計量經濟學(練習題)答案

11......第章簡線回模2.1（）首先分析人均壽命與均GDP的量，用Eviews分：DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.CX1

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

有上可知關式為②關人均壽命與成人識字率的用Eviews分如專業(yè).專注

.22......DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.CX2

R-squared

MeanAdjustedS.E.regressionSum

S.D.Akaikecriterioncriterion

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

由上可知關式為③關人均壽命與一歲兒童疫苗種率的關用Eviews分如：DependentVariable:Y專業(yè).專注

.33......Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.CX3

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

由上可知關式為（）關人均壽命與人均模由可可系數為，說所建模型整體上對樣本數據擬合較。對于回歸系數的檢取查t布表得自由度為的臨界（紅色是自己加上的（

）對率系數的顯著性檢驗表，1人均GDP對均壽命有顯著影。專業(yè).專注

.22......②關人均壽命與成人識字率模由上可，可決系數為說所建模型整體上對樣本數據擬合較對于回歸系數的t檢（

，對斜率系數的著性檢驗表明成人識字率對人均壽命有顯著影③關人均壽命與一歲兒童疫苗模由可，可決系數為說所建模型整體上對樣本數據擬合較。對于回歸系數的檢：β3

對率系數的顯著性檢驗表明一兒童疫苗接種率對人壽命有顯著影。2.2（）專業(yè).專注

.......①對浙江省預算收入與全省生總值的模用Eviews分結果如：DependentVariable:YMethod:SquaresDate:Time:(adjusted):1Includedobservations:adjustmentsVariableCoefficientStd.t-StatisticProb.X

C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

②由可模型的參數斜率系數截為③關浙江省財政預算收入與全生產總值的模檢驗模型的顯著：）可決系數為說所建模型整上對樣本數據擬合較專業(yè).專注

.......）對于回歸系數的檢：β對率系數的顯著性檢0.025驗表明全省生產總值對財政預算總收入有顯著影。④用范形式寫出檢驗結果如下—t=（）⑤經意義是全生產總值每加1億，財政預算總收入增加億。（）當x=32000時①進點預測由可知代可：Y=②進區(qū)間預：先由分：XMeanMedianMaximum專業(yè).專注

Y

.......Std.SkewnessKurtosis

Jarque-BeraProbability

SumSum

Observations由上表可知=∑X=2i

x

2

x(XX)—f

當時將相關數據代入計算得Yf即的信區(qū)間為(3)對于浙江省預算收入對數與全省生產總值對數的模由分析結果如：DependentVariable:LNYMethod:Squares專業(yè).專注

.......Date:Time:(adjusted):1Includedobservations:adjustmentsVariableCoefficientStd.t-StatisticProb.

C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

①模方程為lnY=0.980275lnX-1.918289②由可模型的參數斜率系數為截-③關浙江省財政預算收入與全生產總值的模檢驗其顯著：）可決系數為說所建模型整上對樣本數據擬合較）對于回歸系數的t檢（β2

，對率系數的顯性檢驗表明全省生產總值對財政預算總收入有顯著影。專業(yè).專注

.......④經意全省生產總值每增長財政預算總收入增長專業(yè).專注

.......2.4（）對建筑面積建造單位成本模用分結果如下DependentVariable:YMethod:SquaresDate:Time:Sample:專業(yè).專注

.......Includedobservations:VariableCoefficientStd.t-StatisticProb.XC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

由上可得建面積與建造成本回歸方程（）經濟意建筑面積每增加1平方建筑單位成本每平方米減64.18400元（）①首進行點預測由得當，②再行區(qū)間估計用Eviews析專業(yè).專注

