我國主要城市職工平均工資高低影響因素分析

1、PAGE PAGE 74我國主要城市職工平均工資高低影響因素分析一、前言亞當斯密國富論中說：“一國國民每年的勞動，本來就是供給他們每年消費的一切生活必需品和便利品的源泉。”一個勞動者的工資，要用來養(yǎng)家糊口，廣大 HYPERLINK xxchinadailyxx/hqcj/fxpl/2010-06-11/content_442884.html 普通勞動者拿著低微的工資，我們千萬不要低估了民生之艱辛。且不說勞動群眾的體面勞動應首先體面在工資上，其實在一定程度上，工資水平直接關系到普通勞動者的生存狀況，關乎到他們的生活尊嚴。我國改革開放以來，隨著經(jīng)濟的發(fā)展，稅收和財政雙增長，卻未曾有效發(fā)揮“二次分配

2、”的平衡作用，社會公共性支出偏重建設投入，忽略勞動群眾生活減負。今天城市越來越漂亮，老百姓的日子未必越來越體面。面對物價飛漲，老百姓的荷包難免底氣不足；上學難、買房難、看病難的“新三座大山”壓得老百姓難以喘氣，廣大普通勞動者的生活水平下降了。現(xiàn)在，我國已經(jīng)成為世界上貧富差距最懸殊的國家之一，我國基尼系數(shù)自1984年突破國際警戒線達到0.434后，收入分配差距仍有擴大之勢。這是一個多么危險的信號，我們?yōu)榇艘呀?jīng)并將繼續(xù)發(fā)生一系列社會問題，嚴重影響著社會的穩(wěn)定和諧。因此我們有必要解決定工資高低的因素。二、理論背景1.性別比。性別比是指族群中男性對女性的比率。中國已經(jīng)成為世界上出生性別比失衡最為嚴重、

3、持續(xù)時間最長的國家?，F(xiàn)在越來越多的女性有時間和精力從事社會生產(chǎn)活動然而經(jīng)濟上剛剛獲得獨立的流動婦女，在職業(yè)進入、工作性質(zhì)、工資收入和工作評價等方面遇到明顯性別差別和性別等級化。2.地區(qū)人均教育經(jīng)費。教育經(jīng)費是指中央和地方財政部門的財政預算中實際用于教育的費用。中國的教育經(jīng)費占國民生產(chǎn)總值的比例長期嚴重偏低。平均而言，受教育程度每提高一個層次，工資水平就上升200多元，因此受教育程度與工資的高低密切相關。3地區(qū)人均生產(chǎn)總值。地區(qū)生產(chǎn)總值（GDP）是指一個地區(qū)所有常住單位在一定時期內(nèi)生產(chǎn)活動的最終結果，它反映的是一個地區(qū)在一定時期內(nèi)新創(chuàng)造的價值總和，是代表一個地區(qū)經(jīng)濟實力的總量指標。從分配角度看，

4、它包括勞動者報酬、企業(yè)上繳的稅金、企業(yè)提取的折舊和企業(yè)利潤。因此一個地區(qū)生產(chǎn)總值的高低直接決定著勞動者工資的高低。4第三產(chǎn)業(yè)就業(yè)比例。我國將國民經(jīng)濟各行業(yè)劃分為19個大的門類，歸屬于三個產(chǎn)業(yè)，其中第三產(chǎn)業(yè)包括交通運輸,住宿餐飲業(yè)，房地產(chǎn)業(yè)，金融業(yè)等，第一、二產(chǎn)業(yè)是第三產(chǎn)業(yè)發(fā)展的基礎，第三產(chǎn)業(yè)為第一、二產(chǎn)業(yè)的進一步發(fā)展創(chuàng)造條件，藍皮書指出，從未來我國經(jīng)濟增長和產(chǎn)業(yè)結構變動的趨勢看，工業(yè)就業(yè)比重上升的空間已經(jīng)較小，而我國第三產(chǎn)業(yè)擴張的空間很大，必須通過加快第三產(chǎn)業(yè)的發(fā)展，來帶動第三產(chǎn)業(yè)就業(yè)比重的上升，從而帶動城市化水平的提高。5私營企業(yè)就業(yè)比例。7月16日，國家統(tǒng)計局發(fā)布2009年度在崗職工年平均

