计量经济学 - 庞皓 - 第三版课后答案.docx

计量经济学 - 庞皓 - 第三版课后答案 其次章简洁线性回来模型 2.1〔1〕①首先分析人均寿命与人均GDP的数量关系，用Eviews分析： Dependent Variable: Y Method: Least Squares Date: 12/27/14 Time: 21:00 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 56.64794 1.960820 28.881012 0.0000 X1 0.128360 0.027342 4.711834 0.0001 R-squared 0.526082 Mean dependent var 62.50000 Adjusted R-squared 0.502386 S.D. dependent var 10.08889 S.E. of regression 7.116881 Akaike info criterion 6.849324 Sum squared resid 1013.000 Schwarz criterion 6.948510 Log likelihood -73.34257 Hannan-Quinn criter. 6.873689 F-statistic 22.20228 Durbin-Watson stat 0.629074 Prob(F-statistic) 0.000134 有上可知，关系式为y=56.64794+0.128360x1 ②关于人均寿命与成人识字率的关系，用Eviews分析如下： Dependent Variable: Y Method: Least Squares Date: 11/26/14 Time: 21:10 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 38.79424 3.532079 10.101340 0.0000 X2 0.331971 0.046656 7.115308 0.0000 R-squared 0.716825 Mean dependent var 62.50000 Adjusted R-squared 0.702666 S.D. dependent var 10.08889 S.E. of regression 5.501306 Akaike info criterion 6.334356 Sum squared resid 605.2873 Schwarz criterion 6.433542 Log likelihood -67.67792 Hannan-Quinn criter. 6.357731 F-statistic 50.62761 Durbin-Watson stat 1.846406 Prob(F-statistic) 0.000001 由上可知，关系式为y=38.79424+0.331971x2 ③关于人均寿命与一岁儿童疫苗接种率的关系，用Eviews分析如下： Dependent Variable: Y Method: Least Squares Date: 11/26/14 Time: 21:14 Sample: 1 22 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. C 31.710156 6.536434 4.864971 0.0001 X3 0.387376 0.080260 4.825285 0.0001 R-squared 0.537929 Mean dependent var 62.50000 Adjusted R-squared 0.514825 S.D. dependent var 10.08889 S.E. of regression 7.027364 Akaike info criterion 6.824009 Sum squared resid 1017.6770 Schwarz criterion 6.923194 Log likelihood -73.06409 Hannan-Quinn criter. 6.847374 F-statistic 23.28338 Durbin-Watson stat 0.952555 Prob(F-statistic) 0.000103 由上可知，关系式为y=31.710156+0.387376x3 〔2〕①关于人均寿命与人均GDP模型，由上可知，可决系数为0.526082，说明所建模型整体上对样本数据拟合较好。

对于回来系数的t检验：t〔β1〕=4.711834>t0.025(20)=2.086，对斜率系数的显著性检验说明，人均GDP对人均寿命有显著影响②关于人均寿命与成人识字率模型，由上可知，可决系数为0.716825，说明所建模型整体上对样本数据拟合较好对于回来系数的t检验：t〔β2〕=7.115308>t0.025(20)=2.086，对斜率系数的显著性检验说明，成人识字率对人均寿命有显著影响③关于人均寿命与一岁儿童疫苗的模型，由上可知，可决系数为0.537929，说明所建模型整体上对样本数据拟合较好对于回来系数的t检验：t〔β3〕=4.825285>t0.025(20)=2.086，对斜率系数的显著性检验说明，一岁儿童疫苗接种率对人均寿命有显著影响 2.2 〔1〕①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: Y Method: Least Squares Date: 12/03/14 Time: 17:00 Sample (adjusted): 1 33 Included observations: 33 after adjustments Variable Coefficient Std. Error t-Statistic Prob. X C R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statisticProb(F-statistic) 0.176124 0.004073 43.25639 -154.3063 39.08196 -3.948274 0.1013702 Mean dependent var 0.1013177 S.D. dependent var 175.2325 Akaike info criterion 9518101.7 Schwarz criterion -216.2751 Hannan-Quinn criter. 1871.115 Durbin-Watson stat 0.000000 0.0000 0.0004 902.5148 1351.009 13.22880 13.31949 13.25931 0.101021 ②由上可知，模型的参数：斜率系数0.176124，截距为—154.3063③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0.1013702，说明所建模型整体上对样本数据拟合较好。

2〕对于回来系数的t检验：t〔β2〕=43.25639>t0.025(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④用标准形式写出检验结果如下：Y=0.176124X—154.3063 (0.004073) (39.08196) t= (43.25639) 〔-3.948274〕 R2=0.1013702 F=1871.115 n=33 ⑤经济意义是：全省生产总值每增加1亿元，财政预算总收入增加0.176124亿元〔2〕当x=32000时，①进展点预料，由上可知Y=0.176124X—154.3063，代入可得： Y= Y=0.176124*32000—154.3063=5481.6617②进展区间预料： 先由Eviews分析： Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis Jarque-Bera Probability X 6000.441 2689.280 27732.31 123.7300 7608.021 1.432519 4.010515 12.69068 0.001755 Y 902.5148 209.3900 4895.410 25.87000 1351.009 1.663108 4.590432 18.69063 0.000087 Sum Sum Sq. Dev. Observations 1101014.5 1.85E+09 33 29782.101 58407195 33 由上表可知，∑x2=∑〔Xi—X〕2=δ2x(n—1)= 7608.0212 x (33—1)=1852223.473 (Xf—X)2=(32000— 6000.441)2=675977068.2当Xf=32000时，将相关数据代入计算得到：5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤ Yf≤5481.6617+2.0395x175.2325x√1/33+1852223.473/675977068.2 即Yf的置信区间为〔5481.6617—64.9649, 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: LNY Method: Least Squares Date: 12/03/14 Time: 18:00 Sample (adjusted): 1 33 Included observations: 33 after adjustments Variable Coefficient Std. Error t-Statistic Prob. LNX 0.1010275 0.034296 28.58268 0.0000 C -1.918289 0.268213 -7.152121 0.0000 R-squared 0.963442 Mean dependent var 5.573120 Adjusted R-squared 0.96。