計(jì)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-squared0.985838&#

2、160;   Mean dependent var6619.191Adjusted R-squared0.983950    S.D. dependent var5767.152S.E. of regression730.6306    Akaike info criterion16.17670Sum squared resid8007316.    Schwarz criterion16.32510Log likelihood-142.5903

3、    Hannan-Quinn criter.16.19717F-statistic522.0976    Durbin-Watson stat1.173432Prob(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，說明模型對樣本擬合較好。 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)對應(yīng)t值為1

4、0.58454，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: 22:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  C-10.810901.698653-6.3643970.0000LNX21

5、.5737840.09154717.191060.0000X30.0024380.0009362.6053210.0199R-squared0.986373    Mean dependent var8.400112Adjusted R-squared0.984556    S.D. dependent var0.941530S.E. of regression0.117006    Akaike info criterion-1.302176Sum squared resi

6、d0.205355    Schwarz criterion-1.153780Log likelihood14.71958    Hannan-Quinn criter.-1.281714F-statistic542.8930    Durbin-Watson stat0.684080Prob(F-statistic)0.000000模型為 lny=-10.81090+1.573784lnx2+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

7、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)，R2=0.986373 修正可決系數(shù)為0.984556，擬合很好。F檢驗(yàn)對于H0:X2=X3=0，給定顯著性水平a=0.05 F(2,15)=4.77 F=542.8930>F(2,15) 顯著t檢驗(yàn)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(shí)t>t(15)顯著，當(dāng)j=3時(shí) t>t(15)顯著。(3)兩個(gè)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 Varia

8、ble: YMethod: Least SquaresDate: 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-squared0.951235    Mean dependent va

9、r755.1222Adjusted R-squared0.944732    S.D. dependent var258.7206S.E. of regression60.82273    Akaike info criterion11.20482Sum squared resid55491.07    Schwarz criterion11.35321Log likelihood-97.84334    Hannan-Quinn cr

10、iter.11.22528F-statistic146.2974    Durbin-Watson stat2.605783Prob(F-statistic)0.000000由表可知模型為：Y = 0.086450X + 52.37031T-50.01638檢驗(yàn)：可決系數(shù)是0.951235，修正的可決系數(shù)為0.944732，說明模型對樣本擬合較好。 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

11、平均收入增加1元，家庭書刊年消費(fèi)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(fèi)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: 18VariableCoefficientStd. Errort-StatisticProb.  T63.016764.54858113.854160.0000C-11.5817158.02290-0.1

12、996060.8443R-squared0.923054    Mean dependent var755.1222Adjusted R-squared0.918245    S.D. dependent var258.7206S.E. of regression73.97565    Akaike info criterion11.54979Sum squared resid87558.36    Schwarz criterion1

13、1.64872Log likelihood-101.9481    Hannan-Quinn criter.11.56343F-statistic191.9377    Durbin-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

14、observations: 18VariableCoefficientStd. Errort-StatisticProb.  T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182    Mean dependent var1942.933Adjusted R-squared0.450881    S.D. dependent var698.8325S.E. of regression517.

15、8529    Akaike info criterion15.44170Sum squared resid4290746.    Schwarz criterion15.54063Log likelihood-136.9753    Hannan-Quinn criter.15.45534F-statistic14.95867    Durbin-Watson stat1.052251Prob(F-statistic)0.001364

16、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-StatisticProb.  E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239 

17、   Mean dependent var2.30E-14Adjusted R-squared0.326629    S.D. dependent var71.76693S.E. of regression58.89136    Akaike info criterion11.09370Sum squared resid55491.07    Schwarz criterion11.19264Log likelihood-97.84334

18、0;   Hannan-Quinn criter.11.10735F-statistic9.246111    Durbin-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。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為了分析中國稅收收入（Y）與國內(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

19、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 Variable: 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 var8.341376Adjusted 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-Wa