產(chǎn)業(yè)結(jié)構(gòu)與財(cái)政收入

1問題的提出近年來我國經(jīng)濟(jì)迅速發(fā)展，與此同時(shí)財(cái)政收入也呈現(xiàn)出迅速增長的勢頭，并且增長速度超過了國內(nèi)生產(chǎn)總值的增長速度。目前我國三大產(chǎn)業(yè)的發(fā)展情況各不相同，那么究竟是哪個(gè)產(chǎn)業(yè)對(duì)財(cái)政收入的影響較大呢？目前中國正在進(jìn)行產(chǎn)業(yè)結(jié)構(gòu)調(diào)整，從財(cái)政收入角度來說，我們應(yīng)該加快什么產(chǎn)業(yè)的發(fā)展呢？我國近年來經(jīng)常出現(xiàn)政府年底突擊“花錢”，地方債務(wù)過重的現(xiàn)象，而對(duì)國家財(cái)政收入有一個(gè)準(zhǔn)確的預(yù)測對(duì)我國政府的財(cái)政預(yù)算會(huì)起到良好的輔助作用。理論依據(jù)國內(nèi)生產(chǎn)總值是個(gè)整體，它包括第一產(chǎn)業(yè)，第二產(chǎn)業(yè)和第三產(chǎn)業(yè)。國家，企業(yè)與個(gè)人的收入都來自國內(nèi)生產(chǎn)總值這塊大蛋糕。國家的收入即國家的財(cái)政收入多少自然也受到國內(nèi)生產(chǎn)總值的影響，受到每一個(gè)產(chǎn)業(yè)發(fā)展?fàn)顩r的影響。模型設(shè)定的相關(guān)數(shù)據(jù)Y=B0+B1X1+B2X2+B3X3+Piy為國家財(cái)政收入，XI為第一產(chǎn)業(yè)產(chǎn)值，X2為第二產(chǎn)業(yè)產(chǎn)值，X3為第三產(chǎn)業(yè)產(chǎn)值。年份Y（億元）X3（億元）X2（億元）X1（億元）19902937.15888.47717.4506219913149.487337.19102.29102.219923483.379357.411699.511699.519934348.9511915.716454.416454.419945218.116179.822445.49572.719956242.219978.528679.512135.819967407.9923326.23383514015.419978651.1426988919989875.9530580.539004.214817.6199911444.0833873.441033.614770200013395.233871445555.914944.7200116386.0444361.649512.315781.3200218903.6449898.953896.816537200321715.2556004.762436.317381.7200426396.4764561.373904.321412.7200531649.2974919.387598.122420200638760.288554.9103719.524040200751321.78111351.9125831.428627200861330.35131340149003.433702200968518.3147642.1157638.835226數(shù)據(jù)來自國家統(tǒng)計(jì)局網(wǎng)站《國家統(tǒng)計(jì)年鑒》。，4,多重共線性檢驗(yàn)VariableCoefficientStd.Errort-StatisticProb.C-2960.4521949.615-1.5184800.1484X10.0538790.2242020.2403150.8131X2-0.1369230.143726-0.9526670.3549X30.6141760.1495304.1073870.0008R-squared0.993088Meandependentvar20556.75AdjustedR-squared0.991792S.D.dependentvar19987.03S.E.ofregression1810.825Akaikeinfocriterion18.01781SumsquaredresidLoglikelihoodDurbin-Watsonstat52465398SumsquaredresidLoglikelihoodDurbin-Watsonstat52465398-176.17810.192279SchwarzcriterionF-statisticProb(F-statistic)18.21696766.23760.000000Ra2=0.993088非常高，F(xiàn)=766.2376值也相當(dāng)大，模型有可能存在多重共線性問題。變量之間的相關(guān)性關(guān)系，由下表可以發(fā)現(xiàn)各解釋變量之間的相關(guān)關(guān)系系數(shù)均在0.9以上，說明模型有很大可能存在多重共線性問題。Y1.00000009963410.9928650.966029Y1.00000009963410.9928650.966029MX30.9963411.0000000.9977900.969684X20.992865□99779010000000.971981X10.9660290.9696840.9719811.0000005,采用逐步回歸法排除多重共線性Y邙0+B1X1+PiY邙0+B1X2+PiY邙0+BlX3+pi回歸方程R"2Y=B0+B1X1+Pi0.983Y=B0+B1X2+Pi0.995Y=B0+B1X3+Pi0.997所以應(yīng)該選擇Y=B0+B1X3+Pi為初始模型，將X1引入模型得R'2=0.997,且估計(jì)量不顯著，所以x1不應(yīng)引入模型，將x2引入模型R"2=0.998，并且估計(jì)量在0.1的顯著性水平下仍不顯著所以x2也不應(yīng)該被引入模型。所以最優(yōu)模型為Y=B0+B1X3+Pi。6,穩(wěn)定性檢驗(yàn)對(duì)Y序列進(jìn)行ADF檢驗(yàn)ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF臨界值序列是否平穩(wěn)Trend&Intercept-0.380751-3.2856否Intercept0.806580-2.6608否None1.391712-1.6257否對(duì)Y的一階差分序列進(jìn)行ADF檢驗(yàn)ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF臨界值序列是否平穩(wěn)Trend&Intercept-2.519148-3.2964否Intercept-1.167075-2.6672否None-0.343336-1.6262否對(duì)Y的二階差分序列進(jìn)行ADF檢驗(yàn)ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF臨界值序列是否平穩(wěn)Trend&Intercept-4.722637-3.3086是Intercept-3.590869-2.6745是由此可見y在10%的顯著性水平下為二階單整。對(duì)x序列進(jìn)行ADF檢驗(yàn)ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF序列是否平穩(wěn)

