英语翻译哪位强人能帮我翻译一下 The calculated F= 2.476 indicates that the r

英语翻译
哪位强人能帮我翻译一下
The calculated F= 2.476 indicates that the regression model is not significant at 1 percent level of significance because significance F value 0.128 >0.01.
The t- statistic for constant is significant at 1% level of significance and FDI coefficient is not significant at 1 percent level,as the p-value for constant (p-value= 0.000) is less than 0.01 but p-value for FDI coefficient (p-value=0.128) is greater that 0.01.
From the estimated regression we observe that the Durbin-Watson d indicates the presence of autocorrelation.For 27 observations and 1 explanatory variable the 1% Durbin- Watson table shows that dL=1.089 and dU=1.233,and the estimated d (0.3804) is below the lower critical limit (dL=1.089).Which indicates the regression equation 6 is plagued by auto correlation and we can not trust on the estimated t ratios,and coefficient of determination.
The log linear Cochrane-Orcutt iterative procedure was terminated at step 3 as estimated DW statistic (d=1.309) shows that there is no autocorrelation.
From the log linear Cocharane-Orcutt iterative regression model of GDP on FDI,value of R2 indicates that 0.34 percent of variation in GDP is explained by FDI.Negative adjusted value of R2 (R2=0.083) indicates that the FDI does not adequately describe the GDP.The calculated F= 0.079 indicates that the regression model is not significant at 1 percent level of significance because significance F value 0.781 >0.01.
The marginal effect of FDI on GDP is -0.051.This means that an increase of unit on log FDI is expected to decrease log GDP,on average by 0.051 units.The t- statistic for FDI coefficient is not significant at 1 per cent level,since p-value (=0.781) for FDI coefficient is greater that 0.01.From the estimated d=1.793 shows that there is no presence of autocorrelation at 1% level of significance.

The calculated F= 2.476 indicates that the regression model is not significant at 1 percent level of significance because significance F value 0.128 >0.01.
The t- statistic for constant is significant at 1% level of significance and FDI coefficient is not significant at 1 percent level,as the p-value for constant (p-value= 0.000) is less than 0.01 but p-value for FDI coefficient (p-value=0.128) is greater that 0.01.
From the estimated regression we observe that the Durbin-Watson d indicates the presence of autocorrelation.For 27 observations and 1 explanatory variable the 1% Durbin- Watson table shows that dL=1.089 and dU=1.233,and the estimated d (0.3804) is below the lower critical limit (dL=1.089).Which indicates the regression equation 6 is plagued by auto correlation and we can not trust on the estimated t ratios,and coefficient of determination.
The log linear Cochrane-Orcutt iterative procedure was terminated at step 3 as estimated DW statistic (d=1.309) shows that
计算F = 2.476表明,回归模型并不百分之1的水平意义重大,因为意义的F值0.128“0.01.
 这些T为常数是在1％的水平具有重要意义和重大的外国直接投资的统计系数并不显着水平1个百分点,为的p -常数（p值= 0.000值）小于0.01,但外国直接投资的p值系数（p值= 0.128）是更大的0.01.
 从估计的回归,我们看到,德宾一沃森D表示自相关存在.27意见和1解释变量的1％德宾一沃森表显示,分升= 1.089和DU = 1.233,和估计的D（下0.3804）低于低关键限值（分升= 1.089）.这表明回归方程6所困扰自相关,我们不能信任比率估计吨,并决定系数.
 该日志线性科克伦一奥克特迭代程序终止一步估计干重统计3款（d = 1.309）显示,