計(jì)量經(jīng)濟(jì)學(xué)作業(yè)

3.2

⑴用Eviews分析如下

DependentVariable:Y

Method:LeastSquares

Date:12/01/14Time:20:25

Sample:19942011

Includedobservations:18

VariableCoefficientStd.Errort-StatisticProb.

X20.1354740.01279910,584540.0000

X318.853489.7761811.9285120.0729

C-18231.588638.216-2.1105730.0520

R-squared0.985838Meandependentvar6619.191

AdjustedR-squared0.983950S.D.dependentvar5767.152

S.E.ofregression730.6306Akaikeinfocriterion16.17670

Sumsquaredresid8007316.Schwarzcriterion16.32510

Loglikelihood-142.5903Hannan-Quinncriter.16.19717

F-statistic522.0976Durbin-Watsonstat1.173432

Prob(F-statistic)0.000000

由表可知模型為:Y=0.135474X2+18.85348X3-18231.58

檢驗(yàn)：可決系數(shù)是0.985838,修正的可決系數(shù)為0.983950,說(shuō)明模型

對(duì)樣本擬合較好。

F檢驗(yàn)，F(xiàn)=522,0976>F(2,15)=4.77,回歸方程顯著。

t檢驗(yàn)，t統(tǒng)計(jì)量分別為X2的系數(shù)對(duì)應(yīng)t值為10.58454,大于t(15)

=2.131,系數(shù)是顯著的，X3的系數(shù)對(duì)應(yīng)t值為L(zhǎng)928512,小于t(15)

=2.131,說(shuō)明此系數(shù)是不顯著的。

(2)(2)表內(nèi)數(shù)據(jù)In后重新輸入數(shù)據(jù):

DependentVariable:LNY

Method:LeastSquares

Date:10/25/15Time:22:18

Sample:19942011

Includedobservations:18

Coefficien

VariabletStd.Errort-StatisticProb.

C-10.810901.698653-6.3643970.0000

LNX21.5737840.09154717.191060.0000

X30.0024380.0009362.6053210.0199

Meandependent

R-squared0.986373var8.400112

S.D.dependent

AdjustedR-squared0.984556var0.941530

Akaikeinfo

S.E.ofregression0.117006criterion-1.302176

Schwarz

Sumsquaredresid0.205355criterion-1.153780

Hannan-Quinn

Loglikelihood14.71958criter.-1.281714

Durbin-Watson

F-statistic542.8930stat0.684080

Prob(P-statiStic)0.000000

模型為lny=-10.81090+1.5737841nx2+0.002438x3

檢驗(yàn)：經(jīng)濟(jì)意義為其他條件不變的情況下，工業(yè)增加值每增加一個(gè)單

位百分比出口貨物總和增加1.57單位百分比，匯率每增加一單位百

分比，出口總額增加0.0024個(gè)單位百分比。

擬合優(yōu)度檢驗(yàn)，R八2=0.986373修正可決系數(shù)為0.984556,擬合很好。

F檢驗(yàn)對(duì)于HO:X2=X3=O,給定顯著性水平a=0.05F(2,15)=4.77

F=542.8930>F(2,15)顯著

t檢驗(yàn)對(duì)于H0:Xj=0(j=2,3),給定顯著性水平a=0.05t(15)=2.131

當(dāng)j=2時(shí)顯著，當(dāng)j=3時(shí)顯著。

(3)兩個(gè)模型表現(xiàn)出的匯率對(duì)Y的印象存在巨大差異

3.3

⑴用Eviews分析如下

DependentVariable:Y

Method:LeastSquares

Date:12/01/14Time:20:30

Sample:118

Includedobservations:18

VariableCoefficientStd.Errort-StatisticProb.

