第二章和第三章EVIEWS操作流程

1、第二章EVIEWS操作流程實(shí)證目的：以美國(guó)19292009年的GDP數(shù)據(jù)為例，探討時(shí)間序列GDP的數(shù)據(jù)動(dòng)態(tài)規(guī)律操作流程如下：（1）建立工作文檔：filenewworkfile（2）輸入數(shù)據(jù)區(qū)間，如圖：0LV*WcrkfiicCrtitt-stnrhirrtbairciTtouerfy審FiileEditObjectViea-ProcQuickOptions,AddmsWinderHelpTrnrgulafDotrdalFendorcfleErybenwJeLhstUtiuiew丁前rsby1或曰KJPffyrdiFflndaroi+r-廠嚴(yán)w亡3r.arlcenamesoafiona旳曠；(3

2、) 確定數(shù)據(jù)類(lèi)型：objectnewobject，確定數(shù)據(jù)類(lèi)型和變量名稱，如圖:FJleEditObjertViewProcQmckOptconsAdd-inis曲lindenHelpPnlviNt-*-ObiretvhtrIR.ng電.0reld&E-IE5MsWntffr1objectrffdpjCMt電rir-i-LdJStsMfDfGradnGTLog-Mehin-WbcIxtCoeI*押C5l話g】*pl看afbamehE-KSAlpha冒RdSSsac-SbingStfiKtlJFSEWnrTkMiTesctl_I|ZJaVti|VW*Untfdcdir|WorView*0日|豪*

3、IFDgiieFt杞鼻FrliwtIWithIFiF.m1Si口1堆(G世nr匚雪ftIG怕口rnitsRing#:SamclleHjSJc0reBIC戸I飛叩Null卜L3.fLT4tCUnitTrr斤FM-lItinallr|_exTlitdifference2nddfcfferartcsNir.|.1ri,ilMiriifcHiiriRudwClr|(4) 錄入數(shù)據(jù)：點(diǎn)開(kāi)序列rgdp，點(diǎn)擊“Edit+/-”即可錄入或者復(fù)制數(shù)據(jù)(5) 檢驗(yàn)數(shù)據(jù)的平穩(wěn)性：viewunitroottest，檢驗(yàn)類(lèi)型選擇phillips-perron,檢驗(yàn)項(xiàng)目選擇level,其他按照默認(rèn)值即可，如圖FileEd

4、iitObjectViteraiPro-cQuockOptionsAckJ-iins-WindewHlelpWdfMi帕UNirrtEO-Ufttitied廠也udtin心IGau事HeWacl-*Iriifccrpt|TFendandIntercepti=1_e?Dac;ssTnj:Indut.N&ncedOU-ui.dlorii75aHeradjuslmerilsLifeerspwcfed!_jCK結(jié)果如下，拒絕原假設(shè)，數(shù)據(jù)為不平穩(wěn)序列廚EVifWf=FileEllrffDben”pcmPn&rQuckO0!iwMdt-nt我ExHelfWod回訊昨R(jQP/JgnJilcUFJTnUC

5、-UnL：lcif.*Bx加w冋?bkw日”|。5*口葉陽(yáng)Pfr!l|biUnK!LFrtUje|貝曲側(cè)*Gttlf5bGrigriSUL】.i!PhWiPurrwUMRootTOOPS百-MullHyiK卅mis；貝GOPhjiMunilwjt*Mii-Erag?nousCanstamLIBandhnricffh&(Nirw葉訓(xùn)歸tM口FabcJuing日日血曲fcemel皎.卜為科Fr0.T阿)卅ips-PerrwilesI4317103fnl：le-DiRSC*31PJaHirit1Bflc-tBniairxm*Ppth=ciU5i-F.c.hg!.dwjmenUD6=ri口ne兇F-y

6、i(6) 檢驗(yàn)一次差分后的平穩(wěn)性，viewunitroottest，檢驗(yàn)類(lèi)型選擇phillips-perron,檢驗(yàn)項(xiàng)目選擇lstdifferenee,其他按照默認(rèn)值即可，結(jié)果為平穩(wěn)序列，如圖也EVi嘆FiluEditCtajfclVitfA-PisQtiiitDpion&Add-in,ftindoi*Hep冏押恤kredpwfMiisruNTmFr；iJfiiiiif4=nh浙BVHPiDtabJecIFruperlllPilriE忡薊m譽(yù)SanripiltGemGrdpbiPhilipsPenunUnitRootTedMDfRfiDPJ目W*lVh*WftiRjngeSamplenuiH-

7、pttnesisDRGDPnzis3unnractExcqcrous:constamtanowcm：d(bxewsvVTsuumauc：usncHonlgTiFerialAjdj.t-statPrao.Fhllips-Ferrontostslotistc-3.B2S53&0.004DTestcrticsl1%l削刖-3.51553E上戀13/QIWIOI2.59M0ExMscKmnonn&one-Eldlp-alu.啟馴口詢佑詢們corrsctior)1BB6CJ7HACCO(TC3/n3flCi)(S3dDTtKonftl)1543B.22PhHipf-PfiironNsibquioiXRC

