使用加权最小二乘法估计方程,首先到主菜单中选 Quick/ Estimate Equation…,然后选择LS- Least squares( NLS and arma)。在对话框中输入方 程说明和样本,然后按 Options钮,出现如下对话框: Estimation Options X LS TSLS options Iteration control Heteroskedasticity Consistent Max Iterations: 500 Coefficient Covariance C White Convergence:00001 C Newey-West 厂 Display settings 厂 weighted LS/TsLS [not available with ARMA Derivatives Weight: Select method to favor Q Accuracy Speed ARMA options Starting coefficient values 厂 Use numeric only OLS/TSLS Backcast Ma terms K Cancel 单击 Weighted LS/TSLS选项在 Weighted项后填写权数序列名,单击OK9 使用加权最小二乘法估计方程，首先到主菜单中选Quick/ Estimate Equation … , 然后选择LS-Least Squares(NLS and ARMA)。在对话框中输入方 程说明和样本，然后按Options钮,出现如下对话框： 单击Weighted LS/TSLS选项在Weighted 项后填写权数序列名，单击OK