鍦ㄥ鏃堕棿搴忓垪
Y
銆?/p>
X1
杩涜鍥炲綊鍒嗘瀽鏃?/p>
闇�瑕佽�冭檻
Y
涓?/p>
X1
涔嬮棿鏄惁瀛樺湪鏌愮鍒囧疄鐨勫叧绯伙紝
鎵�浠ラ渶
瑕佽繘琛屽崗鏁存楠屻�?/p>
1.1
鍒╃敤
eviews
鍒涘缓鏃堕棿搴忓垪
Y
銆?/p>
X1
锛?/p>
鎵撳紑
eviews
杞欢
鐐瑰嚮
file-new-workfile
锛岃瀵硅瘽妗嗗張涓夊潡绌虹櫧澶?/p>
workfile structure
type
澶勫張涓夐」閫夋嫨锛屽垎鍒槸闈炴椂闂村簭鍒?/p>
unstructured/undate
锛屾椂闂村簭鍒?/p>
dated-regular
frequency
锛屽拰涓嶆槑鑻辫
balance panel
銆傞�夋嫨鏃堕棿搴忓垪
dated-regular frequency
銆傚湪
date
specification
涓�夋嫨骞村害锛屽崐骞村害鎴栬�呭搴︾瓑锛屽拰璧峰鏃堕棿銆傚彸涓嬭涓哄伐浣滈棿鍙栧悕瀛楀拰椤垫暟銆?/p>
鐐瑰嚮
ok
銆?/p>
鍦ㄦ墍鍒涘缓鐨?/p>
workfile
涓偣鍑?/p>
object-new object
锛?/p>
閫夋嫨
series
锛?/p>
浠ュ強濉啓鍚嶅瓧濡?/p>
Y
锛?/p>
鐐瑰嚮
OK
銆?/p>
灏嗘暟鎹～鍐欏叆鍐呫�?/p>
1.2
瀵瑰簭鍒?/p>
Y
杩涜骞崇ǔ鎬ф楠岋細
姝ゆ椂搴斿搴忓垪鏁版嵁鍙栧鏁帮紝鍙栧鏁扮殑濂藉鍦ㄤ簬鍙皢闂磋窛寰堝ぇ鐨勬暟鎹浆鎹负闂磋窛杈冨皬鐨勬暟鎹�?/p>
鍏蜂綋鍋氭硶鏄湪
workfile y
鐨勭獥鍙ｄ腑鐐瑰嚮
Genr
锛岃緭鍏?/p>
logy=log(y),
鍒欑敓鎴?/p>
y
鐨勫鏁板簭鍒?/p>
logy
銆?/p>
鍐嶅
logy
搴忓垪杩涜骞崇ǔ鎬ф楠屻�?/p>
鐐瑰嚮
view-United root test
锛?/p>
test type
閫夋嫨
ADF
妫�楠岋紝
婊炲悗闃舵暟涓?/p>
lag length
閫夋嫨
SIC
妫�楠岋紝鐐瑰嚮
ok
寰楃粨鏋滃涓嬶細
Null Hypothesis: LOGY has a unit root
Exogenous: Constant
Lag Length: 0 (Automatic based on SIC, MAXLAG=1)
t-Statistic
Prob.*
Augmented Dickey-Fuller test
statistic
-2.75094601716637
0.0995139988900359
Test critical values:
1% level
-4.29707275602226
5% level
-3.21269639026225
10% level -2.74767611540013
褰撴楠屽�?/p>
Augmented Dickey-Fuller test statistic
鐨勭粷瀵瑰�煎ぇ浜庝复鐣屽�肩粷瀵瑰�兼椂锛屽簭鍒?/p>
涓哄钩绋冲簭鍒椼�?/p>
鑻ラ潪骞崇ǔ搴忓垪锛屽垯瀵?/p>
logy
鍙栦竴闃跺樊鍒嗭紝鍐嶈繘琛屽钩绋虫�ф楠屻�傜洿鍒板嚭鐜板钩绋冲簭鍒椼�傚亣璁?/p>
Dlogy
鍜?/p>
DlogX1
涓哄钩绋冲簭鍒椼�?/p>
1.3
瀵?/p>
Dlogy
鍜?/p>
DlogX1
杩涜鍗忔暣妫�楠?/p>
鐐瑰嚮绐楀彛
quick-equation estimation
锛岃緭鍏?/p>
DLOGY C DLOGX1
锛岀偣鍑?/p>
ok
锛屽緱鍒拌繍琛岀粨
鏋滐紝鍐嶇偣鍑?/p>
proc-make residual series
杩涜娈嬪樊鎻愬彇寰楀埌娈嬪樊搴忓垪锛屽啀瀵规畫宸簭鍒楄繘琛屽钩绋?/p>
鎬ф楠岋紝鑻ユ畫宸负骞崇ǔ搴忓垪锛屽垯
Dlogy
涓?/p>
Dlogx1
瀛樺湪鍗忔暣鍏崇郴銆?/p>