GDP與固定資產(chǎn)投資的計量經(jīng)濟模型分析

GDP與固定資產(chǎn)投資的計量經(jīng)濟模型分析關(guān)于GDP與固定資產(chǎn)投資的計量經(jīng)濟模型分析關(guān)于GDP與固定資產(chǎn)投資的計量經(jīng)濟模型分析市場營銷：郎明關(guān)能耀一.解釋模型固定資產(chǎn)對一個企業(yè)來說是其主要的勞動手段,它的價值是逐漸地轉(zhuǎn)移到所生產(chǎn)的產(chǎn)品上去.企業(yè)同時又是重要的市場主體,因此對固定資產(chǎn)的投資間接得影響到了一個經(jīng)濟體的產(chǎn)出，而在一定時期內(nèi)，社會儲蓄總額對固定資產(chǎn)的投資起到很大的作用。.這里主要對GDP及國有經(jīng)濟固定資產(chǎn)投資額（X1）,以及儲蓄總額（,進行計量經(jīng)濟學多元線性回歸模型分析.原始數(shù)據(jù)如下:單位（億元）obsYX1X2199121617.89241.65508.8199226638.111759.48080.1199334634.415203.513072.3199446759.421518.817042.3199558478.129662.3xx9.3199667884.638520.822974199774462.6946279.825300199878345.253407.528457199982067.559621.829876200089403.664332.432619xx94812.9673762.436898 數(shù)據(jù)《中國統(tǒng)計年鑒》我們建立了如下模型：Y=a+B1X1+B2X2+u其中：Y——國內(nèi)生產(chǎn)總值（GDP）a——常數(shù)項81,82——代定參數(shù)X1——為儲蓄總額X2——為全社會固定資產(chǎn)總額我們分別利用EVIEWS軟件，用最小二乘法進行回歸分析及統(tǒng)計檢驗，DependentVariable:YMethod:LeastSquaresDate:06/03/04Time:17:18Sample:1991xxIncludedobservations:11VariableCoefficientStd.Errort-StatisticProb.C7776.5943394.5312.2909180.0512X10.1289500.2519600.5117870.6226X22.2304900.5634563.9585850.0042R-squared0.987237Meandependentvar61373.12AdjustedR-squared0.984047S.D.dependentvar25608.37S.E.ofregression3234.483Akaikeinfocriterion19.22813Sumsquaredresid83695054Schwarzcriterion19.33664Loglikelihood-102.7547F-statistic309.4180Durbin-Watsonstat1.013510Prob（F-statistic）0.000000由計算結(jié)果可以的出方程：Y=7776.594+0.128950X1+2.230490X2+UT（2.290918）（0.511787）（3.958585）R2==0.987237F=309.4180DW=1.013510〈一〉．經(jīng)濟意義的檢驗從經(jīng)濟意義上來說儲蓄總額和固定資產(chǎn)對GDP有促進作用，由計算的結(jié)果：B1,B2>0并且可決系數(shù)R2二=0.987237接近與1可以看出來，所以模型的參數(shù)估計是符合經(jīng)濟理論的。81=0.128950表示在全社會固定資產(chǎn)總額不變情況下，儲蓄總額每增加一億元，國內(nèi)生產(chǎn)總值就增加0.128950億元。82=2.230490表示在儲蓄總額不變時全社會固定資產(chǎn)總額每增加一億元GDP就增加2.230490億元，根本符合我國的情況。DependentVariable:YMethod:LeastSquaresDate:06/03/04Time:18:14Sample:1991xxIncludedobservations:11VariableCoefficientStd.Errort-StatisticProb.C7776.5943394.5312.2909180.0512X10.1289500.2519600.5117870.6226X22.2304900.5634563.9585850.0042R-squared0.987237Meandependentvar61373.12AdjustedR-squared0.984047S.D.dependentvar25608.37S.E.ofregression3234.483Akaikeinfocriterion19.22813Sumsquaredresid83695054Schwarzcriterion19.33664Loglikelihood-102.7547F-statistic309.4180Durbin-Watsonstat1.013510Prob(F-statistic)0.000000分析的F=309.4180>F0.05(1,10)=3.28,說明模型從總體上國民生產(chǎn)總值與解釋變量之間的線性關(guān)系顯著1)多重共線性檢驗X1X2X110.983774859646X20.9837748596461由表可以看出，解釋變量之間存在高度線性相關(guān)。