R語言代碼試題答案步驟

Rversion(2017-11-30)--"Kite-EatingTree"Copyright(C)2017TheRFoundationforStatisticalComputingPlatform:x86_64-w64-mingw32/x64(64-bit)R是自由軟件，不帶任何擔保。在某些條件下你可以將其自由散布。用‘license。'或'licence。’來看散布的詳細條件。R是個合作計劃，有許多人為之做出了貢獻.'用‘contributors?！瘉砜春献髡叩脑敿毲闆r用‘citation?！瘯嬖V你如何在出版物中正確地引用R或R程序包。用‘demo()’來看一些示范程序，用'help()’來閱讀在線幫助文件，或用’()’通過HTML瀏覽器來看幫助文件。用‘q()’退出R.［原來保存的工作空間已還原］>h=("",header=true)*Errorin(file=file,header=header,sep=sep,quote=quote,:找不到對象‘true'>h=("",header=TRUE)

>h地區(qū)x1x2x3x4x5x6x7x8x9y1北京753526391971165836968474287475240462天津734418811854155622546151493173200243河北421115421502104712043865836584125314山西38561529143990615064423633628122125內(nèi)蒙古54632730158413541972465576388617717?6遼寧580920421433131018444185856649165947吉林463520451594144816433840743415146148黑龍江468718071337118112173640635711129849上海9656211117901017372478673853732625310江蘇6658191614371058307850639683471882511浙江7552211015521228299750197633742154512安徽5815154113971143193344601287921501213福建731716341754773210544525527631859314江西507214771174671148738512288001277615山東52012197157210051656419045176815778八16河南4607188611911085152537338314991373317湖北5838178313711030165239846385721449618湖南544216251302918173838971334801460919廣東8258152121001048295450278540952239620廣西555311461377884162636386279521424421海南65568651521993132039485323771445722重慶6870222911771102147144498389141657323四川607416511284773158742339296081505024貴州499313991014655139641156197101258625云南546817609749391434376292219513884|26西藏5518136284546755051705229361118427陜西5551178913221212207943073385641533328甘肅4602163112881050138837679219781284729青海466715121232906109746483331811234630寧夏4769187611931063151647436363941406731新疆52392031116710281281445763379613892>lm=lm(y~x1+x2+x3+x4+x5+x6+x7+x8+x9,data=h)>lmCall:~lm(formula=y~x1+x2+x3+x4+x5+x6+x7+x8+x9,data=h)Coefficients:(Intercept) x1 x2 x3 x4 x5x6 x7 x8 x9>summary(lm)Call:lm(formula=y~x1+x2+x3+x4+x5+x6+x7+x8+x9,data=h)Residuals:Min1QMedian3QMaxCoefficients:EstimateStd.ErrortvaluePr(>|t|)(Intercept)+02+03x2+00***x3+00***x4x5+00***x6x7x8+01+01x9+01+02x1+00***Signif.codes:0‘***’ ‘**’ ‘*’ ‘.’ ‘’1Residualstandarderror:on21degreesoffreedomMultipleR-squared:,AdjustedR-squared:F-statistic:on9and21DF,p-value:<pre=(lm)res=residuals(lm)sd(res)res=residuals(lm)dy=step(lm)Start:AIC=y~x1+x2+x3+x4+x5+x6+x7+x8+x9DfSumofSqRSSAIC-x41213184326-x91171493201454-x71177003202005，-x81542953238599-x61895863273891<none>3184305