5、工資調(diào)查報告。根據(jù)該報告，2009年全國城鎮(zhèn)私營單位就業(yè)人員年平均工資為一八199元，而國企在崗職工年平均工資為35053元。如今，私營企業(yè)工資偏低是一個普遍現(xiàn)象。這是由多種因素造成的。一個企業(yè)要不斷運轉、發(fā)展壯大，需要獲得足夠的盈利水平。要想私營企業(yè)的員工福利有進一步提高，就必須要設置有利條件充分扶植中小私營企業(yè)。譬如減免稅、放寬民營經(jīng)濟準入的門檻，使得私營企業(yè)也能平等地享受到在生產(chǎn)經(jīng)營方面的國民待遇。三、模型的建立與選擇本模型是對我國東中西部31個主要城市職工平均工資與主要影響因素之間的定量關系進行研究。模型中的被解釋變量為Y地區(qū)平均工資模型中解釋變量為：X1 性別比（女=100）X2地區(qū)

6、人均教育經(jīng)費（元/人）X3地區(qū)人均生產(chǎn)總值（億元/萬人）X4第三產(chǎn)業(yè)就業(yè)比例（%）X5 私營企業(yè)就業(yè)人數(shù)比例（%）最終選取模型形式為：數(shù)據(jù)的來源與分析1 數(shù)據(jù)來源：中國國家統(tǒng)計局中國統(tǒng)計年鑒20102 引入數(shù)據(jù)：平均工資性別比地區(qū)人均教育經(jīng)費人均生產(chǎn)總值（億元/萬人）第三產(chǎn)業(yè)就業(yè)比例私營企業(yè)就業(yè)比例地區(qū)YX1X2（元/人）X3X4（%）X5（%）北京56328103.382405.4776.一八762872.519.79351天津4174897.211409.1066.27589344.08.171769河北24756103.96630.10642.31635826.54.027862山西25

7、828102.93776.95082.05039333.03.676762內(nèi)蒙古26114105.21836.87353.52178632.74.076678遼寧27729100.92955.44423.7一五67741.26.698032吉林23486102.37780.21022.48110835.43.650329黑龍江23046102.287一五.37532.17049833.03.698969上 海56565100.一八2286.6897.33837155.227.一五97江 蘇3166795.071108.8964.一三558934.716.76631浙 江34146103.62一

8、三78.6284.3686635.314.79492安 徽26363105.33562.56321.49554728.33.255094福 建25702101.24921.8一八13.17199233.36.442841江 西21000104.56647.73831.47701131.94.763636山 東26404100.一三722.3373.2994931.05.3一五788河 南24816102.27582.67021.959一八324.42.20596湖 北22739102.88645.94782.05369340.13.542287湖 南24870107.10657.73741.8

9、0702830.43.7一三166廣 東33110105.091124.7643.74019938.28.406329廣 西25660109.21572.86451.5378924.82.792774海 南2一八64109.81887.56511.8一五29334.94.742389重 慶26985101.678一三.57292.34334336.35.762592四 川25038102.646一五.60421.57472633.14.193905貴 州24602108.21545.81090.87889236.31.711168云 南24030108.30606.97891.04365225

10、.13.935725西 藏4728094.651465.3721.37972133.93.937282陜 西25942102.79758.97651.95712732.54.059011甘 肅24017102.39636.4111.2085132.82.3一三441青 海30983101.61826.6961.73465634.25.556558寧 夏30719103.711031.221.87260630.14.808237新 疆24687103.14899.50881.95232834.73.6840623 變量間的基本統(tǒng)計數(shù)據(jù)YCX1X2X3X4X5 Mean29297.551103.0

