我國采礦業(yè)龍頭企業(yè)利潤因素分析

1、我國采礦業(yè)龍頭企業(yè)利潤因素分析內(nèi)容摘要:本文是根據(jù)我國采礦業(yè)的現(xiàn)狀，想從計量經(jīng)濟學(xué)的角度來驗證一下是否產(chǎn)品銷售收入，資產(chǎn)總計，全年從業(yè)人員平均人數(shù)對利潤總額的影響。因此，在模型中引入3個變量：產(chǎn)品銷售收入，資產(chǎn)總計，全年從業(yè)人員平均人數(shù)關(guān)鍵詞:產(chǎn)品銷售收入資產(chǎn)總計全年從業(yè)人員平均人數(shù)利潤一、導(dǎo)論采礦業(yè)是指煤炭開采和洗選業(yè)、石油和天然氣開采業(yè)、黑色金屬礦采選業(yè)、有色金屬礦采選業(yè)、非金屬礦采選業(yè)、其他采礦業(yè)（采用新標準國民經(jīng)濟行業(yè)分類標準GB/T47542002»）二、模型設(shè)定.根據(jù)經(jīng)濟學(xué)理論本該把模型設(shè)定為：Y=C+U其中：Y:利潤總額（千元）X1:產(chǎn)品銷售收入（千元）X2:資產(chǎn)總計（

2、千元）X3:全年從業(yè)人員平均人數(shù)（人）數(shù)據(jù)如下2005年0103月采礦業(yè)龍頭企業(yè)基本情況（按產(chǎn)品銷售收入排序）單位：千元名次產(chǎn)品銷售收入資產(chǎn)總計利潤總額全年從業(yè)人員平均人數(shù)（人）1293994509128010020037810892952136909304922839072384906116436708170407593204173490126844597135033002980301890015550552765341613137628058845586523941037687490600000989337499566030258760223253029278841712502199307

3、0248088010089936107125848652272266624310327882017470440228310137684資料來源：中經(jīng)網(wǎng)數(shù)據(jù)中心三、參數(shù)估計將原始模型簡化為：Y=C+U用Eviews估計結(jié)果為：DependentVariable:YMethod:LeastSquaresDate:05/07/05Time:19:09Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb.-398461.3470822.2-0.8463100.4298X10.8459040.083968

4、10.074150.0001X2-0.0392770.028850-1.3614010.2223X3-14.359875.345114-2.6865420.0362R-squared0.989692Meandependentvar4562896.AdjustedR-squared0.984538S.D.dependentvar5769938.S.E.ofregression717469.5Akaikeinfocriterion30.09402Sumsquaredresid3.09E+12Schwarzcriterion30.21506Loglikelihood-146.4701F-statis

5、tic192.0245Durbin-Watsonstat2.290820Prob(F-statistic)0.000002四、檢驗及修正1 .經(jīng)濟意義檢驗從上表中可以看出，x1符號與先驗信息相符，所估計結(jié)果沒有與經(jīng)濟原理向悖，說明具有經(jīng)濟意義。X2,X3待檢驗。2 .統(tǒng)計推斷檢驗從回歸結(jié)果可以看出，模型的擬和優(yōu)度非常好(RA2=0.989692),F統(tǒng)計量的值在給定顯著性水平a=0.05的情況下也較顯著，但是X2、X3的t統(tǒng)計值均不顯著(X2、X3的t統(tǒng)計量的值的絕對值均小于3),說明X2、X3這兩個變量對Y的影響不顯著，或者變量之間存在多重共線的影響使其t值不顯著。3 .計量經(jīng)濟學(xué)檢驗(1)

6、多重共線性檢驗檢驗修正：采用逐步回歸法對其進行補救DependentVariable:YMethod:LeastSquaresDate:06/05/05Time:19:53Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb.C-620266.1636943.2-0.9738170.3626X10.8721800.1145977.6108600.0001X2-0.0581500.038450-1.5123430.1742R-squared0.977292Meandependentvar45628

