計(jì)量經(jīng)濟(jì)學(xué)第三版課后詳解

1、2.1隘（愛(ài)1頒）瓣 案首先分析人均熬壽命與人均罷GDP艾的數(shù)量關(guān)系，用啊Eviews安分析襖：疤Depende芭nt Vari巴able: Y扮Method:盎 Least 白Squares敗Date: 1版2唉/2版7挨/1靶4隘 Time把: 21:稗00把Sample:胺 1 22埃Include芭d obser凹vations氨: 22氨Variabl骯e把Coeffic皚ient搬Std. Er暗ror稗t-Stati熬stic扒Prob.敗C半56.6479班4藹1.96082哎0懊28.8899唉2罷0.0000跋X1鞍0.12836哎0隘0.02724瓣2巴4.71183搬4

2、叭0.0001叭R-squar俺ed版0.52608挨2版Mea哎n depen把dent 昂var按62.5000白0哀Adjuste澳d R-squ暗ared唉0.50238哀6般S.D白. depen般dent 傲var瓣10.0888俺9白S.E. of敗 regres啊sion辦7.11688般1矮癌Akaike暗 info c胺riterio把n笆6.84932翱4昂Sum squ阿ared 藹resid扮1013.00昂0敗Sch矮warz cr愛(ài)iterion熬6.94851唉0班Log lik板e(cuò)lihood拔-73.342背57叭皚Hannan斑-Quinn 背criter

3、叭.盎6.87268絆9俺F-stati巴stic凹22.2013敗8拜Dur背bin-Wat敖son sta埃t跋0.62907把4瓣P(guān)rob板(F-stat藹istic)唉0.00013絆4翱有上可知，關(guān)系案式為鞍y=56.64矮794+0.1靶28360 x礙1佰關(guān)于人均壽命礙與成人識(shí)字率的阿關(guān)系，用哎Eviews稗分析如下：半Depende哀nt Vari敗able: Y扒Method:百 Least 吧Squares案Date: 1藹1/2熬6頒/1版4版 Time壩: 21:板10啊Sample:捌 1 22疤Include鞍d obser奧vations壩: 22拔Variabl

4、稗e板Coeffic邦ient艾Std. Er班ror芭t-Stati背stic稗Prob.敗C哎38.7942瓣4懊3.53207把9柏10.9834俺0礙0.0000邦X2般0.33197暗1靶0.04665柏6芭7.11530板8愛(ài)0.0000版R-squar背ed矮0.71682芭5擺Mea澳n depen捌dent 跋var胺62.5000奧0哀Adjuste癌d R-squ隘ared拔0.70266柏6矮S.D頒. depen傲dent 叭var斑10.0888辦9哎S.E. of爸 regres敗sion般5.50130拜6愛(ài)頒Akaike凹 info c礙riterio罷n吧6

5、.33435柏6暗Sum squ搬ared 白resid昂605.287笆3扒Sch岸warz cr隘iterion鞍6.43354盎2哎Log lik礙elihood哀-67.677靶92佰案Hannan凹-Quinn 白criter岸.吧6.35772擺1俺F-stati熬stic傲50.6276氨1胺Dur搬bin-Wat佰son sta熬t巴1.84640熬6跋Prob捌(F-stat癌istic)扮0.00000翱1捌由上可知，關(guān)系伴式為拌y=38.79柏424+0.3昂31971x愛(ài)2靶關(guān)于人均壽命襖與一歲兒童藹疫苗啊接種率芭的關(guān)系，用頒Eviews奧分析如下：哀Depende絆n

6、t Vari骯able: Y捌Method:板 Least 爸Squares捌Date: 1翱1/2拜6愛(ài)/1啊4笆 Time巴: 21:芭14疤Sample:啊 1 22骯Include啊d obser邦vations懊: 22哎Variabl拔e辦Coeffic癌ient澳Std. Er澳ror辦t-Stati鞍stic耙Prob.挨C啊31.7995跋6翱6.53643白4熬4.86497熬1氨0.0001唉X3挨0.38727板6爸0.08026伴0傲4.82528白5鞍0.0001懊R-squar絆ed敖0.53792搬9跋Mea扒n depen爸dent 啊var昂62.5000哀

7、0矮Adjuste頒d R-squ暗ared傲0.51482俺5扒S.D半. depen叭dent 岸var愛(ài)10.0888傲9皚S.E. of啊 regres哀sion凹7.02736壩4拌襖Akaike辦 info c藹riterio敖n柏6.82400熬9阿Sum squ捌ared 敗resid跋987.677熬0皚Sch敖warz cr把iterion把6.92319傲4藹Log lik哎elihood唉-73.064吧09擺傲Hannan拜-Quinn 芭criter般.背6.84737氨4扮F-stati埃stic百23.2833懊8熬Dur昂bin-Wat罷son sta擺t爸0

8、.95255耙5礙Prob版(F-stat傲istic)敗0.00010翱3埃由上可知，關(guān)系笆式為芭y=31.79班956+0.3盎87276x敖3罷（辦2奧）扳關(guān)于人均壽命拜與人均胺GDP壩模型，愛(ài)由安上可知，可決系捌數(shù)為安0.52608熬2扮，說(shuō)明所建模型叭整體上對(duì)樣本數(shù)班據(jù)擬合較好。俺 凹對(duì)于回歸系數(shù)的背t笆檢驗(yàn)：骯t拔（絆1般）八=鞍4.71183挨4隘t百0.025啊(20)=2.叭086扳，對(duì)斜率系數(shù)的芭顯著性檢驗(yàn)表明敗，人均澳GDP爸對(duì)人均壽命有顯挨著影響。柏隘關(guān)于人均壽命與白成人識(shí)字率模型巴，由上可知，可斑決系數(shù)為案0.71682白5懊，捌說(shuō)明所建模型整半體上對(duì)樣本數(shù)據(jù)胺擬合較

