計(jì)量經(jīng)濟(jì)學(xué)Eviews多重共線性實(shí)驗(yàn)報(bào)告

1、屆東時(shí)性大羅GUANGDONGJNWER51TVOFFINANCE&ECONOMICS實(shí)驗(yàn)報(bào)告課程名稱計(jì)量經(jīng)濟(jì)學(xué)實(shí)驗(yàn)項(xiàng)目名稱多重共線性班級(jí)與班級(jí)代碼_專業(yè)任課教師學(xué)號(hào)：姓名：實(shí)驗(yàn)日期：2014年05月11日精選文檔精選文檔 廣東商學(xué)院教務(wù)處制姓名評(píng)語：實(shí)驗(yàn)報(bào)告成績(jī)指導(dǎo)教師（簽名）年月日說明：指導(dǎo)教師評(píng)分后，實(shí)驗(yàn)報(bào)告交院（系）辦公室保存。計(jì)量經(jīng)濟(jì)學(xué)實(shí)驗(yàn)報(bào)告一、實(shí)驗(yàn)?zāi)康模赫莆斩嘣€性回歸模型的估計(jì)方法、掌握多重共線性模型的識(shí)別和修正。二、實(shí)驗(yàn)要求：應(yīng)用教材第127頁案例做多元線性回歸模型，并識(shí)別和修正多重共線性。三、實(shí)驗(yàn)原理：普通最小二乘法、簡(jiǎn)單相關(guān)系數(shù)檢驗(yàn)法、綜合判斷法、逐步回歸法。四、預(yù)備知識(shí)

2、：最小二乘法估計(jì)的原理、t檢驗(yàn)、F檢驗(yàn)、R2值。五、實(shí)驗(yàn)步驟1、選擇數(shù)據(jù)理論上認(rèn)為影響能源消費(fèi)需求總量的因素主要有經(jīng)濟(jì)發(fā)展水平、收入水平、產(chǎn)業(yè)發(fā)展、人民生活水平提高、能源轉(zhuǎn)換技術(shù)等因素。為此，收集了中國能源消費(fèi)標(biāo)準(zhǔn)煤總量、國民總收入、國內(nèi)生產(chǎn)總值GDP、工業(yè)增加值、建筑業(yè)增加值、交通運(yùn)輸郵電業(yè)增加值、人均生活電力消費(fèi)、能源加工轉(zhuǎn)換效率等19852007年的統(tǒng)計(jì)數(shù)據(jù)。本題旨在通過建立這些經(jīng)濟(jì)變量的線性模型來說明影響能源消費(fèi)需求總量的原因。主要數(shù)據(jù)如下：19852007年統(tǒng)計(jì)數(shù)據(jù)年份能源消費(fèi)國民總收入國內(nèi)生產(chǎn)總值工業(yè)增加值建筑業(yè)增加值交通運(yùn)輸郵電增加值人均生活電力消費(fèi)能源加工轉(zhuǎn)換效率yX1X2X3

3、X4X5X6X71985766829040.790163448.7417.9406.921.368.2919868085010274.410275.23967525.7475.623.268.3219878663212050.612058.64585.8665.8544.926.467.4819889299715036.815042.85777.281066131.266.5419899693417000.916992.3648479478635.366.5119909870318718.318667.86858859.41147.542.467.2199110378321826.221781

4、.58087.11015.11409.746.965.9199210917026937.326923.510284.514151681.854.666.0019931159933526035333.9141882266.52205.661.267.32199412273748108.548197.919480.72964.72898.372.765.2199513117659810.560793.724950.63728.83424.183.571.05199613894870142.571176.629447.64387.44068.593.171.5199713779877653.1789

5、7332921.44621.64593101.869.23199813221483024.384402.334018.44985.85178.4106.669.4419991338318818989677.135861.55172.15821.8118.269.19200013855398000.599214.640033.65522.37333.4132.469.042001143199108068.2109655.243580.65931.78406.1144.669.032002151797119095.7120332.747431.36465.59393.4156.369.042003

