计量经济学第三版[庞浩]版课后答案全

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1、 .wd.第二章2.21对于浙江省预算收入与全省生产总值的模型,用Eviews分析结果如下:Dependent Variable: YMethod: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-squared0.

2、983702Mean dependent var902.5148Adjusted R-squared0.983177S.D. dependent var1351.009S.E. of regression175.2325Akaike info criterion13.22880Sum squared resid951899.7Schwarz criterion13.31949Log likelihood-216.2751Hannan-Quinn criter.13.25931F-statistic1871.115Durbin-Watson stat0.100021Prob(F-statisti

3、c)0.000000由上可知,模型的参数:斜率系数0.176124,截距为154.3063关于浙江省财政预算收入与全省生产总值的模型,检验模型的显著性:1可决系数为0.983702,说明所建模型整体上对样本数据拟合较好。2对于回归系数的t检验:t2=43.25639t0.025(31)=2.0395,对斜率系数的显著性检验说明,全省生产总值对财政预算总收入有显著影响。用标准形式写出检验结果如下:Y=0.176124X154.3063 (0.004072) (39.08196)t= (43.25639) -3.948274R2=0.983702 F=1871.115 n=33经济意义是:全省生产

4、总值每增加1亿元,财政预算总收入增加0.176124亿元。2当x=32000时,进展点预测,由上可知Y=0.176124X154.3063,代入可得:Y= Y=0.176124*32000154.3063=5481.6617进展区间预测:先由Eviews分析:XYMean6000.441902.5148Median2689.280209.3900Maximum27722.314895.410Minimum123.720025.87000Std. Dev.7608.0211351.009Skewness1.4325191.663108Kurtosis4.0105154.590432Jarque-

5、Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99Sum Sq. Dev.1.85E+0958407195Observations3333由上表可知,x2=XiX2=2x(n1)= 7608.0212 x (331)=1852223.473(XfX)2=(320006000.441)2=675977068.2当Xf=32000时,将相关数据代入计算得到:5481.66172.0395x175.2325x1/33+1852223.473/675977068.2Yf5481.6617+2.0395x175.2325x

6、1/33+1852223.473/675977068.2即Yf的置信区间为5481.661764.9649, 5481.6617+64.9649(3) 对于浙江省预算收入对数与全省生产总值对数的模型,由Eviews分析结果如下:Dependent Variable: LNYMethod: Least SquaresDate: 12/03/14 Time: 18:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.LNX0.

7、9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442Mean dependent var5.573120Adjusted R-squared0.962263S.D. dependent var1.684189S.E. of regression0.327172Akaike info criterion0.662028Sum squared resid3.318281Schwarz criterion0.752726Log likelihood-8.923468Hannan-Quinn cri

8、ter.0.692545F-statistic816.9699Durbin-Watson stat0.096208Prob(F-statistic)0.000000模型方程为:lnY=0.980275lnX-1.918289由上可知,模型的参数:斜率系数为0.980275,截距为-1.918289关于浙江省财政预算收入与全省生产总值的模型,检验其显著性:1可决系数为0.963442,说明所建模型整体上对样本数据拟合较好。2对于回归系数的t检验:t2=28.58268t0.025(31)=2.0395,对斜率系数的显著性检验说明,全省生产总值对财政预算总收入有显著影响。经济意义:全省生产总值每增

9、长1%,财政预算总收入增长0.980275%2.41对建筑面积与建造单位成本模型,用Eviews分析结果如下:Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829Mean dependent

10、 var1619.333Adjusted R-squared0.941512S.D. dependent var131.2252S.E. of regression31.73600Akaike info criterion9.903792Sum squared resid10071.74Schwarz criterion9.984610Log likelihood-57.42275Hannan-Quinn criter.9.873871F-statistic178.0715Durbin-Watson stat1.172407Prob(F-statistic)0.000000由上可得:建筑面积与

11、建造成本的回归方程为:Y=1845.475-64.18400X2经济意义:建筑面积每增加1万平方米,建筑单位成本每平方米减少64.18400元。3首先进展点预测,由Y=1845.475-64.18400X得,当x=4.5,y=1556.647再进展区间估计:用Eviews分析:YXMean1619.3333.523333Median1630.0003.715000Maximum1860.0006.230000Minimum1419.0000.600000Std. Dev.131.22521.989419Skewness0.003403-0.060130Kurtosis2.3465111.664

12、917Jarque-Bera0.2135470.898454Probability0.8987290.638121Sum19432.0042.28000Sum Sq. Dev.189420.743.53567Observations1212由上表可知,x2=XiX2=2x(n1)= 1.9894192 x (121)=43.5357(XfX)2=(4.53.523333)2=0.95387843当Xf=4.5时,将相关数据代入计算得到:1556.6472.228x31.73600x1/12+43.5357/0.95387843Yf1556.647+2.228x31.73600x1/12+43.5357/0.95387843即Yf的置信区间为1556.647478.1231, 1556.647+478.1231第三章3.2对出口货物总额计量经济模型,用Eviews分析结果如下:Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample

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