9、好。芭對(duì)于回歸系數(shù)的百t罷檢驗(yàn)：盎t白（岸2隘）鞍=隘7.11530扒8案t氨0.025唉(20)=2.柏086敖，對(duì)斜率系數(shù)的霸顯著性檢驗(yàn)表明骯，成人識(shí)字率對(duì)瓣人均壽命有顯著澳影響。拜關(guān)于人均壽命昂與一歲兒童疫苗絆的模型，由上可擺知，可決系數(shù)為拜0.53792奧9靶，說(shuō)明所建模型懊整體上對(duì)樣本數(shù)案據(jù)擬合較好。礙 胺對(duì)于回歸系數(shù)的敗t癌檢驗(yàn)：佰t挨（稗3芭）靶=氨4.82528骯5笆t靶0.025敗(20)=2.盎086背，對(duì)斜率系數(shù)的阿顯著性檢驗(yàn)表明澳，一歲兒童疫苗百接種率對(duì)人均壽笆命有顯著影響。2.2（1）般岸對(duì)于浙江省預(yù)算版收入與全省生產(chǎn)俺總值的模型，般用藹Eviews絆分析啊結(jié)果如下：

10、拌Depende拌nt Vari翱able: Y昂Method:藹 Least 昂Squares笆Date: 1胺2/0藹3絆/14 T半ime: 17芭:敗00愛(ài)Sample 背(adjust鞍ed): 1 罷33頒Include霸d obser跋vations拔: 33 af擺ter adj百ustment愛(ài)s埃Variabl辦e稗Coeffic百ient霸Std. Er瓣ror敖t-Stati俺stic白Prob.哀X板0.17612唉4傲0.00407叭2罷43.2563哀9岸0.0000懊C佰-154.30扒63翱39.0819把6百-3.9482班74懊0.0004按R-squar

11、白ed懊0.98370百2按Mea班n depen隘dent 霸var熬902.514哎8絆Adjuste靶d R-squ哀ared案0.98317笆7懊S.D跋. depen拜dent 佰var盎1351.00跋9哀S.E. of敗 regres扒sion芭175.232挨5巴按Akaike伴 info c皚riterio艾n啊13.2288俺0襖Sum squ按ared 凹resid伴951899.笆7暗Sch扮warz cr埃iterion澳13.3194把9背Log lik挨elihood案-216.27唉51斑般Hannan啊-Quinn 鞍criter拌.藹13.2593敖1鞍F-

12、stati皚stic耙1871.11扒5柏Dur挨bin-Wat鞍son sta襖t班0.10002盎1跋Prob頒(F-stat班istic)胺0.00000耙0鞍礙由上可知，模型挨的參數(shù)跋：斜率系數(shù)爸0.17612案4翱，翱截距為伴八154.306叭3頒叭關(guān)于浙江省財(cái)政敖預(yù)算收入與全省班生產(chǎn)總值的模型皚，笆檢驗(yàn)?zāi)Ｐ偷娘@著頒性：礙1爸）邦可決系數(shù)為罷0.98370爸2疤，說(shuō)明所建模型霸整體上對(duì)樣本數(shù)扳據(jù)擬合較好。拌2壩）懊對(duì)于回歸系數(shù)的疤t半檢驗(yàn)：柏t芭（皚2愛(ài)）安=搬43.2563翱9背t皚0.025拌(31)=2.唉0395藹，對(duì)斜率系數(shù)的斑顯著性靶檢驗(yàn)表明，全省跋生產(chǎn)總值對(duì)財(cái)政巴預(yù)算總

13、收入有顯拜著影響。凹拜用規(guī)范形式寫出礙檢驗(yàn)結(jié)果如下：搬Y=0.176案124X耙哎154.306熬3稗 哀 敖 懊 啊(藹0.00407八2安) (百39.0819瓣6版)疤t= (罷43.2563耙9爸) 絆（搬-3.9482背74耙）頒R2=笆0.98370俺2懊 F=百1871.11邦5皚 n=33澳癌經(jīng)濟(jì)意義是：全岸省生產(chǎn)總值每增靶加懊1哎億元，財(cái)政預(yù)算傲總收入增加暗0.17612搬4襖億元。澳（邦2耙）當(dāng)背x=32000癌時(shí)，罷班進(jìn)行點(diǎn)預(yù)測(cè)，由凹上可知伴Y=0.176阿124X罷芭154.306跋3岸，代入可得：柏Y捌= Y=0.1叭76124*3礙2000般鞍154.306唉3=襖

14、5481.66敗17擺爸進(jìn)行區(qū)間預(yù)測(cè)：辦先由愛(ài)Eviews隘分析：扮X氨Y般Mean八6000.4巴41百902.51盎48挨Median皚2689.2百80礙209.39邦00扮Maximu按m襖27722.拌31版4895.4稗10按Minimu扮m伴123.72哎00笆25.870扮00頒Std. D扳ev.胺7608.0巴21俺1351.0霸09爸捌Skewnes艾s骯1.4325把19啊1.6631斑08搬Kurtos安is熬4.0105斑15拜4.5904礙32挨傲Jarque-八Bera搬12.690班68襖18.690奧63邦Probab埃ility熬0.0017柏55邦0.0

15、000俺87昂Sum佰198014昂.5拜29782.白99襖Sum Sq懊. Dev.辦1.85E+捌09捌584071叭95跋Observ耙ations癌33襖33由上表可知，阿x哎2半=吧（拔X絆i矮X柏）壩2拔=埃2耙x拔(n1)= 吧7608.0柏21擺2阿 x (33盎1)=1852埃223.473半(案X壩f辦X)半2奧=(32000襖6000.熬441)罷2罷=675977靶068.2懊當(dāng)壩Xf皚=32000岸時(shí)，將相關(guān)數(shù)據(jù)暗代入計(jì)算得到：叭5481.66熬172.03藹95x175.皚2325x1胺/33壩+185222隘3.473/6啊7597706昂8.2拔Yf5481礙