6、174990135174135822.854945.57490.810098.4173.769.42004203227159586.7159878.3652108694.312147.6190.270.712005223319183956.1183084.876912.910133.810526.1216.771.082006246270213131.7211923.591310.911851.112481.1249.471.242007|265583251483.21249529.91107367.2114014.1114604.1274.971.25資料來源：中國統(tǒng)計(jì)年鑒，中國統(tǒng)計(jì)出版社2

7、000、2008年版。為分析Y與XI、X2、X3、X4、X5、X6、X7之間的關(guān)系，做如下折線圖：能源消費(fèi)Y在1986到1996年間緩慢增長(zhǎng)，在96至98年有短暫的下跌，但是98至02年開始緩慢回升，02年到06年開始快速增長(zhǎng)。國民總收入X1和國內(nèi)生產(chǎn)總值X2以相同的趨勢(shì)逐年緩慢增長(zhǎng)。工業(yè)增加值X3在1985年-1999年期間一直是緩慢增長(zhǎng)，但在2000年出現(xiàn)了急劇下降的現(xiàn)象，2001年又急劇增長(zhǎng)，達(dá)到下降前的水平，2001年以后開始緩慢增長(zhǎng)。建筑業(yè)增長(zhǎng)值x4、交通運(yùn)輸郵電業(yè)增加值x5、人均生活電力消費(fèi)x6、能源加工轉(zhuǎn)換效率x7數(shù)值較低，但都以較平緩的方式增長(zhǎng)。2、設(shè)定并估計(jì)多元線性回歸模型Y

8、二卩+卩X+卩X+卩X+卩X+卩X+u（2.1）t122t33t44t55t66tt2.1錄入數(shù)據(jù)，得到圖。FileElitObjectYieviFrocckOtioriElYiniiowHelpdatayj:1)=:2旳刑:x5xBk7UITITLED丫祖岡(PmdQbjeillPrin口怎旳巳膽亦Hara:-士旳UITITLED丫祖岡(PmdQbjeillPrin口怎旳巳膽亦Hara:-士旳2LU/啟o囂Saniclc:-G852C0723oacbsy?If85IxA930.7009tIj.3003443.700417.E0a198600660.0010274.4010276.2039B7

9、.000626.70I丨叩96632rn12050.60mfin45B5900665SO198892997.0015036.8015042.80577.200810.001=198996934.0017000.9016992.2064BJ.OOO794.00IUityj98703.001J.1U.3U18667.806858.000859.401991103763.021826.2021701.506007.1001015/111992109170.026927.202G922.501029460U15DI1993115993.035260.0035333.9014188.002266.511

10、994122737.048108.6049197.9019490.702964.71丨卯131176059010.50r;n2495060URR1996138948J：!70142.5011176.6029447.004387.411997197708.077G63.1078973.0032021.404621El1998132214J：83024.308402.3034D18.404985.8I1999133831J：i09109.0089677.1035B61.505172.11?rm1235530cpnnn切99214An4rirFm時(shí)加2001143199J：i108068.21096

11、55.243580.6059317I20021K1tvn11nnnh丁：“：?7仍；1加fUREElXdlB2.2.1)采用OLS估計(jì)參數(shù)在主界面命令框欄中輸入lsycx1x2x3x4x5x6x7回車，即可得到參數(shù)的估計(jì)結(jié)果。衛(wèi)cro:Lcm三TOTTITLEDVaitkfi-Xe：-THTTHTL-ED三三一口yI鼻網(wǎng)尸F(xiàn)a匚o匕鼻二T0Fin日ILme鼻戸尸鼻匕工鼻Je壬fmdt.JLFaF匕匚鼻占匕|弓上鼻1：口壬DependentVarlable:Vhjletriad:Least曰口uaresDate:OSXI日14Time:曰：冒Samnl:120D7Includedobservat

12、lons:Z3GaeTTlclantStd.Errort-StatisticFroki.1234s67irKxx1234s67irKxxxKxxZSOZ3.T51ij.seees1：2.斗30670.26564322.B0C71943斗C5.lZ3.0341T5.675319.1=909241Q.-1Q151n-_uo_uon-FT13LIU31LILI411S42424rzi11sq3125R-equsred.909SOIryleand&p:endentvar13934.6AdjusicdR-=qijarEd.9Q5U41曰.D-dEpendEntvar51705.055.E.orr&sre

