這個結果是用eviews做得經驗分布檢驗,但是結果我不會看,麻煩幫我看看,具體給我講解下,萬分感謝。!
Empirical Distribution Test for U1
Hypothesis: Normal
Date: 11/24/11 Time: 15:11
Sample: 1 303
Included observations: 303
Method Value Adj. Value Probability
Lilliefors (D) 0.095660 NA 0.0000
Cramer-von Mises (W2) 1.005532 1.007191 0.0000
Watson (U2) 1.005521 1.007180 0.0000
Anderson-Darling (A2) 6.095780 6.111018 0.0000
Method: Maximum Likelihood - d.f. corrected (Exact Solution)
Parameter Value Std. Error z-Statistic Prob.
MU 1.69E+08 2.99E+08 0.565934 0.5714
SIGMA 5.21E+09 2.12E+08 24.57641 0.0000
Log likelihood -7208.522 Mean dependent var. 1.69E+08
No. of Coefficients 2 S.D. dependent var. 5.21E+09