16、.6617+2罷.0395x1佰75.2325隘x1扮/33笆+185222埃3.473/6矮7597706巴8.2哀即盎Yf瓣的置信區(qū)間為（巴5481.66敗1764.9案649, 54把81.6617絆+64.964敖9胺）擺(3) 傲對(duì)于浙江省預(yù)算敗收入對(duì)數(shù)與全省吧生產(chǎn)總值對(duì)數(shù)的暗模型，八由叭Eviews把分析熬結(jié)果如下骯：版Depende癌nt Vari哎able: L疤N(yùn)Y敖Method:艾 Least 扮Squares按Date: 1頒2/0佰3哎/14 T斑ime: 18癌:00骯Sample 稗(adjust愛(ài)ed): 1 氨33阿Include矮d obser扒vations

17、爸: 33 af捌ter adj盎ustment翱s敗Variabl半e拔Coeffic案ient巴Std. Er伴ror俺t-Stati隘stic骯Prob.背LNX伴0.98027捌5叭0.03429靶6般28.5826盎8絆0.0000氨C壩-1.9182半89拔0.26821埃3岸-7.1521艾21斑0.0000愛(ài)R-squar擺ed暗0.96344俺2瓣Mea哎n depen百dent 壩var瓣5.57312哀0稗Adjuste頒d R-squ艾ared安0.96226鞍3暗S.D八. depen吧dent 板var按1.68418擺9哎S.E. of搬 regres隘sion叭

18、0.32717扒2熬邦A(yù)kaike扒 info c八riterio捌n阿0.66202把8襖Sum squ鞍ared 斑resid邦3.31828半1奧Sch岸warz cr爸iterion吧0.75272背6鞍Log lik巴elihood隘-8.9234背68埃吧Hannan拜-Quinn 擺criter啊.八0.69254扮5八F-stati八stic隘816.969敖9吧Dur按bin-Wat艾son sta拜t癌0.09620懊8扳Prob八(F-stat巴istic)啊0.00000背0伴模型方程為：胺lnY般=板0.98027案5疤lnX-1.9叭18289凹唉由上可知，模型凹的

19、參數(shù)吧：斜率系數(shù)為癌0.98027跋5氨，藹截距為佰-1.9182奧89斑礙關(guān)于浙江省財(cái)政擺預(yù)算收入與全省版生產(chǎn)總值的模型扮，翱檢驗(yàn)其顯著性：爸1耙）背可決系數(shù)為笆0.96344笆2鞍，說(shuō)明所建模型鞍整體上對(duì)樣本數(shù)胺據(jù)擬合較好。藹2伴）芭對(duì)于回歸系數(shù)的礙t癌檢驗(yàn)：暗t擺（版2氨）隘=矮28.5826般8啊t拜0.025癌(31)=2.唉0395佰，對(duì)斜率系數(shù)的唉顯著性檢驗(yàn)表明奧，全省生產(chǎn)總值暗對(duì)財(cái)政預(yù)算總收背入有顯著影響。拜霸經(jīng)濟(jì)意義：全省爸生產(chǎn)總值每增長(zhǎng)啊1%敗，財(cái)政預(yù)算總收凹入增長(zhǎng)啊0.98027笆5頒%2.4?。ò?懊）爸對(duì)建筑面積與建昂造單位成本模型氨，懊用藹Eviews懊分析結(jié)果如下

20、翱：八Depende伴nt Vari扳able: Y骯Method:邦 Least 板Squares骯Date: 1叭2/01/14板 Time按: 爸1暗2:40搬Sample:芭 1 12百Include盎d obser芭vations擺: 12按Variabl扒e埃Coeffic霸ient安Std. Er拜ror埃t-Stati八stic拌Prob.疤X啊-64.184傲00礙4.80982罷8啊-13.344鞍34扮0.0000般C礙1845.47邦5安19.2644伴6板95.7968胺8癌0.0000暗R-squar骯ed稗0.94682扳9安Mea壩n depen百dent 柏v

21、ar盎1619.33搬3斑Adjuste敖d R-squ敗ared昂0.94151艾2百S.D傲. depen半dent 盎var按131.225岸2藹S.E. of盎 regres鞍sion伴31.7360芭0岸班Akaike愛(ài) info c扒riterio版n稗9.90379辦2辦Sum squ澳ared 瓣resid暗10071.7柏4拜Sch般warz cr氨iterion般9.98461稗0懊Log lik扳elihood癌-57.422霸75搬絆Hannan扳-Quinn 罷criter白.靶9.87387拔1癌F-stati板stic柏178.071伴5艾Dur扳bin-Wat稗

22、son sta骯t啊1.17240哎7拔Prob斑(F-stat唉istic)白0.00000板0版由上可得：建筑耙面積與建造成本俺的回歸方程為：瓣Y=芭1845.47傲5拔-邦-64.184靶00挨X哎（邦2擺）經(jīng)濟(jì)意義：建奧筑面積每增加擺1矮萬(wàn)平方米，建筑疤單位成本每平方百米減少八64.1840熬0奧元。（3）叭白首先進(jìn)行點(diǎn)預(yù)測(cè)澳，由疤Y=罷1845.47跋5襖-罷-64.184拜00唉X柏得，當(dāng)澳x=4.5俺，藹y=1556.懊647襖捌再進(jìn)行區(qū)間估計(jì)邦：跋用隘Eviews敖分析：敖Y(jié)耙X白Mean板1619.3鞍33芭3.5233叭33敖Median白1630.0吧00搬3.7150搬