11、277929.3522.6730635.一五4446.376035 Median258281102.88780.21022.05039333.34.076678 Maximum565651109.812405.4777.33837172.527.一五97 Minimum21000194.65545.81090.87889224.41.711168 Std. Dev.9一三3.84703.519036453.一五481.5973779.1435165.667149 Skewness2.0072 NA -0.326812.0676721.4722672.50一五212.345119 Kurtosi

12、s6.10339 NA 3.52一三一三6.9034954.47680210.64127.932394 Jarque-Bera33.25581 NA 0.90285241.7703614.01616107.748759.83884 Probability0NA0.63671900.00090500 Observations313131313131314變量間的相關系數(shù)表YX1X2X3X4X5Y 1.000000-0.450795 0.948775 0.748970 0.767333 0.787958X1-0.450795 1.000000-0.388176-0.408625-0.238629-

13、0.336701X2 0.948775-0.388176 1.000000 0.828547 0.85一八70 0.869468X3 0.748970-0.408625 0.828547 1.000000 0.745703 0.8548一八X4 0.767333-0.238629 0.85一八70 0.745703 1.000000 0.732510X5 0.787958-0.336701 0.869468 0.8548一八 0.732510 1.0000005.變量間的協(xié)方差YX1X2X3X4X5Y 80735965-14022.21 3800344. 10575.12 62016.96 3

14、9471.24X1-14022.21 11.98414-599.0443-2.222875-7.430521-6.498一八4X2 3800344.-599.0443 198725.1 580.4041 34一五.803 2160.849X3 10575.12-2.222875 580.4041 2.469303 10.540一三 7.488676X4 62016.96-7.430521 34一五.803 10.540一三 80.90699 36.73256X5 39471.24-6.498一八4 2160.849 7.488676 36.73256 31.080566. 樣本數(shù)據(jù)的散點圖Y和

15、X1 Y和X2、Y和X3 Y和X4Y和X5模型的估計與分析1 模型的回歸分析CX1x2X3X4X5R2F合格五元38725.03*-243.708323.55989*-481.3728-108.461-174.80060.91949657.10904四元40933.69*-260.829822.22361*-766.9841-95.770230.91736672.1601640695.8*-281.041621.69739*-626.4827-146.33890.91653271.3740435899.23-216.378523.35461-125.6一五6-250.52420.9179417

16、2.7112967427.05-552.39一八5.0979454一三.3127664.7720.739094一八.4一三一五一三529.6324.68757-244.7737-146.6692-214.0990.91267967.93808三元42383.95*-291.925720.74295*-855.74320.9一五0196.8945436925.52-2一八.126320.54194-120.7690.91205193.3323437260.01-251.76221.01428-243.67一五0.9一三76595.3665264391.67*-554.41231642.20250

17、1.667*0.69674620.67805合格69260.97-472.87661一三3.909897.89*0.669625一八.2417867459.91*-552.71254一三.5446*665.6592*0.73909325.4951114075.42*23.12319*-579.5241-一三4.21640.90943290.3727210829.6422.27222-400.388-一八2.0210.90694987.72091一三529.44*24.50904*-一五3.5952-252.47830.91225393.568一五9948.074*632.1697381.381

18、*666.91280.91225393.568一五二元38208.17*-252.一三5一八.36358*0.908一八8一三8.484965401.36-451.0083876.635*0.58610819.8252580635.一三*-736.751698.8582*0.66478427.76406合格77868.91-543.0081一五6.4360.65968327.一三8111497.04*21.10169*-677.2720.904571一三2.706614381.6921.68366-148.9380.906271一三5.36710614.3121.77882-244.一八80.