.......MeanMedianMaximumStd.SkewnessKurtosis

Y

XJarque-BeraProbability

SumSum

Observations由上表可知=∑X=2i

x

2

x(XX)f

當，將相關數據代入計算得：Yf專業(yè).專注

.......即的信區(qū)間為3.1（）①對戶擁有家用汽車量計量經模用分結果如專業(yè).專注

.......DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X2

X3X4C

R-squared

MeanAdjustedS.E.regressionSum

S.D.Akaikecriterioncriterion

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

②得模型得23專業(yè).專注

.......③對型進行檢驗可決系數是修的可決系數為，說明模型對樣本擬合較好F檢驗回歸方程顯。）檢驗t統(tǒng)量分別為，均大于）所這些系數都是顯著的④依據可決系數越說擬合程度越F的與臨界值比若于臨界值則否定原假設回歸方是顯著若于臨界值則接受原假設回方程不。t的值與臨界值比較若于臨界值，否定原假設，系數都是顯著的若于臨界值則接受原假設系不顯著（）經濟意人均Ｄ增１萬元百擁有家用汽車增加輛城鎮(zhèn)人口比重增加個分百戶擁有家用汽車減少輛交通工具消費價格指數每上升１，百擁有家用汽車減少輛（）用析得DependentVariable:YMethod:SquaresDate:Time:Sample:專業(yè).專注

.......Includedobservations:VariableCoefficientStd.t-StatisticProb.X2

C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

模型方程為-22.81005+1148.75823此分析得出的可決系數為擬程度得到了提可這樣改進專業(yè).專注

.......3.2（１對口貨物總額計量經濟用分析果如下：DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:專業(yè).專注

.......VariableCoefficientStd.t-StatisticProb.X2X3

C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

①由可模型為Y+-2②對型進行檢驗可決系數是修的可決系數為說模型對樣本擬合較好F檢（回方程顯著t檢，統(tǒng)量分別為的系對應值，大（，系數是顯著的X3的數對應t為，小說此系數是不著。（）對于對數模用Eviews分結果如：專業(yè).專注

.......DependentVariable:LNYMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.

C

R-squaredAdjustedS.E.regressionSumLoglikelihood

MeanS.D.Akaikecriterion-1.296424SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

①由可模型為+1.7606952②對型進行檢驗）可決系數是修的可決系數說模型對樣本擬合較。專業(yè).專注

.......F檢）回歸方程顯t檢，統(tǒng)量分別-，均于t（）所以這些系數都是顯著（）①（式的經濟意義工增加億元出貨物總額增加億人民幣匯率增加1，出口貨物總額增加18.85348億元②（式的經濟意義工增加額每增出貨物總額增人幣匯率每增加，出貨物總額增1專業(yè).專注

.......3.3（）對家庭書刊費對家庭月平均收入和戶主受教育年數計量模由分析結果如下DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.專業(yè).專注

.......XT

C

0.3279R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

①模為②對型進行檢驗可決系數是修的可決系數為說模型對樣本擬合較好F檢）回歸方程顯t檢統(tǒng)量分別為均大于（所以這些系數都是顯著的③經意家庭月平均收入增加元家庭書刊年消費支出增加，戶主受教育年數增加年家書刊年消費支出增加元專業(yè).專注

.......（）用分析①DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.TC

0.8443R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)②DependentVariable:XMethod:Squares

Durbin-Watson

專業(yè).專注

.......Date:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.TC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

以上分別是y與TX與T的一元回歸模型分別是YX（）對殘差進行型分，用分析結果如：DependentVariable:專業(yè).專注

.......Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.E2C

3.96E-14

2.85E-15

R-squaredAdjustedS.E.regressionSum

MeanS.D.AkaikecriterionSchwarz

2.30E-14Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

模型為E+12參數斜系數為截距為3.96e-14（）由上可與的數是一樣?；貧w系數與被解釋變量的殘差系數是一樣，它們的變化規(guī)律是一致的專業(yè).專注

.......專業(yè).專注

.66......3.6（）預期的符號,X,X12345

的符號為正的號為負（）根據Eviews分析到數據：DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X2X3

X4

0.3346專業(yè).專注

.......X5X6

C

0.3984R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)①與期不相。

Durbin-Watson

②評價1可系數為數據相當大可認為擬合程很。2檢驗）回歸方程顯3檢驗X

,X1345，6

系數對應的t值分別為，，均小于12）所以所得系數都是不顯著的（）根據Eviews分析到數據：DependentVariable:Y專業(yè).專注

.......Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X5

2.20E-050.0000X6C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

①得模型的方程-0.054965X56②評價1）可決系數為，數據相當大可認為擬合程度很2）F檢回歸方程顯著專業(yè).專注

.66......3）T檢驗X5系對應的值，大所系數是顯著的即人均對底存款余額有顯著影響X系數對應的值-小于（，所以系數是不顯著的專業(yè).專注

.......4.3（）根據Eviews分析到數據：DependentVariable:LNYMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.LNGDP

