計量經(jīng)濟(jì)學(xué)龐皓第三版課后答案

1、第二章簡單線性回歸模型2.1( 1) 首先分析人均壽命與人均GDP的數(shù)量關(guān)系，用Eviews分析：DependentVariable:YMethod:LeastSquaresDate:12/27/14Time:21:00Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.C56.647941.96082028.889920.0000MeanX10.1283600.0272424.7118340.0001R-squared0.526082dependentvar62.50000AdjustedR

2、-squared0.502386S.D.dependentvar10.08889S.E.ofregression7.116881Akaikeinfocriterion6.849324Sumsquaredresid1013.000Schwarzcriterion6.948510Loglikelihood-73.34257Hannan-Quinncriter.6.872689F-statistic22.20138Durbin-Watsonstat0.629074Prob(F-statistic)0.000134有上可知，關(guān)系式為y=56.64794+0.128360x1關(guān)于人均壽命與成人識字率的關(guān)

3、系，用Eviews分析如下：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:21:10Sample:122Included observations: 22VariableCoefficientStd.Errort-StatisticProb.C38.794243.53207910.983400.0000X20.3319710.0466567.1153080.0000R-squared0.716825Meandependentvar62.50000AdjustedR-squared0.702666S.D.dependentvar1

4、0.08889S.E.ofregression5.501306Akaikeinfocriterion6.334356Sumsquaredresid605.2873Schwarzcriterion6.433542Loglikelihood-67.67792Hannan-Quinncriter.6.357721F-statistic50.62761Durbin-Watsonstat1.846406Prob(F-statistic)0.000001由上可知，關(guān)系式為y=38.79424+0.331971x2關(guān)于人均壽命與一歲兒童疫苗接種率的關(guān)系，用Eviews分析如下：DependentVariab

5、le:YMethod:LeastSquaresDate:11/26/14Time:21:14Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001R-squared0.537929Meandependentvar62.50000AdjustedR-squared0.514825S.D.dependentvar10.08889S.E.ofregression7.027364

6、Akaikeinfocriterion6.824009Sumsquaredresid987.6770Schwarzcriterion6.923194Loglikelihood-73.06409Hannan-Quinncriter.6.847374F-statistic23.28338Durbin-Watsonstat0.952555Prob(F-statistic) 0.000103y=31.79956+0.387276x3(2)關(guān)于人均壽命與人均GDP模型，由上可知，可決系數(shù)為0.526082,說明所建模型整體上對樣本數(shù)據(jù)擬合較好。對于回歸系數(shù)的t檢驗：t(B1)=4.711834>t

7、0.025(20)=2.086，對斜率系數(shù)的顯著性檢驗表明，人均GDP對人均壽命有顯著影響。關(guān)于人均壽命與成人識字率模型，由上可知，可決系數(shù)為0.716825,說明所建模型整體上對樣本數(shù)據(jù)擬合較好。對于回歸系數(shù)的t檢驗：t(B2)=7.115308>t0.025(20)=2.086，對斜率系數(shù)的顯著性檢驗表明，成人識字率對人均壽命有顯著影響。關(guān)于人均壽命與一歲兒童疫苗的模型，由上可知，可決系數(shù)為0.537929,說明所建模型整體上對樣本數(shù)據(jù)擬合較好。對于回歸系數(shù)的t檢驗：t(B3)=4.825285>t0.025(20)=2.086，對斜率系數(shù)的顯著性檢驗表明，一歲兒童疫苗接種率對

8、人均壽命有顯著影響。2.2(1)對于浙江省預(yù)算收入與全省生產(chǎn)總值的模型，用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:12/03/14Time:17:00Sample(adjusted):133Includedobservations:33afteradjustmentsVariableCoefficientStd.Errort-StatisticX0.1761240.00407243.25639C-154.306339.08196-3.948274R-squared0.983702MeandependentvarAdjust

