采用加权最小二乘法克服异方差 LS Dependent Variable is Y Date:0316/01Time:11:24 Weighting series:W Sample:1 31 Included observations:31 Variable Coefficient Std.Error T-Statistic Prob. 0.086504 0.004192 20.63325 0.0000 c -708.5760 69.37971 -10.21302 0.0000 Weighted Statistics R-squared 0.782455 Mean dependent var 878.3499 Adjusted R-squared 0.774953 S.D.dependent var 389.5750 S.E.of regression 184.8108 Akaike info criterion 10.50101 Sum squared resid 990496.3 Schwartz criterion 10.59352 Log likelihood -204.7527 F-statistic 104.3057 Durbin-Watson stat 1.621266 Prob[F-statistic] 0.000000 Unweighted Statistics R-squared 0.917694 Mean dependent var 1230.000 Adjusted R-squared 0.914856 S.D.dependent var 817.1759 S.E.of regression 238.4469 Sum squared resid 1648851. Durbin-Watson stat 1.917986采用加权最小二乘法克服异方差