我國人均可支配收入與人均GDP的關(guān)系eviews

1、我國人均可支配收入與人均 GDP 的關(guān)系、數(shù)據(jù)我國人均GDP與城鎮(zhèn)居民可支配收入的相關(guān)分析人均 GDP(x) 城鎮(zhèn)居民人均可支配收入( y)19783813431979419387198046347719814924911982528526198358356419846956511985858739198696389919871112100219881366118119891519137319901644151019911893170019922311202619932998257719944044349619955046428319965846483819976420516019986796

2、54251999715958542000785862802001862268602002939877022003105427472200412336942120051418510493200616500117592007201691378620082370815781200925604171752010297481910920113601821809201239544245642013433202954720144665228844、建立回歸模型INY=aC+blNGDP采用對數(shù)模型進(jìn)行回歸=)Equation: UNTITLEDWarkTile； UNTTTLED；Untitled卜陽匕P&

3、#174;.ObjectPrintNameFreezeEstimateFa recastStats Res idsDependent Variable: LYMethod Least SquaresDate: oe/17/15 Time;19：4SSample: 197B 2314Included obs&rvatiors: 37VariableCoefficientSid. Errort-StatisticProb.00.5434630 04662011 754540.0000LGDP0.9091340 005486165 70870 0000R'Squared0.99072

4、7Mean deiuenderitvar8.151536Adjusted R'S qua redQ.998691S D dep&naenlvar1.388777S E. of regressi or0.050253Alcaike info criterion-3.09D956Sum squared! resi叮0.O8333ESGhware criterion-3003&79Log likelihood»_18269Hannan-Quinn criter.-30G0257F-st fistic27459,36Durbin-；Yakon stat0,&9

5、7639Prob(F-statistic1DODOOO檢驗(yàn)是否為偽回歸(1) 平穩(wěn)性檢驗(yàn)M Series: LY Woikfilt UMTITLED-UntrtledX-View ProcObjectPropertiesPrintName FreezeSa m p kGenrSheet GraphStdtAugmente-d Dickey-Fuller Unit R&oi Test on D|LY)Null Hypothesis: Dfl_Y) has a unit rootExogenous: ConstantLag Length: 0 (Autornatic- based on S

6、IC. maxlag-9)t-StatisticProb.*Augmented Dickey-Full er te si statistic-4 4S27240.0011Test aitical valu&s:1% level5% level10%悒涸-3.S32&00-Z948404-2.612674*MacKinnon (1996)one-sided p-values.Augmented Dickey-Full er Test Equation Dependent 7 an able: D(LVr2) Lletnod: Least Squar&s；Date: 06/

7、17/15 Time: 19:4BSample (adjusted): 1980 2014Included ot>serotons: 35 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.兩變量均為二階單整(2) 協(xié)整檢驗(yàn)S Srie5： El Wortffle： UNTTLEChiUntitkcf| ViewPratObject PrDpcrtiesPrintName FreezeSampleGenrShtetGraphStatAugmented Dickey-Full&r Unit Ro-oiTest

8、on ElNull Hypothesis: E1 has a unit rootExogen&us: CorstantLag Length: 0 (Automalic - bas&d on SIC, maKlag=9)(-StatisticProb.*Augmented Dicker-Fullert&ststatistic.017033O.OD35Test critical values:1% level 5% level 10% level-3.6267M-2945842-2.611531'MacKinnon f1996)one-sided p-values.

9、Ausmented DicLer-FullerTest EquationDependent Variable: D(E1)Method: Least SquaresDate: OBJ17/15 Time: 19:51Sample iadjuetedX 19792014Included a Jservations: S6 after adjustmentsVariableCoeTicient Std Error (Statistic Frot).存在協(xié)整關(guān)系(3) ECM誤差修正模型=Equstin: UNTITLED Wcrkfile UNTTrLED;Untitk<A口卞Vitw Pr

10、ot Object Pri nt Jia me Freezze | Estimate Forecast Slats Resids DependentVanable. D(Y)Method: Least SquaresDate: 06/17/15 Time: 19 51Sample (adjusted): 1980 2Q14Included o bservations: 35 after adjustmentsConverge門匚曹 achieved alters IterationsVariableCoefficientStd. Enort-StatisticProb.C90.7B47092.

11、235390.994055C.3325DtGDP056043100471S111.97163 0000AR0.6175350.200487-30B01670 0042R-sqjared0 658773Mean dependentvar813.0571Adjusted R-squared0 637445S.D de pend ent var1103 417S.E. ot repress ion664L3M3Akaike info criterion15 91745Sum sci uared res id14125454Sdiwarz Driterion16.05076Log likelihood

12、275 5553Hannan-Quinn criter.15 96347Fatalistic3088957Dur Din AVals an stat2.31 &B 14Protj(F-statistic)0.000000Inverted AR Roois-62只有兩個變量，不用檢驗(yàn)多重共線性 三、自相關(guān)檢驗(yàn)及修正DW值=0.997639，經(jīng)查表得知方程存在自相關(guān)性 修正自相關(guān)性國 WorkFile UNTITLED-=Eq wti 口 n; U MT1T LED Workfil e; UNTIT LED; U ntitl sd_ 3 >Proc ObjectPrint Namt

13、FreezeEstimateFo recast5tats ResidsDependent Variable: LYMethod： Least SquaresDate： 0W17/15 Time: 20:56Sample (adjusted/ 1979 2014Included observations: 36 after adjustmentsConvergence actiievetJ af1er4 iterationsVariableCoefTldentStd. Errorl-StatisticProb.C0,6203230 0759658.1653880.0000LGDP0.9012330.008743103.0730Q.009QAR(1)0.4333550.1436233.01313&0.00+9R-squaredo gggoeoMa an dependent 7ar3215010A-djustedR-squared0.999035S.D. dep&ndentvar1.351516S.E. of regression0JM19S8Aka ike info criterion-3422304Sum squared resid0.0&&173Schwarz criterion-3.291345Lo