9、edR-squared0.983177S.D.dependentvarS.E.ofregression175.2325AkaikeinfocriterionSumsquaredresid951899.7SchwarzcriterionLoglikelihood-216.2751Hannan-Quinncriter.F-statistic1871.115Durbin-WatsonstatProb(F-statistic)0.000000Prob.0.00000.0004902.51481351.00913.2288013.3194913.259310.100021由上可知，模型的參數(shù)：斜率系數(shù)0

10、.176124,截距為一154.3063關(guān)于浙江省財政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗?zāi)Ｐ偷娘@著性：1)可決系數(shù)為0.983702，說明所建模型整體上對樣本數(shù)據(jù)擬合較好。2)對于回歸系數(shù)的t檢驗：t(02)=43.25639>t0.025(31)=2.0395，對斜率系數(shù)的顯著性檢驗表明，全省生產(chǎn)總值對財政預(yù)算總收入有顯著影響。用規(guī)范形式寫出檢驗結(jié)果如下：Y=0.176124X154.3063(0.004072)(39.08196)t=(43.25639)(-3.948274)R2=0.983702F=1871.115n=33經(jīng)濟(jì)意義是：全省生產(chǎn)總值每增加1億元，財政預(yù)算總收入增加0.

11、176124億元。(2)當(dāng)x=32000時，進(jìn)行點預(yù)測，由上可知Y=0.176124X154.3063,代入可得：Y=Y=0.176124*32000154.3063=5481.6617進(jìn)行區(qū)間預(yù)測：Ex2=E(XiX)2=62x(n-1)=7608.0212x(331)=1852223.473(XfX)2=(320006000.441)2=675977068.2Xf=32000時，將相關(guān)數(shù)據(jù)代入計算得到：68.2<即Yf的置信區(qū)間為(5481.661764.9649,5481.6617+64.9649)(3)對于浙江省預(yù)算收入對數(shù)與全省生產(chǎn)總值對數(shù)的模型，由Eviews分析結(jié)果如下：D

12、ependentVariable:LNYMethod:LeastSquaresDate:12/03/14Time:18:00Sample(adjusted):133Includedobservations:33afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.LNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442Meandependentvar5.573120AdjustedR-squared0.962263S.D

13、.dependentvar1.684189S.E.ofregression0.327172Akaikeinfocriterion0.662028Sumsquaredresid3.318281Schwarzcriterion0.752726Loglikelihood-8.923468Hannan-Quinncriter.0.692545F-statistic816.9699Durbin-Watsonstat0.096208Prob(F-statistic)0.000000模型方程為：lnY=0.980275lnX-1.918289由上可知，模型的參數(shù)：斜率系數(shù)為0.980275,截距為-1.91

14、8289關(guān)于浙江省財政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗其顯著性：1)可決系數(shù)為0.963442，說明所建模型整體上對樣本數(shù)據(jù)擬合較好。2)對于回歸系數(shù)的t檢驗：t(02)=28.58268>t0.025(31)=2.0395，對斜率系數(shù)的顯著性檢驗表明，全省生產(chǎn)總值對財政預(yù)算總收入有顯著影響。經(jīng)濟(jì)意義：全省生產(chǎn)總值每增長1%財政預(yù)算總收入增長0.980275%2.4（1）對建筑面積與建造單位成本模型，用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:12:40Sample:112Includedo

15、bservations:12VariableCoefficientStd.Errort-StatisticProb.X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829Meandependentvar1619.333AdjustedR-squared0.941512S.D.dependentvar131.2252S.E.ofregression31.73600Akaikeinfocriterion9.903792Sumsquaredresid10071.74Schwarzcriteri

16、on9.984610Loglikelihood-57.42275Hannan-Quinncriter.9.873871F-statistic178.0715Durbin-Watsonstat1.172407Prob（F-statistic）0.000000由上可得：建筑面積與建造成本的回歸方程為：Y=1845.475-64.18400X（2）經(jīng)濟(jì)意義：建筑面積每增加1萬平方米，建筑單位成本每平方米減少64.18400元。（ 3）首先進(jìn)行點預(yù)測，由Y=1845.475-64.18400X得，當(dāng)x=4.5,y=1556.647再進(jìn)行區(qū)間估計：由上表可知，Ex2=E(XiX)2=62x(n1)=1.

