計量經(jīng)濟(jì)學(xué)作業(yè);

1、3.2（1）用eviews分析如下dependent variable: ymethod: least squaresdate: 12/01/14 time: 20:25sample: 1994 2011included observations: 18variablecoefficientstd. errort-statisticprob.x20.1354740.01279910.584540.0000x318.853489.7761811.9285120.0729c-18231.588638.216-2.1105730.0520r-squared0.985838mean dependent

2、 var6619.191adjusted r-squared0.983950s.d. dependent var5767.152s.e. of regression730.6306akaike info criterion16.17670sum squared resid8007316.schwarz criterion16.32510log likelihood-142.5903hannan-quinn criter.16.19717f-statistic522.0976durbin-watson stat1.173432prob(f-statistic)0.000000由表可知模型為：y

3、= 0.135474x2 + 18.85348x3 - 18231.58檢驗：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。 f檢驗，f=522.0976f（2,15）=4.77，回歸方程顯著。 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（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）（2）表內(nèi)數(shù)據(jù)ln后重新輸入數(shù)據(jù)：dependent variable: lnymethod: least squaresdate: 10/25/15 time: 22

4、:18sample: 1994 2011included observations: 18variablecoefficientstd. errort-statisticprob.c-10.810901.698653-6.3643970.0000lnx21.5737840.09154717.191060.0000x30.0024380.0009362.6053210.0199r-squared0.986373mean dependent var8.400112adjusted r-squared0.984556s.d. dependent var0.941530s.e. of regressi

5、on0.117006akaike info criterion-1.302176sum squared resid0.205355schwarz criterion-1.153780log likelihood14.71958hannan-quinn criter.-1.281714f-statistic542.8930durbin-watson stat0.684080prob(f-statistic)0.000000模型為 lny=-10.81090+1.573784lnx2+0.002438x3檢驗：經(jīng)濟(jì)意義為其他條件不變的情況下，工業(yè)增加值每增加一個單位百分比出口貨物總和增加1.57單

6、位百分比，匯率每增加一單位百分比，出口總額增加0.0024個單位百分比。擬合優(yōu)度檢驗，r2=0.986373 修正可決系數(shù)為0.984556，擬合很好。f檢驗對于h0:x2=x3=0，給定顯著性水平a=0.05 f(2,15)=4.77 f=542.8930f(2,15) 顯著t檢驗對于h0:xj =0（j=2,3），給定顯著性水平a=0.05 t（15）=2.131 當(dāng)j=2時tt(15)顯著，當(dāng)j=3時 tt(15)顯著。(3)兩個模型表現(xiàn)出的匯率對y的印象存在巨大差異 3.3（1）用eviews分析如下dependent variable: ymethod: least squaresd

7、ate: 12/01/14 time: 20:30sample: 1 18included observations: 18variablecoefficientstd. errort-statisticprob.x0.0864500.0293632.9441860.0101t52.370315.20216710.067020.0000c-50.0163849.46026-1.0112440.3279r-squared0.951235mean dependent var755.1222adjusted r-squared0.944732s.d. dependent var258.7206s.e

8、. of regression60.82273akaike info criterion11.20482sum squared resid55491.07schwarz criterion11.35321log likelihood-97.84334hannan-quinn criter.11.22528f-statistic146.2974durbin-watson stat2.605783prob(f-statistic)0.000000由表可知模型為：y = 0.086450x + 52.37031t-50.01638檢驗：可決系數(shù)是0.951235，修正的可決系數(shù)為0.944732，說

9、明模型對樣本擬合較好。 f檢驗，f=539.7364 f（2,15）=4.77，回歸方程顯著。 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分析如下y與t的一元回歸dependent variable: ymethod: least squaresdate: 12/01/14 time: 22:30sample: 1 18included observations:

10、18variablecoefficientstd. errort-statisticprob.t63.016764.54858113.854160.0000c-11.5817158.02290-0.1996060.8443r-squared0.923054mean dependent var755.1222adjusted r-squared0.918245s.d. dependent var258.7206s.e. of regression73.97565akaike info criterion11.54979sum squared resid87558.36schwarz criter

11、ion11.64872log likelihood-101.9481hannan-quinn criter.11.56343f-statistic191.9377durbin-watson stat2.134043prob(f-statistic)0.000000模型：y = 63.01676t - 11.58171x與t的一元回歸dependent variable: xmethod: least squaresdate: 12/01/14 time: 22:34sample: 1 18included observations: 18variablecoefficientstd. erro

12、rt-statisticprob.t123.151631.841503.8676440.0014c444.5888406.17861.0945650.2899r-squared0.483182mean dependent var1942.933adjusted r-squared0.450881s.d. dependent var698.8325s.e. of regression517.8529akaike info criterion15.44170sum squared resid4290746.schwarz criterion15.54063log likelihood-136.97

13、53hannan-quinn criter.15.45534f-statistic14.95867durbin-watson stat1.052251prob(f-statistic)0.001364模型：x = 123.1516t + 444.5888（3）對殘差模型進(jìn)行分析，用eviews分析如下dependent variable: e1method: least squaresdate: 12/03/14 time: 20:39sample: 1 18included observations: 18variablecoefficientstd. errort-statisticpro

14、b.e20.0864500.0284313.0407420.0078c3.96e-1413.880832.85e-151.0000r-squared0.366239mean dependent var2.30e-14adjusted r-squared0.326629s.d. dependent var71.76693s.e. of regression58.89136akaike info criterion11.09370sum squared resid55491.07schwarz criterion11.19264log likelihood-97.84334hannan-quinn

15、 criter.11.10735f-statistic9.246111durbin-watson stat2.605783prob(f-statistic)0.007788模型：e1 = 0.086450e2 + 3.96e-14參數(shù)：斜率系數(shù)為0.086450，截距為3.96e-14（4）由上可知，2與2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。3.4為了分析中國稅收收入（y）與國內(nèi)生產(chǎn)總值（x2）、財政支出（x3）、商品零售價格指數(shù)（x4）的關(guān)系，利用19782007年的數(shù)據(jù)，用eviews作回歸，部分結(jié)果如下：表3 回歸結(jié)果dependent var

16、iable: lnymethod: least squaresdate: 06/30/13 time: 19:39sample: 1978 2007included observations: 30variablecoefficientstd. errort-statisticprob. c-2.7553670.640080（1）0.0002lnx20.451234（2）3.1748310.0038lnx30.6271330.161566（3）0.0006x4（4） 0.0056451.7955670.0842r-squared0.987591 mean dependent var8.3413

17、76adjusted r-squared（5） s.d. dependent var1.357225s.e. of regression（6） akaike info criterion-0.707778sum squared resid0.662904 schwarz criterion-0.520952log likelihood14.61668 f-statistic（7）durbin-watson stat0.616136 prob(f-statistic)0.000000填補(bǔ)表中空缺數(shù)據(jù)：（1）t c=4.304723（2）=0.130789（3）=3.881590（4）=0.010136（5）=0.986159（6）s.e of regression回歸標(biāo)準(zhǔn)差=0.154783（7）=689.751148分析回歸結(jié)果：根據(jù)圖中數(shù)據(jù)，模型估計的結(jié)果寫為：=-2.755367+0.451234+0.627133+0.0101361) 擬合優(yōu)度：由上圖數(shù)據(jù)可以得到，可決系數(shù)=0.987591，修正的可決系數(shù)=0.986159，這說明模型對樣本的擬合很好。2)f檢驗：針對，給定顯著性水平，在f分布表中查出自由度為k-1=3和n-k=26的臨界值=8.63。由上圖得到f=689.751148，由于f=689.751148，應(yīng)拒絕原