C

R-squaredAdjusted

MeanS.D.專業(yè).專注

.......S.E.regressionSumLoglikelihood

Akaikecriterion-0.695670SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

得到的模型方程：LNGDP-3.111486tt（）①該型的可決系數為可系數很高F檢值為，明顯顯著。但當時，），的數不顯著可能存在多重共線性②得相關系數矩陣如：LNGDP

LNGDP

，LNCPI間的相關系數很高證確實存在多重共線性（）由得專業(yè).專注

.......a）DependentVariable:LNYMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.LNGDP

C

R-squaredAdjustedS.E.regressionSumLoglikelihood

MeanS.D.Akaikecriterion-0.642056SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)b)

Durbin-Watson

DependentVariable:LNYMethod:SquaresDate:Time:專業(yè).專注

.......Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.

C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)c)

Durbin-Watson

DependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.專業(yè).專注

.......C0.0040R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

①得的回歸方程分別為LNGDPttLNGDPt②對重共線性的認識單方程擬合效果都很回系顯著判定系數較GDP對進口的顯著的單一影響這兩個變量同時引入模型時影響方向發(fā)生了改變這只有通過相關系數的分析才能發(fā)現（）建議如僅僅是作預可不在意這種多重共線性但果是進行結構分還是應該引起注意。專業(yè).專注

.......專業(yè).專注

.......4.4（）按照設計的論模，由分析：DependentVariable:CZSRMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.

GDPC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

專業(yè).專注

.Loglikelihood

......Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從回歸結果可見可系數為校的可決系數為模擬合的很好F的計量為，說在水平下回方程回歸方程整體上是顯著但t檢驗結果表明國生產總值對財政收入的影顯，但回歸系數的符號為與實際不符合由可得知該程可能在多重共線。（）得到相關系矩陣如：GDP

GDP

由上表可知與，與GDP與之的相關系數都非常高說明確實存在多重共線性（）做輔助回歸被解釋變量

可決系數

方差擴大因子專業(yè).專注

.......GDP

方差擴大因子均大于存在嚴重多重共線性并通過以上分兩兩被解釋變量之間相關性都很高。（4解方式分作出財政收入與財政支出國生總值、稅總額之間的一元回歸專業(yè).專注

.......專業(yè).專注

.......5.2（）①用形法檢驗繪制2的點用分如30,00025,00020,0002

15,00010,0005,00001,0001,5002,0002,500X

3,0003,5004,000由上圖可知模型可能存在異方，②Goldfeld-Quanadt檢）定義區(qū)間為1-7時由軟件分析：DependentVariable:YMethod:SquaresDate:Time:專業(yè).專注

.得e得e......Sample:Includedobservations:7VariableCoefficientStd.t-StatisticProb.TXC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)1i

Durbin-Watson

）定義區(qū)間為時由件分析得DependentVariable:YMethod:SquaresDate:Time:專業(yè).專注

.得e得e......Sample:Includedobservations:7VariableCoefficientStd.t-StatisticProb.TX

C

0.9177R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)2i

Durbin-Watson

）根據Goldfeld-Quanadt檢統(tǒng)量：∑e22i

/∑e21i

在水平下分分母的自由度均為，查分布表得臨界值

（，因0.05，以接受原假，此檢驗表明模型不存在異方差0.05（）存在異方差估計參數的方法專業(yè).專注

.......可以對模型進行變換使用加權最小二乘法進行計算得出模型方并對其進行相關檢驗③對型進行對數變換進分（）評價3.3所結論是可以相信，隨機擾動項之間不存在異方回歸方程是顯著5.3(1)由Eviews件分析得DependentVariable:YMethod:SquaresDate:Time:Sample:專業(yè).專注