17、9894192x(121)=43.5357(XfX)2=(4.53.523333)2=0.95387843當(dāng)Xf=4.5時，將相關(guān)數(shù)據(jù)代入計算得到：1556.6472.228x31.73600X,1/12+43.5357/0.95387843<即Yf的置信區(qū)間為(1556.647478.1231,1556.647+478.1231)3.1(1)對百戶擁有家用汽車量計量經(jīng)濟(jì)模型，用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:11/25/14Time:12:38Sample:131Includedobservations:3

18、1VariableCoefficientStd.Errort-StatisticProb.X25.9968651.4060584.2650200.0002X3-0.5240270.179280-2.9229500.0069X4-2.2656800.518837-4.3668420.0002C246.854051.975004.7494760.0001R-squared0.666062Meandependentvar16.77355AdjustedR-squared0.628957S.D.dependentvar8.252535S.E.ofregression5.026889Akaikeinfo

19、criterion6.187394Sumsquaredresid682.2795Schwarzcriterion6.372424Loglikelihood-91.90460Hannan-Quinncriter.6.247709F-statistic17.95108Durbin-Watsonstat1.147253Prob(F-statistic)0.000001得到模型得：Y=246.8540+5.996865X2-0.524027X3-2.265680X4對模型進(jìn)行檢驗：1) 可決系數(shù)是0.666062，修正的可決系數(shù)為0.628957，說明模型對樣本擬合較好2) F檢驗，F(xiàn)=17.9510

20、8>F(3,27)=3.65，回歸方程顯著。3) t檢驗，t統(tǒng)計量分別為4.749476，4.265020，-2.922950，-4.366842，均大于t(27)=2.0518，所以這些系數(shù)都是顯著的。依據(jù)：1 )可決系數(shù)越大，說明擬合程度越好2 )F的值與臨界值比較，若大于臨界值，則否定原假設(shè)，回歸方程是顯著的；若小于臨界值，則接受原假設(shè)，回歸方程不顯著。3 )t的值與臨界值比較，若大于臨界值，則否定原假設(shè)，系數(shù)都是顯著的；若小于臨界值，則接受原假設(shè)，系數(shù)不顯著。(2)經(jīng)濟(jì)意義：人均GDP增加1萬元，百戶擁有家用汽車增加5.996865輛，城鎮(zhèn)人口比重增加1個百分點，百戶擁有家用汽車

21、減少0.524027輛，交通工具消費價格指數(shù)每上升1,百戶擁有家用汽車減少2.265680輛。(3)用EViews分析得：DependentVariable:YMethod:LeastSquaresDate:12/08/14Time:17:28Sample: 1 31Included observations: 31VariableCoefficientStd.Errort-StatisticProb.X25.1356701.0102705.0834650.0000LNX3-22.810056.771820-3.3683780.0023LNX4-230.848149.46791-4.66662

22、40.0001C1148.758228.29175.0319740.0000R-squared0.691952Meandependentvar16.77355AdjustedR-squared0.657725S.D.dependentvar8.252535S.E.ofregression4.828088Akaikeinfocriterion6.106692Sumsquaredresid629.3818Schwarzcriterion6.291723Loglikelihood-90.65373Hannan-Quinncriter.6.167008F-statistic20.21624Durbin

23、-Watsonstat1.150090Prob(F-statistic)0.000000模型方程為：Y=5.135670X2-22.81005LNX3-230.8481LNX4+1148.758此分析得出的可決系數(shù)為0.691952>0.666062，擬合程度得到了提高，可這樣改進(jìn)。3.2(1)對出口貨物總額計量經(jīng)濟(jì)模型，用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:25Sample:19942011Includedobservations:18VariableCoefficientStd

