國內(nèi)生產(chǎn)總值的影響因素

1、國內(nèi)生產(chǎn)總值的影響因素以福建省為例以下數(shù)據(jù)均來自福建省統(tǒng)計年鑒:年份GDP固定資產(chǎn)投資額財政收入出口總額工業(yè)總產(chǎn)值19901175.791154072570600244906531490019911428.361456253697000314746658860019921910.422275484753500438666915510019932993.36368449511058005158741522370019944229.26538866914966006430202128610019955483.28681171418458007908062638520019966419.247900

2、00021511008382392840510019977436.808984678251300010255603066760019988220.001048517828142009963873218510019998877.2510400049312570010351933479840020009870.58108247163696700129082839948600200110506.33113447564283300139223243980800200211324.01123076214762000173708652602000200312866.74150787255510000211

3、317366166100200414912.98189909746225700293947685445000200516995.93234473307881100348419599958900200619833.7431150775101277004126174118556800200724160.1643217404128284004994039144250600200828960.0253016939151651005699184171414400200932436.8163620327169463005331902186814800201038915.258273418620560100

4、7149313238053200201147739.92101194678259701009283779303305900201255107.0012709660430088009783259323799400一：提出問題宏觀經(jīng)濟學(xué)的核心問題之一是經(jīng)濟增長，在經(jīng)濟日益發(fā)展的今 天，國內(nèi)生產(chǎn)總值已經(jīng)成為一個最重要的衡量經(jīng)濟發(fā)展的指標(biāo)之一。隨著改革開放以來，福建省與中國的經(jīng)濟實現(xiàn)了同步增長， 取得了巨大的成就，理解福建省經(jīng)濟發(fā)展的原因顯得至關(guān)重要。 同時對GDP在福建省的深度解讀將有利于福建省更好更快的發(fā) 展，以期對實現(xiàn)福建省跨越式發(fā)展提供對策。理論分析：哪些因素對福建省的國民生產(chǎn)總值有較大的影響

5、三建立模型：運用統(tǒng)計學(xué)以及計量經(jīng)濟學(xué)的方法，利用1990至2012年的統(tǒng)計數(shù)據(jù)，對福建省 GDP的增長因素進(jìn)行實證分析，并以固定資產(chǎn) 投資總額TZ、財政收入CZ出口總額CK工業(yè)總產(chǎn)值 GY為解 釋變量建立影響 GDP的多元回歸模型，以闡明影響福建省GDP的主要因素。從而對福建省 GDP增長因素進(jìn)行了實證分析。四：數(shù)據(jù)處理過程：（一 .）多元線性回歸分析利用 EViews估計模型的參數(shù)obsobsYczCKGYTZobsobsYczCKGYTZ1990199011757901154072570600.0244906.05314900.199119911428.3601456253,P 69700

6、0.031474S06580600.199219921910.4202275404.753500.0438666,09155100.1993199329933603584495.1105800.515874.0115223700199419944229.26053886691496600.643020.021286100199519955433.2806811714.1845800790806.0263S52D0199619966419.24079000002151100,838239.028405100199719977436.8008964678.25130001025560.306676

7、00199819988220.000104B51782814200.996387.032185100199919998S77.250104000493125700.103519334798400200020009B70.&B010B247163696700.1290828.399486002001200110506.331134475642333001392232.439803002002200211324 01123076214762000.1737086.526020002003200312866,74150767255510000.2113173.66166100200420041491

8、2.93189909746225700.2939476.S54450002005200516995.93234473307881100.3484195.9995890020062006198337431150775101277004126174.1 19E+D32007200724160.1643217404128234004994039.1 44E+082008200828960.0253016939151651005699184.1 71E*082009200932436,6163620327169463005331902.1.87E+082010201038915.25827341862

9、05601007149313.2.38E*082011201147739.921 01E+QB259701009283779.3.03E+082012201255107.001.27E-F0B300B300.9783259324E*08Dependent Variable: YMethod: Least SquaresDate; 06/04/14 Time; 14:24Sample: 1990 2012Included observations 23VariableCoefficientStd. Error(-StatisticProb.c1371799428.5462436778S00004

