計量經(jīng)濟學答案南開大學張曉峒

1、計量經(jīng)濟學答案第二單元課后第六題答案Dependent Variable: YMethod: Least SquaresDate: 04/05/13 Time: 00:07Sample: 1985 1998Included observations: 14VariableCoefficientStd. Error t-StatisticProb.C12596.271244.56710.121010.0000GDP26.954154.1203006.5417920.0000R-squared0.781002Mean dependent var20168.57Adjusted R-squared0

2、.762752S.D. dependent var3512.487S.E. of regression1710.865Akaike info17.85895criterionSum squared resid35124719Schwarz criterion17.95024Log likelihood-123.0126F-statistic42.79505Durbin-Watson stat0.859998Prob(F-statistic)0.000028obsYGDP198518249161.69198618525171.07198718400184.07198816693194.75198

3、915543197.86199015929208.55199118308221.06199217522246.92199321640276.8199423783316.38199524040363.52199624133415.51199725090465.78199824505509.1巨回亙 Group: UNTITLED Workfile; UNTITLEDSample I SheetStats|SpecIVi ewI Procs IObjectsJ PrintHome I Freeze產(chǎn) vna 111 uclz W5 Kmtr; urw 111 lclz=一“ gn qView Pr

4、ocsObjects | Print |Ham包| Friazg | Sample； Shit |Statw|Sprc|GDP vs. YY28000 -2600024000 -2200020000 -18000 -16000 -1400085 86 87 88 89 90 91 92 93 94 95 96 97 98YYF7第七題Dependent Variable: Q Method: Least Squares Date: 04/05/13 Time: 13:31 Sample: 1978 1998 Included observations- 21VariableCoefficien

5、tStd. Errort-StatisticProb.C46837 68U811 423 1622680.0057X10 0767090 2529100.3033060.7653X26.3983402.8536552 2421660.0386X3-0.4947500.355390-1.3921310.1818R-squared0.943796Mean dependent var41000 89Adjusted R-squared0.933878S.D. dependent var6069.284S E. of regression1560670Akaike info critenon17 71

6、326Sum squared resid41406759Schwarz critenon17 91222Log likelihood-181 9892F-statistic95.15673Durbin-Watson stat1.689129Pro b(F-stati Stic)0.000000Dependent Variable: Q Method: Least Squares Date: 04/05/13 Time: 13:32 Sample: 1978 1998 Included observations: 21VariableCoefficientStd. Error t-Statist

7、icProbC25107.081085.94023.120120.0000X10.6080260.03910215.549720.0000R-squared0.927146Mean dependent var41000 89Adjusted R.-squared0.923311S.D. dependent var6069.284S.E. of regression1680.753Akaike info critenon17.78226Sum squared resid53673653Schwarz criterion17.88174Log likelihood-1847138F-statist

8、ic2417938Durbin-Watson stat1.364650Prob(F-statistic0.000000Dependent VariaN&i QMethod Least SquaresDate: 04/05/13 Tme: 13 33Sample: 1978 1998Included ot>sr/alions: 21VariableCoefficientStd Error t StatisticProbC26937.69956.697259.3S559o.cocoX259094730 35674716 5M880 oocoR-squared0.S35241Mean

9、dependent41000.69Adjusted R-s(juared0.931833S.D. dependent 汨6069.264S.E of regression1584 623Akaike info criten<jn17.&6447Sum squared resid47709547Schwarz criterion17.76396Log likelihood-153.4770statistic2743953Durbin-Wat son stat1 247710Pro bfF-st atistic。一 00000。Dependent Vanable: QMethod:

10、Least SquaresDate 04/05/13 Time:13:33Sample. 1S76 1998Included observations>1VariableCoefficientStd Error t-StatisticProb.C口97736212650.60 -3.9346450.000SX31 9468770.2708957.1368270 0000R-squared0731070Mean dependent var41O0C.BQAdjusUd R-gquarvd0716916S.D. dependent var6Q69.2MSE ofegression3225.1

11、99Akaike inf。g rite ri an19。死 25Sum squared resid1.&8E+08Schwarz criterion19 13773Log likelihochd-1934266F-statistic51.65045Durbin-Watson stat0300947Prob(F-statistic)0 QC00011第三單元課后第三題答案Dependent Variable: YMethod: Least SquaresDate: 04/03/13 Time: 17:41Sample: 1 18Included observations: 18Varia

12、bleCoefficientStd.Errort-StatisticProb.C1.12710830.3337550.03715690.9708448156880510269896287X1104.15846.411544416.2454466.264330097125563477325989e-11X20.4001340.11639203.43781890.00366631906030083572225249927R-squared0.979630Meandependent755.65987789varAdjusted0.976915S.D.dependent258.174R-squared

13、119495var979992S.E. of regression39.22635Akaikeinfo10.3275618criterion865878Sum squared resid23080.60Schwarzcriterion10.475952874818807Log likelihood-89.9482F-statistic360.706792898367713Durbin-Watson2.5514832.07622stat01832Prob(F-statistic)66629e-13obsYX1X21450.54171.22507.74174.23613.95204.34563.4

14、4218.75510.54219.46781.57240.47541.84273.58611.15294.891222.110330.210793.27333.111660.8536612792.76350.913580.84357.914612.7535915890.87371.91611219435.3171094.28523.918125310604.11400Forecast- YF1200Actual yForecast sample 1 18Included obSrervatjons. 13Root Mean Squared Error35 30860Mean Absolute

15、Error30.18443Mean Abs. Percent Error4 245101Theil Inequality CoefficientQ.022498Bias Proportion0 000000Variance Proportion0 005145Covariance Proportion0 99855第六題Dependent Variable: YMethod: Least SquaresDate: 04/04/13 Time: 23:44Sample: 1955 1984Included observations: 30VariableCoefficientStd. Error

16、 t-StatisticProb.C0.4303784.0489100.1062950.9162X10.9194720.2357893.8995560.0006X22.9333511.6555641.7718130.0881X30.1506670.0833201.8082880.0821R-squared0.600311Mean dependent var22.13167Adjusted R-squared0.554193S.D. dependent var14.47259S.E. of regression9.663176Akaike info7.498088criterionSum squ

17、ared resid2427.801Schwarz criterion7.684914Log likelihood-108.4713F-statistic13.01685Durbin-Watson stat1.153145Prob(F-statistic)0.000022obsYX1X2X319557.965.330.934.08195615.346.822.98.3195713.558.173.8410.76195810.949.483.398.0319596.398.031.074.4719601.493.580.461.3919610.61.170.50.919620.660.920.5

18、0.4319636.041.630.394.61196415.417.731.439.11196515.39.460.9211.89196619.3213.970.6616.51196735.7617.321.1320.79196835.0317.360.2230.01196935.5819.690.4438.15197031.0321.130.6734.29197114.3332.340.8924.46197213.8819.570.1313.61197314.6616.391.3413.51197419.3717.961.7311.59197535.4718.391.613.79197635.4918.833.1915.03197732.7721.151.7813.63197832.219.81.4313.33197938.534.863.322