检验变量

系数

标准差

t-statistic

p-values

C

0.023838

0.012385

1.924721

0.0627

D(LSZ)

−0.02313

0.048494

−0.477

0.6364

D(LCI)

1.453123

1.742796

0.833788

0.4102

D(LSR)

0.041138

0.3485

0.118044

0.9067

D(RES)

−1.083

0.164194

−6.59585

0

R-squared

0.564665

Mean dependent var

0.021607

Adjusted R-squared

0.513449

S.D. dependent var

0.072588

S.E. of regression

0.050632

Akaike info criterion

−3.00925

Sum squared resid

0.087163

Schwarz criterion

−2.79597

Log likelihood

63.6803

Hannan-Quinn criter.

−2.93272

F-statistic

11.0252

Durbin-Watson stat

1.978864

Prob (F-statistic)

0.000000