Dependent Variable: DLOG(Y, 1. 12 Method: Least Squares Date:09/15A7Tme:21:48 Sample(adjusted 1980M03 1989M11 ncluded observations: 117 after adjustments Convergence achieved after 13 iterations acca st:1980M2 Variable Coefficient Std Error t-Statistic Prob AR(1) 0.5924280.132920445701700000 SAR(12) 0.4092870075621541233400000 MA(1) 0.4734560.164178288379900047 R-squared 0.329337 Mean dependent var -0.00277 Adjusted R-squared 0.317571 S.D. dependent var 0.043374 E. of regression 035831 Akaike info criterion .3.794721 Sum squared resid 0.146357 Schwarz criterion Log likelihood 224.9912 Durbin-Watson stat 2. 079987 Inverted ar roots +24i90-.24i55-6iE6+56i 24+90i 24-90·24+90i-.24.90 65+66i-.66+66i-90.24i 90+24i Inverted MA Roots 47 图242 EViews估计结果 Inverse Roots of ARMA Polynomial(s) 10 151.0-0.5000510 图243模型残差序列的相关与偏相关图9 图 2.42 EViews 估计结果 图 2.43 模型残差序列的相关与偏相关图