13、slon6323.631AkalkeInfocrlterlori20.61025umsquareclre5id.Eh-OS曰匚hvrafe匚ritcri口21.00520Losllkellhood22S.ni7SHannan-Qu1nricrlter.20.TO950F-statlstlc2OT.9!591Durbln-Watsonstat1.31Q36Q尸rob(F-statistic；-nonnnnnnY=28023.73+10.688885X-12.43067X+0.265643X+22.60071X+0.874955X+909.0161X+1444.437Xi1234567(94945

14、.12)(3.034175)(3.675319)(0.190824)10.19131)(2.953978)(345.5062)(1382.319)t=(0.295157)(3.522820)(3.382201)(1.392080)(2.217646)(0.296195)(2.630969)(1.044938)R2=0.989801R2=0.985041F=207.96df=14由此可見，該模型的可決系數(shù)為0.989801，修正的可決系數(shù)為0.985041，模型擬和很好F統(tǒng)計(jì)量為386.2196，回歸方程整體上顯著?？墒瞧渲械膌nX3、lnX4、lnX6對(duì)lnY影響不顯著，不僅如此，1nX2、l

15、nX5的參數(shù)為負(fù)值,在經(jīng)濟(jì)意義上不合理。所以這樣的回歸結(jié)果并不理想。3、多重共線性模型的識(shí)別點(diǎn)擊Eviews主畫面的頂部的Quick/GroupStatistics/Corre1atios彈出對(duì)話框在對(duì)話框中輸入解釋變量xl、x2、x3、x4、x5、x6、x7,點(diǎn)擊OK,即可得出相關(guān)系數(shù)矩陣（同圖2.2.3）。從相關(guān)系數(shù)矩陣可以看出，解釋變量xl、x2、x3、x4、x5、x6、x7相互之間的相關(guān)系數(shù)較高，解釋變量之間存在多重共線性。4、多重共線性模型的修正3.多重共線性模型的修正使用逐步回歸法進(jìn)行修正。第一步：運(yùn)用OLS方法分別求Y對(duì)各解釋變量進(jìn)行一元回歸，分別求Y對(duì)各解釋變量xl、x2、x3

16、、x4、x5、x6、x7進(jìn)行一元回歸?；貧w結(jié)果詳下圖。再結(jié)合經(jīng)濟(jì)意義和統(tǒng)計(jì)檢驗(yàn)選出擬合效果最好的一元線性回歸方程。EgiLuatiojWIIITLEDTcirkfils：:U1TTITLO:.IVewlPfocllObjectl|Pjnt|Hang|FreezTlEstimate|Fctb白st貴出llResitBIDependeMVariableYMelhodLeaalSquareaDBrte：D5H0H4Time：DB：32Samplg：19952007includedobsarvaUDns:23CoefficlanlStd.ErrortSLallsticProb.c00014.43292

17、.6072T.33100o.oooaX1D733201i：L02TTi：i326.16983o.oooaR-squared0.970900MeandfipendQnlyar13D364.0AdiustedR-squarsdD.969514S.D.dapendontyar517D5.05S.E.afregression9D27.7G0Akaikeinfbcritsrion21.1369-4SumsquaredrasidIJIEDBSchvr-arzcrrierion21.23563Logliksliho口日-241.O74EHannan-Quin仃critEi.21.16177F-staiisl

18、ic700.6510Durbin-VYaiEonslat11320372ProbtF-stedistic)D.oooaoDquation:UniTEKDTorkfile:HHIITLED:.匚問岡lYepj.FToclbiertJIPnntlNaneJffMZB|Estrutc|-orecast,StatsJIpj:;d;IDependentVariblB：Y皿別1口d.LsaE-iSquaresDate:05T1EV14Time:03:33Sample:19B52DD7IncludedabsenrHiians:23coEfficientSMED卜湎51kPromC79622.593065.6