<none>x3 1 2662593 5846898x2 1 4561056 7745361x5 1 9377500x1 1Step:AIC=y~x1+x2+x3+x5+x6+x7+x8+x9【DfSumofSqRSSAIC-x91174283201754-x71185633202889-x81544373238763-x61918133276139<none>3184326-x3129361306120456-x2154679418652267-x519393345x11Step:AIC=y~x1+x2+x3+x5+x6+x7+x8DfSumofSqRSSAICStep:AIC=Step:AIC=-x71346343236387-x61748003276554-x81821503283904<none>3201754~-x3130553536257107-x2157258368927590-x519382624-x11y~x1+x2+x3+x5+x6+x8-x8DfSumofSq70813RSSAIC-x8DfSumofSq70813RSSAIC3307201-x61152777<none>-x315501284-x218895049-x519458098-x11Step:AIC=)338916532363878737672y~x1+x2+x3+x5+x6AICAIC-x611375403444741<none>3307201-x3157710639078264-x218871193-x519473521DfSumofSqRSS-x11Step:AIC=y~x1+x2+x3+x5DfSumofSqRSSAIC<none> 3444741x3 1 5717883 9162624TOC\o"1-5"\h\zx2 1x5 1x1 1summary(dy)Call:(lm(formula=y~x1+x2+x3+x5,data=h)1111Residuals:Min1QMedian3QMaxCoefficients:EstimateStd.ErrortvaluePr(>|t|)(Intercept)**x1***【x2***x3***x5***Signif.codes:0Residualstandarderror:364on26degreesoffreedomMultipleR-squared:,AdjustedR-squared:F-statistic:on4and26DF,p-value:<*>newdata=(x1=5200,x2=2000,x3=1100,x4=1000,x5=1300,x6=45000,x7=34000,x8=,x9=>predict(dy,newdata,interval="confidence")fitlwrupr0JE70JE7k典性誤差項，模型形式為產(chǎn)八產(chǎn)對乘性誤恚項，模型可通過兩過取對數(shù)轉(zhuǎn)化成線性模型Iny=InA+aIn*十0InL4■七v=hiy-&=lnA,e=1】iK,/=In工，則轉(zhuǎn)化為線性回歸方程y=知4-g+/ft2+￡以卜我們用線性化的乘性次差跟模型擬合C-D生產(chǎn)函數(shù)?y=[3624.13%工941242433(164^23.15C)8(J.259773弼6.373054啊g12K385/JRO4g.7856439653.5U179.912673.013736.914724.315782g16840.61786L618975920604,722256.024247.fl]';?K可1377國1446.714515I4AS.1I，丸.91716—2057,72582.22754.02KR4R30Sfi.?2901.52915.43356.84CW4.254S7.95674.0fitJl2.0^46.5643606736.1 75105S567.39764.9]1;?L=[40I52410244216143725452954643648197498735128252783543345532964749654916615266K(JK674556S(>65^9506^207()63^713^472U?57302573740f;?vl-log(yi；?XI=]Qg(K)；?x2-lug(L.l;?x=(oncs[25.1)xIx2]i?[b,bin[xrint,statsj=r^ess(yIpx)；?h,hinf,staiv7rcnplot(r,rint)H=-L7N540.80110.4016bint-4.76S7I.197S0.6S55 0.91670.CM7X 0.7554stats=1Oe+Otfi*O.ODIO1.8055 0?exp{-1.7854)tins=

?y—[362413962.94124.24330.64623,15080,2597736S36J7305.47^83,28385.98049,7856439653.511179,912^73.0137^6.914724,:￡15782,816840617861.618975520604.12225?.024247.D]r;?yl=-l7H54-KJ.S0ll*il+0.4<lI6*k2:?y2=cip(yi);?c=y-y2c=l,0c+003*(-0,2510 -0.1014 -0,0037075020J8390.18160,22744156(j -tl.1400 0.1664 (L03MOIMfil-OJ345IX12S3-DAB%-17117 1.0550 08671 -fl.3775020510.526g0.81951.5361。修5的(15。。第參數(shù)參數(shù)估計色參數(shù)的置信區(qū)間A.1.7X54[476X7,1.197XJa0.801110.6S55,0.9167|60.4016[0.D473,0.7554]7?2=IWOO F=I*053p=0.0000得兩個彈性系數(shù)為次—0.80111尸=0.4口此搭金的貢獻率大于勞動若的貢獻率■:規(guī)模報酬。1二1,20“》表示規(guī)模報歐遞現(xiàn)效率系數(shù)4J,""G16K其中系數(shù)口的?著性概率小值二口一加0,顯著性較翎.有乖性謖雉生的一U生聲函數(shù)為m-rr.a口?陽?L.U』口必y=0A677KL3加性誤差項，模型形式為y二+￡對加性誤走項模型，不能通過變量變換轉(zhuǎn)化成線性模型，只能用作線性最小,乘求解未知參數(shù).以上面乘性誤差項的參數(shù)為初值做非線性最小二乘首先編寫一個M文件HuaxueLmfunctionyhat=huaxue1(beta5K)bl=beta(]);b2=beta(2);b3=beta(3);xl=x(:,lks2=x(:.2);yhat=bl*(xIAb2)*(x2*b3)然后在MATLAB命令窗口輸入：?xl=fl377,91446.7M51.51408.1153651716420577258232754.0288433086.82901.52975.43356.84044.25457.95679,0601206246.56436.06736.17098,97510,5S567.39764.