第四章练习题.doc

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1、1.根据搜集到的我国19832001年19年的民航客运量y、国内生产总值x1、实际利用外资额x2 、民航里程x3 、来华旅游入境人数x4数据资料进行分析,下面是其Eviews的案例分析结果: Dependent Variable: YMethod: Least SquaresDate: 09/22/08 Time: 21:11Sample: 1 19Included observations: 19VariableCoefficientStd. Errort-StatisticProb.C-139.1572232.6374-0.5981720.5593X10.0363970.014217(1)

2、0.0227X2(2)1.4674691.0979130.2908X37.505461(3)0.7855040.4452X40.2122160.1426291.4878910.1590R-squared0.988977Mean dependent var3329.789Adjusted R-squared(4)S.D. dependent var2370.662S.E. of regression282.2216Akaike info criterion14.34420Sum squared resid1115086.Schwarz criterion14.59273Log likelihoo

3、d-131.2699F-statistic314.0201Durbin-Watson stat1.890784Prob(F-statistic)0.000000White Heteroskedasticity Test:F-statistic2.633628Probability0.076698Obs*R-squared12.88458Probability0.115883Test Equation:Dependent Variable: RESID2Method: Least SquaresDate: 10/13/08 Time: 22:56Sample: 1 19Included obse

4、rvations: 19VariableCoefficientStd. Errort-StatisticProb.C-80010.10106191.3-0.7534520.4685X14.65632914.882230.3128780.7608X126.53E-050.0001490.4372550.6712X2-117.8830903.4451-0.1304820.8988X22-0.6221131.052638-0.5910040.5676X33006.4996347.7150.4736350.6459X32-16.6394028.98757-0.5740180.5786X41.82572

5、465.471750.0278860.9783X42-0.0090940.008874-1.0248480.3296R-squared0.678136Mean dependent var58688.75Adjusted R-squared0.420645S.D. dependent var70617.55S.E. of regression53750.83Akaike info criterion24.92762Sum squared resid2.89E+10Schwarz criterion25.37499Log likelihood-227.8124F-statistic2.633628

6、Durbin-Watson stat2.990826Prob(F-statistic)0.076698(1)将上边表中的所缺数值(1)-(4)补齐;(2)检验各回归系数的统计显著性。(3)利用经典判断法你认为该模型中是否存在多重共线性的可能性。(4)检验模型是否存在自相关。( (5) 检验模型是否存在异方差.2.为了考察我国农村家庭从事农业劳动的收入(x1)和农业以外的其他收入(x2)变动对农村家庭人均消费(y)增长的影响,现对三个变量进行回归分析得到如下结果。根据输出结果完成下列要求:1). 用标准记法写出样本回归方程,并解释各回归系数的经济含义;2). 对模型进行异方差检验,说明模型是否存

7、在异方差;3)对模型进行自相关检验,说明模型是否存在序列自相关;4)计算模型的方差扩大因子,说明模型是否存在多重共线性。(=0.05,=1.30,=1.57)Dependent Variable: LOG(Y)Method: Least SquaresDate: 11/09/07 Time: 21:34Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb. C1.6025280.8609781.8612880.0732LOG(X1)0.3254160.1037693.1359550.0

8、040LOG(X2)0.5070780.04859910.433850.0000R-squared0.796506 Mean dependent var7.448704Adjusted R-squared0.781971 S.D. dependent var0.364648S.E. of regression0.170267 Akaike info criterion-0.611128Sum squared resid0.811747 Schwarz criterion-0.472355Log likelihood12.47249 F-statistic54.79806Durbin-Watso

9、n stat1.964720 Prob(F-statistic)0.000000White Heteroskedasticity Test:F-statistic4.920995 Probability0.004339Obs*R-squared13.35705 Probability0.009657Test Equation:Dependent Variable: RESID2Method: Least SquaresDate: 11/09/07 Time: 21:53Sample: 1 31Included observations: 31VariableCoefficientStd. Er

10、rort-StatisticProb. C3.9821372.8828511.3813190.1789LOG(X1)-0.5792890.916069-0.6323640.5327(LOG(X1)20.0418390.0668660.6257100.5370LOG(X2)-0.5636560.203228-2.7735140.0101(LOG(X2)20.0402800.0138792.9021730.0075Dependent Variable: LOG(X1)Method: Least SquaresDate: 11/09/07 Time: 22:03Sample: 1 31Include

11、d observations: 31VariableCoefficientStd. Errort-StatisticProb. C7.6305610.60502012.612090.0000LOG(X2)-0.1033320.084825-1.2181730.2330R-squared0.048680 Mean dependent var6.896563Adjusted R-squared0.015875 S.D. dependent var0.307141S.E. of regression0.304694 Akaike info criterion0.523321Sum squared r

12、esid2.692309 Schwarz criterion0.615837Log likelihood-6.111482 F-statistic1.483946Durbin-Watson stat1.269696 Prob(F-statistic)0.2329773. Eviews分析结果(局部)。 Dependent Variable: YMethod: Least SquaresDate: 10/28/07 Time: 11:07Sample(adjusted): 120Included observations: 20 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C4.8267899.2173660.5236630.6193X10.1783810.308178(1)0.5838X20.688030(2)3.2779100.0169X3(3)0.156400-1.4235560.2044R-squared0.852805 Mean dependent var41.90000Adjusted R-squared(4) S.D. dependent var34.28783S.E. of regression16.11137 Akaike info crit

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