10、CZ-0,0001050000107-0.9770810.3415CK-0.0001629.39E-05-1.7241070.1016GY-0.0025500.001723d .4794380.1563TZ00002838 90E-053.1827910.0052R-squaredD995005Mean dependentvar16165.36Adjusted R-squared0.993895S.D. dependentvar150S7 01S E of regression1178 800Akaike info criterion17.17204Sum squared resid25012

11、248Schwarz criterion17.41889Log likelihood1924785Hannan-Qui nn enter.17.23412F-statistic896 42&6Durbin-Watson stat0.450074Prob(F-statistic)O.ODOOOO(圖1 )如圖所示分析結(jié)果可以看出：可絕系數(shù)高，修正的可決系數(shù)也高，表明模型擬合較好F值為 896.4256。K=4 n=23 n-K-1=18取a =0.05 Fa （4,18）=2.93 所以通過了 F檢驗。說明所選取的這些變量都對福建省的國內(nèi)生產(chǎn)總值有顯著性影響。T檢驗分析：T0.025（ 18）=

12、2.1009由得出數(shù)據(jù)可以知道：在百分之五的顯著性水平下，財政支出和固定資產(chǎn)投資對國內(nèi)生產(chǎn)總值分別有顯著影響。P值的分析：由圖中的結(jié)果可以看出來只有CK的P值較大未通過檢驗需要進(jìn)行修正，其它的變量都通過了檢驗。經(jīng)濟意義：GDP= 1871.799-0.000105CZ財政收入）-0.000162CK （出口總額）- -0.002550GY （工業(yè)生產(chǎn)總值）+ 0.000283 TZ （固定資產(chǎn)投資額） 說明財政收入每減少 0.000105個單位，GDP增加一個單位。出 口總額每減少0.000162個單位，GDP增加一個單位.工業(yè)生產(chǎn)總 值每減少0.002550個單位，GDP增加一個單位。固定資

13、產(chǎn)投資 每增加0.000283個單位，GDP增加一個單位。二.異方差性處理與分析：圖形法：如下圖分別作出四個解釋變量和E2間的散點圖（1）CK(2)CZ(3) TZ(4) GY帥 Qtrt 150,DIM- TOC o 1-5 h z 441.OM -eU M,0W-oo魁 ROO -HflIC.DIMI -cQO O 0 0 -1 耳 燈115.0 5.5 E.fl! fi.5 T.fl 7.5 B.D S.5 B.DLOG(ZGY由以上散點圖看出圖形分布較散亂，不能確定是否存在異方差 性，所以需要進(jìn)一步的檢驗。用懷特檢驗方法：O File Edit Object View Proc Qui

14、ck Options Window HelpVieA-1 Proc | Objec 11 Print Name | Freeze | Estimate | Foretas tStatsResidsHeteroskedasticrty Test V;hiteF-statistic3.813292Prob F(14,e)0.0316Obs*R-sq uared20.00259Prob. Chi-Square(14)0.1301Scaled explained SS4.018317Prob. Chi-Square14)0.9954Test Equation:Dependent Variable: R

15、ESIDE Method: Least SquaresDate: 06/04/14 Time: 15:00Sample: 1990 2012Induced observations： 23VariableCoefficientStd Error(-StatisticProbC1865536.697580.72.6742940.0282CZ-0.6781470.350382-1.6500490.1375CZA2-6.51E-0A5.42E-03-11.20163202639CZ*CK1 72E-074,16E-070.4123540.6909CZ*GY-B.97E-071.53E-05-0.45

16、49400.6612CZ*TZ5.39E-085 33E*081.0099140.3421CK3.7577651JD793933916720.00S5CK怪1 5&E-07388E-t)70 4015020,6985CK*GY-738E-061 25E-05-D. 59084305709CK*TZ128E-075.73E-070 22381608285GY-5.6517705.014037-11271780.2923GYfl2-5.68E-061.28E-05-0 44217S0.6701GY*TZ129E-0S774E-071.66989S0.1335TZ0.0172610.2041310.