24、.Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C -18231.58 8638.216 -2.110573 0.0520R-squared 0.985838Meandependentvar6619.191AdjustedR-squared0.983950S.D.dependentvar5767.152S.E.ofregression730.6306Akaikeinfocriterion16.17670Sumsquaredresid8007316.Schwarzcrite

25、rion16.32510Loglikelihood-142.5903Hannan-Quinncriter.16.19717F-statistic522.0976Durbin-Watsonstat1.173432Prob（F-statistic）0.000000由上可知，模型為：Y=0.135474X2+18.85348X3-18231.58對模型進(jìn)行檢驗：1）可決系數(shù)是0.985838，修正的可決系數(shù)為0.983950，說明模型對樣本擬合較好2） F檢驗，F(xiàn)=522.0976>F（2,15）=4.77，回歸方程顯著3） t檢驗，t統(tǒng)計量分別為X2的系數(shù)對應(yīng)t值為10.58454，大于t（

26、15）=2.131，系數(shù)是顯著的，X3的系數(shù)對應(yīng)t值為1.928512，小于t（15）=2.131，說明此系數(shù)是不顯著的。（2）對于對數(shù)模型，用Eviews分析結(jié)果如下：DependentVariable:LNYMethod:LeastSquaresDate:12/01/14Time:20:25Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-

27、20.520485.432487-3.7773630.0018R-squared0.986295Meandependentvar8.400112AdjustedR-squared0.984467S.D.dependentvar0.941530S.E.ofregression0.117343Akaikeinfocriterion-1.296424Sumsquaredresid0.206540Schwarzcriterion-1.148029Loglikelihood14.66782Hannan-Quinncriter.-1.275962F-statistic539.7364Durbin-Wats

28、onstat0.686656Prob（F-statistic）0.000000由上可知，模型為：LNY=-20.52048+1.564221LNX2+1.760695LNX3對模型進(jìn)行檢驗：1）可決系數(shù)是0.986295，修正的可決系數(shù)為0.984467，說明模型對樣本擬合較好。2） F檢驗，F(xiàn)=539.7364>F（2,15）=4.77，回歸方程顯著。3） t檢驗，t統(tǒng)計量分別為-3.777363，17.57789，2.581229，均大于t（15）=2.131，所以這些系數(shù)都是顯著的。（ 3）（1）式中的經(jīng)濟(jì)意義：工業(yè)增加1億元，出口貨物總額增加0.135474億元，人民幣匯率增加1

29、，出口貨物總額增加18.85348億元。（2）式中的經(jīng)濟(jì)意義：工業(yè)增加額每增加1%出口貨物總額增加1.564221%,人民幣匯率每增加1%，出口貨物總額增加1.760695%3.3（1）對家庭書刊消費對家庭月平均收入和戶主受教育年數(shù)計量模型，由Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:30Sample: 1 #Included observations: 18VariableCoefficientStd.Errort-StatisticProb.X0.0864500.0293632.94418

30、60.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235Meandependentvar755.1222AdjustedR-squared0.944732S.D.dependentvar258.7206S.E.ofregression60.82273Akaikeinfocriterion11.20482Sumsquaredresid55491.07SchwarzcriterionLoglikelihood-97.84334Hannan-Quinncriter.F-statis

31、tic146.2974Durbin-WatsonstatProb（F-statistic）0.000000模型為：Y=0.086450X+52.37031T-50.0163811.3532111.225282.605783對模型進(jìn)行檢驗：1）可決系數(shù)是0.951235，修正的可決系數(shù)為0.944732，說明模型對樣本擬合較好。2） F檢驗，F(xiàn)=539.7364>F（2,15）=4.77，回歸方程顯著。3） t檢驗，t統(tǒng)計量分別為2.944186，10.06702，均大于t（15）=2.131，所以這些系數(shù)都是顯著的。經(jīng)濟(jì)意義：家庭月平均收入增加1元，家庭書刊年消費支出增加0.086450

32、元，戶主受教育年數(shù)增加1年，家庭書刊年消費支出增加52.37031元。（2）用Eviews分析：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:22:30Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticMeanProb.T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.923054dependentvar755.1222AdjustedR

