2012 12二 Yt=1+2

+YtXtutDependentVariable:YMethod:LeastSquaresDate06/19/15Time14:21Sample:128Includedobservations:Std.t-CXMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-圖示法(回歸方程中，Resids按鈕） 0 0EE E(-DW檢該回歸方程R228、一個解釋變量的模型、5%DW,dL=1.328,dU=1.476，DW<dL，顯然當(dāng)權(quán)重為X（-1）時，DependentVariable:YMethod:LeastSquaresDate:06/19/15Time:16:37Sample(adjusted):228Includedobservations:27afteradjustmentsWeightingseries:X(-1)WhiteHeteroskedasticity-ConsistentStandardErrors&Std.t-CXWeightedMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-UnweightedMeandependentAdjustedR-S.D.dependentS.E.ofSumsquaredDurbin-Watson當(dāng)權(quán)重為X（-1）2時：DependentVariable:YMethod:LeastSquaresDate:06/19/15Time:16:40Sample(adjusted):228Includedobservations:27afteradjustmentsWeightingseries:X(-1)*X(-1)WhiteHeteroskedasticity-ConsistentStandardErrors&Std.t-CXWeightedMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-UnweightedMeandependentAdjustedR-S.D.dependentS.E.ofSumsquaredDurbin-Watson權(quán)重為X（-1）3DependentVariable:YMethod:LeastSquaresDate:06/19/15Time:16:41Sample(adjusted):228Includedobservations:27afteradjustmentsWeightingseries:X(-1)*X(-1)*X(-1)WhiteHeteroskedasticity-ConsistentStandardErrors&Std.t-CXWeightedMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-UnweightedMeandependentAdjustedR-S.D.dependentS.E.ofSumsquaredDurbin-WatsonDW=1.702819，使用Cochrane-Orcutt的方法解決自相關(guān)問在主菜單選擇Quick/GenerateSeries或點(diǎn)擊工作文件窗口中的Procs/GenerateSeries，在彈出的框中輸入e=resid，點(diǎn)擊OK得到殘差序列。使用et進(jìn)行滯后一期的自回歸，在EViews命今欄中輸入ls DependentVariable:EMethod:LeastSquaresDate:06/19/15Time:14:40Sample(adjusted):228Includedobservations:27after Std. t- E(- MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnDurbin-Watsonet=0.7294et-可知ρ=0.7294，DependentVariable:Y-0.7294*Y(-1)Method:LeastSquaresDate:06/19/15Time:14:48Sample(adjusted):228Includedobservations:27afterStd.t-CMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarz