R square judgment coefficient, the closer to 1, the better.

The decision-making coefficient of the adjusted R-squared adjustment is slightly smaller than the decision-making coefficient in most cases.

The smaller the standard deviation of regression, the better.

The likelihood estimation of logarithmic likelihood can be ignored for the time being.

Durbin-Watson statistics Durbin-Watson statistics to test whether there is a first-order autocorrelation index.

The mean value of the dependent variable is the mean value of the explained variable.

Explain the standard deviation of variables.

Information standard.

Schwartz criterion Schwartz criterion, both of which are used to determine the best lag period (commonly used in AIC).

F statistic is F statistic, which is an index to test the global significance of the equation.

PROB(F- statistic) is adjoint probability PROB(F- statistic). If it is less than 0.05, it means that all parameters to be estimated are not all zero.