19、905775一三4.586691.9612276.866*469.9037*0.659一八727.07829合格19379.911601.257884.一五220.64199525.105579879.907409.8688785.56210.69889532.49534合格一元149846.6-1170.0640.2032177.39634合格1一五24.9719.123620.900173261.503合格17849.814282.6330.56095637.05266合格2350.604766.52160.588841.5253合格21200.21269.9660.62087747.49

20、236合格(一)我們首先選取五元模型來觀察其是否存在異方差，自相關，多重共線性。這樣我們的模型就是:Y=38725.03-243.7083X1+23.55989X2-481.3728X3-108.4610X4-174.8006X5+e （2.2一三978）(-1.455020)( 7.484865) (-0.695003) (-0.959491) （-0.8一三372）DW=1.997580F=57.10904進行自相關,異方差檢驗按X1 排序按X2排序按X3排序按X4排序按X5排序 DW1.9272600.9569281.3745161.3722701.3一八296按X1排序按X2排序按X3

21、排序按X4排序按X5排序大594284662一五45202547595585235376947243350小45一三04481034850722374292178458948360855F-statistic1.31682.081962.447432.933665.5605F臨界值4.284.284.284.284.28是否存在異方差否否否否是我們用DW檢驗法來對自相關問題進行檢驗。經(jīng)查表可以得到DW（31，5）的上下界分別為(1.09，1.83)。存在正的自相關的區(qū)域為0，1.09；不存在自相關的區(qū)域為1.83，2.17；存在負的自相關的區(qū)域為2.91,4,其余為不能確定區(qū)域。按X2排序處理

22、自相關 Ls y c x1 x2 x3 x4 x5 ar(1)Dependent Variable: YMethod: Least SquaresDate: 11/25/10 Time: 19:04Sample(adjusted): 2 31Included observations: 30 after adjusting endpointsConvergence achieved after 8 iterationsVariableCoefficientStd. Errort-StatisticProb. C44619.43一三一五6.173.39一五220.0025X1-309.42991

23、27.3983-2.4288380.0234X224.248173.0789237.8755370.0000X3一八8.4362470.47100.4005270.6925X4-一三3.433995.39一八2-1.3987980.1752X5-338.4837一五3.0025-2.2122750.0372AR(1)0.5468300.1635843.3428一三0.0028R-squared0.949946 Mean dependent var29454.07Adjusted R-squared0.936889 S.D. dependent var9247.6一三S.E. of regres

24、sion2323.一八4 Akaike info criterion一八.54023Sum squared resid1.24E+08 Schwarz criterion一八.86717Log likelihood-271.1034 F-statistic72.75082Durbin-Watson stat2.一八0040 Prob(F-statistic)0.000000Inverted AR Roots .55定義新變量：genr yd=y-y(-1)*0.546830genr xd1=x1-x1(-1)*0.546830genr xd2=x2-x2(-1)*0.546830genr xd

25、3=x3-x3(-1)*0.546830genr xd4=x4-x4(-1)*0.546830genr xd5=x5-x5(-1)*0.546830genr c1=1-0.546830補第一組數(shù)：genr yd=y*(1-0.5468302)0.5genr xd1=x1*(1-0.5468302)0.5genr xd2=x2*(1-0.5468302)0.5genr xd3=x3*(1-0.5468302)0.5genr xd4=x4*(1-0.5468302)0.5genr xd5=x5*(1-0.5468302)0.5genr c1=(1-0.5468302)0.5新產(chǎn)生數(shù)據(jù)：obsXD5

26、XD4XD3XD2XD1YDC11 1.432665 30.39194 0.735847 456.9767 90.59814 20597.87 0.8372442 2.319376 8.450071 1.014942 264.0974 46.一五753 12909.89 0.4531703 1.012791 9.324711 0.720080 265.2381 51.61240 11243.92 0.4531704 0.678787 10.83862 1.1一八219 269.4107 42.55070 10784.34 0.4531705 2.729440 11.75735-0.027688

27、 288.3574 52.37570 10459.87 0.4531706 2.041732 19.37457 1.004026 283.6899 43.4一八31 1一八97.68 0.4531707 1.734509 8.399927 1.455251 293.4756 47.83337 11064.47 0.4531708 0.110885 一八.30900-0.058144 291.8499 45.54一五5 10479.68 0.4531709 2.277228 22.16398 1.392843 297.9392 46.89008 9605.784 0.45317010 2.826