8、DP.2-IJfinrinIQiivtMiar3-h=i:jzErz.ltddccuna(7) 由于一次差分后才是平穩(wěn)時(shí)間序列，所以數(shù)據(jù)為一階單整。原始數(shù)據(jù)非平穩(wěn)，不能直接做動(dòng)態(tài)分析，要生成一次差分后的新序列，才能做動(dòng)態(tài)分析：命令窗口輸入“newseriesrgdp1=d(rgdp)”，然后回車(chē)鍵。如圖Fite刨itObject屜即ProcQuickOptic書(shū)咐irdeHelp(8) 點(diǎn)開(kāi)新序列rgdpl，做相關(guān)圖分析,操作如下：viewcorrelogram。結(jié)果如下：以判斷動(dòng)態(tài)序列的ar階數(shù)和ma階數(shù),區(qū)?/cHcfi*UMITUD白XVirwlRocPrr.tSaveDeUib*A|9

9、kwFetch5tcptMettGemSwpieRange19292009-B1otnFilter?Sample19292009-Biota0resic05cri護(hù)：RjOPlV/orxfile;UNTTTLED：;JndtluCorrelogradnofRGDP1/lew|Prot.|Oljjed|Fioeptie|FilnntHdine|rieezc|SdinpleGernjSheel|Gidph|5Ldt|IDote:03/29/16Tine:2022Samplfr19292009(ndliflpdnhspratiorisr30Autgs層lationFaitiallCoirrelatb

10、nACFACa-3tatProb1D.S460S4647710000-口11i0.273-cm21.0240000LI1II30123*00012M2onao111400&90040333020000115D1710.14539.943ODQO口1163.2130.07039,952C.DQOa1J-73.2600.12446.Q36Q.DQQ口1185.2600.0742187Q.OOQILIIg00S8-G168E2的EOQOD1Di1I10D0770092f3457O.DOQ1口i111D.1340090*517S0000iiaii120.107-0072EG27200001i111n3

11、0900O11E720700001i111143.1020047ES23S0.0001口i1II15D095-0OOB1440097F12&EO0Q01D1il1T3.050-0.09&61.520Q.OQO11111163.0600.031&1.9&2Q.OOQIDi1II19D.063-0013E2.4070.0001Di111203.OB70.044627S30.000円1ingn4n“r:rtPiAAft由該自相關(guān)圖和偏相關(guān)圖可判斷動(dòng)態(tài)模型為ARMA(1,2).(9) 構(gòu)建模型：quickequationestimation。在模型窗口輸入：rgdplcar(

12、1)ma(1)ma(2).結(jié)果如圖：叵gufltim.UNTTTLSDWorkfik:UNTTTLEOntiiled_XProc|ociectFrintHdOR|Freeze|t$tiiic|rvrea5tnstsifiesKisD電朋nemrit心伯blR3DP1Meth&lLaadlScaresDate03Z29M5Tine20:26S3iTipls(a(|jUEtsd)10312009Inc|ljd&diviii79aftrartjListriPitsConvergeres-achipvod1ditprationsMAQacfcCEGt-19291820vansueCtenilentsi

13、aErrorFsraiistjcPr-oo.c11603942733443781670000035105379570137234DIMOeioooqoMA1)02C71910.203155ijisioaC.1924WA-0299479DJfl4983-IB15Z110.0735R-souaTeciO35359SMga.ncfeondenlvar1517445AdjustedF-squared3277393D.dependentrar157-2490S-Eofrsg_essian1239309Akaiikenfocriterion12.W5F4Sunsquaeci&5id1243T38Schwa

14、EaiieriDin1272571LegHltelhood-43392G3Hannan-Cuinrtrite-.tfja&wFstrtlalc13.G7544OurUfvWstsDnstat1.753021ProaJF-siatislic)0000000InveredARRoots.04lrr/eredMARoots.70-.43由結(jié)果圖口確定模型為：rgdp仁161.60+UtUt=0.8379Ut-1-0.267ma(1)-0.299ma(2)+ergdp1=161.6+0.8379*rgdp1(-1)-161.6-0.267ma(1)-0.299ma(2)(10)模型診斷：在模型估計(jì)結(jié)果

15、的基礎(chǔ)上：viewresidualdiagnostiesCorrelogram-Q-statistics結(jié)果如圖:(=):quatiDn:UNTITLEDWorlcfiIe:JNTTTLED：:UntitletT,VievrfProcObjectPrintNameFrseieEstimateFarccastStat&CorrelograrrofResiduesimuuucuuuseilauuiuA-?-3Q-Etatisticprobabilrtesadjustedfor3AHAterm(s)ACPACQ-StatProb-utocorrelationPartialCorTelatian10.

16、02600380.117420.0610060042903-0.116-01211.562E4-0.116-0112270910.10050.007003127137025760.0040.0062.71530.43070.06S00363.039C0.S43S01700.1635.69310.337g-0066-OOS6612460409TO-0.064-0076650170.4&3O.OES01S46.83380.55512-0.0；斗-0.0086851006813-0.035-00997.00950.72614-O.C2000047.04730.795帖-O.OS6-0OSO779040.60116003362742o.es忡-0.096-0.057e.osoe0.6261S-O.OOS-0.029S0S970.673190.04600169.3133O.SOO20-0.046-0.0209,53330.G222101400.16311.693220.006000411.6970.69023-0.059-0.090li.oae0.91324-0.0