数据模型结果.xls

daterate 2010 6 21682 75 2010 6 22679 8Null Hypothesis RMBE has a unit root 2010 6 23681 02Exogenous Constant 2010 6 24681Lag Length 0 Automatic based on SIC MAXLAG 18 2010 6 25678 96 2010 6 28678 9t Statistic Prob 2010 6 29679 01 2010 6 30679 09Augmented Dickey Fuller test statistic 2 596630 0942 2010 7 1678 58Test critical values 1 level 3 44184 2010 7 2677 25 level 2 8665 2010 7 5677 3310 level 2 56947 2010 7 6677 9 2010 7 7677 81 MacKinnon 1996 one sided p values 2010 7 8677 68 2010 7 9677 53 2010 7 12677 18Augmented Dickey Fuller Test Equation 2010 7 13678 02Dependent Variable D RMBE 2010 7 14677 55Method Least Squares 2010 7 15677 41Date 09 04 12 Time 21 24 2010 7 16677 18Sample adjusted 2002 2559 2010 7 19678Included observations 558 after adjustments 2010 7 20678 12 2010 7 21678 02Variable CoefficientStd Error t StatisticProb 2010 7 22678 59 2010 7 23677 9RMBE 1 0 00427 0 001643 2 596630 0097 2010 7 26677 78C2 675384 1 063989 2 5144850 0122 2010 7 27677 42 2010 7 28677 85R squared 0 011981 Mean dependent var 0 08649 2010 7 29677 87Adjusted R squared0 010204 S D dependent var0 648029 2010 7 30677 5S E of regression0 644714 Akaike info criterion1 963559 2010 8 2677 42Sum squared resid231 1052 Schwarz criterion1 979059 2010 8 3677 22Log likelihood 545 833 F statistic6 742463 2010 8 4677 15Durbin Watson stat1 845478 Prob F statistic 0 009664 2010 8 5677 83 2010 8 6677 3 2010 8 9676 85 2010 8 10677 45 2010 8 11677 68 2010 8 12680 15 2010 8 13680 35Dependent Variable RMBE 2010 8 16680 64Method Least Squares 2010 8 17679 79Date 09 04 12 Time 21 54 2010 8 18678 95Sample adjusted 2002 2559 2010 8 19678 98Included observations 558 after adjustments 2010 8 20678 84 2010 8 23679 89Variable CoefficientStd Error t StatisticProb 2010 8 24679 99 2010 8 25680 07C2 675384 1 063989 2 5144850 0122 2010 8 26680 41RMBE 1 0 995734 0 001643606 1370 2010 8 27680 01 2010 8 30680 25R squared 0 998489 Mean dependent var647 3862 2010 8 31681 05Adjusted R squared0 998486 S D dependent var16 57063 2010 9 1681 26S E of regression0 644714 Akaike info criterion1 963559 2010 9 2680 03Sum squared resid231 1052 Schwarz criterion1 979059 2010 9 3679 73Log likelihood 545 833 F statistic367402 1 2010 9 6678 38Durbin Watson stat1 845478 Prob F statistic 0 2010 9 7677 99 2010 9 8679 07 2010 9 9678 17 2010 9 10676 25 2010 9 13675 09 2010 9 14673 78 2010 9 15672 5 2010 9 16671 81 2010 9 17671 72 2010 9 20671 1 2010 9 21669 97 2010 9 27670 98 2010 9 28670 51 2010 9 29669 36 2010 9 30670 11 2010 10 8668 3 2010 10 11667 32 2010 10 12667 75 2010 10 13666 93 2010 10 14665 82 2010 10 15664 97 2010 10 18665 41 2010 10 19665 53Date 09 04 12 Time 21 23 2010 10 20667 54Sample 2002 2559 2010 10 21666 95Included observations 558 2010 10 22667 59 2010 10 25667 29AutocorrelationPartial Correlation AC PAC 2010 10 26667 62 2010 10 27669 12 10 0610 061 2010 10 28669 86 20 0150 012 2010 10 29669 08 3 0 009 0 011 2010 11 1668 86 4 0 023 0 022 2010 11 2669 25 50 0670 071 2010 11 3668 18 60 0150 007 2010 11 4667 08 70 0240 021 2010 11 5666 1 8 0 096 0 099 2010 11 8666 92 9 0 05 0 036 2010 11 9665 