23、00搬Maximu隘m般1860.0凹00翱6.2300澳00唉Minimu隘m挨1419.0盎00半0.6000啊00啊Std. D懊ev.擺131.22把52敗1.9894扳19俺哀Skewnes霸s骯0.0034啊03岸-0.0601鞍30柏Kurtos耙is襖2.3465皚11襖1.6649敗17辦叭Jarque-阿Bera盎0.2135霸47愛(ài)0.8984百54襖Probab把ility班0.8987翱29昂0.6381凹21耙Sum敗19432.佰00版42.280板00笆Sum Sq擺. Dev.埃189420敗.7拔43.535佰67叭Observ隘ations艾12巴12由上

24、表可知，敗x班2拌=拌（靶X霸i叭X斑）半2把=柏2按x跋(n1)= 哀扮1.98941傲9拌2阿 x (凹12百1)=氨43.5357襖(安X芭f班X)敖2阿=(暗4.5礙哎3.52333阿3哀)扳2敗=凹0.95387哎843跋當(dāng)版Xf罷=斑4.5奧時(shí)，將相關(guān)數(shù)據(jù)版代入計(jì)算得到：熬1556.64礙7般2.翱228澳x叭31.7360版0昂x1/背12扮+吧43.5357瓣/辦0.95387盎843搬癌Yf愛(ài)1556.64拜7癌+巴2.捌228搬x凹31.7360俺0盎x1/伴12扳+翱43.5357扳/隘0.95387靶843奧即拌Yf笆的置信區(qū)間為（翱1556.64扳7哎矮478.123

25、巴1扮, 班1556.64阿7按+愛(ài)478.123伴1按）3.1（1）岸對(duì)百戶擁有家絆用汽車量計(jì)量經(jīng)按濟(jì)模型，胺用埃Eviews唉分析結(jié)果如下耙：哀Depende白nt Vari扳able: Y壩Method:跋 Least 罷Squares懊Date: 1白1/2按5艾/1霸4阿 Time胺: 凹1捌2:澳3背8背Sample:霸 1 31扳Include板d obser笆vations拔: 31罷Variabl安e霸Coeffic俺ient拜Std. Er邦ror捌t-Stati熬stic扳Prob.巴X2稗5.99686把5案1.40605百8拜4.26502矮0爸0.0002壩X3胺-

26、0.5240案27靶0.17928笆0板-2.9229百50把0.0069斑X4艾-2.2656挨80吧0.51883八7埃-4.3668巴42絆0.0002板C背246.854板0背51.9750凹0白4.74947啊6癌0.0001澳R-squar版ed挨0.66606澳2骯Mea襖n depen八dent 敖var昂16.7735版5拔Adjuste俺d R-squ半ared耙0.62895骯7鞍S.D埃. depen敖dent 辦var俺8.25253百5啊S.E. of昂 regres瓣sion搬5.02688跋9爸奧Akaike矮 info c奧riterio頒n把6.18739耙

27、4艾Sum squ壩ared 隘resid扳682.279暗5霸Sch暗warz cr按iterion罷6.37242扳4把Log lik鞍elihood翱-91.904斑60辦邦Hannan挨-Quinn 按criter疤.絆6.24770搬9半F-stati板stic澳17.9510藹8絆Dur爸bin-Wat疤son sta澳t芭1.14725愛(ài)3把Prob昂(F-stat壩istic)罷0.00000襖1罷哎得到模型得：案Y=斑246.854敖0拌+爸5.99686芭5氨X襖2柏-巴扮0.52402昂7埃 X藹3把-2.2656癌80 X捌4暗對(duì)模型進(jìn)行檢暗驗(yàn)：唉可決系數(shù)是扒0.666

28、06頒2襖，修正的可決系懊數(shù)為柏0.62895辦7皚，說(shuō)明模型對(duì)樣拜本擬合較好班F八檢驗(yàn)，稗F=隘17.9510拌8稗F吧（板3,27邦）艾=3.65瓣，回歸方程顯著捌。隘3襖）吧t拔檢驗(yàn)，胺t阿統(tǒng)計(jì)量分別為百4.74947半6叭，爸4.26502愛(ài)0辦，辦-2.9229柏50矮，爸-4.3668暗42愛(ài)，均大于暗t拜（皚27搬）扳=2.0518隘，所以這些系數(shù)百都是顯著的。依據(jù)：愛(ài)可決系數(shù)越大，靶說(shuō)明擬合程度越俺好岸F扳的值與臨界值比靶較，若大于臨界澳值，則否定原假擺設(shè)，回歸方程是吧顯著的；若小于靶臨界值，則接受澳原假設(shè)，回歸方矮程不顯著。懊t邦的值與臨界值比邦較，若大于臨界襖值，則否定原假

29、昂設(shè)，系數(shù)都是顯扮著的；若小于臨懊界值，則接受原擺假設(shè)，系數(shù)不顯拔著。邦（懊2扮）經(jīng)濟(jì)意義：人俺均增加挨萬(wàn)元，百戶擁有斑家用汽車增加凹5.99686捌5板輛，城鎮(zhèn)人口比伴重增加個(gè)百分愛(ài)點(diǎn)，百戶擁有家凹用汽車減少絆0.52402凹7唉輛，交通工具消啊費(fèi)價(jià)格指數(shù)每上吧升，百戶擁有暗家用汽車減少瓣2.26568拔0辦輛。澳（搬3俺）敗用白EViews巴分析得：八Depende白nt Vari捌able: Y唉Method:瓣 Least 斑Squares襖Date: 1矮2/08/14岸 Time襖: 17:28奧Sample:斑 1 31懊Include皚d obser隘vations案: 31搬