obsYX2199121617.85508.8199226638.18080.1199334634.413072.3199446759.417042.3199558478.1xx9.3199667884.622974199774462.625300199878345.228457199982067.529876200089403.632619xx94812.9636898DependentVariable:YMethod:LeastSquaresDate:06/03/04Time:18:31Sample:1991xxIncludedobservations:11VariableCoefficientStd.Errort-StatisticProb.C6553.2752309.3102.8377630.0195X22.5141810.09685425.958430.0000R-squared0.986820Meandependentvar61373.11AdjustedR-squared0.985355S.D.dependentvar25608.36S.E.ofregression3099.006Akaikeinfocriterion19.07852Sumsquaredresid86434521Schwarzcriterion19.15086Loglikelihood-102.9318F-statistic673.8398Durbin-Watsonstat1.099892Prob(F-statistic)0.000000運用OLS方法求Y對X2的回歸，得出Y對X2的線性關(guān)系強，擬合程度好，即Y=6553.275+20514181X2(2.837763) (25.95843)R2==0.986820F=673.8398說明Y對X2的回歸模型最優(yōu)。2)異方差檢驗利用ARCH檢驗，得到如下結(jié)果：ARCHTest:F-statistic0.989584Probability0.482546Obs*R-squared3.408073Probability0.332882TestEquation:DependentVariable:RESID/Method:LeastSquaresDate:06/03/04Time:19:35Sample(adjusted):1994xxIncludedobservations:8afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.C181351128016128.2.2623280.0865RESID匕(-1)-0.3305770.428033-0.7723170.4830RESID^2(-2)-0.5985330.363474-1.6466980.1750RESID^2(-3)-0.3595830.432096-0.8321840.4521R-squared0.426009Meandependentvar7751325.AdjustedR-squared-0.004484S.D.dependentvar8390006.S.E.ofregression8408796.Akaikeinfocriterion35.03431Sumsquaredresid2.83E+14Schwarzcriterion35.07403Loglikelihood-136.1372F-statistic0.989584Durbin-Watsonstat1.622491Prob(F-statistic)0.482546從輸出的輔助回歸函數(shù)中得obs*-squared為3.408073小于臨界值7.81,所以承受原假設(shè)H0,說明模型中隨機誤差項不存在異方差。證明固定資產(chǎn)的投資與GDP的增長存在緊密的聯(lián)系。3)自相關(guān)檢驗利用圖示法，由Eviews軟件得到如下結(jié)果：可以初步判斷隨機誤差項存在自相關(guān)。再利用D-W法檢驗由DW=1.622491,查DW表，n=11,k'=1,查得兩個臨界值分別為：下限D(zhuǎn)L=0.927,上限D(zhuǎn)U=1.324,因為DW統(tǒng)計量為1.622491>DU,根據(jù)判定區(qū)域知，這時隨機誤差項不存在一階自相關(guān)。由此可以看出GDP的增長與固定資產(chǎn)的投資模型如下：Y=7776.594+0.128950X1+2.230490X2+U三.模型評價與經(jīng)濟分析該模型并沒有直接地從投資、消費、出口的角度去考察解釋變量對GDP的影響，而是以間接的方法從固定資產(chǎn)投資和國內(nèi)儲蓄的角度研究了其對GDP的'影響.從計量經(jīng)濟學的檢驗結(jié)果看固定資產(chǎn)投資對GDP存在線性的影響