.......Includedobservations:VariableCoefficientStd.t-StatisticProb.XC

R-squared

MeanAdjustedS.E.regressionSum

S.D.Akaikecriterioncriterion

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

由上表可知年我國農村居民家庭人均消費支對均純收）的模型（）①由形法檢驗專業(yè).專注

.......2E

6,000,0005,000,0004,000,0003,000,0002,000,0001,000,000002,000

6,000由上圖可知模型可能存在異方。②Goldfeld-Quanadt檢驗）定義區(qū)間為1-12時由件分析得：DependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X1C

0.6614R-squaredMean專業(yè).專注

.得e得e......AdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)1i

Durbin-Watson

）定義區(qū)間為時由件分析得DependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X1C

R-squared

MeanAdjustedS.E.regression

S.D.Akaikecriterion

專業(yè).專注

.得e0.05得e0.05......SumLoglikelihood

SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)2i

Durbin-Watson

）根據Goldfeld-Quanadt檢統(tǒng)量：∑e22i

/∑e21i

在水下分分母的自由度均為查布表得臨界值F

（，因0.05為

（，所以拒絕原假，此檢驗表明模型存在異方。（））采用WLS估計過程，①用數建回：DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW1VariableCoefficientStd.t-StatisticProb.X專業(yè).專注

.......C0.3389WeightedR-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson

S.D.Sumresid

對此模型進行檢驗得HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

專業(yè).專注

.......TestDependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:CollinearregressorsspecificationVariableCoefficientStd.t-StatisticProb.C

WGT^2X*WGT^2

R-squaredMeanAdjustedS.D.dependentvar

S.E.regressionSum

AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上可知nR

比較計算的專業(yè).專注

統(tǒng)計量的臨界值因為nR.......（）所接受原假，該模型消除了異方。估計結果為）（R2②用數2

用回歸分析得DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW2VariableCoefficientStd.t-StatisticProb.X

C

R-squaredAdjusted

WeightedMeanS.D.專業(yè).專注

.......S.E.regressionSum

AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson

S.D.Sumresid

對此模型進行檢驗得HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:Method:Squares專業(yè).專注

.......Date:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

WGT^2X^2*WGT^2

X*WGT^2

0.7816R-squaredMeanAdjustedS.D.dependentvar

S.E.regressionSum

AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上可知nR

比較計算的

統(tǒng)計量的臨界值因為nR（）所接受原假，該模型消除了異方。估計結果為）（R2專業(yè).專注

.......③用數（x用歸分析：DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW3VariableCoefficientStd.t-StatisticProb.X

C

R-squared

WeightedMeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squaredMean專業(yè).專注

.......AdjustedS.E.regressionDurbin-Watson

S.D.Sumresid

對此模型進行檢驗得HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:CollinearregressorsspecificationVariableCoefficientStd.t-StatisticProb.CWGT^2

專業(yè).專注

0.5869.......X^2*WGT^2R-squaredMeanAdjustedS.D.dependentvar

S.E.regressionSum

AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上可知nR

比較計算的

統(tǒng)計量的臨界值因為nR

0.05（）所接受原假，該模型消除了異方。估計結果為）（R2經過檢驗發(fā)現用數的果最好所以綜上可即修改后的結果：）（R2專業(yè).專注

.......5.6(1)a)用Eviews模分析得DependentVariable:YMethod:SquaresDate:Time:專業(yè).專注

.......Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.XC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

得回歸模型為：b)檢是否存在異方：①用Goldfeld-Quanadt檢如：）當定義區(qū)間為1-13，由軟件分析：DependentVariable:YMethod:Squares專業(yè).專注

.得e得e......Date:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X

C

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)1i

Durbin-Watson

）當定義區(qū)間為1-13，由軟件分析：DependentVariable:YMethod:SquaresDate:Time:專業(yè).專注

.得e0.05得e0.05......Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.XC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)2i

Durbin-Watson

）根據Goldfeld-Quanadt檢統(tǒng)量：∑e22i

/∑e21i

在水下分分母的自由度均為查布表得臨界值F

（，因0.05為F

（，所以拒絕原假，此檢驗表明模型存在異方差②驗用EViews軟分析得專業(yè).專注

.......HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:RESID^2Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