<il;?x2=[401524102442361437254529546436481974987351282527835433455329647494549166152 67455680656印乃0698207063771394720957302573740]:?y=[3624,l3962.94124,24330,64623.15080,2597736836,3730547983,2838598049.7856439653311179,912673n13786.914724.315782.816040.61786L618975.920604722256.024247.01;?x=[xlx2];?beta^[-l.78540.K01I0.401句；?[bctahat.tJ]-nlintit(xy/huaxucI.beta);(2)DW檢驗第一抄:計算出回歸估計式的殘無㈢人第一生，定義DW統(tǒng)計量為DW== 『其中與二丸―乂U=I2…E)『=1DW5(\~p)?ei=L(Jc+003*[-<L251()41014-0X)0370.25020,12為048160.2274 0.1560 -0.14000.16690,03640.0461■0.13450,0283-0.0396 -1.7117 -1.0550-O.g671037750.20510.5煩0.81951.5361 0.955閔：?ej=l,0e+003*[-0,1014 -0.0037 0.2502 0.1S390.18160.2274-0,1560◎1400 0.168。 0036400461-0.1345033as好■L7H7-L0550 -0.8671 -037750,20510.526S0.81951,53610.9559U.5003I：?(;cancr(ciTfji? .*ej>/siim(ei.A2)認為E認為E《.？與￡0_；近似相等,1=2 心0.7212[5,] -6[5,] -6出5576?sum((ei-ej)/2)/suni(ei.A2)ans-03772且杳表得出：當n=25,k=2時,dL=1.29,^=1.45T即有OWDM=0.5772W乩=1.29,可以認為誤差項存在正自相關a>h=ts("",header=TRUE))>hTimeSeries:Start=1~End=56Frequency=1X78[1,]-58[2,] 53[3,]-63[4,] 13[6,]-16[7,]-14)TOC\o"1-5"\h\z[8,] 3[9,]-74[10,] 89[11,]-48[12,]-14[13,] 32[14,] 56[15,]-86[16,]-66[17,] 50，[18,] 26[19,] 59[20,]-47[21,]-83[22,] 2[23,] -1[24,]124[25,]-106[26,]113[27,]-76[50,]-17[50,]-17[28,]-47[29,]-32TOC\o"1-5"\h\z[30,] 39[31,]-30[32,] 6[33,]-73[34,] 18[35,] 2[36,]-24[37,] 23?[38,] -38[39,] 91[40,]-56[41,] -58[42,] 1[43,] 14[44,] -4[45,] 77[46,]-127[47,] 97/[48,] 10[49,]-28TOC\o"1-5"\h\z[51,] 23[52,] -2[53,] 48[54,]-131[55,] 65[56,]-17>plot(h,type="o")/>local({pkg<-(sort(.packages=TRUE)),graphics=TRUE)+if(nchar(pkg))library(pkg,=TRUE)})Warningmessage:程輯包‘urca'是用R版本來建造的>adf=(h),type=c("drift"),selectlags=c("AIC"))>summary(adf)################################################AugmentedDickey-FullerTestUnitRootTest################################################TestregressiondriftCall:Maxlm(formula=~+1+Min1QMedian3QMax&Coefficients:EstimateStd.ErrortvaluePr(>|t|)(Intercept)***Signif.codes:0‘***’ ‘**’ ‘*’ ‘.’ ‘’1Residualstandarderror:on51degreesoffreedomMultipleR-squared:,AdjustedR-squared:F-statistic:on2and51DF,p-value:<5555Valueoftest-statisticis:Criticalvaluesforteststatistics:1pct5pct10pcttau2phi1>acf(h)>pacf(h)SerieshEstimate SEEstimate SEEstimate SEEstimate SEar=sarima(h,1,0,4,details=F)ar$fitCall:】stats::arima(x=xdata,order=c(p,d,q),seasonal=list(order=c(P,D,Q),period=S),xreg=xmean,=FALSE,=list(trace=trc,REPORT=1,reltol=tol))Coefficients:ar1ma1ma2ma3ma4xmeansigmaA2estimatedas1850:loglikelihood=,aic=}$degrees_of_freedom[1]50$ttablear1ma1ma2ma3八ma4xmean$AIC[1]$AICc[1]$BIC[1]ma=sarima(h,0,1,1,details=F)ma$fitCall:stats::arima(x=xdata,order=c(p,d,q),seasonal=list(order=c(P,D,Q),period=S),xreg=constant,=list(trace=trc,REPORT=1,reltol=tol))[1][1][1][1]Coefficients:Coefficients:ma1constantaic=sigmaA2esti