33、-squared0.918245S.D.dependentvar258.7206S.E.ofregression73.97565Akaikeinfocriterion11.54979Sumsquaredresid87558.36Schwarzcriterion11.64872Loglikelihood-101.9481Hannan-Quinncriter.11.56343F-statistic191.9377Durbin-Watsonstat2.134043Prob(F-statistic)0.000000DependentVariable:XMethod:LeastSquaresDate:1

34、2/01/14Time:22:34Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182Meandependentvar1942.933AdjustedR-squared0.450881S.D.dependentvar698.8325S.E.ofregression517.8529Akaikeinfocriterion15.44170Sum

35、squaredresid4290746.Schwarzcriterion15.54063Loglikelihood-136.9753Hannan-Quinncriter.15.45534F-statistic14.95867Durbin-Watsonstat1.052251Prob(F-statistic)0.001364以上分別是y與T，X與T的一元回歸模型分別是：Y=63.01676T-11.58171X=123.1516T+444.5888(3)對殘差進(jìn)行模型分析，用Eviews分析結(jié)果如下：DependentVariable:E1Method:LeastSquaresDate:12/0

36、3/14Time:20:39Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239Meandependentvar2.30E-14AdjustedR-squared0.326629S.D.dependentvar71.76693S.E.ofregression58.89136Akaikeinfocriterion11.09370Sumsq

37、uaredresid55491.07Schwarzcriterion11.19264Loglikelihood-97.84334Hannan-Quinncriter.11.10735F-statistic9.246111Durbin-Watsonstat2.605783Prob(F-statistic)0.007788模型為：E1=0.086450E2+3.96e-14參數(shù)：斜率系數(shù)乜為0.086450,截距為3.96e-14(3)由上可知，B2與a2的系數(shù)是一樣的?；貧w系數(shù)與被解釋變量的殘差系數(shù)是一樣的，它們的變化規(guī)律是一致的3.6（1）預(yù)期的符號是X1，X2,X3,X4,X5的符號為正，X

38、6的符號為負(fù)（2）根據(jù)Eviews分析得到數(shù)據(jù)如下：DependentVariable:YMethod:LeastSquaresDate:12/04/14Time:13:24Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.X20.0013820.0011021.2543300.2336X30.0019420.0039600.4905010.6326X4-3.5790903.559949-1.0053770.3346X50.0047910.0050340.9516710.3600X

39、60.0455420.0955520.4766210.6422MeanC-13.7773215.73366-0.8756590.3984R-squared0.994869dependentvar12.76667AdjustedR-squared0.992731S.D.dependentvar9.746631S.E.ofregression0.830963Akaikeinfocriterion2.728738Sumsquaredresid8.285993Schwarzcriterion3.025529Loglikelihood-18.55865Hannan-Quinncriter.2.76966

40、2F-statistic465.3617Durbin-Watsonstat1.553294Prob（F-statistic）0.000000與預(yù)期不相符。評價：1）可決系數(shù)為0.994869，數(shù)據(jù)相當(dāng)大，可以認(rèn)為擬合程度很好。2 ）F檢驗，F(xiàn)=465.3617>F（5.12）=3,89，回歸方程顯著1.254330 ，3 )T檢驗，X1，X2,X3,X4,X5，X6系數(shù)對應(yīng)的t值分別為：0.490501，-1.005377，0.951671，0.476621，均小于t(12)=2.179，所以所得系數(shù)都是不顯著的。(3)根據(jù)Eviews分析得到數(shù)據(jù)如下：DependentVariable

41、:YMethod:LeastSquaresDate:12/03/14Time:11:12Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticX50.0010322.20E-0546.79946X6-0.0549650.031184-1.762581C4.2054813.3356021.260786Prob.0.00000.09830.2266R-squared0.993601Meandependentvar12.76667AdjustedR-squared0.992748S.D.depende

