作业帮eviews5.0下wald检验的结果怎么看啊Wald Test:Equation:EQ01 Test Statistic Value df ProbabilityF-statistic 0.101370 (1,28) 0.7526Chi-square 0.101370 1 0.7502_______________________________________________ Null Hypothesis Summary:Normalized Res
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eviews5.0下wald检验的结果怎么看啊Wald Test:Equation:EQ01 Test Statistic Value df ProbabilityF-statistic 0.101370 (1,28) 0.7526Chi-square 0.101370 1 0.7502_______________________________________________ Null Hypothesis Summary:Normalized Res
eviews5.0下wald检验的结果怎么看啊
Wald Test:
Equation:EQ01
Test Statistic Value df Probability
F-statistic 0.101370 (1,28) 0.7526
Chi-square 0.101370 1 0.7502
_______________________________________________
Null Hypothesis Summary:
Normalized Restriction (= 0) Value Std.Err.
-1 + C(2) + C(3) -0.030025 0.094302
Restrictions are linear in coefficients.
eviews5.0下wald检验的结果怎么看啊Wald Test:Equation:EQ01 Test Statistic Value df ProbabilityF-statistic 0.101370 (1,28) 0.7526Chi-square 0.101370 1 0.7502_______________________________________________ Null Hypothesis Summary:Normalized Res
WALD检验是判断拟合结果是否满足系数约束条件的,你这里就是检验是否满足-1 + C(2) + C(3)=0
检验P值是0.7526,大于显著性水平,所以接受原假设,即满足系数约束条件.