17、0645530.9347TZA2-354E-08302E-08-1 1720910.2749R-squared0.669677l.lean dep&ndenl j呂1087439.Adjusted R-squared0 641613S.D. dependent var900539 6S.E. of regression539142.1Aka ike info criterion29.48164Sum squared residZ33E+12Schwarz criterion30.22218Log likelihood-324,0309Hannan-Quinn alter2966786F-sta

18、tistic3.813292Durbln-Watson stat1.871508Prob(F-statistic)0.031554(圖2)根據(jù)圖二中的數(shù)據(jù)，知 R=0.869677 nR2=23*0.869677=20.002571同時對于樣本為 23, n=4的卡方分布臨界值為9.39. nR2大于卡方分布的值。所以拒絕原假設(shè)，表 明殘差是異方差的，存在異方差性。經(jīng)過對數(shù)變換法處理之后得到如下結(jié)果: 塾 EViews - Equation: UNTITLED Workfile UNTTTL:UntitledlAle Edit Object View Proc Quick Options Wi

19、ndow Help 聊抽Proc| Object| Print| NamE | F皀Eze| Estinate| Forecast Stats | Rmwids |Dependent Variable: LOG(Y) Method: Least Squares Date: 06/0414 Time: 15 14 Sample: 1990 2012 Included observations: 23VariableCoefficientStd. Errort-StatisticProb.LOGCK)0.03277600492280.6658130.5140LOG(CZ)02643130 1532

20、871.4420750.1665LOG(GY)-04955010185541-2.6705550.0156LOG(TZ)1 0467270 3112603.3628580.0035C*7.0351760.801880*8 8357050.0000R-squared0.993323Mean dependentvar9 224006Adjusted R-squared0.991S39S D dependent var1 076318S E. of regression0097233Akaike Info criterion-1.633744Sum squared resid0 170173Schw

21、arz criterion1.386898Log likelihood23.78806Hannan-Quinn criter.-1.571663F*statistic659.4269Durbin-Walson stat0.435685Prob(F-statistic)0.000000(圖3)Log(Y)= 0.032776LOG(CK)+0.264313 LOG(CZ)-0.495501LOG(GY)+1.046727 LOG(TZ)-7.085176和初始方程比較，無論是擬合優(yōu)度還是參數(shù)的t值都有顯著的改 善。經(jīng)過處理后，其可絕系數(shù)和修正可絕系數(shù)都非常高。F檢驗統(tǒng)計值也得到了改善，即通過了

22、F統(tǒng)計檢驗。序列相關(guān)性的檢驗與解決用DW檢驗方法：由圖1的回歸分析中可以看到 Durbi n-Watson stat=0.450074然后查Durbin-Watson表知此處的DW直小于其下線臨界值1.08根據(jù)判定的區(qū)域知這時的隨機誤差項存在正的一階自相關(guān)。自相關(guān)的修正：運用Cochrage-Orcutt 迭代法進(jìn)行自相關(guān)修正得到如下的結(jié)果:口 File Edit Object riew Proc Quick Options Window HelpView | Proc| Object | Print| NameFreeze | Estimate |ForecastStats | Resids

23、Dependent Variable: YMethod: Least SquaresDate: 06/04/14 Time： 15:33Sample (adjusted): 19912012In eluded observations: 22 after adjustme ntsConvergence achieved after 13 iterationsVariableCoefficientStd Error(StatisticProb.C-13970 4047294 9402953S9Q.7715CZ0 000130502E-052 5811800.0201CK-6.64E-05392E

24、-05-16939280 1097GY-0 0003030.0005141 5624180 1377TZ0 000117333E-053 505940Q.Q029AR(1)1 0200650.05609313.18516Q.0000R-squared0 999512MEan dependent var1634670Adjusted R-squared0 999359S.D dependent var15075.51S E of regression3B1 6707Akaike inro criterion1495399Sum squared resid2330760.Schwarz crite