X

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.專業(yè).專注

.......F-statisticProb(F-statistic)

Durbin-Watson

從上圖中可以看出nR

比計算的

統(tǒng)計量的臨界值因為nR異方差

），所以拒絕原假設不絕備擇假設表明模型存在用以上兩種方法可檢驗模型是存在異方差c)修模型）用加權二乘法修正異方差現象步驟如：①當數時用軟件分析得DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW1VariableCoefficientStd.t-StatisticProb.XC

專業(yè).專注

.R-squared

......WeightedMeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson得方程模型為：

S.D.Sumresid

）（R對此模型進行檢驗如：Heteroskedasticity專業(yè).專注

.......F-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:CollinearregressorsspecificationVariableCoefficientStd.t-StatisticProb.C

WGT^2X*WGT^2

R-squared

MeanAdjustedS.E.regressionSum

S.D.Akaikecriterioncriterion

Loglikelihood

Hannan-Quinncriter.專業(yè).專注

.22......F-statisticProb(F-statistic)

Durbin-Watson

從上圖中可以看nR

比較計算的

統(tǒng)計量的臨界值因為nR響

（）所接受原假設即模消除了異方差的影②當數2

時用軟件分析得DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW2VariableCoefficientStd.t-StatisticProb.XC

R-squared

WeightedMeanAdjustedS.E.regression

S.D.Akaikecriterion

專業(yè).專注

.......SumLoglikelihood

SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson得方程模型為：

S.D.Sumresid

）（R用檢模型：HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

專業(yè).專注

.......TestDependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

WGT^2X^2*WGT^2

X*WGT^2

0.2923R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上圖中可以看出nR

比計算的

統(tǒng)計量的臨界值因為nR

），所以拒絕原假設不絕備擇假設表明模型存在專業(yè).專注

.......異方差此模型并未消除異方。③當數時用件分析得DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW3VariableCoefficientStd.t-StatisticProb.XC

R-squared

WeightedMeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

專業(yè).專注

.R-squared

......UnweightedMeanAdjustedS.E.regressionDurbin-Watson得方程模型為：

S.D.Sumresid

）（R對所得模型進行檢驗HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:Method:SquaresDate:Time:專業(yè).專注

.......Sample:Includedobservations:CollinearregressorsspecificationVariableCoefficientStd.t-StatisticProb.C

WGT^2X^2*WGT^2

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上圖中可以看出nR

比計算的

統(tǒng)計量的臨界值因為nR

），所以拒絕原假設不絕備擇假設表明模型存在異方差此模型并未消除異方。綜上所述用權二乘法w1效果最所模型：得方程模型為：專業(yè).專注

.......）（R）用對數模型法用軟件分析得：DependentVariable:LNYMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

R-squaredAdjustedS.E.regressionSumLoglikelihood

MeanS.D.Akaikecriterion-2.352753SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)得到模型為

Durbin-Watson專業(yè).專注.

......對此模型進行檢驗得HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:RESID^2Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

R-squaredAdjusted

MeanS.D.專業(yè).專注

.......S.E.regressionSumLoglikelihood

Akaikecriterion-7.192271SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上圖中可以看出nR

比計算的

統(tǒng)計量的臨界值因為nR

）所接受原假設此型除了異方。綜合兩種方法改后的模型最：(2)）考慮價格因首先用軟件三者關系進行分析如DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X專業(yè).專注

.......PC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

）用Goldfeld-Quanadt檢如下①當本為1-13時進回歸分析：DependentVariable:PMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X專業(yè).專注

.得e得e......YC

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)1i

Durbin-Watson

②當本為時做歸分析得DependentVariable:YMethod:SquaresDate:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.X

P

專業(yè).專注

.得e0.05得e0.05......CR-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)2i

Durbin-Watson

③根Goldfeld-Quanadt檢F統(tǒng)量∑e22i

/∑e21i

在水下分分母的自由度均為查布表得臨界值F

（，因0.05為F

（）所以拒絕原假此驗表明模型存在異方。）用檢，軟件分析結果為HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

專業(yè).專注

.......TestDependentVariable:RESID^2Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.CX

X*PP

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson專業(yè).專注.

