计量经济学作业

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1、.3.21用Eviews分析如下Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838Mean dependent

2、var6619.191Adjusted R-squared0.983950S.D. dependent var5767.152S.E. of regression730.6306Akaike info criterion16.17670Sum squared resid8007316.Schwarz criterion16.32510Log likelihood-142.5903Hannan-Quinn criter.16.19717F-statistic522.0976Durbin-Watson stat1.173432Prob0.000000由表可知模型为:Y = 0.135474X2 +

3、 18.85348X3 - 18231.58检验:可决系数是0.985838,修正的可决系数为0.983950,说明模型对样本拟合较好。F检验,F=522.0976F2,15=4.77,回归方程显著。t检验,t统计量分别为X2的系数对应t值为10.58454,大于t15=2.131,系数是显著的,X3的系数对应t值为1.928512,小于t15=2.131,说明此系数是不显著的。22表内数据ln后重新输入数据:Dependent Variable: LNYMethod: Least SquaresDate: 10/25/15 Time: 22:18Sample: 1994 2011Includ

4、ed observations: 18VariableCoefficientStd. Errort-StatisticProb.C-10.810901.698653-6.3643970.0000LNX21.5737840.09154717.191060.0000X30.0024380.0009362.6053210.0199R-squared0.986373Mean dependent var8.400112Adjusted R-squared0.984556S.D. dependent var0.941530S.E. of regression0.117006Akaike info crit

5、erion-1.302176Sum squared resid0.205355Schwarz criterion-1.153780Log likelihood14.71958Hannan-Quinn criter.-1.281714F-statistic542.8930Durbin-Watson stat0.684080Prob0.000000模型为 lny=-10.81090+1.573784lnx2+0.002438x3检验:经济意义为其他条件不变的情况下,工业增加值每增加一个单位百分比出口货物总和增加1.57单位百分比,汇率每增加一单位百分比,出口总额增加0.0024个单位百分比。拟合优

6、度检验,R2=0.986373 修正可决系数为0.984556,拟合很好。F检验对于H0:X2=X3=0,给定显著性水平a=0.05 F=4.77 F=542.8930F 显著t检验对于H0:Xj =0j=2,3,给定显著性水平a=0.05 t15=2.131 当j=2时tt显著,当j=3时 tt显著。两个模型表现出的汇率对Y的印象存在巨大差异3.31用Eviews分析如下Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:30Sample: 1 18Included observations: 18Variabl

7、eCoefficientStd. Errort-StatisticProb.X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235Mean dependent var755.1222Adjusted R-squared0.944732S.D. dependent var258.7206S.E. of regression60.82273Akaike info criterion11.20482Sum squared resid

8、55491.07Schwarz criterion11.35321Log likelihood-97.84334Hannan-Quinn criter.11.22528F-statistic146.2974Durbin-Watson stat2.605783Prob0.000000由表可知模型为:检验:可决系数是0.951235,修正的可决系数为0.944732,说明模型对样本拟合较好。F检验,F=539.7364 F2,15=4.77,回归方程显著。t检验,t统计量分别为2.944186,10.06702,均大于t15=2.131,所以这些系数都是显著的。经济意义:家庭月平均收入增加1元,家

9、庭书刊年消费支出增加0.086450元,户主受教育年数增加1年,家庭书刊年消费支出增加52.37031元。2用Eviews分析如下Y与T的一元回归Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 22:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.92

10、3054Mean dependent var755.1222Adjusted R-squared0.918245S.D. dependent var258.7206S.E. of regression73.97565Akaike info criterion11.54979Sum squared resid87558.36Schwarz criterion11.64872Log likelihood-101.9481Hannan-Quinn criter.11.56343F-statistic191.9377Durbin-Watson stat2.134043Prob0.000000模型:Y

11、= 63.01676T - 11.58171X与T的一元回归Dependent Variable: XMethod: Least SquaresDate: 12/01/14 Time: 22:34Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182Mean dependent var1942.933Adjusted R-squa

12、red0.450881S.D. dependent var698.8325S.E. of regression517.8529Akaike info criterion15.44170Sum squared resid4290746.Schwarz criterion15.54063Log likelihood-136.9753Hannan-Quinn criter.15.45534F-statistic14.95867Durbin-Watson stat1.052251Prob0.001364模型:X = 123.1516T + 444.58883对残差模型进行分析,用Eviews分析如下Dependent Variable: E1Method: Least SquaresDate: 12/03/14 Time: 20:39Sample: 1 18Included observations:

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