25、rion1525155Log likelihood-1584939Han nmn-Quinn criter.1502409F-statistic6549.435Durbin-Watson stat1.520472Prob(F-statistic)OOOOOODInverted AR Roots1.02Estimated AR process is nonstatian白ry(圖4)從該表可以看出，這時DW為1.520472。序列相關(guān)性得到了很好的修正。修正后：Y=0.000130CZ+(-6.64E-05)CK0.000803G Y+0.000117TZ-13970.40多重共線性的檢驗與解決

26、各解釋變量的相關(guān)性系數(shù)很高，貝U存在多重共線性的問題。其解決辦法為：利用逐步回歸的方法，最后確定最適合的多元回歸模型。分別將被解釋變量與解釋變量做簡單的回歸。下圖為各解釋變量之間的相關(guān)系數(shù): tv lews * Urcup; UNIJILtD Workhle; UN 111 LbLA;UntitldOl File Edit Obje-dt View Proc Qu ick Options Window Help Vie輿 | Pcc | Object | Pnrrtj N日fde |FrEEze| EarnplE | 勻iE!Et | EtaE年ei:|CorrelationCZCKQYTZY

27、1.00000.9097170.7539260.9919570.996750GZ0 0697171.0000000.7026930J795190.989594CK07539260.7026931 0000000 7813900 775152CY0.9919570.9795190 7B13901 0000000.997022TZ0.9967500.9895940.7751520J9702211.000000務(wù) EViiev;s - Equation: UNTULED Workfile: UNTITLED:Untitled口 File Edit Object View Proc Quick Opt

28、ions Window HelpViE訓(xùn) | Proc| 出弐寸 Print|NafnE| 幵已己繪 | EstimmtE| Fortast Stats | Rmsids |Dependent Variable: YMethod Least SquaresDate: 06/04/14 Time: 15:44Sample: 1990 2012Included obseivations: 23VariableCoefficientStd. Errort-StatisticProb.C1371799428.54624.36778&0 0004CZ-0.0001050.000107-0.9770810

29、.3415CK-0.0001629.39E-05-17241070.1018GY-00025500001723-1.47943G0 1563TZ0.000283S.90E-053.1B27910.0052R-squared0995005Mean dependent var16165.36Adjusted R-squared0.993895S D dependentvar15087 01S.E. of regression1170.800Akaike info criterion17 172Q4Sum squared resid25012248Schwarz criterion17.41889L

30、og likelihood-192.4785Hannan-Quinn criter.17.23412F-statistlc8964256Durbin-Watson stat0 450074ProtKF-stahstic)0000000由圖可知，解釋變量之間存在高度的線性相關(guān)。由上表也可以看出盡管整體上的線性回歸擬合較好，但CK（出口總額）和GY（工 業(yè)總產(chǎn)值）以及 CZ （財政收入）的系數(shù)符號與經(jīng)濟意義相悖 這表明模型中解釋變量確實存在嚴(yán)重的多重共線性。多重共線性的修正：逐步回歸法（1）運用OLS方法逐一求y對各個解釋變量的回歸。結(jié)合經(jīng)濟意義和統(tǒng)計檢驗選出擬合效果最好的一元線性回歸方程。Y與C

31、K（出口）爾 EViews - (Equation: UNTITLED Workfile: UN7TTLED:；Untitled口 File Edit Object View Proc Quick Options Window Help 也ProcObject| Print|血ne|Fr亡誑| Estimate|Foreta5t|StatsResidsDependent Variable: YMethod: Least SquaresDate: 06/04/14 Time: 15:49Sample: 1990 2012Included observdions: 23VariableCoeffi

32、cientStd. Errort-StatsticProb.CK0.0016220.000308525895200000C53017928940.0874R-squared0.568404Mean dependent var16165.36Adjusted R-squared0.547351S D.dependent var150B701S E of regression1014481Aka ike info criterion21.37025Sum squared resid2.16E+09Schwarz citeri an21.46899Log likelihoo