19、1725.9727B0.D000X20735235i：LD2S9gi25.36274UDooriR-&quared0.56833GMendependentvr1393B4.6AdiustsdR-squared0.066831S.D.dependsnivr51705.05S.E.ofregresaicinAkaik&infotnlerian21.21900Sumsquaredresid106E-rO9Schwarzcrrtenon21.31053LagIlHellhDDd-24?.O27fiHannan-Quinncrrter.21.24-463Fsraflgtn：532597Durbln-WH

20、isonstar0.3037T4Prob(F-glartJ3llc)D.DDDUODEquation:HTHTLEDlortafile:UITTITLED:.口冋岡Mew|Poi:|OtjedJPrintFJamulFrEe|E丈jneteFoBuast:殳afcsRjcwthjependsntVariaDie:Method:L93G1squaresDate:05J18/14Time:00:33SamplE：19S53D07includedohservaticirDg：23Coefficient1rE-in-：rrs-fin:CB6422.424002.31821.593090.0D0OX31

21、.5554310.D9239510.02565Q.ODOOR-squarEdD.939293MeandependEnivar13936.6AdjustedR-cquarDdD.9364.Q2S.D.dependentiar517D5.05S.E.aTrearessian13039.29AKalHeinfocriterian21.B722&Sumsquaredregid357EH9Schwarzcrilenon21.07100Loglikelihond249.531DHannan-Quinnrribr.31.B971OF-slallGllc324.922Durbin-WaLsanstat2.12

22、1B03ProD(F-statSticD.OOOOQUrMEquation:UNTITLEDTorkfile:UFTITLED:-石區(qū)|枷ewFocobject|iPrirfefNeme)FreezeEstiniatBForecest|StatsJlResdsDepenjentvadabe丫IjlfrcIP?=tr-iurxData:05/18/14rima:08:34Sat(:I-QM2007Inclccc3a?-atidi:2iCoefficieniStd.Errort-Statiatic5C7929B.273DD5.16226.38735O.LILILILIK413.1908805080

23、5225.96363rijjrinnR-squar&dD959783dppAndPrilvar139364.EAdjustedR-sqtiared吐比|_S.D.dependentrar61706.06S.ofregressionD1DB.512.-kaikeinfocriterion2-.17441SomSEiLiarEd已sid17SE+09Schwaizcriterion21.27315LoglikBlihoijd-241.5057HanriarrQuinncriter:21.19924r-stalistcB74.1099Durtoin-Watsonstai0.315927Proh(F-

24、stati5lic)D.000000Equation:UITITLEDTorkfile:HKTITLED:.J回燮山色w|prmCibject|PnntMani旦Frees旦|E*rnatEl=or旦防吐寶乳幼尺曲花JDependentVariable:YMethod:LeaslEquaresate:05/10f14Time:08:3-1Sample19852DOTincludedobservationG：23匚口enicl&ntstdErrort-siangucProb92366.3D5508.5491.952450.3CCCX510.398040638213.51473o.aoooR-sq

25、uared0.696861hl已自idependentvar139364.6Adju血dR-squard0.S919TDS.D.dependentvar51705J35S.E.ofrggressian16994.34Akaikpinfocriterion22.40209Sumsquaredresid6.06E09Schwarzcriterion22.50063LogUkAilhQQd-255624DHannedulrwicrllAr22.42692Fslatistc182.6479Durhin-Watsonstat0.266940ProbfF-statistic)0.00000DEquatio

26、n:UiriTLEDVarkfile:UirTITLED:.崗何網(wǎng)YiBM|Proz|Cibj日nt|Print曲耐|仔驅(qū)日|任曲口日怕丘怕1:5潔13|喝也|Cependen1Variable:Vruieihod:LeastsquaresDale:05J10/1-1Time:D0:35Sample:1905200?Includedobservaliona:23Coefficient3td.Errort-StatsticProb.C66947.703913.09817.1D862D.OODOX0673.005830.237152242294OODQR-squared.959907Meandep

