計量經(jīng)濟學(xué)論文eviews分析《消費狀況的影響因素研究》

計量經(jīng)濟學(xué)論文及作業(yè)姓名：陳敏捷消費狀況的影響因素研究摘要：本文選取的是現(xiàn)已充分掌握數(shù)據(jù)資料的2013年全國31個省市的城鎮(zhèn)居民的人均全年可支配收入和人均全年消費支出，以及各地區(qū)的失業(yè)率。通過建模分析，找出三者之間的量化關(guān)系，進一步分析得出現(xiàn)實指導(dǎo)意義。關(guān)鍵詞：消費支出可支配收入失業(yè)率(%)具體數(shù)據(jù)如下：消費支出(元/每人全年)Y可支配收入(元/每人全年)X1失業(yè)率(%)X2北京11123.8413882.621.4天津7867.5310312.913.8河北5439.777239.063.9山西5105.387005.033內(nèi)蒙5419.147012.94.5遼林6077.927240.586.5吉林5492.17005.174.3黑龍江5015.196678.94.2上海11040.3414867.494.9江蘇6708.589262.464.1浙江9712.8913179.534.2安徽5064.346778.034.1福建7356.269999.544.1江西4914.556901.423.6山東6069.358399.913.6河南4941.66926.213.1湖北5963.257321.984.3湖南6082.627674.23.8廣東9636.2712380.432.9廣西5763.57785.043.6海南5502.437259.253.4重慶7118.068093.674.1四川5759.217041.874.4貴州4948.986569.234云南6023.567643.574.1西藏8045.348765.45陜西5666.546806.353.5甘肅5298.916657.243.4青海5400.246745.323.8寧夏5330.346530.484.4新疆5540.617173.543.5數(shù)據(jù)來源于《中國統(tǒng)計年鑒（2013）》一、建立模型并回歸建立回歸方程：Y=β0+β1*X1+β2*X2+μY消費支出(元/每人全年)X1可支配收入(元/每人全年)X2失業(yè)率(%)運用OLS估計方法對式1中的參數(shù)進行估計，Eviews程序：createu31;datayx1x2;lsycx1x2得回歸分析結(jié)果：DependentVariable:YMethod:LeastSquaresDate:06/23/11Time:12:07Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.??C99.66845512.55450.1944540.8472X10.7490280.03331722.482160.0000X230.9902995.804410.3234750.7487R-squared0.949335????Meandependentvar6433.182AdjustedR-squared0.945716????S.D.dependentvar1761.376S.E.ofregression410.3820????Akaikeinfocriterion14.96382Sumsquaredresid4715575.????Schwarzcriterion15.10259Loglikelihood-228.9392????F-statistic262.3240Durbin-Watsonstat1.179608????Prob(F-statistic)0.000000

從表2中可以看出F檢驗顯著，但有幾項t檢驗不過關(guān)，說明變量之間存在多重線性。為此我們進行如下操作：表2可以看出x2的t檢驗的p值最大，因此將x2因素剔除再進行回歸分析。運用OLS估計方法剔除x2的方程進行估計:Eviews程序：createu31;datayx1;lsycx1得回歸分析結(jié)果：DependentVariable:YMethod:LeastSquaresDate:06/23/11Time:13:08Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.??C238.4694275.97840.8640870.3946X10.7468170.03210123.264880.0000R-squared0.949146????Meandependentvar6433.182AdjustedR-squared0.947392????S.D.dependentvar1761.376S.E.ofregression403.9972????Akaikeinfocriterion14.90303Sumsquaredresid4733197.????Schwarzcriterion14.99555Loglikelihood-228.9970????F-statistic541.2545Durbin-Watsonstat1.220823????Prob(F-statistic)0.000000檢驗到上一步可得到x1與y的線性關(guān)系顯著，得到回歸方程R-squared0.949146?Prob(F-statistic)0.000000二、經(jīng)濟意義檢驗回歸方程為說明a：當(dāng)x1=0時即可支配收入為0時，消費支出約為238.5元b:當(dāng)x1每增加一個單位，消費支出增加0.75個單位。此經(jīng)濟意義檢驗符合經(jīng)濟常識，所以經(jīng)濟意義檢驗合格三、統(tǒng)計檢驗(1)擬合優(yōu)度檢驗通過上表中的結(jié)果：R2=0.949146=0.947392且Prob(F-statistic)=0.000000擬合程度很好（2）F檢驗在顯著水平為0.05上，在F分布表上查自由度為k-1=4,n-k=14臨界值F（4，14）=5.87，很明顯F=541.2545大于5.87，所以所有變量聯(lián)合起來對模型由顯著影響。（3）T檢驗、再顯著條件為0.05的情況下,查自由度為14的t分布表此時，t（14）=2.15，可見，x1的t檢驗顯著。三、經(jīng)濟計量學(xué)檢驗（一）異方差檢驗應(yīng)用懷特檢驗，操作步驟:smpl131;lslnyclnx1;在方程窗口中點View\residualtest\whiteheteroskedastcity(nocrossterms)對進行懷特檢驗，結(jié)果如下WhiteHeteroskedasticityTest:F-statistic1.691798????Probability0.202476Obs*R-squared3.342240????Probability0.188036TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:06/24/11Time:18:12Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.??C-1872177.1113291.-1.6816600.1038X1422.7464235.37461.7960580.0833X1^2-0.0200470.011468-1.7481460.0914R-squared0.107814????Meandependentvar152683.8AdjustedR-squared0.044087????S.D.dependentvar298716.6S.E.ofregression292057.7????Akaikeinfocriterion28.09906Sumsquaredresid2.39E+12????Schwarzcriterion28.23783Loglikelihood-432.5354????F-statistic1.691798Durbin-Watsonstat2.182169????Prob(F-statistic)0.202476Obs*R-squared3.342240????Probability0.188036P值=0.188036>0.05表明不存在異方差（二）自相關(guān)檢驗1、DW檢驗Durbin-Watsonstat2.182169Durbin-Watsonstat的值較接近2，說明回歸方程不存在一階自相關(guān)。2、LM檢驗，Eviews步驟：sycx1x2x3在方程窗口中view/residualtest/serialcorrelationLMtest.檢驗結(jié)果如表ARCHTest:F-statistic0.359846????Probability0.701205Obs*R-squared0.781111????Probability0.676681TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:06/24/11Time:19:18Sample(adjusted):331Includedobservations:29afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.??C191418.673910.862.5898580.0155RESID^2(-1)-0.0935330.194319-0.4813370.6343RESID^2(-2)-0.1438460.194330-0.7402120.4658R-squared0.026935????Meandependentvar153793.0AdjustedR-squared-0.047916????S.D.dependentvar307171.2S.E.ofregression314444.3????Akaikeinfocriterion28.25270Sumsquaredresid2.57E+12????Schwarzcriterion28.39414Loglikelihood-406.6641????F-statistic0.359846Durbin-Watsonstat2.044042????Prob(F-statistic)