Eviews——AIC信息准则PPT学习教案

1、会计学1EviewsAIC信息准则信息准则第1页/共10页2l = -l+ln(2 )+ln(RSS/n)n第2页/共10页2 /k nRSSAICen其中2k/n为惩罚因子有些教材直接定义AIC为ln形式2lnln()kRSSAICnn第3页/共10页kAICkRSSAIC直接：直接：间接：间接：2lnln()kRSSAICnn第4页/共10页第5页/共10页Dependent Variable: YMethod: Least SquaresDate: 03/25/07 Time: 15:26Sample: 1987 1998Included observations: 12Variable

2、CoefficientStd. Errort-StatisticProb. C-180859.942190.69-4.2867250.0016X2220364.442122.475.2315180.0004R-squared0.732397 Mean dependent var38953.65Adjusted R-squared0.705637 S.D. dependent var24406.49S.E. of regression13241.81 Akaike info criterion21.97116Sum squared resid1.75E+09 Schwarz criterion2

3、2.05198Log likelihood-129.8269 F-statistic27.36878Durbin-Watson stat0.716502 Prob(F-statistic)0.000383第6页/共10页Dependent Variable: YMethod: Least SquaresDate: 03/25/07 Time: 15:24Sample: 1987 1998Included observations: 12VariableCoefficientStd. Errort-StatisticProb. C-327701.575644.37-4.3321340.0019X

4、2146213.849110.472.9772420.0155X3573.3049260.08402.2043070.0550R-squared0.826219 Mean dependent var38953.65Adjusted R-squared0.787601 S.D. dependent var24406.49S.E. of regression11248.17 Akaike info criterion21.70612Sum squared resid1.14E+09 Schwarz criterion21.82734Log likelihood-127.2367 F-statist

5、ic21.39463Durbin-Watson stat1.247999 Prob(F-statistic)0.000380第7页/共10页Dependent Variable: YMethod: Least SquaresDate: 03/25/07 Time: 15:28Sample: 1987 1998Included observations: 12VariableCoefficientStd. Errort-StatisticProb. C-306717.489148.80-3.4405110.0088X2142124.451901.062.7383720.0255X3570.9199271.56822.1023080.0687X4-4222.6768323.401-0.5073260.6256R-squared0.831636 Mean dependent var38953.65Adjusted R-squared0.768499 S.D. dependent var24406.49S.E. of regression11743.08 Akaike info criterion21.84112Sum squared resid1.10E+09 Schwarz criterion22.00275Log likelihood-127