27、endentvar13936.6AdjustedR-squared0.957990O.D.deperiden!var51705.D5S.E.oTr&gr&sslcm1D59660AkalksiriTocrllHon21J5T39Gumsquaredresid2.36E+Q9Schwarzcritsrian21.56613Laglikelihood-244.7600Hannan-Quinncrtter.21A&223F-stalistic502.7002Durbin-Watsonstat0.2924D7Prob(F-stallstlc).0DQD00EquErtion:UNTITLEDTorkf

28、ilc:URTITLED:.匚叵區(qū)聲LPccob：hiitpri|Marn.FuE.Ehtimia圧Fuwi：日朮幻iRwidhDopendentVariable:YMethodLeastSquaresDate:05/1Bf14Time:08:36Sample:19852DflTIncludedobservations:23CoefficientFlIFiiiil-nlni-.lii.=iLr.-1isaair2S2514.T-4.207379o.oooa：-710332.304111.1324.7024270.0001R-squared0512906Meandependentxigr1393

29、64.BAdjustedRsqusaredO.40S711S.D.dependentr51705.05S.E.ofregression3B935.25AkaIksinfotritsnon23.9546BSumsquaredre3id2.CCE10Schwarzcriterion21.05340Laglikelihood-23.4786HannarvQmnncmar.23.97949F-hi-.liI7F?DurbirrWatsonstal0.665732Prab(F-atatistic)ULUJlz-通過上面7個(gè)圖進(jìn)行對(duì)比分析，依據(jù)調(diào)整后可決系數(shù)R2最大原則，選取X1(R2=0.969514)

30、作為進(jìn)入回歸模型的第一個(gè)解釋變量，形成一元回歸模型。第二步：逐步回歸。將剩余解釋變量分別加入模型，結(jié)果如下：Equation:HVT1TLEDlarkfile:OTTITLED:.口IEVwljPrcicIlobircPrinl：|M=nic|Frri5Ee|低tiiDatuJFcrrca3tj5tal：5JResicfeDependsntVariable:Yhlelhad:LeastSquaresDaie:D5/18fi4Time0841Sample19552DOTIneludedDbserratiDns:23CoefficiEntSidErroriSialiEticProb.C83S31.

31、J2274G.43830523690QOODH166390531.0913773.51059300022H2-5930B-111.099004-3.12313200054R-squared09804-10Weandependentvar139364.BAdjustedR-squared0976404S.Ddependentvar5170505SE.ofregression7564.339Akaikeinfocrilerion20.02667Sumsquaredresid1.15E1-09Schwarzcriterion20.97477Loglikelihood-2365067Hannan-Qu

32、inncriter.20.06391-hhifii:501.2300Durbin-Watsonstat0.4731570000000FMlEquation:HBTITLEDVorkfile:UHILTLEDi:IEVicw|ProcObject|Prinfc|rBJomeiFreeacJKrmote|ForecastJStiis|Re5i)DependerdVariable:VMethod:LeastSquaresDate:05/10J14Time:09:41Sample:I9B52UO7includsdabseiYatlons:23CuemcientStd.Errort-Statlstii：

33、FYOb.cSD927.773B307392S.69D2JD.DOOD:105512D701026625358B07D.DOODK304346B2023752618307050.0821R-squared0.976077Meandependenlrar139364.6AdiListedRsquared0J372686S.D.dependentvac-51706.05S.E.oTragraGslon0551.1D5Akaikeinfocriterion21.05895Sumsquaredrosld1.7ED9Schwarzcrlterlon2121705Loglikelihood-239.293

34、0Hannari-Quinncriter.21.1D62DF-statistic391.2352Durfaln-Watsonstat0.693536Prnb(F-Eiaiisiir)0OQOODaSEquatLon:DBIITLEDVozkflie:UiniTLED:|W陰|Prodi由&|丘伯上|l齊司|Free甜|lEwmabe|Faree吐匡就日艮Bad貝DependentVariahI已：Melhod:LeastSquaresDa1e：ri5J16fl4Time:03:42Sample:19852007Includedbsen/aiinns:23G79751.003041.0B226.