28、607 9.972117 0.353990 294.5147 48.302一三 8565.633 0.45317011 1.108267 12.95612 0.999354 303.5347 49.92346 一三386.57 0.45317012 1.668498 16.37637 1.一八2361 355.7048 43.71451 9446.338 0.453170一三 3.293081 12.95461 2.112597 331.1483 44.20023 一三801.76 0.45317014 1.一五2179 一五.54827 0.一五2867 363.9810 48.03591

29、1一五03.50 0.453170一五 1.457173 一五.22802 0.980177 361.9197 46.72一三4 11642.14 0.45317016 1.639765 17.35461 1.359892 355.3502 46.08479 9362.475 0.45317017 3.766483 16.94222 0.986599 386.9306 45.69101 14142.一五 0.453170一八 2.405400 14.35007 0.453246 381.8099 46.0一三79 16226.79 0.45317019 1.038一八5 一三.99841 2.

30、573224 384.81一三 49.64660 9171.566 0.45317020 2.5一三一三9 17.0一八66-0.110525 429.9376 52.27802 7584.081 0.45317021 1.090781 一五.6一五63 0.959671 414.1616 43.09260 12731.11 0.45317022 4.428285 14.32500 2.104400 429.9397 44.83995 12202.41 0.45317023 3.174893 22.99056 1.981一三7 451.3664 45.55893 一三674.38 0.4531

31、7024 1.145552 7.570604-0.一五9238 508.7544 48.52392 一五555.95 0.45317025 14.一三702 一八.24042 3.11一五92 544.9940 38.35826 14868.93 0.45317026-0.761992 19.22500 1.478735 5一八.3864 53.10287 一五793.53 0.45317027 10.19809 14.41109 2.323407 763.5733 46.一五364 16040.46 0.45317028 0.081463 24.69690 3.886979 655.2309

32、 40.54748 23075.94 0.45317029-0.531286 9.839480-2.052126 694.8306 41.49266 24450.94 0.45317030 25.00668 36.66246 6.583898 1485.380 48.42254 30710.88 0.45317031 4.941771 42.31498 2.174787 1一五5.047 48.59857 25396.56 0.453170對調(diào)整后的數(shù)據(jù)再進行自相關和異方差的檢驗按XD1 排序按XD2排序按XD3排序按XD4排序按XD5排序 DW2.2149一八1.8638951.372043

33、1.7817192.020441按XD1排序按XD2排序按XD3排序按XD4排序按XD5排序大5559447752982533394296063556902247605557小2873909520681258258一三5003一五7704139347497F-statistic1.934452.56一八61.527481.12641.20988F臨界值4.284.284.284.284.28是否存在異方差否否否否否按XD3排序再處理自相關Ls yd c1 xd1 xd2 xd3 xd4 xd5 ar(1)Dependent Variable: YDMethod: Least SquaresDa

34、te: 11/25/10 Time: 19:29Sample(adjusted): 2 31Included observations: 30 after adjusting endpointsConvergence achieved after 45 iterationsVariableCoefficientStd. Errort-StatisticProb. C13一五80.一五14073.832.2438910.0348XD1-一八2.6976一三2.9503-1.374一八00.一八26XD217.687704.7019363.7617900.0010XD3639.6633658.33

35、040.9716450.34一三XD4-6.27407299.71661-0.0629190.9504XD5-254.5682一三3.4401-1.9077330.0690AR(1)0.2417090.1981221.2199990.2348R-squared0.851078 Mean dependent var一三797.55Adjusted R-squared0.812229 S.D. dependent var5一八3.359S.E. of regression2246.084 Akaike info criterion一八.47273Sum squared resid1.16E+08

