Dependent Variable: LOG(Y)        

Method: Least Squares         

Date: 04/01/09   Time: 19:25            

Sample (adjusted): 1981 2008             

Included observations: 28 after adjustments 

Convergence achieved after 74 iterations     

Variable   Coefficient      Std. Error       t-Statistic Prob. 

LOG(Y1) 0.381591 0.033475 11.39938 0.0000

LOG(Y2) 0.263109 0.033433 7.869720 0.0000

LOG(Y3) 0.278914 0.032578 8.561466 0.0000

C     137.1963 64991.51 0.002111 0.9983

AR(1)     1.432084 0.229260 6.246542 0.0000

AR(2)     -0.175256       0.413342 -0.423997       0.6759

AR(3)     -0.256878       0.269402 -0.953512       0.3512

R-squared       0.999933     Mean dependent var       5.396471

Adjusted R-squared       0.999914     S.D. dependent var 1.370737

S.E. of regression   0.012712     Akaike info criterion      -5.680181

Sum squared resid  0.003394     Schwarz criterion   -5.347130

Log likelihood 86.52253     F-statistic       52317.39

Durbin-Watson stat 1.844143     Prob(F-statistic)     0.000000

Inverted AR Roots        1.00              .77             -.33

[此贴子已经被作者于2009-4-1 19:40:21编辑过]