8 10 0 0040 2010 11 10664 5 11 0 071 0 072 2010 11 11662 42 12 0 017 0 018 2010 11 12662 39 130 0020 016 2010 11 15663 03 140 0090 015 2010 11 16664 41 15 0 041 0 041 2010 11 17664 9 16 0 052 0 047 2010 11 18664 55 17 0 005 0 001 2010 11 19664 08 18 0 016 0 014 2010 11 22663 89 19 0 001 0 018 2010 11 23664 69 200 0450 04 2010 11 24665 89 21 0 012 0 01 2010 11 25665 57 22 0 018 0 017 2010 11 26665 53 23 0 057 0 061 2010 11 29667 240 0040 003 2010 11 30667 62 25 0 022 0 029 2010 12 1667 86 26 0 081 0 092 2010 12 2666 91 270 0310 029 2010 12 6665 15 280 0940 113 2010 12 7665 65 29 0 011 0 024 2010 12 8666 16 300 020 013 2010 12 9666 54 310 0530 061 2010 12 10666 04 32 0 078 0 091 2010 12 13666 3 33 0 035 0 054 2010 12 14665 31 34 0 016 0 041 2010 12 15665 66 350 0410 046 2010 12 16666 35 36 0 012 0 005 2010 12 17665 93 2010 12 20666 23 2010 12 21665 97 2010 12 22665 48 2010 12 23664 66 2010 12 24663 71 2010 12 27663 05 2010 12 28662 52Date 09 04 12 Time 21 21 2010 12 29662 47Sample 2002 2559 2010 12 30662 29Included observations 558 2010 12 31662 27 2011 1 4662 15AutocorrelationPartial Correlation AC PAC 2011 1 5662 95 2011 1 6663 22 10 0830 083 2011 1 7663 41 20 0540 048 2011 1 10663 49 30 1090 101 2011 1 11662 16 40 0820 065 2011 1 12661 28 50 1120 094 2011 1 13659 97 60 013 0 018 2011 1 14658 96 70 0580 037 2011 1 17658 97 80 0450 015 2011 1 18658 91 90 0830 065 2011 1 19658 85 100 0330 004 2011 1 20658 83 110 0190 003 2011 1 21658 86 120 0890 063 2011 1 24658 83 130 0520 026 2011 1 25658 81 140 0330 006 2011 1 26658 78 150 0380 015 2011 1 27658 76 160 0430 017 2011 1 28659 3 170 0 032 2011 1 31658 91 180 017 0 001 2011 2 1658 91 190 0760 061 2011 2 9658 5 200 0580 04 2011 2 10658 49 210 0310 005 2011 2 11659 52 220 0760 057 2011 2 14659 85 230 0440 012 2011 2 15659 29 240 0590 025 2011 2 16658 55 250 0340 2011 2 17658 260 013 0 01 2011 2 18657 81 27 0 01 0 045 2011 2 21657 05 280 0540 033 2011 2 22657 72 290 0670 047 2011 2 23658 28 30 0 051 0 066 2011 2 24657 95 31 0 016 0 038 2011 2 25657 57 320 0490 032 2011 2 28657 52 330 0690 055 2011 3 1657 06 340 0970 081 2011 3 2657 36 350 0230 006 2011 3 3656 95 360 0760 053 2011 3 4656 71 2011 3 7656 51 2011 3 8656 87 2011 3 9657 48 2011 3 10657 13 2011 3 11657 5ARCH Test 2011 3 14657 01 2011 3 15656 79F statistic 4 530491 Probability0 033736 2011 3 16657 18Obs R squared4 510002 Probability0 033697 2011 3 17656 9 2011 3 18656 68 2011 3 21656 32Test Equation 2011 3 22655 92Dependent Variable RESID 2 2011 3 23656 01Method Least Squares 2011 3 24656 25Date 09 04 12 Time 21 22 2011 3 25655 8Sample adjusted 2003 2559 2011 3 28656 18Included observations 557 after adjustments 2011 3 29656 25 2011 3 30655 86Variable CoefficientStd Error t StatisticProb 2011 3 31655 64 2011 4 1655 27C0 367281 0 033721 10 891770 2011 4 4655 27RESID 2 1 0 082956 0 038974 2 1284950 0337 2011 4 5655 27 2011 4 6654 96R squared 0 008097 Mean dependent var0 401696 2011 4 7654 56Adjusted R squared0 00631 S D dependent var0 700604 2011 4 8654 2S E of regression0 69839 Akaike info criterion2 123507 2011 4 11654 01Sum squared resid270 7007 