30、Variabl擺e骯Coeffic壩ient埃Std. Er柏ror熬t-Stati搬stic柏Prob.拔X2罷5.13567爸0巴1.01027鞍0隘5.08346案5邦0.0000扮LNX3凹-22.810拜05愛(ài)6.77182澳0拌-3.3683版78捌0.0023罷LNX4挨-230.84背81矮49.4679罷1稗-4.6666翱24哀0.0001埃C叭1148.75拌8皚228.291絆7澳5.03197絆4版0.0000哀R-squar愛(ài)ed翱0.69195敖2皚Mea拔n depen唉dent 佰var懊16.7735把5佰Adjuste傲d R-squ傲ared疤0.657

31、72邦5埃S.D般. depen佰dent 瓣var拜8.25253挨5隘S.E. of拔 regres百sion跋4.82808扮8扮氨Akaike斑 info c霸riterio愛(ài)n昂6.10669伴2哀Sum squ岸ared 捌resid吧629.381吧8傲Sch跋warz cr擺iterion哎6.29172半3邦Log lik白elihood盎-90.653熬73暗俺Hannan拔-Quinn 敖criter挨.襖6.16700半8芭F-stati癌stic愛(ài)20.2162吧4瓣Dur扮bin-Wat礙son sta扒t傲1.15009骯0哀Prob扒(F-stat八istic)

32、百0.00000岸0模型方程為：澳Y靶=瓣5.13567板0 X俺2埃-22.810岸05 LNX扳3稗-230.84藹81 LNX奧4吧+胺1148.75岸8岸此分析得出的可癌決系數(shù)為皚0.69195按2柏敖0.66606霸2按，擬合程度得到扒了提高，可這樣熬改進(jìn)。3.2隘（）扮對(duì)出口貨物總額襖計(jì)量經(jīng)濟(jì)模型，澳用疤Eviews哀分析結(jié)果如下：愛(ài)：安Depende奧nt Vari芭able: Y耙Method:懊 Least 癌Squares按Date: 1笆2/01/14氨 Time版: 2罷0扳:25安Sample:胺 1994 2矮011瓣Include邦d obser壩vations絆

33、: 18搬Variabl敖e盎Coeffic拔ient拔Std. Er阿ror扒t-Stati白stic壩Prob.壩X2扒0.13547艾4哎0.01279胺9扮10.5845昂4礙0.0000啊X3吧18.8534艾8胺9.77618稗1耙1.92851斑2絆0.0729絆C拜-18231.拌58皚8638.21壩6拌-2.1105懊73吧0.0520拌R-squar礙ed扮0.98583扮8佰Mea笆n depen鞍dent 哀var隘6619.19艾1擺Adjuste擺d R-squ阿ared鞍0.98395按0絆S.D唉. depen襖dent 班var捌5767.15扒2阿S.E.

34、 of哀 regres礙sion熬730.630半6八頒Akaike瓣 info c爸riterio哎n按16.1767氨0礙Sum squ藹ared 絆resid啊8007316懊.耙Sch班warz cr唉iterion壩16.3251拜0稗Log lik皚elihood俺-142.59扮03埃俺Hannan辦-Quinn 百criter百.傲16.1971芭7啊F-stati挨stic板522.097扳6般Dur矮bin-Wat柏son sta半t胺1.17343班2扒Prob班(F-stat霸istic)藹0.00000拜0疤柏由上可知，模型阿為：胺Y = 案0.13547隘4巴X昂2

35、氨 + 挨18.8534矮8哎X瓣3澳 - 哎18231.5斑8唉對(duì)模型進(jìn)行檢靶驗(yàn)：邦安1埃）暗可決系數(shù)是按0.98583隘8隘，修正的可決系氨數(shù)為癌0.98395版0皚，說(shuō)明模型對(duì)樣懊本擬合較好挨2罷）安F靶檢驗(yàn)，昂F埃=昂522.097罷6挨F俺（般2,挨15艾）板=4.77熬，回歸方程顯著壩3奧）礙t澳檢驗(yàn)，霸t叭統(tǒng)計(jì)量分別為藹X2挨的系數(shù)對(duì)應(yīng)胺t昂值為按10.5845唉4盎，吧大于隘t盎（爸15拌）埃=2.131爸，系數(shù)是顯著的氨，版X3靶的系數(shù)對(duì)應(yīng)凹t跋值為艾1.92851哀2澳，昂小于般t拔（班15板）皚=2.131疤，說(shuō)明此系數(shù)是拜不顯著的。 絆（白2疤）笆對(duì)于對(duì)數(shù)模型，霸用安E

36、views翱分析結(jié)果如下艾：背Depende翱nt Vari熬able: L埃NY柏Method:板 Least 礙Squares凹Date: 1矮2/01/14挨 Time按: 2背0笆:25把Sample:邦 1994 2絆011伴Include扳d obser敗vations吧: 18盎Variabl藹e唉Coeffic拔ient罷Std. Er熬ror絆t-Stati稗stic凹Prob.懊LNX2傲1.56422邦1靶0.08898捌8跋17.5778爸9頒0.0000埃LNX3疤1.76069骯5扒0.68211凹5耙2.58122扳9扮0.0209巴C版-20.520斑48爸5.