33、d-243.7579Hannan-Quinn enter.21.39509F-statistic27 65658Durbin-Watson stat0 923503Prob(F-statistic)0.000033丫與CZ(財政收入)岳 EViews - (Equation: UNTITLED Workfile: UNTTTLED:UntitledO File Edit Object View Proc Quick Options Window Help；ieA : P-acioij5ct!戸5】屮加疋|日旳昂 Esdrite | Fore:sst Desies：Dependent Varia

34、ble: YMethod Least SquaresDate 06/04/14 Time: 15:50Sample: 1990 2012Included observations: 23VariableCoefficientStd. Errort-StatisticProV.CZ0.0004311.36E-0531.70709Q.0000C3938.898600.68826 5573090.0000R-squared0.979539Mean dependentvar16165.36Ad jsted R-squared0.978565S.D. dependentvar15087.01S E of

35、 regression2208.B64Aka ike info criterion1832129Sum squared resid1.02E+0SSchwarz criterion18.42003Log likelihood-208.694SHannan-Quinn criter.18.34612F-statisiic1Q05.340Durbin-Watson stat0.234006PrQh(F-statistic)0000000丫與GY （工業(yè)總產(chǎn)值） 胡 EViews - Equation: UN 111 LED Workfile: LJNTITLED：!Untitled) 口 File

36、 Edit Object View Proc Quick Options Window Help Vie憫fjrgcObject frintName斤eeze EstimateForecastStats ResidsDependent Variable: YMethod Least SquaresDate: 06/04/14 Time: 15:53Sample: 1990 2012Included observations: 23VariableCoefficientStd ErrorVStatisticProb.GY0.0051910.00014535.912450.0000C1232239

37、582.25132.1163360.0464R-squared0933978Mean dependentvar16165.36Adjusted R-squared0.983215S D. dependent var15037.01S E of regression1954 519Aka ike info criterion18.07672Sum squared restd80231268Schwarz criterion18.17546Leg EiKeHhood知5.8823Hannan-Quinn criter,1&.1015Sstatistic12&9.70 斗Durbin-Watson

38、stat(J.9&499QProb(F-statistic)0000000Y與TZ （固定資產(chǎn)投資）監(jiān)1 EVievzs - (Equation: UNTITLED WorkfiJe: UN TITLED: ;Untitled 匚3 File Edit Object View Proc Quick Options Window Hep ViewJ Proc|Qq亡訓(xùn) Print 曲蛙 |Fiee劊 Estimate Fornea就5tat刮 只亡skfc|DependentVariatle: Y Method Least SquaresDate: 06/04714 Time: 15:00Sam

39、ple: 1990 2012Included observations: 23VariableCoefficientStd Errort-StatisticProbGY-0.0016070.001168-12751040.1843TZ0.0002093.56E-D55,8353050.0000C1976.2423B4 67165 1374790.0001R-squared0994072Mean dependEnt var16165.36Adjusted R-squared0.993479S.D. dependentvar15087,01S.E. of regression1218347Akai

40、ke Info criterion17 16943Sum squared resid296S7367Schwarz criterE on1731759Log likelihood-194.4491Hannan-Quinn enter.17 20673F-statistic1676.775Durbin-Watson stat0.725299Pro b(F-stati stic)0.000000爾 EViev.s - Equation: UNTITLED Workfile: UNTrTLED:Urtitled3 File Edit Object View Proc Quick Options Wi

41、ndow Help yiewProc|oKt|Name | Freeze | E前mBte|Faretast| S回 RedsjDependentVariable: YMethod Least SquaresDate: 06704/14 Time: 15:54Sample: 1990 2012Included obGervatio ns: 23VariableCoefficientStd. Errort-StatisticProb.TZ0.0001592.60E*0656.703230.0000C1773.954362.89294.8883690.0001R-squared0993511Mean dependent var16165.36Adjusted R-squared0993202S D. dependentvar150B701S E. of regresston1243 922Akaike info criterion17.17237Sum squared resid32494175Schwancntenon17.27161Log likeEihood-195.4880Hannan-Quinn 匚riter.17.19770F-statistic3215.256Dur bin-Watson stat0.020153Prab(F-s