Schwarz criterion2 139028 2011 4 12654 4Log likelihood 589 397 F statistic4 530491 2011 4 13653 69Durbin Watson stat2 061307 Prob F statistic 0 033736 2011 4 14653 39 2011 4 15653 01 2011 4 18653 1 2011 4 19653 46Dependent Variable RMBE 2011 4 20652 94Method ML ARCH Marquardt Normal distribution 2011 4 21652 28Date 09 04 12 Time 21 25 2011 4 22651 56Sample adjusted 2002 2559 2011 4 25651 61Included observations 558 after adjustments 2011 4 26651 73Convergence achieved after 31 iterations 2011 4 27650 96Variance backcast ON 2011 4 28650 51GARCH C 3 C 4 RESID 1 2 C 5 GARCH 1 2011 4 29649 9 2011 5 2649 9CoefficientStd Error z StatisticProb 2011 5 3650 02 2011 5 4650 13C2 845556 1 118176 2 5448190 0109 2011 5 5650 25RMBE 1 0 995466 0 001736 573 28220 2011 5 6650 03 2011 5 9649 88Variance Equation 2011 5 10649 5 2011 5 11649 48C0 009443 0 004138 2 2817610 0225 2011 5 12650 05RESID 1 2 0 07079 0 014206 4 9831840 2011 5 13650 17GARCH 1 0 903633 0 011602 77 886790 2011 5 16650 89 2011 5 17651 08R squared 0 998489 Mean dependent var647 3862 2011 5 18650 74Adjusted R squared0 998478 S D dependent var16 57063 2011 5 19650 48S E of regression0 646488 Akaike info criterion1 888493 2011 5 20649 83Sum squared resid231 1244 Schwarz criterion1 927241 2011 5 23649 98Log likelihood 521 889 F statistic91347 32 2011 5 24650 38Durbin Watson stat1 844819 Prob F statistic 0 2011 5 25649 49 2011 5 26649 21 2011 5 27648 98 2011 5 30648 56 2011 5 31648 45 2011 6 1648 37 2011 6 2648 86 2011 6 3648 46 2011 6 6648 46 2011 6 7648 16 2011 6 8647 95 2011 6 9648 3 2011 6 10648 53 2011 6 13648 92 2011 6 14648 22 2011 6 15647 96 2011 6 16648 03 2011 6 17647 16 2011 6 20646 96 2011 6 21646 9 2011 6 22646 83 2011 6 23647 36 2011 6 24647 42 2011 6 27647 5 2011 6 28647 23 2011 6 29647 18 2011 6 30647 16 2011 7 1646 85 2011 7 4646 61 2011 7 5646 5 2011 7 6647 15 2011 7 7647 32 2011 7 8647 05 2011 7 11647 09 2011 7 12647 48 2011 7 13647 28 2011 7 14646 4 2011 7 15646 65 2011 7 18646 8 2011 7 19646 84 2011 7 20645 92 2011 7 21645 36 2011 7 22644 95 2011 7 25645 03 2011 7 26644 7 2011 7 27644 26 2011 7 28644 38 2011 7 29644 42 2011 8 1643 99 2011 8 2644 19 2011 8 3644 41 2011 8 4643 86 2011 8 5644 51 2011 8 8643 05 2011 8 9643 35 2011 8 10641 67 2011 8 11639 91 2011 8 12639 72 2011 8 15639 5 2011 8 16639 25 2011 8 17639 96 2011 8 18639 42 2011 8 19640 32 2011 8 22639 97 2011 8 23639 87 2011 8 24638 96 2011 8 25639 36 2011 8 26639 5 2011 8 29638 83 2011 8 30638 49 2011 8 31638 67 2011 9 1638 59 2011 9 2638 96 2011 9 6639 46 2011 9 7639 68 2011 9 8638 89 2011 9 9639 22 2011 9 12639 22 2011 9 13639 82 2011 9 14639 45 2011 9 15638 78 2011 9 16637 97 2011 9 19638 48 2011 9 20638 8 2011 9 21637 72 2011 9 22638 08 2011 9 23638 4 2011 9 26637 35 2011 9 27637 6 2011 9 28636 23 2011 9 29636 65 2011 9 30635 49 2011 10 3635 49 2011 10 4635 49 2011 10 5635 49 2011 10 6635 49 2011 10 7635 49 2011 10 10635 86 2011 10 11634 83 2011 10 12635 98 2011 10 13637 37 2011 10 14637 62 2011 10 17637 1 2011 10 18637 49 2011 10 19637 27 2011 10 20636 52 2011 10 21636 28 2011 10 24635 49 2011 10 25634 25 2011 10 26634 56 