37、43248搬7哎-3.7773艾63罷0.0018啊R-squar般ed斑0.98629柏5哀Mea扒n depen耙dent 昂var愛(ài)8.40011佰2壩Adjuste暗d R-squ疤ared敗0.98446罷7捌S.D拜. depen襖dent 案var岸0.94153懊0叭S.E. of耙 regres拔sion愛(ài)0.11734辦3爸艾Akaike拌 info c板riterio班n瓣-1.2964案24跋Sum squ耙ared 佰resid斑0.20654絆0搬Sch傲warz cr笆iterion把-1.1480芭29胺Log lik骯elihood暗14.6678敖2伴奧Ha

38、nnan拔-Quinn 挨criter拌.把-1.2759爸62岸F-stati翱stic氨539.736熬4耙Dur扳bin-Wat礙son sta般t跋0.68665隘6盎Prob按(F-stat叭istic)埃0.00000拌0柏壩由上可知，模型柏為：班LNY拜=埃-20.520拔48柏+邦1.56422昂1 LNX巴2霸+搬1.76069澳5 LNX哎3暗對(duì)模型進(jìn)行檢巴驗(yàn)：胺1唉）俺可決系數(shù)是隘0.98629隘5艾，修正的可決系扒數(shù)為拔0.98446昂7胺，說(shuō)明模型對(duì)樣巴本擬合較好。盎2瓣）捌F安檢驗(yàn)，般F=暗539.736八4懊耙 F疤（扒2,15斑）艾=4.77暗，回歸方程顯著班。

39、哀3伴）扳t哎檢驗(yàn)，拜t熬統(tǒng)計(jì)量分別為敗-3.7773氨63版，吧17.5778扒9氨，翱2.58122敖9岸，均大于辦t翱（罷1跋5翱）靶=2.1般31芭，所以這些系數(shù)芭都是顯著的。（3）板矮（白1白）式中的經(jīng)濟(jì)意壩義：工業(yè)增加盎1擺億元，出口貨物爸總額增加礙0.13547壩4頒億元，人民幣匯哎率增加擺1背，出口貨物總額阿增加熬18.8534矮8扒億元。霸安（按2癌）式中的經(jīng)濟(jì)意拜義：工業(yè)增加額疤每增加耙1%胺，出口貨物總額愛(ài)增加癌1.56422芭1壩%熬，人民幣匯率每埃增加半1%奧，出口貨物總額礙增加矮1.76069笆5隘%3.3唉（巴1疤）稗對(duì)家庭書刊消費(fèi)搬對(duì)家庭月平均收挨入和戶主受教育

40、佰年數(shù)計(jì)量模型，叭由氨Eviews俺分析結(jié)果如下翱：靶Depende盎nt Vari礙able: Y耙Method:哎 Least 俺Squares伴Date: 1跋2/01/14氨 Time骯: 2絆0搬:30扳Sample:拌 1 18耙Include拜d obser擺vations昂: 18凹Variabl骯e安Coeffic敖ient辦Std. Er敗ror跋t-Stati熬stic鞍Prob.岸X搬0.08645阿0阿0.02936埃3板2.94418凹6扮0.0101按T爸52.3703搬1邦5.20216把7案10.0670拔2哎0.0000背C按-50.016按38斑49.46

41、02伴6板-1.0112板44擺0.3279阿R-squar耙ed爸0.95123疤5頒Mea霸n depen拔dent 半var懊755.122芭2叭Adjuste半d R-squ八ared巴0.94473隘2唉S.D瓣. depen埃dent 巴var哀258.720拌6稗S.E. of盎 regres阿sion礙60.8227哎3襖罷Akaike矮 info c百riterio敗n礙11.2048傲2啊Sum squ傲ared 哀resid隘55491.0班7愛(ài)Sch爸warz cr辦iterion艾11.3532扳1挨Log lik八elihood巴-97.843凹34頒版Hannan

42、爸-Quinn 爸criter搬.辦11.2252班8把F-stati霸stic稗146.297白4瓣Dur搬bin-Wat斑son sta耙t班2.60578百3斑Prob矮(F-stat挨istic)稗0.00000傲0把邦模型為：奧Y = 柏0.08645盎0辦X + 翱52.3703霸1隘T壩-50.016爸38靶對(duì)模型進(jìn)行檢皚驗(yàn)：捌1捌）捌可決系數(shù)是懊0.95123八5拔，修正的可決系隘數(shù)為挨0.94473版2捌，說(shuō)明模型對(duì)樣敗本擬合較好。邦2皚）八F奧檢驗(yàn)，襖F=唉539.736扳4暗 F矮（熬2,15奧）耙=4.77骯，回歸方程顯著辦。礙3氨）壩t埃檢驗(yàn)，絆t跋統(tǒng)計(jì)量分別為拜2.

43、94418愛(ài)6暗，佰10.0670把2艾，均大于拜t罷（斑15八）稗=2.131班，所以這些系數(shù)礙都是顯著的。埃唉經(jīng)濟(jì)意義：家庭稗月平均收入增加半1盎元，家庭書刊年鞍消費(fèi)支出增加阿0.08645斑0擺元，戶主受教育案年數(shù)增加盎1拌年，家庭書刊年盎消費(fèi)支出增加唉52.3703白1柏元。搬（爸2扮）用拜Eviews拜分析：頒Depende敗nt Vari巴able: Y佰Method:翱 Least 邦Squares擺Date: 1斑2/01/14板 Time按: 22:30跋Sample:柏 1 18稗Include澳d obser挨vations半: 18把Variabl八e懊Coeffic鞍

44、ient骯Std. Er班ror巴t-Stati埃stic愛(ài)Prob.頒T藹63.0167俺6叭4.54858凹1巴13.8541伴6礙0.0000挨C伴-11.581癌71板58.0229埃0氨-0.1996傲06襖0.8443拌R-squar佰ed伴0.92305挨4暗Mea扮n depen板dent 鞍var叭755.122阿2絆Adjuste靶d R-squ笆ared暗0.91824絆5八S.D搬. depen案dent 擺var矮258.720吧6搬S.E. of案 regres吧sion奧73.9756艾5罷敗Akaike笆 info c瓣riterio拌n背11.5497鞍9傲S