36、Schwarz criterion一八.79967Log likelihood-270.0909 Durbin-Watson stat1.776一三9Inverted AR Roots .24定義新變量：genr ydd=yd-yd(-1)*0.241709genr xdd1=xd1-xd1(-1)*0.241709genr xdd2=xd2-xd2(-1)*0.241709genr xdd3=xd3-xd3(-1)*0.241709genr xdd4=xd4-xd4(-1)*0.241709genr xdd5=xd5-xd5(-1)*0.241709genr c2=c1-c1(-1)*0.2

37、41709補第一組數(shù)：genr ydd=yd*(1-0.2417092)0.5genr xdd1=xd1*(1-0.2417092)0.5genr xdd2=xd2*(1-0.2417092)0.5genr xdd3=xd3*(1-0.2417092)0.5genr xdd4=xd4*(1-0.2417092)0.5genr xdd5=xd5*(1-0.2417092)0.5genr c2=c1*(1-0.2417092)0.5新產(chǎn)生數(shù)據(jù)obsYDDXDD5XDD4XDD3XDD2XDD1C21 23725.94-0.5一五533 9.547727-1.991278 674.2280 40.2

38、6235 0.4397332 9645.938 1.273969 5.1923一三 0.336780 340.8076 38.494770.7277083 3824.068 2.236249 一五.一八878-0.072036 306.9670 40.54935 0.3436354 8646.536-0.496563 14.19544-0.031429 一八7.9301 32.90549 0.3436355 7926.835 2.702638 7.33一八97-0.0一三634 217.8146 41.36789 0.3436356 8975.257 0.492448 12.70641 0.一

39、五9559 294.2824 35.37624 0.3436357 5785.一三3 2.5481一五 6.2一三960 0.317041 206.5372 36.69142 0.3436358 14一五6.40 1.722一八3 11.93972 0.367683 310.6231 34.33873 0.3436359 7321.759 0.43一三84 5.856170 0.610526 172.9512 40.49045 0.34363510 17880.11 1.一八7864 28.一三808 0.561797 392.8663 78.122960.34363511 7752.419

40、0.744494 8.269626 0.78一八11 303.7062 21.194210.34363512 8564.9一三 1.193521 11.45359 0.748216 261.8一三1 36.30548 0.343635一三 1一三28.14 3.414271 一三.26147 0.749681 299.45一三 34.39804 0.34363514 9968.285 0.197874 8.861036 0.760884 210.0101 38.87953 0.343635一五 8662.021 1.773854 16.24296 0.762473 210.3229 31.35

41、一三6 0.34363516 10034.11 1.825871 3.767064 0.772260 195.5270 35.66293 0.34363517 7663.906 0.1一八173 8.796一五8 0.872898 205.5760 31.39401 0.343635一八 6839.665 1.504429 一三.75658 0.912077 290.5858 33.42962 0.34363519 7079.210 1.236474 一三.39629 1.074104 269.3732 35.5一八60 0.34363520 7342.789 1.880882 17.9692

42、1 1.064145 212.0478 35.75097 0.34363521 8742.666 1.一八4082 3.042695 1.1一八588 221.4610 36.49962 0.34363522 一三119.一五-1.一八1239 17.19466 1.126988 447.4507 41.54112 0.34363523 9856.936 3.359074 一八.34371 1.6237一三 326.0677 32.72349 0.34363524 8897.一八8 3.660885 8.767973 1.625542 320.8404 33.82795 0.34363525

43、10852.32 2.222724 9.492129 1.603944 227.2280 33.36201 0.34363526 22060.55 4.145804 39.一八374 1.664一五3 1075.005 37.91498 0.34363527 9901.881 9.003617 4.一八3一八2 1.797741 484.3881 34.40692 0.34363528 5294.443-1.426784 10.5一五12 2.011636 200.2488 38.49085 0.34363529 12652.08 一三.88608 14.85687 2.489620 451.

