UC知道计量经济学的一道题
来源：百度知道 编辑：UC知道 时间：2024/06/28 12:36:47
是一道题，不会做,其中t0.025的0.025是t的下标，打不出来。。。
Eviews只给出了系数的点估计，而没有给出置性区间。请根据表中数值计算系数的置性区间。（t0.025（64)=1.99772965431768)
Dependent Variable:CO
Method:Least Squares
Date:09/20/05 Time:22:17
Sample:1929 1994
Included observations:66
Variable Coefficient Std.Error t-Statistic Prob.
C -8.471183 11.33117 -0.747600 0.4574
Y 0.914774 0.005623 162.6848 0.0000
=================================================================
R-squared 0.997588 Mean dependent var 1572.583
Adjusted R-squared 0.997550 S.D.dependent var 956.2691
S.E.of refression 47.33314 Akaike info criterion 10.58213
Sum squared resid 143387.2 Schwarz criterion 10.64849
Log likelihood -347.2104 F-statistic 26466.36
Durbin-Watson stat 0.364416 Prob(F-statistic) 0.000000
Eviews只给出了系数的点估计，而没有给出置性区间。请根据表中数值计算系数的置性区间。（t0.025（64)=1.99772965431768)
Dependent Variable:CO
Method:Least Squares
Date:09/20/05 Time:22:17
Sample:1929 1994
Included observations:66
Variable Coefficient Std.Error t-Statistic Prob.
C -8.471183 11.33117 -0.747600 0.4574
Y 0.914774 0.005623 162.6848 0.0000
=================================================================
R-squared 0.997588 Mean dependent var 1572.583
Adjusted R-squared 0.997550 S.D.dependent var 956.2691
S.E.of refression 47.33314 Akaike info criterion 10.58213
Sum squared resid 143387.2 Schwarz criterion 10.64849
Log likelihood -347.2104 F-statistic 26466.36
Durbin-Watson stat 0.364416 Prob(F-statistic) 0.000000
你做的是t0.025，那置信区间就是（-t0.0125，+t0.0125）啊，0.0125为下标。跟你下面做的ols估计没有关系啊，你下面做的只不过是计算在这个置信区间里面的拟合优度，结果很好，完全拟合的。