45、um squ哎ared 挨resid壩87558.3邦6盎Sch邦warz cr絆iterion盎11.6487頒2襖Log lik背elihood鞍-101.94辦81哎佰Hannan鞍-Quinn 般criter唉.柏11.5634版3安F-stati暗stic安191.937把7辦Dur絆bin-Wat拜son sta稗t暗2.13404擺3把Prob昂(F-stat般istic)伴0.00000瓣0霸Depende敗nt Vari頒able: X愛(ài)Method:疤 Least 頒Squares奧Date: 1案2/01/14隘 Time胺: 22:34俺Sample:隘 1 18阿In

46、clude盎d obser哀vations般: 18昂Variabl把e稗Coeffic胺ient班Std. Er扳ror板t-Stati敗stic鞍Prob.阿T藹123.151翱6艾31.8415唉0凹3.86764哀4暗0.0014艾C懊444.588背8鞍406.178哀6笆1.09456昂5邦0.2899骯R-squar埃ed靶0.48318班2翱Mea板n depen藹dent 笆var安1942.93按3礙Adjuste昂d R-squ背ared哎0.45088哀1笆S.D霸. depen斑dent 背var礙698.832斑5凹S.E. of艾 regres藹sion邦517.

47、852扳9傲瓣Akaike扮 info c皚riterio柏n拜15.4417背0扒Sum squ斑ared 斑resid岸4290746辦.吧Sch拌warz cr罷iterion搬15.5406擺3哀Log lik瓣elihood癌-136.97埃53疤案Hannan澳-Quinn 半criter哎.佰15.4553班4伴F-stati搬stic澳14.9586礙7稗D(zhuǎn)ur奧bin-Wat疤son sta拜t昂1.05225扒1巴Prob背(F-stat搬istic)案0.00136敖4頒以上分別是罷y熬與鞍T礙，版X柏與搬T柏的一元回歸模型分別是：翱Y = 63.熬01676T 安- 1

48、1.58拜17挨1氨X = 123板.1516T 捌+ 444.5哀88案8昂（傲3傲）藹對(duì)殘差進(jìn)行模型邦分析，用半Eviews叭分析結(jié)果如下：邦Depende笆nt Vari埃able: E巴1奧Method:胺 Least 把Squares礙Date: 1壩2/0版3班/14 T暗ime: 2安0骯:39耙Sample:澳 1 18邦I(lǐng)nclude埃d obser鞍vations板: 18盎Variabl版e叭Coeffic吧ient扒Std. Er藹ror俺t-Stati佰stic叭Prob.癌E2捌0.08645皚0拜0.02843佰1傲3.04074熬2稗0.0078巴C芭3.96E

49、-1隘4把13.8808翱3隘2.85E-1瓣5絆1.0000稗R-squar爸ed挨0.36623耙9笆Mea班n depen半dent 白var傲2.30E-1熬4阿Adjuste笆d R-squ安ared矮0.32662板9藹S.D搬. depen鞍dent 疤var昂71.7669愛(ài)3稗S.E. of板 regres矮sion頒58.8913埃6暗跋Akaike拔 info c啊riterio骯n昂11.0937傲0柏Sum squ懊ared 八resid鞍55491.0癌7案Sch愛(ài)warz cr班iterion敖11.1926半4礙Log lik凹elihood敗-97.843扮3

50、4班鞍Hannan伴-Quinn 哎criter白.阿11.1073搬5疤F-stati壩stic頒9.24611伴1斑Dur耙bin-Wat扳son sta啊t斑2.60578辦3氨Prob搬(F-stat艾istic)懊0.00778扒8模型為：版E背1凹 = 0.08笆64佰50岸E氨2巴 + 3.9白6翱e-14邦參數(shù)：斜率系數(shù)瓣為唉0.08645瓣0矮，截距為敗3.9澳6熬e-14柏（擺3板）隘由上可知，爸2扮與胺2辦的系數(shù)是一樣的拜?；貧w系數(shù)與被襖解釋變量的殘差巴系數(shù)是一樣的，癌它們的變化規(guī)律懊是一致的。3.6板（巴1唉）癌預(yù)期的符號(hào)是埃X柏1傲，襖X埃2白,X阿3稗,X霸4皚,X

51、爸5搬的符號(hào)為正，扳X芭6案的符號(hào)為負(fù)背（敗2骯）根據(jù)絆Eviews矮分析得到數(shù)據(jù)如哎下：背Depende懊nt Vari懊able: Y版Method:半 Least 啊Squares辦Date: 1耙2/0癌4艾/14 T把ime: 1吧3拜:翱24芭Sample:襖 1994 2罷011版Include扮d obser骯vations靶: 18暗Variabl斑e絆Coeffic隘ient叭Std. Er八ror拔t-Stati背stic鞍Prob.盎X2岸0.00138爸2耙0.00110按2鞍1.25433捌0斑0.2336板X3暗0.00194矮2襖0.00396斑0板0.4905

52、0俺1擺0.6326啊X4案-3.5790般90白3.55994翱9拌-1.0053氨77跋0.3346疤X5隘0.00479壩1埃0.00503班4熬0.95167襖1翱0.3600隘X6岸0.04554昂2扳0.09555芭2盎0.47662熬1隘0.6422鞍C擺-13.777罷32壩15.7336愛(ài)6襖-0.8756皚59阿0.3984按R-squar昂ed罷0.99486八9矮Mea吧n depen鞍dent 白var白12.7666稗7案Adjuste邦d R-squ柏ared拜0.99273襖1靶S.D板. depen拜dent 捌var辦9.74663哀1耙S.E. of拌 r

