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1、 第十章练习题参考解答练习题10.1 下表是某国的宏观经济数据（GDP国内生产总值，单位：10亿美元；PDI个人可支配收入，单位：10亿美元；PCE个人消费支出，单位：10亿美元；利润公司税后利润，单位：10亿美元；红利公司净红利支出，单位：10亿美元）。 某国1980年到2001年宏观经济季度数据季度GDPPDIPCE利润红利季度GDPPDIPCE利润红利Jan-802878.81990.61800.544.724.5Jan-913860.52783.72475.5159.3564Feb-802860.32020.11087.544.423.9Feb-913844.42776.72476.1
2、143.768.4Mar-802896.62045.31824.744.923.3Mar-913864.52814.12487.4147.671.9Apr-802873.72045.21821.242.123.1Apr-913803.12808.82468.8140.372.4Jan-812942.92073.91849.948.823.8Jan-923756.127952484114.470Feb-812947.420981863.550.723.7Feb-923771.12824.82488.911468.4Mar-8129662106.61876.954.223.8Mar-923754.
3、428292502.5114.669.2Apr-812980.82121.11904.655.723.7Apr-923759.62832.62539.3109.972.5Jan-823037.32129.71929.359.425Jan-933783.32843.62556.5113.677Feb-823089.72149.11963.360.125.5Feb-933886.52867260413380.5Mar-823125.82193.91989.162.826.1Mar-933944.429032639145.783.1Apr-823175.322722032.168.326.5Apr-
4、934012.12960.62678.2141.684.2Jan-833253.32300.72063.979.127Jan-944221.83123.62824.3125.287.2Feb-833267.62315.2206281.227.8Feb-9441443065.92741152.682.2Mar-833264.32337.92073.781.328.3Mar-944166.43102.72754.6141.881.7Apr-833289.12382.72067.48529.4Apr-944194.23118.52784.8136.383.4Jan-843259.42334.7205
5、0.88929.8Jan-954221.83123.62824.9125.287.2Feb-843267.72304.5205991.230.4Feb-954254.83189.62849.7124.890.8Mar-843239.123152065.597.130.9Mar-9543093156.52893.3129.894.1Apr-843226.42313.72039.986.830.5Apr-954333.53178.72895.313497.4Jan-8531542282.52051.875.830Jan-964390.53227.52922.4109.2105.1Feb-85319
6、0.42390.32086.98129.7Feb-964387.73281.42947.9106110.7Mar-853249.92354.42114.497.830.1Mar-964412.63272.62993.4111112.3Apr-853292.52389.42137103.430.6Apr-964427.13266.23012.5119.2111Jan-863356.72424.52179.3108.432.6Jan-9744603295.23011.5140.2108Feb-863369.22434.92194.7109.235Feb-974515.33241.73045.815
7、7.9105.5Mar-8633812444.7221311036.6Mar-974559.33285.73075.8169.1105.1Apr-863416.32459.52242110.338.3Apr-974625.53335.83074.6176106.3Jan-872466.424632271.3121.539.2Jan-984655.33380.13128.2195.5109.6Feb-8735252490.32280.8129.740Feb-984704.83386.33147.8207.2113.3Mar-873574.425412302.6135.141.4Mar-98477
8、9.73443.13170.6213.4117.5Apr-873567.22556.22331.6134.842.4Apr-984779.73473.93202.9226121Jan-883591.82587.32347.1137.543.5Jan-994809.83473.93200.9221.3124.6Feb-883707.72631.9239415444.5Feb-994832.43450.93208.6206.2127Mar-883735.62653.22404.515846.6Mar-994845.63446.93241.1195.7129Apr-883779.62680.9242
9、1.6167.848.9Apr-994859.734933241.6203130.7Jan-893780.82699.22437.9168.250.5Jan-004880.83531.43258.8199.1132.3Feb-893784.32697.62435.4174.151.8Feb-004832.43545.33258.6193.7132.5Mar-893807.52715.32454.7178.152.7Mar-004903.335473281.2196.3133.8Apr-893814.62728.12465.4173.457.6Apr-004855.13529.53251.819
10、9136.2Jan-903830.82742.92464.6174.357.6Jan-0148243514.83241.1189.7137.8Feb-903732.626922414.2144.558.7Feb-014840.73537.43252.4182.7136.7Mar-903733.52722.52440.315159.3Mar-014862.73539.93271.2189.6138.1Apr-903808.527772469.2154.660.5Apr-0148683547.53271.1190.3138.5（1） 画出利润和红利的散点图，并直观地考察这两个时间序列是否是平稳的。
11、(2) 应用单位根检验分别检验两个时间序列是否是平稳的。10.2 下表数据是1970-1991年美国制造业固定厂房设备投资Y和销售量X，以10亿美元计价，且经过季节调整，根据该数据，判断厂房开支和销售量序列是否平稳？ 年份固定厂房设备投资销售量年份固定厂房设备投资销售量197036.9952.8051981128.68168.129197133.655.9061982123.97163.351197235.4263.0271983117.35172.547197342.3572.0271984139.61190.682197452.4884.791985182.88194.538197553.
12、6686.5891986137.95194.657197658.5398.7971987141.06206.326197767.48113.2011988163.45223.541197878.13126.9051989183.8232.724197995.13143.9361990192.61239.4591980112.6154.391991182.81235.14210.3 根据习题10.1的数据，回答如下问题： (1) 如果利润和红利时间序列并不是平稳的，而如果你以利润来回归红利，那么回归的结果会是虚假的吗？为什么？你是如何判定的，说明必要的计算。(2) 取利润和红利两个时间序列的一阶差分，确定一阶差分时间序列是否是平稳的。10.4 从中国统计年鉴中取得1978年2005年全国全社会固定资产投资额的时间序列数据，检验其是否平稳，并确定其单整阶数。10.5 下表是19782003年中国财政收入Y和税
