从表4-4可以看出，模型中的四个回归系数都通过了显著性检验，说明各系数

从表4-4可以看出，模型中的四个回归系数都通过了显着性检验，说明各系数是显着不为零的；对回归系数的共线性统计中，显示容忍度都大于0.1，同时方差膨胀因子都是小于10的，以上结果都可以说明变量之间不存在严重的多重共线性问题。表4-5显示，在做完回归分析之后继续做回归模型的拟合优度检验，发现DW 统计量的值为2.709，接近于2，因此可以认为该计量模型不存在自相关性，也就是说模型没有遗漏关键的解释变量，其函数形式也是适当的。

It can be seen from table 4-4 that the four regression coefficients in the model have passed the significance test, indicating that each coefficient is significantly non-zero; The collinearity statistics of regression coefficients show that the tolerance is greater than 0.1, and the variance expansion factor is less than 10. The above results can show that there is no serious multicollinearity problem between variables. Table 4-5 shows that after the regression analysis, the goodness of fit test of the regression model is continued, and it is found that the value of D-W statistics is 2.709, close to 2. Therefore, it can be considered that the econometric model has no autocorrelation, that is, the model does not omit key explanatory variables, and its function form is also appropriate.

It can be seen from Table 4-4 that all four regression coefficients in the model have passed the significance test, which shows that each coefficient is significantly non-zero; In the collinearity statistics of regression coefficients, the display tolerance is greater than 0.1, and the variance expansion factor is less than 10. All the above results can show that there is no serious multicollinearity problem between variables. Table 4-5 shows that after the regression analysis, the goodness-of-fit test of the regression model is continued, and it is found that the value of D-W statistic is 2.709, which is close to 2. Therefore, it can be considered that there is no autocorrelation in this measurement model, that is to say, the model does not miss key explanatory variables, and its functional form is also appropriate.