......從上圖中可以看出nR

比計算的

統(tǒng)計量的臨界值因為nR在異方差

0.05（，以拒絕原假設不絕備擇假設表明模型存）修正①建對數模，用件分析如：DependentVariable:LNYMethod:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

R-squaredAdjustedS.E.regressionSumLoglikelihoodF-statistic

MeanS.D.Akaikecriterion-2.322188SchwarzHannan-Quinncriter.Durbin-Watson專業(yè).專注

.......Prob(F-statistic)對此模型進行檢：HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:RESID^2Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

專業(yè).專注

.

......R-squaredAdjustedS.E.regressionSumLoglikelihood

MeanS.D.Akaikecriterion-7.170690SchwarzHannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

從上圖中可以看出nR

比計算的

統(tǒng)計量的臨界值因為nR

0.05（，以拒絕原假設不絕備擇假設表明模型存在異方差所此模型沒有消除方。②當時用軟件分析如下DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW1VariableCoefficientStd.t-StatisticProb.專業(yè).專注

.......XP

C

R-squared

WeightedMeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson

S.D.Sumresid

所得模型為對此模型進W檢：專業(yè).專注

.......HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

TestDependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:CollinearregressorsspecificationVariableCoefficientStd.t-StatisticProb.CWGT^2X*WGT^2

P^2*WGT^2P*WGT^2

R-squaredMean專業(yè).專注

.22......AdjustedS.E.regressionSum

S.D.Akaikecriterioncriterion

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

因為

（）所以接受原假設該型不存在異方差所以此模型消除了異方③當用軟件分析得DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW2VariableCoefficientStd.t-StatisticProb.XP

C

專業(yè).專注

.R-squared

......WeightedMeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson

S.D.Sumresid

所得模型為對該模型進行檢驗得HeteroskedasticityF-statisticObs*R-squared

Prob.Prob.專業(yè).專注.

......ScaledSSProb.TestDependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:VariableCoefficientStd.t-StatisticProb.C

WGT^2

X^2*WGT^2X*WGT^2

P^2*WGT^2P*WGT^2

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

專業(yè).專注

.Loglikelihood

......Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

因為（）所拒絕原假設不絕備擇假，表明模型存在異方差所此模型沒有除異方。④當時用軟件分析：DependentVariable:YMethod:SquaresDate:Time:Sample:Includedobservations:WeightingW3VariableCoefficientStd.t-StatisticProb.XP

C

0.5986R-squaredAdjusted

WeightedMeanS.D.專業(yè).專注

.......S.E.regressionSum

AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-WatsonUnweighted

R-squared

MeanAdjustedS.E.regressionDurbin-Watson

S.D.Sumresid

所得模型為對所得模型進行檢得HeteroskedasticityF-statisticObs*R-squaredScaledSS

Prob.Prob.Prob.

Test專業(yè).專注

.......DependentVariable:Method:SquaresDate:Time:Sample:Includedobservations:CollinearregressorsspecificationVariableCoefficientStd.t-StatisticProb.CWGT^2

X^2*WGT^2P^2*WGT^2P*WGT^2

R-squared

MeanAdjustedS.E.regressionSum

S.D.AkaikecriterionSchwarz

Loglikelihood

Hannan-Quinncriter.F-statisticProb(F-statistic)

Durbin-Watson

因為（）所拒絕原假設不絕備擇假，表明模專業(yè).專注

.......型存在異方差所此模型沒有除異方。綜上所述修后的模型為Y=(-3.410502)R(3)體會對不同的模型可取對數模型或者加權二乘法對具有異方差性的模型進行改進而消除異方差但于不同的模，自度的不同，可能導致改進的方法不同，所以要對改進的模型進行進一步的檢驗才專業(yè).專注

.......6.1(1)建居民收入消費模，用分結果如下DependentVariable:YMethod:SquaresDate:Time:專業(yè).專注

.......Sample:In