7、96.AdjustedR-squared0.970804S.D.dependentvar5769938.S.E.ofregression985891.8Akaikeinfocriterion30.68381Sumsquaredresid6.80E+12Schwarzcriterion30.77458Loglikelihood-150.4190F-statistic150.6332Durbin-Watsonstat2.277256Prob(F-statistic)0.000002X2的T檢驗值不顯著,故刪去。DependentVariable:YMethod:LeastSquaresDate:0

8、6/05/05Time:19:55Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb.C-794396.0392181.0-2.0255850.0824X10.7398640.03322022.271720.0000X3-16.131835.491156-2.9377840.0218R-squared0.986508Meandependentvar4562896.AdjustedR-squared0.982653S.D.dependentvar5769938.S.E.ofregression7

9、59947.7Akaikeinfocriterion30.16321Sumsquaredresid4.04E+12Schwarzcriterion30.25399Loglikelihood-147.8161F-statistic255.9104Durbin-Watsonstat1.485457Prob(F-statistic)0.000000X3系數(shù)為負，與經(jīng)濟意義不符，故刪去模型修改為如下形式：Y=C+X1+新模型估計結(jié)果DependentVariable:YMethod:LeastSquaresDate:05/07/05Time:19:16Sample:110Includedobserva

10、tions:10VariableCoefficientStd.Errort-StatisticProb.C-1286484.495671.8-2.5954340.0318X10.7103910.04426616.048100.0000R-squared0.969873Meandependentvar4562896.AdjustedR-squared0.966107S.D.dependentvar5769938.S.E.ofregression1062249.Akaikeinfocriterion30.76653Sumsquaredresid9.03E+12Schwarzcriterion30.

11、82705Loglikelihood-151.8327F-statistic257.5415Durbin-Watsonstat2.308206Prob(F-statistic)0.000000(2)異方差檢驗檢驗：利用QUANDT檢驗法檢驗?zāi)Ｐ褪欠翊嬖诋惙讲?。DependentVariable:YMethod:LeastSquaresDate:06/05/05Time:20:05Sample:14Includedobservations:4VariableCoefficientStd.Errort-StatisticProb.C-1204487.3762374.-0.3201400.7792X

12、10.7774030.9252250.8402320.4892R-squared0.260899Meandependentvar1916096.AdjustedR-squared-0.108652S.D.dependentvar1142846.S.E.ofregression1203331.Akaikeinfocriterion31.14594Sumsquaredresid2.90E+12Schwarzcriterion30.83909Loglikelihood-60.29188F-statistic0.705990Durbin-Watsonstat2.158508Prob(F-statist

13、ic)0.489217DependentVariable:YMethod:LeastSquaresDate:06/05/05Time:20:08Sample:710Includedobservations:4VariableCoefficientStd.Errort-StatisticProb.C-1297256.923708.5-1.4044000.2954X10.7127350.05489912.982630.0059R-squared0.988273Meandependentvar8639672.AdjustedR-squared0.982410S.D.dependentvar77978

14、01.S.E.ofregression1034210.Akaikeinfocriterion30.84303Sumsquaredresid2.14E+12Schwarzcriterion30.53617Loglikelihood-59.68605F-statistic168.5487Durbin-Watsonstat3.049667Prob(F-statistic)0.005881求F統(tǒng)計量：F=Ee2A2/!2e1A2=2.90E+i2/2.i4E+i2=i.355i4查F分布表，給定顯著性水平0.05,F0.05(4,4)=4.ii>i.355i4,則接受H0,發(fā)現(xiàn)該模型不存在異方差。(3)一階自相關(guān)檢驗檢驗：從模型設(shè)定來看，沒有違背D-W檢驗的假設(shè)條件,因此可以用D-W僉驗來檢驗?zāi)Ｐ褪欠翊嬖谝浑A自相關(guān)。查表，由DW=2.308206在0.05顯著性水平下，dl=0.879,du=i.320,du=i.320<DW=2.308206&