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1、精选优质文档-倾情为你奉上第七章练习题及参考解答7.1 表7.4中给出了1981-2015年中国城镇居民人均年消费支出(PCE)和城镇居民人均可支配收入(PDI)数据。表7.4 1981-2015年中国城镇居民消费支出(PCE)和可支配收入(PDI)数据 （单位：元）年度城镇居民人均消费支出PCE城镇居民人均可支配收入PDI年度城镇居民人均消费支出PCE城镇居民人均可支配收入PDI1981456.80500.4019994615.915854.021982471.00535.3020004998.006280.001983505.90564.6020015309.016859.60198455
2、9.40652.1020026029.887702.801985673.20739.1020036510.948472.201986799.00900.9020047182.109421.601987884.401002.1020057942.8810493.0019881104.001180.2020068696.5511759.5019891211.001373.9320079997.4713785.8019901278.901510.20200811242.8515780.7619911453.801700.60200912264.5517174.6519921671.702026.60
3、201013471.4519109.4419932110.802577.40201115160.8921809.7819942851.303496.20201216674.3224564.7219953537.574283.00201318022.6426955.1019963919.474838.90201419968.0829381.0019974185.645160.30201521392.3631790.3119984331.615425.10估计下列模型：(1) 解释这两个回归模型的结果。(2) 短期和长期边际消费倾向（MPC）是多少？分析该地区消费同收入的关系。(3) 建立适当的分
4、布滞后模型，用库伊克变换转换为库伊克模型后进行估计，并对估计结果进行分析判断。【练习题7.1参考解答】(1) 解释这两个回归模型的结果。Dependent Variable: PCEMethod: Least SquaresDate: 03/10/18 Time: 09:12Sample: 1981 2005Included observations: 25VariableCoefficientStd. Errort-StatisticProb. C149.097524.567346.0.0000PDI0.0.148.98400.0000R-squared0. Mean dependent v
5、ar2983.768Adjusted R-squared0. S.D. dependent var2364.412S.E. of regression77.70773 Akaike info criterion11.62040Sum squared resid.3 Schwarz criterion11.71791Log likelihood-143.2551 F-statistic22196.24Durbin-Watson stat0. Prob(F-statistic)0.收入跟消费间有显著关系。收入每增加1元，消费增加0.76元。Dependent Variable: PCEMethod
6、: Least SquaresDate: 03/10/18 Time: 09:13Sample(adjusted): 1982 2005Included observations: 24 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C147.688626.735795.0.0000PDI0.0.9.0.0000PCE(-1)0.0.1.0.2803R-squared0. Mean dependent var3089.059Adjusted R-squared0. S.D. dependent va
7、r2354.635S.E. of regression77.44504 Akaike info criterion11.65348Sum squared resid.4 Schwarz criterion11.80074Log likelihood-136.8418 F-statistic10620.10Durbin-Watson stat0. Prob(F-statistic)0.(2) 短期和长期边际消费倾向（MPC）是多少？分析该地区消费同收入的关系。短期MPC=0.68，长期MPC=0.679/(1-0.111)=0.764(3) 建立适当的分布滞后模型，用库伊克变换转换为库伊克模型后
8、进行估计，并对估计结果进行分析判断。在滞后1-5期内，根据AIC最小，选择滞后5期，其回归结果如下:Dependent Variable: PCEMethod: Least SquaresDate: 03/10/18 Time: 09:25Sample(adjusted): 1986 2005Included observations: 20 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C167.959033.277935.0.0002PDI0.0.5.0.0001PDI(-1)0.0.0.0.4
9、263PDI(-2)-0.0.-0.0.5818PDI(-3)-0.0.-0.0.8358PDI(-4)0.0.0.0.3940PDI(-5)-0.0.-1.0.1429R-squared0. Mean dependent var3596.396Adjusted R-squared0. S.D. dependent var2254.922S.E. of regression67.79561 Akaike info criterion11.54009Sum squared resid59751.18 Schwarz criterion11.88860Log likelihood-108.4009
10、 F-statistic3501.011Durbin-Watson stat1. Prob(F-statistic)0.当期收入对消费有显著影响，但各滞后期影响并不显著。不显著可能是分布滞后模型直接估计时共线性造成的，也可能是真没显著影响。库伊克模型估计结果见上表，PCE(-1)部分回归结果t检验不显著。7.2 表7.5中给出了中国1980-2016年固定资产投资Y与社会消费品零售总额X的资料。取阿尔蒙多项式的次数m=2，运用阿尔蒙多项式变换法估计以下分布滞后模型：表7.5中国1980-2016年固定资产投资Y与社会零售总额X数据 （单位：亿元）年份固定资产投资Y社会消费品零售总额X年份固定资
11、产投资Y社会消费品零售总额X1980910.92140.0199929854.735647.91981961.02350.0200032917.739105.719821230.42570.0200137213.543055.419831430.12849.4200243499.948135.919841832.93376.4200355566.652516.319852543.24305.0200470477.459501.019863120.64950.0200588773.667176.619873791.75820.02006.276410.019884753.87440.02007.
12、989210.019894410.48101.42008.4.119904517.08300.12009.8.419915594.59415.62010.8.419928080.110993.72011.1.6199313072.314270.42012.7.0199417042.118622.92013.1.9199520019.323613.82014.7.1199622913.528360.22015.8.8199724941.131252.92016.7.3199828406.233378.1【练习题7.2参考解答】直接估计结果如下：Dependent Variable: YMetho
13、d: Least SquaresDate: 03/10/18 Time: 09:32Sample(adjusted): 1984 2016Included observations: 33 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C-23633.423701.825-6.0.0000X0.0.0.0.6190X(-1)2.1.1.0.2265X(-2)-0.1.-0.0.7529X(-3)1.1.0.0.5379X(-4)-1.1.-1.0.3138R-squared0. Mean dependent var.7Adjusted R-squared0. S.D. dependent var.0S.E. of regre