53、egres襖sion癌0.83096叭3半擺Akaike扒 info c阿riterio鞍n按2.72873澳8斑Sum squ扒ared 礙resid柏8.28599頒3班Sch背warz cr柏iterion白3.02552艾9爸Log lik矮elihood版-18.558敖65拜傲Hannan暗-Quinn 拌criter班.昂2.76966叭2瓣F-stati唉stic伴465.361盎7叭Dur背bin-Wat拔son sta礙t挨1.55329壩4擺Prob按(F-stat佰istic)伴0.00000艾0把瓣與預(yù)期不相符。評(píng)價(jià)：岸可決系數(shù)為捌0.99486凹9哎，數(shù)據(jù)相當(dāng)大，熬

54、可以認(rèn)為擬合程瓣度很好。八F傲檢驗(yàn)，奧F=氨465.361岸7絆F暗（昂5.12伴）背=3,89唉，隘回歸方程顯著佰T澳檢驗(yàn)，拔X罷1敖，巴X背2安,X扮3八,X伴4稗,X拌5骯，敗X隘6 埃系數(shù)對(duì)應(yīng)的壩t俺值分別為：藹1.25433巴0凹，辦0.49050襖1擺，扒-1.0053敗77扳，哀0.95167礙1盎，巴0.47662罷1背，均小于把t把（斑12暗）按=2.179敖，所以所得系數(shù)背都是不顯著的。般（般3佰）根據(jù)把Eviews把分析得到數(shù)據(jù)如捌下：哎Depende把nt Vari邦able: Y岸Method:把 Least 愛(ài)Squares藹Date: 1翱2/03/14安 Tim

55、e艾:半 1拜1柏:班12隘Sample:昂 1994 2安011疤Include哀d obser瓣vations辦: 18瓣Variabl澳e藹Coeffic疤ient骯Std. Er背ror壩t-Stati吧stic襖Prob.懊X5佰0.00103耙2伴2.20E-0扮5凹46.7994霸6靶0.0000版X6暗-0.0549挨65拔0.03118安4啊-1.7625邦81凹0.0983把C奧4.20548熬1巴3.33560擺2斑1.26078胺6哎0.2266笆R-squar敖ed吧0.99360爸1案Mea絆n depen把dent 挨var熬12.7666唉7扒Adjuste吧d

56、 R-squ叭ared鞍0.99274叭8唉S.D跋. depen絆dent 拔var搬9.74663扮1辦S.E. of版 regres昂sion拜0.83001八8扳拌Akaike哀 info c瓣riterio翱n般2.61627艾4襖Sum squ笆ared 爸resid般10.3339絆6唉Sch岸warz cr疤iterion礙2.76466絆9捌Log lik鞍elihood板-20.546叭46邦拜Hannan般-Quinn 隘criter癌.拌2.63673氨6挨F-stati俺stic百1164.56霸7挨Dur俺bin-Wat胺son sta絆t礙1.34188氨0爸Pr

57、ob敖(F-stat疤istic)邦0.00000班0扒叭得到模型的方程叭為：頒Y靶=安0.00103把2 X藹5版-0.0549絆65 X唉6捌+班4.20548疤1評(píng)價(jià)：暗可決系數(shù)為斑0.99360壩1版，數(shù)據(jù)相當(dāng)大，皚可以認(rèn)為擬合程案度很好。把F吧檢驗(yàn)，哀F=靶1164.56叭7搬F哎（藹5.12隘）扳=3,89頒，回歸方程顯著阿T百檢驗(yàn)，吧X熬5 扮系數(shù)對(duì)應(yīng)的芭t絆值為邦46.7994叭6敖，大于昂t罷（邦12拔）辦=2.179絆，所以系數(shù)是顯佰著的，即人均熬GDP澳對(duì)年底存款余額跋有顯著影響。邦 澳X敗6 懊系數(shù)對(duì)應(yīng)的藹t按值為扳-1.7625唉81癌，小于俺t傲（搬12暗）凹=2.

58、179鞍，所以系數(shù)是不扮顯著的。4.3八（霸1白）根據(jù)扒Eviews靶分析得到數(shù)據(jù)如按下：埃Depende藹nt Vari靶able: L班NY頒Method:搬 Least 班Squares敗Date: 1岸2/0扮5挨/14 扒Time: 1白1愛(ài):39頒Sample:艾 1985 2按011扒Include懊d obser半vations瓣: 27按Variabl佰e暗Coeffic版ient埃Std. Er埃ror啊t-Stati敗stic霸Prob.藹LNGDP哎1.33853搬3熬0.08861矮0壩15.1058俺2半0.0000傲LNCPI翱-0.4217哀91絆0.23329

59、板5瓣-1.8079俺75翱0.0832辦C絆-3.1114胺86白0.46301啊0擺-6.7201奧26熬0.0000唉R-squar扒ed按0.98805敖1癌Mea斑n depen稗dent 拜var埃9.48471愛(ài)0般Adjuste安d R-squ熬ared熬0.98705艾5笆S.D拌. depen吧dent 阿var哎1.42551板7阿S.E. of稗 regres把sion版0.16218半9辦背Akaike斑 info c佰riterio哀n哀-0.6956白70骯Sum squ壩ared 白resid翱0.63132版6胺Sch壩warz cr愛(ài)iterion柏-0.5

60、516岸89板Log lik瓣elihood疤12.3915百5稗扒Hannan辦-Quinn 拌criter搬.板-0.6528拌57版F-stati骯stic凹992.258胺2挨Dur柏bin-Wat扮son sta骯t愛(ài)0.52261昂3矮Prob爸(F-stat哀istic)叭0.00000艾0奧得到的模型方程百為：壩LNY拜=百1.33853礙3 LNGDP伴t般-0.4217把91 LNCP熬I佰t百-3.1114靶86（2）敖該模型的可決系熬數(shù)為皚0.98805藹1擺，可決系數(shù)很高哎，扒F跋檢驗(yàn)值為敖992.258把2半，辦明顯顯著。但當(dāng)翱礙=0.05俺時(shí)，懊t哀（白24絆）邦