計(jì)量經(jīng)濟(jì)學(xué) 龐浩習(xí)題圖片

1、第二章2.1（1）（2）2.2（1）(2)XYMean6000.441902.5148Median2689.280209.3900Maximum27722.314895.410Minimum123.720025.87000Std. Dev.7608.0211351.009Skewness1.4325191.663108Kurtosis4.0105154.590432Jarque-Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99Sum Sq. Dev.1.85E+0958407195Observations333

2、3(3)2.4（1）（3）第三章3.1 (1)(3)3.2(1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 14:42Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.98583

3、8Mean dependent 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)0.0

4、00000(3)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 14:46Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295Mean dependent va

5、r8.400112Adjusted R-squared0.984467S.D. dependent var0.941530S.E. of regression0.117343Akaike info criterion-1.296424Sum squared resid0.206540Schwarz criterion-1.148029Log likelihood14.66782Hannan-Quinn criter.-1.275962F-statistic539.7364Durbin-Watson stat0.686656Prob(F-statistic)0.0000003.3 (1)(2)D

6、ependent Variable: XMethod: Least SquaresDate: 12/28/15 Time: 15:01Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C444.5888406.17861.0945650.2899T123.151631.841503.8676440.0014R-squared0.483182Mean dependent var1942.933Adjusted R-squared0.450881S.D. dependent var69

7、8.8325S.E. of regression517.8529Akaike info criterion15.44170Sum squared resid4290746.Schwarz criterion15.54063Log likelihood-136.9753Hannan-Quinn criter.15.45534F-statistic14.95867Durbin-Watson stat1.052251Prob(F-statistic)0.001364(3)Dependent Variable: E1Method: Least SquaresDate: 12/28/15 Time: 1

8、5:07Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.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 criterion11.09370S

9、um squared resid55491.07Schwarz criterion11.19264Log likelihood-97.84334Hannan-Quinn criter.11.10735F-statistic9.246111Durbin-Watson stat2.605783Prob(F-statistic)0.0077883.6 (1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:14Sample: 1994 2011Included observations: 18VariableCoeff

10、icientStd. Errort-StatisticProb.X20.0013820.0011021.2543300.2336X30.0019420.0039600.4905010.6326X4-3.5790903.559949-1.0053770.3346X50.0047910.0050340.9516710.3600X60.0455420.0955520.4766210.6422C-13.7773215.73366-0.8756590.3984R-squared0.994869Mean dependent var12.76667Adjusted R-squared0.992731S.D.

11、 dependent var9.746631S.E. of regression0.830963Akaike info criterion2.728738Sum squared resid8.285993Schwarz criterion3.025529Log likelihood-18.55865Hannan-Quinn criter.2.769662F-statistic465.3617Durbin-Watson stat1.553294Prob(F-statistic)0.000000(3)Dependent Variable: YMethod: Least SquaresDate: 1

12、2/28/15 Time: 15:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X50.0010322.20E-0546.799460.0000X6-0.0549650.031184-1.7625810.0983C4.2054813.3356021.2607860.2266R-squared0.993601Mean dependent var12.76667Adjusted R-squared0.992748S.D. dependent var9.746631S.

13、E. of regression0.830018Akaike info criterion2.616274Sum squared resid10.33396Schwarz criterion2.764669Log likelihood-20.54646Hannan-Quinn criter.2.636736F-statistic1164.567Durbin-Watson stat1.341880Prob(F-statistic)0.000000第四章4.3（1）（2）（3）a）Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15

14、Time: 15:34Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.LNGDP1.1857390.02782242.619330.0000C-3.7506700.312255-12.011560.0000R-squared0.986423Mean dependent var9.484710Adjusted R-squared0.985880S.D. dependent var1.425517S.E. of regression0.169389Akaike info c

15、riterion-0.642056Sum squared resid0.717312Schwarz criterion-0.546068Log likelihood10.66776Hannan-Quinn criter.-0.613514F-statistic1816.407Durbin-Watson stat0.471111Prob(F-statistic)0.000000b)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:36Sample: 1985 2011Included observations:

16、 27VariableCoefficientStd. Errort-StatisticProb.LNCPI2.9392950.22275613.195110.0000C-6.8545351.242243-5.5178710.0000R-squared0.874442Mean dependent var9.484710Adjusted R-squared0.869419S.D. dependent var1.425517S.E. of regression0.515124Akaike info criterion1.582368Sum squared resid6.633810Schwarz c