臨界值Trend&Intercept-0.413075-3.2856否Intercept1.286526-2.6608否None1.751392-1.6257否對(duì)X的一階差分序列進(jìn)行ADF檢驗(yàn)ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF臨界值序列是否平穩(wěn)Trend&Intercept-2.179666-3.2964否Intercept-0.912555-2.6672否None0.056358-1.6262否對(duì)X的二階差分序列進(jìn)行ADF檢驗(yàn)ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF臨界值序列是否平穩(wěn)Trend&Intercept-3.589657-3.3086是所以x與y同為2階單整1、判斷X,Y是否協(xié)整。對(duì)殘差et進(jìn)行平穩(wěn)性分析ModelADFTestStatistic10%水平下的樣本數(shù)為25的ADF臨界值序列是否平穩(wěn)None-2.016570-1.6257是X和Y之間具有長期穩(wěn)定的均衡關(guān)系，是協(xié)整的。7,根據(jù)經(jīng)濟(jì)關(guān)系以及由X,Y所生成的散點(diǎn)圖觀察到的趨勢建立如下模型:Y=P+0X+卩011Y為國家財(cái)政收入；x為第三產(chǎn)業(yè)總產(chǎn)值VariableCoefficientStd.Errort-StatisticProb.C-3084.352618.4536-4.9872010.0001X0.4762640.00962949.459130.0000R-squared0.992695Meandependentvar20556.75AdjustedR-squared0.992290S.D.dependentvar19987.03S.E.ofregression1755.038Akaikeinfocriterion17.87301Sumsquaredresid55442859Schwarzcriterion17.97258Loglikelihood-176.7301F-statistic2446.206Durbin-Watsonstat0.143373Prob(F-statistic)0.000000回歸方程為：y=-3084.352+0.476264x

8,異方差檢驗(yàn)WhiteHeteroskedasticityTest:F-statistic2.7374190.093196ProbabilityObs*R-squared4.8719710.087511ProbabilityP>0.05,所以模型不存在異方差9,序列相關(guān)性檢驗(yàn)Breusch-GodfreySerialCorrelationLMTest:F-statistic20.391210.000040ProbabilityObs*R-squared14.364450.000760ProbabilityVariableCoefficientStd.Errort-StatisticProb.C-46.15052359.4701-0.1283850.8994X0.0014800.0059340.2493100.8063RESID(-1)1.0567200.2508464.2126270.0007RESID(-2)-0.2583020.272206-0.9489230.3568NRA2=0.000760<0.05，RESID(-2),P=0.3568所以模型存在一階自相關(guān)。模型修正：采用柯克蘭特-奧卡特迭代法VariableCoefficientStd.Errort-StatisticProb.C-9310.6693856.322-2.4143910.0281X0.5203280.01460935.616730.0000AR(1)0.8974940.05754615.596000.0000R-squared0.999551Meandependentvar21484.10AdjustedR-squared0.999495S.D.dependentvar20087.80S.E.ofregression451.5736Akaikeinfocriterion15.20729Sumsquaredresid3262699.Schwarzcriterion15.35641Loglikelihood-141.4693F-statistic17801.44Durbin-Watsonstat1.480631Prob(F-stat