42、ntvar9.746631S.E.ofregression0.830018Akaikeinfocriterion2.616274Sumsquaredresid10.33396Schwarzcriterion2.764669Loglikelihood-20.54646Hannan-Quinncriter.2.636736F-statistic1164.567Durbin-Watsonstat1.341880Prob(F-statistic)0.000000得到模型的方程為：Y=0.001032X5-0.054965X6+4.205481評價：1） )可決系數(shù)為0.993601，數(shù)據(jù)相當(dāng)大，可以認(rèn)

43、為擬合程度很好。2） F檢驗，F(xiàn)=1164.567>F（5.12）=3,89，回歸方程顯著3） T檢驗，X5系數(shù)對應(yīng)的t值為46.79946，大于t（12）=2.179，所以系數(shù)是顯著的，即人均GDP對年底存款余額有顯著影響。X6系數(shù)對應(yīng)的t值為-1.762581，小于t（12）=2.179，所以系數(shù)是不顯著的。4.3（1）根據(jù)Eviews分析得到數(shù)據(jù)如下：DependentVariable:LNYMethod:LeastSquaresDate:12/05/14Time:11:39Sample:19852011Includedobservations:27VariableCoeffici

44、entStd.Errort-StatisticProb.LNGDP1.3385330.08861015.105820.0000LNCPI-0.4217910.233295-1.8079750.0832C-3.1114860.463010-6.7201260.0000R-squared0.988051Meandependentvar9.484710AdjustedR-squared0.987055S.D.dependentvar1.425517S.E.ofregression0.162189Akaikeinfocriterion-0.695670Sumsquaredresid0.631326Sc

45、hwarzcriterion-0.551689Loglikelihood12.39155Hannan-Quinncriter.-0.652857F-statistic992.2582Durbin-Watsonstat0.522613Prob（F-statistic）0.000000得到的模型方程為：LNY=1.338533LNGDPt-0.421791LNCPIt-3.1114862)該模型的可決系數(shù)為0.988051，可決系數(shù)很高，F(xiàn)檢驗值為992.2582明顯顯著。但當(dāng)a=0.05時，t(24)=2.064,LNCPI的系數(shù)不顯著，可能存在多重共線性。得到相關(guān)系數(shù)矩陣如下：LNGDP，LN

46、CPI之間的相關(guān)系數(shù)很高，證實確實存在多重共線性。(3)由Eviews得：a)DependentVariable:LNYMethod:LeastSquaresDate:12/03/14Time:14:41Sample:19852011Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.LNGDP1.1857390.02782242.619330.0000C-3.7506700.312255-12.011560.0000R-squared0.986423Meandependentvar9.484710Adjuste

47、dR-squared0.985880S.D.dependentvar1.425517S.E.ofregression0.169389Akaikeinfocriterion-0.642056Sumsquaredresid0.717312Schwarzcriterion-0.546068Loglikelihood10.66776Hannan-Quinncriter.-0.613514F-statistic1816.407Durbin-Watsonstat0.471111Prob(F-statistic)0.000000b)DependentVariable:LNYMethod:LeastSquar

48、esDate:12/03/14Time:14:41Sample:19852011Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.LNCPI2.9392950.22275613.195110.0000C-6.8545351.242243-5.5178710.0000R-squared0.874442Meandependentvar9.484710AdjustedR-squared0.869419S.D.dependentvar1.425517S.E.ofregression0.515124Akaikeinfoc

49、riterion1.582368Sumsquaredresid6.633810Schwarzcriterion1.678356Loglikelihood-19.36196Hannan-Quinncriter.1.610910F-statistic174.1108Durbin-Watsonstat0.137042Prob(F-statistic)0.000000c)DependentVariable:LNGDPMethod:LeastSquaresDate:12/05/14Time:11:11Sample:19852011Includedobservations:27VariableCoeffi

50、cientStd.Errort-StatisticProb.LNCPI2.5110220.15830215.862270.0000C-2.7963810.882798-3.1676340.0040R-squared0.909621Meandependentvar11.16214AdjustedR-squared0.906005S.D.dependentvar1.194029S.E.ofregression0.366072Akaikeinfocriterion0.899213Sumsquaredresid3.350216Schwarzcriterion0.995201Loglikelihood-