17、riterion1.678356Log likelihood-19.36196Hannan-Quinn criter.1.610910F-statistic174.1108Durbin-Watson stat0.137042Prob(F-statistic)0.000000c)Dependent Variable: LNGDPMethod: Least SquaresDate: 12/28/15 Time: 15:38Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.LN

18、CPI2.5110220.15830215.862270.0000C-2.7963810.882798-3.1676340.0040R-squared0.909621Mean dependent var11.16214Adjusted R-squared0.906005S.D. dependent var1.194029S.E. of regression0.366072Akaike info criterion0.899213Sum squared resid3.350216Schwarz criterion0.995201Log likelihood-10.13938Hannan-Quin

19、n criter.0.927755F-statistic251.6117Durbin-Watson stat0.099623Prob(F-statistic)0.0000004.4 （1）Dependent Variable: CZSRMethod: Least SquaresDate: 12/28/15 Time: 15:43Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.CZZC0.0901140.0443672.0311290.0540GDP-0.0253340.

20、005069-4.9980360.0000SSZE1.1768940.06216218.932710.0000C-221.8540130.6532-1.6980380.1030R-squared0.999857Mean dependent var22572.56Adjusted R-squared0.999838S.D. dependent var27739.49S.E. of regression353.0540Akaike info criterion14.70707Sum squared resid2866884.Schwarz criterion14.89905Log likeliho

21、od-194.5455Hannan-Quinn criter.14.76416F-statistic53493.93Durbin-Watson stat1.458128Prob(F-statistic)0.000000（2）CZSRCZZCGDPSSZECZSR1.0000000.9987290.9928380.999832CZZC0.9987291.0000000.9925360.998575GDP0.9928380.9925361.0000000.994370SSZE0.9998320.9985750.9943701.000000（3）被解釋變量可決系數(shù)方差擴(kuò)大因子CZZC0.997168

22、353GDP0.98883390SSZE0.997862468第五章5.2 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:50Sample: 1 7Included observations: 7VariableCoefficientStd. Errort-StatisticProb.T35.206644.9014927.1828430.0020X0.1099490.0619651.7743800.1507C77.1258882.328440.9368070.4019R-squared0.943099M

23、ean dependent var565.6857Adjusted R-squared0.914649S.D. dependent var108.2755S.E. of regression31.63265Akaike info criterion10.04378Sum squared resid4002.499Schwarz criterion10.02060Log likelihood-32.15324Hannan-Quinn criter.9.757267F-statistic33.14880Durbin-Watson stat1.426262Prob(F-statistic)0.003

24、238Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:54Sample: 12 18Included observations: 7VariableCoefficientStd. Errort-StatisticProb.T52.405886.9233787.5694090.0016X0.0686890.0537631.2776350.2705C-8.78926579.92542-0.1099680.9177R-squared0.984688Mean dependent var887.6143Adjusted

25、R-squared0.977032S.D. dependent var274.4148S.E. of regression41.58810Akaike info criterion10.59103Sum squared resid6918.280Schwarz criterion10.56785Log likelihood-34.06861Hannan-Quinn criter.10.30451F-statistic128.6166Durbin-Watson stat2.390329Prob(F-statistic)0.0002345.3 （1）（2）Dependent Variable: Y

26、1Method: Least SquaresDate: 12/28/15 Time: 16:31Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.X11.4852960.5003862.9682970.0141C-550.54921220.063-0.4512470.6614R-squared0.468390Mean dependent var3052.950Adjusted R-squared0.415229S.D. dependent var550.5148S.E. of re

27、gression420.9803Akaike info criterion15.07406Sum squared resid1772245.Schwarz criterion15.15488Log likelihood-88.44437Hannan-Quinn criter.15.04414F-statistic8.810789Durbin-Watson stat2.354167Prob(F-statistic)0.014087Dependent Variable: Y1Method: Least SquaresDate: 12/28/15 Time: 16:36Sample: 20 31In

28、cluded observations: 12VariableCoefficientStd. Errort-StatisticProb.X11.0869400.1488637.3016230.0000C1173.307733.25201.6001410.1407R-squared0.842056Mean dependent var6188.329Adjusted R-squared0.826262S.D. dependent var2133.692S.E. of regression889.3633Akaike info criterion16.56990Sum squared resid79

29、09670.Schwarz criterion16.65072Log likelihood-97.41940Hannan-Quinn criter.16.53998F-statistic53.31370Durbin-Watson stat2.339767Prob(F-statistic)0.000026（3）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:39Sample: 1 31Included observations: 31Weighting series: W1VariableCoefficientS