35、217550.0000XI0.500330.5108B30.0355320.3355Xe-一.35U4iurLbLUR-squared0971191Weandependenlvar-ipif-inAdjualedR-squared0966310S.Ddependentvarn17irr：S.E.ofregression9204351Akaikeinforiterinn21.21335Sumsquaredresid1.時(shí)ET9Behwars匚怕“口仃21.36196Loglikelihood-240.9593Hannan-Quinncriter.21.25110F-tatis1lc337.1H1

36、Durbln-Walsonstat0.317B30Prob(F-stHUstlc)O.ODOUQUCoefflclentSid.ErrorL-StatisllcProb.Equation:miTLEDlorkfilc:UniTLED:,.二叵天|uiHvjFrac|ctiiectJpnnt|jrJare|Fr6ezeEstimate|ForEcaEt|.5tat|flesldDependsntVariable：Melhod:LeastSquaresale:05Jian4Time:D8.4.2Sample19652007includddobeervallong：23CDeficientStd.E

37、rrort-Ststi&iicProb.C30538.04.2572.59831.30635a.oodoXI10515300.1199009770351onoooX5-5.02BS7T1.S54159-2.7111360.0134R-squaredQ.97B721Meandependsntvar139364.6A(HustedR-squared0.975593s.D.dependemvar517D5.D5S.E.ufegression7010.599Akaikeinfocriteri口r20.91000sumsquaredreBid1.25E4Q9scnwarzcritericm21.D59D

38、1Loglikelihand-2374.754Hannan-Quinn匚ritEr.2054315F-statlsllc59.9373Durtiin-WatsonstatD.6D4179PrDb(F-stadiElic)i00D000Equation:UHTITLEDTozkfilc:UHTITLED:.匚叵岡卜陰片皿-ObjectPi-ntMmmeFriegse.花址詐由圧才比泌國弧版囲出-DependentVarabe:YMethod:LeastsquaresDate:05/1B/14Tine03:43Sample:19862007Iihhirpdrii；prtiiT尸Cuefficien

39、t3:dEirer1-Statistic-ob(:6514375msassTMkMlXI1.0D74770.3472002.901721U.LI088：ar51705.05S.E.ofregreGGion0108.869Akaikpinfocriterion21.19299Himsqia-pdrefill1.66E+09時(shí)麗|九怕-|葉2134110Luqlidlihjul-240.7194Harnan-Qurincfiler.21.23024FstatistiE944.4290DurbirrWatsunstat0.365012Prob(F-tatistciD.ODOOOOEquation:U

40、BTITLEDVarkfile:DHTITLED:.回1岡|View|Pro匚|Object|PrintriamcFreezeEstindtc(Forc匚StntsRcskdsDe卩enjEn:Va-icbe、Mclhoc:LcastCLa-CjDate:05/18/14Kime:03:43Sample:108520C7ircludedobse-vations:jjC-Ltiinutrr.8LJ.ErurL-S.a.iizLiL：Fuj.：7134548.20.749890-013.4355102054.5L318336LL04194917.876171521.615-0.53+507D.20

41、23D.DOODD.596BR-squaredi：L97131QMeantiependentvar199364.BAdjustedR-squared0.960441y.D.dereidentvar5105.05S.E.ofregression9185.319Akaikeinfocriterion21.20971turnsquaiej-esd1.69E+D9bciwsrzernenon21.35782Loglikulihuod240.911GHanrian-Quinncriter.21.24696F-s.d.iilii;338.5541Durbin-Watsonslat0.37D31DP-nhi

42、F-=：A：i-：tir-)DDOOODO經(jīng)比較，可以發(fā)現(xiàn)加入X2、X5、X6、X7后參數(shù)的符號(hào)與預(yù)期相反不符合經(jīng)濟(jì)意義，且t檢驗(yàn)部顯著。而加入X4后變化并不顯著，只有加入X3后修正的可決系數(shù)有所提高，而且參數(shù)符號(hào)的經(jīng)濟(jì)意義合理，而且參數(shù)的t檢驗(yàn)，在a=0.1,t(0.05,15)=1.753時(shí)顯著，所以保留X3。再加入其他新變量逐步回歸。Euua-tion:UKTITLEDTorkflie:UNTITLED:枷ew|Foc|object|PrirJtNeme(Frseze|E曲mmtmForecastpta回RssickIDependentvariable:YMsthad:Leastsqua

