《計量經(jīng)濟學(xué)》eviews實驗報告一元線性回歸模型詳解

1、 計量經(jīng)濟學(xué)實驗報告一元線性回歸模型、實驗內(nèi)容（一）eviews基本操作（二）1、利用EViews軟件進行如下操作：（1）EViews軟件的啟動（2）數(shù)據(jù)的輸入、編輯（3）圖形分析與描述統(tǒng)計分析（4）數(shù)據(jù)文件的存貯、調(diào)用2、查找2000-2014年涉及主要數(shù)據(jù)建立中國消費函數(shù)模型中國國民收入與居民消費水平:表1年份X(GDP)Y（社會消費品總量）200099776.339105.72001110270.443055.42002121002.048135.92003136564.652516.32004160714.459501.02005185895.868352.62006217656.67

2、9145.22007268019.493571.62008316751.7114830.12009345629.2132678.42010408903.0156998.42011484123.5183918.62012534123.0210307.02013588018.8242842.82014635910.0271896.1數(shù)據(jù)來源： HYPERLINK 二、實驗?zāi)康恼莆誩views的基本操作。掌握一元線性回歸模型的基本理論，一元線性回歸模型的建立、估計、檢驗及預(yù)測的方法，以及相應(yīng)的EViews軟件操作方法。三、實驗步驟（簡要寫明實驗步驟）1、數(shù)據(jù)的輸入、編輯2、圖形分析與描述統(tǒng)計分析3、

3、數(shù)據(jù)文件的存貯、調(diào)用4、一元線性回歸的過程點擊view中的Graph-scatter-中的第三個獲得在上方輸入lsycx回車得到下圖DependentVariablesMethod:LeastSquaresate:O3J27/16Time:20:15Sample:20002014Includedobservations:15VariableCoefficient&td.Errort-StatisticProb.C-8373.702翱20535-2.1917610.0472X04167160.01075828.73544a.ooaoR-squared0.991410Meandependentwa

4、r119790.2AdjustedR.-squared0.990750S.D.riependlentwar7692177S.E.ofregression73S3L292Akaikeinfocriterion20.77945Sumsquaredresid7.12E*08Schwafzcriterion20.37386Loglikzelihood-1&3.8459Hannan-Quinncriter.20.77845F-atatistic1I3&0-435Durbin-Watsonstat0.477498Prob(F-statistic)a.ooaooo在上圖中view處點擊view-中的actu

5、al,Fitted,Residual中的第一個得到回歸殘差fiewPfQCObjectPrintNameFreezeEstimateForecastStatsResidsobActualFittedResidualResidualPlotobsActualFittedResidualResidualPlot200039105.7332D475901.02I200143055.437577.75477.66I200248135.942049.86086.13I200S5251634S5S5.0398134I/1200459501.058598.6902.431I廠1200568352.66909

6、2.1-739.4621200679145.2S2S27.3-3132.101200793571.6103314.-9742.6812008114830.123622.-3791.72120091S2673.135656.-2977.1312010156998.162023.-50243412011183919.193363.-9449.7312012210307.214204.-38Ml931201324羽斗工236663.6179.6312014271S96.256620.15275.91I打開Resid中的view-descriptivestatistics得到殘差直方圖凹Uroup:U

7、INIIILtDWorkTile:UNIIILtD:Unti1ViewPlQCObjectPrintNmeFreezeDefaultvt)E托200099776.3039105.702001110270.4-43055.402002121002.048135.9020031365-64.652516302004160714.4-59501.002005135895.868352.6020062176564-9S571.602000316751.7114S30.12009345629.21267S.42010409903.0156998.420114S41

8、23.&1S391S.62012534123.0210307.02013583015.8242S42820U635910.0271S96.12015607S7S.ONAJI丄丄JIDependentVariable:YMethod:LeastSquaresate:0327/16Time:20:27Sample(adjusted):20002014Includedobservations:15afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.C-8373.7023820.535-2.1917610.0472X0.4167160

9、.010758S8.7S5440.0000R-squared0.991410Meandependentvar119790.3AdjustedR-squared0.990750S.D.dependentvar76921.77S.E.ofregression7390.292Akaikeinfocriterion20.77945Sumsquaredresid7.12E+08Schwarzcriterion20.87336Loglikelihood-153U8459Hannan-Quinncriter.20.77S45F-statistic1500.435Durbin-Watsonstat0.4774

10、98ProbfF-statistic)0.000000在回歸方程中有Forecast,殘差立為yfse,點擊ok后自動得到下圖rore5!；Yr軽訓(xùn)YF0resaQU囲邑20SQ2015理lustedafnpfe：2oaa301i300M01msiudadobservactirEi：15RtwlktenScQradError空2WiesnfeoLteError151S-45fll/feanW3&.PercanError5.451330Thenifk圈aiiGo已佃已1CI.Q20血BtsPrepcniwiaoanooVartancePnoportori0.00152-15s甘任ProporJon947在上方空白處輸入lsycs之后點擊proc中的forcase根據(jù)公式Y(jié)0e（Y1Xo）得到2015估計量-1.771seC)22Bb+1.77