44、9816 26.35823 0.3436353019481.99-3.335582 20.28803 3.一三4879 523.5009 31.27594 0.34363531 25一三3.21 24.98699 30.69300 5.644380 一三27.004 38.62一八5 0.343635對新產(chǎn)生數(shù)據(jù)再檢驗異方差和自相關按XDD1 排序按XDD2排序按XDD3排序按XDD4排序按XDD5排序DW1.7360442.1937621.4339312.040812.169445按XDD1排序按XDD2排序按XDD3排序按XDD4排序按XDD5排序大49290786396128704093

45、28583520325132289337小426一五3323524806260971641293305429165636F-statistic1.一五661.68391.568482.72191.1071F臨界值4.284.284.284.284.28是否存在異方差否否否否否再按XDD3排序處理自相關：ls ydd c2 xdd1 xdd2 xdd3 xdd4 xdd5 ar(1)Dependent Variable: YDDMethod: Least SquaresDate: 11/25/10 Time: 21:06Sample(adjusted): 2 31Included observa

46、tions: 30 after adjusting endpointsConvergence achieved after 47 iterationsVariableCoefficientStd. Errort-StatisticProb.C245410.0312662.一三3.5862860.0016XDD1-309.52691一八.6230-2.6093330.0一五7XDD222.672704.一三42215.484一五40.0000XDD387.644一三712.68540.1229770.9032XDD4-87.6241185.98070-1.0191140.3一八7XDD5-316

47、.30601一三.3451-2.7906450.0104AR(1)0.2811010.2074371.3551一五0.一八85R-squared0.833650Mean dependent var105一三.00Adjusted R-squared0.790254S.D. dependent var4879.247S.E. of regression2234.597Akaike info criterion一八.46247Sum squared resid1.一五E+08Schwarz criterion一八.78942Log likelihood-269.9371Durbin-Watson

48、stat1.616073Inverted AR Roots.28定義新變量：Genr yddd=ydd-ydd(-1)* 0.281101Genr xddd1=xdd1-xdd1(-1)* 0.281101Genr xddd2=xdd2-xdd2(-1)* 0.281101Genr xddd3=xdd3-xdd3(-1)* 0.281101Genr xddd4=xdd4-xdd4(-1)* 0.281101Genr xddd5=xdd5-xdd5(-1)* 0.281101Genr c3=c2-c2(-1)* 0.281101補第一組數(shù)據(jù)：Genr yddd=ydd*(1- 0.2811012

49、)0.5Genr xddd1=xdd1*(1- 0.2811012)0.5Genr xddd2=xdd2*(1- 0.2811012)0.5Genr xddd3=xdd3*(1- 0.2811012)0.5Genr xddd4=xdd4*(1- 0.2811012)0.5Genr xddd5=xdd5*(1- 0.2811012)0.5Genr c3=c2*(1- 0.2811012)0.5新產(chǎn)生數(shù)據(jù)：obsYDDDXDDD5XDDD4XDDD3XDDD2XDDD1C31 22769.27-0.494746 9.162746-1.910986 647.0419 38.63890 0.42200

50、22-2845.3一八 2.381166 12.50490 0.487714 117.4409 29.23一五6 0.2200253 7571.586-1.125175 9.925862-0.011一八0 101.6414 21.50702 0.6311124 5496.285 2.842222 3.34一五44-0.004799 164.9873 32.1一八一三 0.2470395 6747.016-0.267266 10.64541 0.163392 233.0545 23.74768 0.2470396 3262.179 2.409687 2.642175 0.272一八8 123.8

51、141 26.74712 0.2470397 8019.732 0.557691 3.445563 0.247659 282.7498 28.一八077 0.2470398 11444.92 1.364069 10.48016 0.273014 214.8217 23.51782 0.2470399 一三900.73 0.703756 24.78一八1 0.458441 305.5498 68.47030 0.24703910 2295.642 0.097474-2.053472 0.452605 62.51606 一八.530010.24703911 6506.759 1.072259 9.