2011 10 27634 77 2011 10 28632 9 2011 10 31632 33 2011 11 1632 93 2011 11 2632 97 2011 11 3631 98 2011 11 4631 65 2011 11 7632 12 2011 11 8632 47 2011 11 9632 07 2011 11 10633 29 2011 11 11633 17 2011 11 14633 01 2011 11 15634 36 2011 11 16635 09 2011 11 17635 53 2011 11 18635 48 2011 11 21635 22 2011 11 22635 55 2011 11 23634 98 2011 11 24635 7 2011 11 25635 54 2011 11 28635 85 2011 11 29635 87 2011 11 30634 82 2011 12 1633 53 2011 12 2633 1 2011 12 5633 49 2011 12 6633 34 2011 12 7633 42 2011 12 8633 19 2011 12 9633 52 2011 12 12632 97 2011 12 13633 59 2011 12 14633 96 2011 12 15634 21 2011 12 16633 52 2011 12 19633 03 2011 12 20633 51 2011 12 21632 48 2011 12 22632 53 2011 12 23632 09 2011 12 26631 67 2011 12 27631 52 2011 12 28631 46 2011 12 29631 57 2011 12 30630 09 2012 1 2630 09 2012 1 3630 09 2012 1 4630 01 2012 1 5631 15 2012 1 6631 66 2012 1 9632 36 2012 1 10631 71 2012 1 11631 55 2012 1 12632 3 2012 1 13632 01 2012 1 16633 06 2012 1 17632 5 2012 1 18632 05 2012 1 19631 73 2012 1 20631 38 2012 1 23631 38 2012 1 24631 38 2012 1 25631 38 2012 1 26631 38 2012 1 27631 38 2012 1 30630 56 2012 1 31631 15 2012 2 1631 03 2012 2 2630 75 2012 2 3631 02 2012 2 6631 08 2012 2 7631 16 2012 2 8630 27 2012 2 9630 09 2012 2 10629 37 2012 2 13629 39 2012 2 14629 47 2012 2 15629 58 2012 2 16629 91 2012 2 17629 51 2012 2 20629 38 2012 2 21629 6 2012 2 22629 88 2012 2 23630 31 2012 2 24629 65 2012 2 27629 85 2012 2 28629 61 2012 2 29629 19 2012 3 1630 16 2012 3 2629 8 2012 3 5631 21 2012 3 6631 41 2012 3 7632 13 2012 3 8632 35 2012 3 9630 73 2012 3 12632 82 2012 3 13632 59 2012 3 14633 28 2012 3 15633 59 2012 3 16632 2012 3 19630 82 2012 3 20630 29 2012 3 21630 92 2012 3 22630 04 2012 3 23628 91 2012 3 26628 58 2012 3 27628 4 2012 3 28629 12 2012 3 29629 32 2012 3 30629 43 2012 4 2629 43 2012 4 3629 43 2012 4 4629 43 2012 4 5630 35 2012 4 6630 72 2012 4 9630 21 2012 4 10630 48 2012 4 11630 18 2012 4 12629 84 2012 4 13628 79 2012 4 16629 6 2012 4 17628 96 2012 4 18629 48 2012 4 19630 04 2012 4 20630 42 2012 4 23629 7 2012 4 24630 03 2012 4 25629 23 2012 4 26628 29 2012 4 27627 87 2012 4 30627 87 2012 5 1627 87 2012 5 2626 7 2012 5 3626 97 2012 5 4627 21 2012 5 7628 58 2012 5 8628 04 2012 5 9628 65 2012 5 10629 41 2012 5 11629 52 2012 5 14630 4 2012 5 15631 1 2012 5 16632 05 2012 5 17632 33 2012 5 18632 09 2012 5 21631 16 2012 5 22630 77 2012 5 23632 08 2012 5 24632 47 2012 5 25632 6 2012 5 28632 36 2012 5 29632 62 2012 5 30632 97 2012 5 31633 55 2012 6 1633 08 2012 6 4632 76 2012 6 5632 25 2012 6 6632 61 2012 6 7631 7 2012 6 8631 88 2012 6 11631 69 2012 6 12632 92 2012 6 13632 71 2012 6 14631 91 2012 6 15630 89 2012 6 18630 05 2012 6 19630 16 2012 6 20630 04 2012 6 21630 4 2012 6 22630 4 2012 6 25632 3 2012 6 26632 11 2012 6 27631 73 2012 6 28631 9 2012 6 29632 49 2012 7 2631 46 2012 7 3631 78 2012 7 4631 21 2012 7 5631 93 2012 7 6632 49 2012 7 9632 93 2012 7 10631 95 2012 7 11632 09 2012 7 12632 15 2012 7 13632 47 2012 7 16632 08 2012 7 17631 67 2012 7 18631 4 2012 7 19631 26 2012 7 20631 12 2012 7 23632 7 2012 7 24633 39 2012 7 25634 29 2012 7 26633 81 2012 7