帮我做一下这个数据的eviews检验,要ADF,协整检验和格兰杰因果检验吧,因为对eviews实在不精通 求高手帮我用eviews分析下数据,要有ADF检验,协整检验...
\u8c01\u5e2e\u6211\u7528eviews\u5bf9\u4ee5\u4e0b\u6570\u636e\u505a\u4e0bADF\u68c0\u9a8c \u534f\u6574\u68c0\u9a8c\u548c\u683c\u5170\u6770\u56e0\u679c\u68c0\u9a8c\uff08\u4e00\uff09\u3001ADF\u662f\u5355\u4f4d\u6839\u68c0\u9a8c\uff0c\u7b2c\u4e00\u5217\u6570\u636ey\u505aADF\u68c0\u9a8c\uff0c\u7ed3\u679c\u5982\u4e0b
Null Hypothesis: Y has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.820038 0.0213
Test critical values: 1% level -4.098741
5% level -3.477275
10% level -3.166190
\u57281%\u6c34\u5e73\u4e0a\u62d2\u7edd\u539f\u5047\u8bbe\uff0c\u5e8f\u5217y\u5b58\u5728\u5355\u4f4d\u6839\uff0c\u4e3a\u4e0d\u5e73\u7a33\u5e8f\u5217\u3002\u4f46\u57285%\u300110%\u6c34\u5e73\u4e0a\u5747\u63a5\u53d7\u539f\u5047\u8bbe\uff0c\u8ba4\u4e3ay\u5e73\u7a33\u3002
\u5bf9y\u8fdb\u884c\u4e00\u9636\u5dee\u5206\uff0c\u5dee\u5206\u540e\u8fdb\u884cADF\u68c0\u9a8c\uff1a
Null Hypothesis: Y has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -9.328245 0.0000
Test critical values: 1% level -2.599934
5% level -1.945745
10% level -1.613633
\u53ef\u89c1\uff0c\u5728\u5404\u6c34\u5e73\u4e0ay\u90fd\u662f\u5e73\u7a33\u7684\u3002\u56e0\u6b64\uff0c\u53ef\u4ee5\u628a\u539f\u5e8f\u5217y\u770b\u505a\u4e00\u9636\u5355\u6574\u3002
\u7b2c\u4e8c\u5217xADF\u68c0\u9a8c\u5982\u4e0b\uff1a
Null Hypothesis: X has a unit root
Exogenous: Constant, Linear Trend
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -3.216737 0.0898
Test critical values: 1% level -4.098741
5% level -3.477275
10% level -3.166190
\u57281%\u30015%\u6c34\u5e73\u4e0a\u62d2\u7edd\u539f\u5047\u8bbe\uff0c\u5e8f\u5217x\u5b58\u5728\u5355\u4f4d\u6839\uff0c\u4e3a\u4e0d\u5e73\u7a33\u5e8f\u5217\u3002\u4f46\u572810%\u6c34\u5e73\u4e0a\u5747\u63a5\u53d7\u539f\u5047\u8bbe\uff0c\u8ba4\u4e3ax\u662f\u5e73\u7a33\u7684\u3002
\u5bf9y\u8fdb\u884c\u4e00\u9636\u5dee\u5206\uff0c\u5dee\u5206\u540e\u8fdb\u884cADF\u68c0\u9a8c\uff1a
Null Hypothesis: X has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -7.627041 0.0000
Test critical values: 1% level -2.599934
5% level -1.945745
10% level -1.613633
\u53ef\u89c1\uff0c\u5728\u5404\u6c34\u5e73\u4e0ax\u90fd\u662f\u5e73\u7a33\u7684\u3002\u56e0\u6b64\uff0c\u53ef\u4ee5\u628a\u539f\u5e8f\u5217x\u770b\u505a\u4e00\u9636\u5355\u6574\u3002
\uff08\u4e8c\uff09\u3001\u53ea\u6709\u4e00\u9636\u5355\u6574\u7684\u5e8f\u5217\u624d\u53ef\u4ee5\u8fdb\u884c\u534f\u6574\u68c0\u9a8c\uff1a
\u5229\u7528engle\u548cgranger\u63d0\u51fa\u7684\u4e24\u6b65\u68c0\u9a8c\u6cd5\uff1a
\u9996\u5148\u5efa\u7acb\u6a21\u578b\uff1ay=ax+c+e\uff0c\u7ed3\u679c\u4e3aY = 0.720902361403*X + 788.046309221
\u518d\u5bf9\u65b9\u7a0b\u7684\u6b8b\u5dee\u8fdb\u884cADF\u68c0\u9a8c\uff1a
Null Hypothesis: E has a unit root
Exogenous: None
Lag Length: 0 (Automatic based on SIC, MAXLAG=10)
t-Statistic Prob.*
Augmented Dickey-Fuller test statistic -4.093534 0.0001
Test critical values: 1% level -2.599413
5% level -1.945669
10% level -1.613677
\u4ece\u68c0\u9a8c\u7ed3\u679c\u53ef\u4ee5\u770b\u51fa\u6b8b\u5dee\u5e8f\u5217\u662f\u5e73\u7a33\u7684\uff0c\u56e0\u6b64x\u548cy\u4e4b\u95f4\u5b58\u5728\u534f\u6574\u5173\u7cfb\u3002
\uff08\u4e09\uff09\u3001granger\u56e0\u679c\u68c0\u9a8c\uff1a
Pairwise Granger Causality Tests
Date: 03/13/11 Time: 14:15
Sample: 1 69
Lags: 2
Null Hypothesis: Obs F-Statistic Prob.
Y does not Granger Cause X 67 1.11304 0.3350
X does not Granger Cause Y 5.72061 0.0052
\u4ece\u7ed3\u679c\u53ef\u77e5\u62d2\u7eddy\u4e0d\u80fdgranger x\u7684\u5047\u8bbe\uff0c\u5373y granger\u5f15\u8d77x\uff1b\u4f46\u662f\u4e0d\u80fd\u62d2\u7eddx\u4e0d\u80fdg\u5f15\u8d77y\uff0c\u5373\u63a5\u53d7x\u4e0d\u80fdgranger\u5f15\u8d77y\u3002
\u6709\u53c2\u8003\u8bba\u6587\u6ca1\u6709
\u4f60\u7684\u6570\u636e\u8981\u53d6\u5bf9\u6570\u540e\u5206\u6790\u7ed3\u679c\u624d\u53ef\u4ee5\u5408\u7406
\u53ef\u4ee5\u628a\u6570\u636e\u548c\u53c2\u8003\u8bba\u6587\u53d1\[email protected]
\u6211\u770b\u770b\u5982\u4f55\u5904\u7406
这是什么数据啊
有参考论文吗
你的模型设计的不行啊,按你的模型来看不成线性关系, 这是一群离散的点
绛旓細涓鑸岃█锛5.09E+11 杩欑鍐欐硶琛ㄧず鐨勬槸绉戝璁版暟娉曪紝5.09E+11锛5.09*10^11=509,000,000,000 鏄剧劧锛屽湪琛ㄧず缁濆鍊奸潪甯稿ぇ鐨勬暟鏃讹紝杩欑鍐欐硶鍏锋湁浼樺娍銆傛湁鍏崇瀛﹁鏁版硶鐨勪粙缁嶈浠ヤ笅閾炬帴锛歨ttp://baike.baidu.com/view/793477.htm
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