52、807411 0.576596 2一三.1964 24.92357 0.24703912 8920.536 3.078771 10.04一八5 0.539357 225.8554 24.19254 0.247039一三 6783.933-0.76一八81 5.一三3225 0.550148 125.8340 29.21020 0.24703914 5859.926 1.7一八232 一三.75211 0.548588 一五1.2888 20.42229 0.247039一五 7599.211 1.327239-0.798847 0.557929 一三6.4050 26.85003 0.2470

53、3916 4931.819 0.231239 7.210701 0.564727 248.7434 11.169330.24703917 5484.693-0.091105 6.47一五58 0.653一三0 120.2039 25.436290.247039一八 4685.334 1.471211 11.28397 0.666705 232.7982 24.60473 0.24703919 5420.一五3 1.457985 14.10222 0.807760 一三0.3639 26.35387 0.24703920 50一五.144 0.707756 8.345一三1 0.774972 2

54、09.7663 25.46897 0.24703921 6752.693 0.836508-0.723017 0.816656 145.7399 26.5一五30 0.24703922 10661.58-1.514085 16.33936 0.812552 385.1978 31.28104 0.24703923 7164.517 2.554772 4.658692 1.287147 101.4492 21.68476 0.24703924 6806.337 2.734264 一五.67546 1.172843 262.1937 23.34540 0.24703925 6126.394 2.7

55、16646 3.61一五39 1.1691一五 229.一八24 24.62934 0.24703926 19559.54 3.116726 36.71905 1.207212 984.8168 28.40591 0.24703927 3700.638 7.838227-6.831406 1.329946 一八2.2030 23.74899 0.24703928 2511.014-3.957710 9.339226 1.506289 64.08681 28.81903 0.24703929 11163.81 14.287一五 11.90106 1.924148 395.69一五 一五.5384

56、1 0.24703930 一五925.48-7.238974 16.11175 2.435044 396.4484 23.86661 0.24703931 19656.81 25.92462 24.99001 4.763163 1179.848 29.830一五 0.247039對新產(chǎn)生數(shù)據(jù)檢驗異方差和自相關按XDDD1 排序按XDDD2排序按XDDD3排序按XDDD4排序按XDDD5排序DW1.7360442.1937621.4339312.040812.169445在三次自相關處理后仍舊存在自相關按XDDD1排序按XDDD2排序按XDDD3排序按XDDD4排序按XDDD5排序大492907

57、8635一三178142663863583314835066963小357759172424438920306671一三53177119582673F-statistic1.12271.44912.10102.64811.79071F臨界值4.284.284.284.284.28是否存在異方差否否否否否三次自相關處理后仍舊存在自相關，選擇處理一次異方差（按XDDD4排序）：genr e=abs(resid)ls yddd/e c3/e xddd1/e xddd2/e xddd3/e xddd4/e xddd5/eDependent Variable: YDDD/EMethod: Least S

58、quaresDate: 11/25/10 Time: 22:19Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb. C3/E-1172.6581258.375-0.93一八830.3603XDDD1/E173.263260.380172.8695390.0082XDDD2/E20.084252.8682437.0022840.0000XDDD3/E-1684.965527.9142-3.1917390.0038XDDD4/E47.5103859.230390.8021280.430

59、0XDDD5/E4.068266146.5一三40.0277670.9781R-squared0.962622 Mean dependent var7.749716Adjusted R-squared0.955147 S.D. dependent var8.971628S.E. of regression1.900063 Akaike info criterion4.293636Sum squared resid90.25594 Schwarz criterion4.571一八2Log likelihood-60.55一三6 Durbin-Watson stat1.999539新產(chǎn)生數(shù)據(jù)：ob

60、sXDDDE5XDDDE4XDDDE3XDDDE2XDDDE1YDDDEE11 0.002955-0.002576 0.000501 0.068693 0.008954 1.395195 0.0003772 0.000900-0.0一八961 0.004179 0.577253 0.171100 21.19719 0.0092343 0.000746-0.000449 0.0003一三 0.076629 0.0一五084 4.269070 0.0005624 0.001743-0.00一五06 0.001701 0.3036一八 0.055239 14.06777 0.0020835 0.00