X0.0864500.0293632.9441860.0101

T52.370315.20xx6710.067020.0000

C-50.0163849.46026-1.0112440.3279

R-squared0.951235Meandependentvar755.1222

AdjustedR-squared0.944732S.D.dependentvar258.7206

S.E.ofregression60.82273Akaikeinfocriterion11.20482

Sumsquaredresid55491.07Schwarzcriterion11.35321

Loglikelihood-97.84334Hannan-Quinncriter.11.22528

F-statistic146.2974Durbin-Watsonstat2.605783

Prob(F-statistic)0.000000

由表可知模型為：Y=0.086450X+52.3703IT-50.01638

檢驗(yàn)：可決系數(shù)是0.951235,修正的可決系數(shù)為0.944732,說(shuō)明模型

對(duì)樣本擬合較好。

F檢驗(yàn)，F(xiàn)=539.7364>F[2,15)=4.77,回歸方程顯著。

t檢驗(yàn)，t統(tǒng)計(jì)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(shū)刊年消費(fèi)支出增加

0.086450元，戶(hù)主受教育年數(shù)增加1年，家庭書(shū)刊年消費(fèi)支出增加

52.37031元。

R-squared0.483182Meandependentvar1942.933

AdjustedR-squared0.450881S.D.dependentvar698.8325

S.E.ofregression517.8529Akaikeinfocriterion15.44170

Sumsquaredresid4290746.Schwarzcriterion15.54063

Loglikelihood-136.9753Hannan-Quinncriter.15.45534

F-statistic14.95867Durbin-Watsonstat1.052251

Prob(F-statistic)0.001364

模型：x=123.1516T+444.5888

(3)對(duì)殘差模型進(jìn)展分析，用Eviews分析如下

DependentVariable:El

Method:LeastSquares

Date:12/03/14Time:20:39

Sample:118

Includedobservations:18

VariableCoefficientStd.Errort-StatisticProb.

E20.0864500.0284313.0407420.0078

C3.96E-1413.880832.85E-151.0000

R-squared0.366239Meandependentvar2.30E-14

AdjustedR-squared0.326629S.D.dependentvar71.76693

S.E.ofregression58.89136Akaikeinfocriterion11.09370

Sumsquaredresid55491.07Schwarzcriterion11.19264

Loglikelihood-97.84334Hannan-Quinncriter.11.10735

F-statistic9.246111Durbin-Watsonstat2.605783

Prob(F-statistic)0.007788

模型：E]=0.086450E2+3.96e-14

參數(shù)：斜率系數(shù)a為0.086450,截距為3.96e-14

(4)由上可知，02與a2的系數(shù)是一樣的。回歸系數(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。

3.4

為了分析中國(guó)稅收收入（Y）與國(guó)內(nèi)生產(chǎn)總值（X2）、財(cái)政支出（X3）、

商品零售價(jià)格指數(shù)（X4）的關(guān)系，利用1978?2007年的數(shù)據(jù)，用EViews

作回歸，局部結(jié)果如下：

表3回歸結(jié)果

DependentVariable:LNY

Method:LeastSquares

Date:06/30/13Time:19:39

Sample:19782007

Includedobservations:30

VariableCoefficientStd.Errort-StatisticProb.

C-2.7553670.640080(1)0.0002

LNX20.451234(2)3.1748310.0038

LNX30.6271330.161566(3)0.0006

X4(4)0.0056451.7955670.0842

R-squared0.987591Meandependentvar8.341376

AdjustedR-squared(5)S.D.dependentvar1.357225

S.E.ofregression(6)Akaikeinfocriterion-0.707778

Sumsquaredresid0.662904Schwarzcriterion-0.520952

Loglikelihood14.61668F-statistic(7)

Durbin-Watsonstat0.616136Prob(F-statistic)().000000

填補(bǔ)表中空缺數(shù)據(jù):

-2.755367

⑴tc=0.640080=4.304723

0.451234

⑵=3.174831=0.130789

0.627133

(3)=0.161566=3.881590

(4)=0005645x1.795567=().()10136

1-(1-0.987591)—

⑸I二26=0.986159

6)S.Eofregression回歸標(biāo)準(zhǔn)差

sumsquaredresid/0.622904

=vn-kJ26=0.154783

R2n-k0.98759126

⑺=\-R2>7^7=1-0.987591*30=689.751148

②分析回歸結(jié)果：

根據(jù)圖中數(shù)據(jù)，模型估計(jì)的結(jié)果與為：

InY=-