51、10.13938Hannan-Quinncriter.0.927755F-statistic251.6117Durbin-Watsonstat0.099623得到的回歸方程分別為Prob(F-statistic)0.0000001） LNY=1.185739LNGDPt-3.7506702） LNY=2.939295LNCPIt-6.8545353） LNGDPt=2.511022LNCPIt-2.796381對多重共線性的認(rèn)識：單方程擬合效果都很好，回歸系數(shù)顯著，判定系數(shù)較高，GDP和CPI對進(jìn)口的顯著的單一影響，在這兩個變量同時引入模型時影響方向發(fā)生了改變，這只有通過相關(guān)系數(shù)的分析才能發(fā)現(xiàn)

52、。（4）建議：如果僅僅是作預(yù)測，可以不在意這種多重共線性，但如果是進(jìn)行結(jié)構(gòu)分析，還是應(yīng)該引起注意的。4.4（1）按照設(shè)計的理論模型，由Eviews分析得：DependentVariable:CZSRMethod:LeastSquaresDate:12/03/14Time:11:40Sample:19852011Includedobservations:27VariableCoefficientStd.Errort-StatisticCZZC0.0901140.0443672.031129GDP-0.0253340.005069-4.998036SSZE1.1768940.06216218.93

53、271C-221.8540130.6532-1.698038R-squared0.999857MeandependentvarAdjustedR-squared0.999838S.D.dependentvarS.E.ofregression353.0540AkaikeinfocriterionSumsquaredresid2866884.SchwarzcriterionLoglikelihood-194.5455Hannan-Quinncriter.F-statistic53493.93Durbin-WatsonstatProb（F-statistic）0.000000Prob.0.05400

54、.00000.00000.103022572.5627739.4914.7070714.8990514.764161.458128從回歸結(jié)果可見，可決系數(shù)為0.999857，校正的可決系數(shù)為0.999838，模型擬合的很好。F的統(tǒng)計量為53493.93,說明在a=0.05，水平下，回歸方程回歸方程整體上是顯著的。但是t檢驗結(jié)果表明，國內(nèi)生產(chǎn)總值對財政收入的影響顯著，但回歸系數(shù)的符號為負(fù)，與實際不符合。由此可得知，該方程可能存在多重共線性。（2）得到相關(guān)系數(shù)矩陣如下：由上表可知，CZZC與GDP,CZZC與SSZE,GDP與SSZE之間的相關(guān)系數(shù)都非常高，說明確實存在多重共線性。方差擴(kuò)大因子均大

55、于10，存在嚴(yán)重多重共線性。并且通過以上分析，兩兩被解釋變量之間相關(guān)性都很高。（4）解決方式：分別作出財政收入與財政支出、國內(nèi)生產(chǎn)總值、稅收總額之間的一元回歸。5.2（1）用圖形法檢驗繪制e2的散點圖，用Eviews分析如下：由上圖可知，模型可能存在異方差，Goldfeld-Quanadt檢驗1）定義區(qū)間為1-7時，由軟件分析得：DependentVariable:YMethod:LeastSquaresDate:12/10/14Time:14:52Sample:17Includedobservations:7VariableCoefficientStd.Errort-StatisticT35

56、.206644.9014927.182843X0.1099490.0619651.774380C77.1258882.328440.936807R-squared0.943099MeandependentvarAdjustedR-squared0.914649S.D.dependentvarS.E.ofregression31.63265AkaikeinfocriterionSumsquaredresid4002.499SchwarzcriterionLoglikelihood-32.15324Hannan-Quinncriter.F-statistic33.14880Durbin-WatsonstatProb(F-statistic)0.0032382 得匯e1i=4002.4992)定義區(qū)間為12-18時，由軟件分析得：Prob.0.00200.15070.4019565.6857108.275510.0