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1、影响GDP增长的经济因素分析 近年来，我国GDP逐年增长，经济发展速度令人瞩目。为更好的了解我国经济增长的原因，我组对影响我国GDP增长的经济因素进行了分析。下表（表1.1）提供了我国19782002年的GDP及其主要影响因素的数据。其中Y=GDP(亿元)；X1能源消费总量（万吨标准煤）；X2就业人员（万人）；X3=居民消费水平（元）；X4农业总产值（亿元）；X5社会消费品零售总额（亿元）；X6进出口贸易总额（亿元）ObsX1X2X3X4X5X6Y1978571444015218413971558.63553624.1197958588410241971697.61800454.64038.2
2、198060275423612361922.621405704517.8198159447437252492180.622350735.34862.4198262067452952662483.262570771.35294.71983660404643628927502849.4860.15934.5198470904481973273214.133376.412017171198576682498734373619.4943052066.78964.4198680850512824474013.0149502850.410202.2198786632527835084675.7582030
3、84.211962.5198892997543346355865.277440382214928.3198996934553297626534.738101.44155.916909.2199098703567408037662.098300.15560.118547.91991103783583608968157.039415.67229.321617.819921091705943210709084.710993.79119.626638.1199311599360220133110995.512462.11127134634.4199412273761470174615750.51626
4、4.720381.946759.4199513117662388223620340.92062023499.958478.1199613894868850264122353.724774.124133.867884.6199713817369600283423788.427298.926967.274462.6199813221470637297224541.929152.526849.778345.2199913011971394313824519.131134.729896.282067.5200013029772085339732917.9334152.639273.289468.120
5、0113491473025360937213.4937595.242183.697314.8200214822273740379143499.9140910.551378.2104790.6一：现估计模型为Y=A0+A1*X1+A2*X2+A3*X3+A4*X4+A5*X5+A6*X6+U 运用OLS估计方法对上式中得参数进行估计，利用Eviews软件得回归分析结果如下：（表1.2）Dependent Variable: YMethod: Least SquaresDate: 06/03/05 Time: 20:44Sample: 1978 2002Included observations:
6、 25VariableCoefficientStd. Errort-StatisticProb. C5421.2153244.8561.6707100.1121X10.0509330.0302151.6857080.1091X2-0.2244280.113375-1.9795160.0633X321.183872.08494110.160420.0000X4-0.2165350.203877-1.0620840.3022X50.4884900.3118031.5666650.1346X60.3366200.1392082.4181020.0264R-squared0.999725 Mean d
7、ependent var35976.74Adjusted R-squared0.999634 S.D. dependent var34444.88S.E. of regression658.9930 Akaike info criterion16.05080Sum squared resid7816893. Schwarz criterion16.39208Log likelihood-193.6350 F-statistic10925.17Durbin-Watson stat1.748019 Prob(F-statistic)0.000000分析回归结果：从经济意义上讲，就业人口X2的系数为
8、负，可初步认为国民经济在向技术密集型、资本密集型发展。农业总产值的系数为负，不符合实际经济意义。其余解释变量的系数为正，符合实际经济现象。从模型检验上讲，拟合较好。可决系数R（2）=0.999725,F统计量为10925.172.66=F0.05(6,18)表明模型在整体上拟合非常好；系数显著性检验：对于A0,t统计量为1.670710，给定0.05 查t分布表，在自由度为n-k=18下，得临界值T0.025(18)=2.101因为tT0.025(18),所以接受H0:A0=0的原假设。对于A1、A2、A3、A4、A5、A6,除去A3、A6的t统计量大于T0.025(18)之外，其余系数的t统
9、计量均小于T0.025(18) ，因此可初步认为模型存在严重的多重共线性。现重新估计模型为Y=A1X1+A2X2+A3X3+A4X4+A5X5+A6X6得回归结果如下（表1.3）：Dependent Variable: YMethod: Least SquaresDate: 06/03/05 Time: 20:57Sample: 1978 2002Included observations: 25VariableCoefficientStd. Errort-StatisticProb. X10.0106560.0190530.5592690.5825X2-0.0412480.030184-1.
10、3665640.1877X322.689741.96667011.537140.0000X4-0.1400060.207819-0.6736920.5086X50.1460230.2457790.5941240.5594X60.3871080.1421502.7232410.0135R-squared0.999683 Mean dependent var35976.74Adjusted R-squared0.999599 S.D. dependent var34444.88S.E. of regression689.3576 Akaike info criterion16.11496Sum s
11、quared resid9029064. Schwarz criterion16.40749Log likelihood-195.4370 Durbin-Watson stat1.704338从模型检验上看，R(2)=0.999683小于第一次模型的可决系数;T检验也并不优于第一次模型的t检验，故仍采用第一次模型。二、多重共线性检验 1、检验：利用Eviews计算线性回归模型中，六个解释变量的如下简单相关系数矩阵(表2.1.1)：X1X2X3X4X5X6X110.9784543274310.920854078840.8881671741190.9111188771040.88347271546
12、2X20.97845432743110.9488157613280.9171258679460.9460360865940.909232951166X30.920854078840.94881576132810.9827864539390.9970082872950.982361794167X40.8881671741190.9171258679460.98278645393910.9907093117320.997396156937X50.9111188771040.9460360865940.9970082872950.99070931173210.98844222336X60.88347
13、27154620.9092329511660.9823617941670.9973961569370.988442223361从上表可以看出，各解释变量之间存在高度线性相关。同时由表1.2又可看出，尽管整体上线性回归拟合较好，但X1 X2 X4 X5 变量的参数T值并不显著，表明模型中解释变量确实存在严重的多重共线性。2、修正：运用OLS方法逐一求出Y对各个解释变量的回归，分别如下：Y=-67070.34+1.029232X1 （式2.1.1） (9781.140) (0.093575)t=(-6.856618) (10.99902) R(2)=0.840254 Se=14063.12 F=120.9784Y=-133299.7+2.962005X2 （式2.1.2） (12588.50) (0.212476)t=(-10.58901) (13.68286)R(2)=0.890591 Se=11638.38 F=187.2206Y=-2268.943