43、resDate:06/1Sfl4Time:08:66Gampls:19862007IncludedDbservations:23Coefficieni3td.Choit-Statiatic5cB3B97.25Hz5.95130.77724O.LILILILIK1581705720097372.8944360.0093X3D252D35D2201381/144B9BD.2BB5X2-5.21DB231-2.E22B24D.mE7RsquaredD.981702Meandspandsnlvar139364.6.Adjust已dR-squarEdD.978813S.D.dependentvar517

44、05.05S.E.ofregression7526.000Akaih遲infocriterion20.94691Sumsquaredresid1.00E+O9Schwarzcriterion21.04439Loqlikelihnnri-235.7395Hannan-Quinncriter.20.89657F-stallslic339.7883匸Jurbln-watsonstal0.585884p-it(F-statlsllc)irrrrrrEuua-tion:UKTITLEDTorkflie:UiniTLED:口回區(qū)師eviFocObjectPrirtNmefreeze|EftimatB|Fd

45、陽匚mst|StatsRfistl51Dependentvariable:YMethod:LeastsquaresDate:06/18/14Time:08:66SamplB：19852007IncludedDbseivationg：23Coefficieni3td.Errort-3ta1isticProb.cBDB77.082934.0592.496750.0000lD337063D493946068238805032D433D77D24247B1.7BED4BD.agm3B7379DB731118D.443E7ED.BB23RsquaredD.975333Meandspandsnlvar19

46、9964.6.Adjust已dR-squaredD.971436S.D.dependentvar61706.05S.E.ofregression073B.36BAkaih遲infocriterion2-.14560Sumsquaredresid1.45E09Schwarzcriterion2-.34300Loglikelihnnd-239.1744Hannan-Quinncritei21.19527F-stallsUc25D.4150E)urbln-walsonstal0.697040P-it(z-sNi-;ii:)D000000EqualLon:HVTITLEDTorkfile:HKTITL

47、ED:.矍lxJlew|Pracobject|PnntlMafifteFreezE|EfibmatE|FcreraststatRes1dDependentVariable:YMethod:SquaresDate:06/1B(14Time:08:57Sample19852DQ7includedohsarvationG：23CoeniclentstdErrort-smsucProbc81D00.322592.22231.24744O.OOOOX10.S9530BD1849454.BaQ9530.00010.25776B0.2330951.1D58390.2826：-c-4.26255B1.9691

48、95-2.1646190.043-1R-squared0.990007Meandependent-.o139364IMustedR-squared0.976651S.D.dependentvar51705.05S.EorregressionT86S.8SBAkaikinfocmerlon20.93543Sumsquaredresid1.18E409Schwarzcriterion21.13290Loqlikelihood23B.7581Hannan-Quinncriter.20.96515F-siausuc31D4495CurbIn-Watsonstat0.761915Probfl-stati

49、stic)LI.000000Equalion:UKTITLEDTorkfile:UFTITLED:-更岡QbjectPrirJtNamefFreeaeE曲mmtmForecast(StatsJResid5Dependentvariable:YMsthad:LeastsquaresDate:06/1Sfl4Tims:08:68Gampls:19862007IncludedDbservations:23腳nn腳nn出aa叵I區(qū)Coefficieni3td.Choit-Statiatic5CB234D.877D7324811.04117O.LILILILIK10.63716104065781.5671290.1336X3D41524BD2593E11.ED1D45D1259XS-72527D33313331D.21BB91D.B291RsquaredD.975H0Meandspandsnlvar-3936-1.6.Adjust已dR-squarEdD.971214S.D.dependentvar51705.05S.E.ofregressionB772.454Akaih遲infocriterion21.15339Sumsquaredresid1.46E+09Schw