Chapter 10 - Basic Regression Analysis with Time Series Data.pdf

Chapter 10 - Basic Regression Analysis with Time Series Data.pdf

ID:33695973

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頁數(shù):10頁

時間:2019-02-28

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1、StataTextbookExamples,IntroductoryEconometrics,Chapter10StataTextbookExamplesIntroductoryEconometrics:AModernApproachbyJeffreyM.Wooldridge(1st&2ndeds.)Chapter10-BasicRegressionAnalysiswithTimeSeriesDataExample10.1:StaticPhillipsCurveusehttp://fmwww.bc.ed

2、u/ec-p/data/wooldridge/PHILLIPSreginfunemSource

3、SSdfMSNumberofobs=49-------------+------------------------------F(1,47)=2.62Model

4、25.6369575125.6369575Prob>F=0.1125Residual

5、460.61979479.80042107R-squared=0.0527-------------+------------------------------

6、AdjR-squared=0.0326Total

7、486.2567484810.1303489RootMSE=3.1306------------------------------------------------------------------------------inf

8、Coef.Std.Err.tP>

9、t

10、[95%Conf.Interval]-------------+------------------------------------------------------------

11、----unem

12、.4676257.28912621.620.112-.11402121.049273_cons

13、1.423611.7190150.830.412-2.0346024.881822------------------------------------------------------------------------------Example10.2:EffectsofInflationandDeficitsonInterstRatesusehttp://fmwww.bc.edu/

14、ec-p/data/wooldridge/INTDEFregi3infdefSource

15、SSdfMSNumberofobs=49-------------+------------------------------F(2,46)=52.78Model

16、294.0328972147.016449Prob>F=0.0000Residual

17、128.133943462.78552049R-squared=0.6965-------------+------------------------------A

18、djR-squared=0.6833Total

19、422.16684488.7951425RootMSE=1.669------------------------------------------------------------------------------i3

20、Coef.Std.Err.tP>

21、t

22、[95%Conf.Interval]-------------+----------------------------------------------------------------i

23、nf

24、.6131825.07577538.090.000.4606547.7657104def

25、.7004054.118075.930.000.4627427.938068_cons

26、1.252032.44163462.830.007.36306742.140996------------------------------------------------------------------------------Example10.3:PuertoRicanEmploymentandtheMini

27、mumWagehttp://fmwww.bc.edu/gstat/examples/wooldridge/wooldridge10.html(第1/10頁)2010/5/1911:25:10StataTextbookExamples,IntroductoryEconometrics,Chapter10usehttp://fmwww.bc.edu/ec-p/data/wooldridge/PRMINWGEreglprepoplmincovlu

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