKinnon critical values for rejection of hypothesis of a unit root. Augmented Dickey-Fuller Test Equation Dependent Variable: D(SER01) Method: Least Squares Date: 05/20/08 Time: 12:14 Sample(adjusted): 1993 2007 Included observations: 15 after adjusting endpoints Variable Coefficient Std. Error t-Statistic Prob. SER01(-1) -0.666255 0.216707 -3.074455 0.0096 D(SER01(-1)) 0.508569 0.301304 1.687893 0.1172 C 0.017407 0.006057 2.873868 0.0140 R-squared 0.455555 Mean dependent var -0.000533 Adjusted R-squared 0.364814 S.D. dependent var 0.009665 S.E. of regression 0.007703 Akaike info criterion -6.717621 Sum squared resid 0.000712 Schwarz criterion -6.576011 Log likelihood 53.38216 F-statistic 5.020398 Durbin-Watson stat 1.818437 Prob(F-statistic) 0.026045 |
今日新闻 |
推荐新闻 |
CopyRight 2018-2019 办公设备维修网 版权所有 豫ICP备15022753号-3 |