30、td. Errort-StatisticProb.X1.4258590.11910411.971570.0000C-334.8131344.3523-0.9722980.3389Weighted StatisticsR-squared0.831707Mean dependent var3946.082Adjusted R-squared0.825904S.D. dependent var536.1907S.E. of regression536.6796Akaike info criterion15.47102Sum squared resid8352726.Schwarz criterion

31、15.56354Log likelihood-237.8008Hannan-Quinn criter.15.50118F-statistic143.3184Durbin-Watson stat1.369081Prob(F-statistic)0.000000Unweighted StatisticsR-squared0.875855Mean dependent var4443.526Adjusted R-squared0.871574S.D. dependent var1972.072S.E. of regression706.7236Sum squared resid14484289Durb

32、in-Watson stat1.532908Heteroskedasticity Test: WhiteF-statistic0.299395Prob. F(2,28)0.7436Obs*R-squared0.649065Prob. Chi-Square(2)0.7229Scaled explained SS1.798067Prob. Chi-Square(2)0.4070Test Equation:Dependent Variable: WGT_RESID2Method: Least SquaresDate: 12/28/15 Time: 16:43Sample: 1 31Included

33、observations: 31Collinear test regressors dropped from specificationVariableCoefficientStd. Errort-StatisticProb.C61927.891045682.0.0592220.9532WGT2-593927.91173622.-0.5060640.6168X*WGT2282.4407747.97800.3776060.7086R-squared0.020938Mean dependent var269442.8Adjusted R-squared-0.048995S.D. dependent

34、 var689166.5S.E. of regression705847.6Akaike info criterion29.86395Sum squared resid1.40E+13Schwarz criterion30.00273Log likelihood-459.8913Hannan-Quinn criter.29.90919F-statistic0.299395Durbin-Watson stat1.922336Prob(F-statistic)0.7436105.4 （1） Dependent Variable: YMethod: Least SquaresDate: 12/28/

35、15 Time: 16:48Sample: 1 31Included observations: 30VariableCoefficientStd. Errort-StatisticProb.C2.2703049.2477860.2454970.8079X0.0349720.00178619.580780.0000R-squared0.931941Mean dependent var133.3830Adjusted R-squared0.929510S.D. dependent var131.5880S.E. of regression34.93649Akaike info criterion

36、10.00928Sum squared resid34175.64Schwarz criterion10.10269Log likelihood-148.1392Hannan-Quinn criter.10.03916F-statistic383.4070Durbin-Watson stat2.541111Prob(F-statistic)0.000000 Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:53Sample: 1 31Included observations: 30Weighting serie

37、s: 1/X2VariableCoefficientStd. Errort-StatisticProb.C3.4167620.4174028.1857900.0000X0.0179710.0027916.4399350.0000Weighted StatisticsR-squared0.596964Mean dependent var9.452210Adjusted R-squared0.582570S.D. dependent var20.20500S.E. of regression3.158636Akaike info criterion5.202498Sum squared resid

38、279.3555Schwarz criterion5.295911Log likelihood-76.03747Hannan-Quinn criter.5.232382F-statistic41.47276Durbin-Watson stat1.882722Prob(F-statistic)0.000001Unweighted StatisticsR-squared0.477642Mean dependent var133.3830Adjusted R-squared0.458986S.D. dependent var131.5880S.E. of regression96.78774Sum

39、squared resid262300.3Durbin-Watson stat0.5780115.5 （1） Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:56Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb.C-562.9210134.8840-4.1733720.0002X0.1481160.01273011.635140.0000R-squared0.823576Mean dependent

40、 var947.2394Adjusted R-squared0.817492S.D. dependent var478.4074S.E. of regression204.3801Akaike info criterion13.54018Sum squared resid1211365.Schwarz criterion13.63270Log likelihood-207.8728Hannan-Quinn criter.13.57034F-statistic135.3766Durbin-Watson stat1.890311Prob(F-statistic)0.000000 Dependent

41、 Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:00Sample: 1978 2011Included observations: 34Weighting series: 1/X2VariableCoefficientStd. Errort-StatisticProb.C8.8908863.6043012.4667440.0192X0.8521930.02015042.293350.0000Weighted StatisticsR-squared0.982425Mean dependent var230.2433Adjusted R-squared0.981875S.D. dependent var247.1718S.E. of regression16.20273Akaike info criterion8.465259Sum squared resid8400.912Schwarz criterion8.555045L