计量经济学作业.DOC

3.2（1）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-squared0.985838    Mean dependent var6619.191Adjusted R-squared0.983950    S.D. dependent var5767.152S.E. of regression730.6306    Akaike info criterion16.17670Sum squared resid8007316.    Schwarz criterion16.32510Log likelihood-142.5903    Hannan-Quinn criter.16.19717F-statistic522.0976    Durbin-Watson stat1.173432Prob(F-statistic)0.000000由表可知模型为：Y = 0.135474X2 + 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=522.0976>F（2,15）=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t（15）=2.131，系数是显著的，X3的系数对应t值为1.928512，小于t（15）=2.131，说明此系数是不显著的2）（2）表内数据ln后重新输入数据：Dependent Variable: LNYMethod: Least SquaresDate: 10/25/15 Time: 22:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  C-10.810901.698653-6.3643970.0000LNX21.5737840.09154717.191060.0000X30.0024380.0009362.6053210.0199R-squared0.986373    Mean dependent var8.400112Adjusted R-squared0.984556    S.D. dependent var0.941530S.E. of regression0.117006    Akaike info criterion-1.302176Sum squared resid0.205355    Schwarz criterion-1.153780Log likelihood14.71958    Hannan-Quinn criter.-1.281714F-statistic542.8930    Durbin-Watson stat0.684080Prob(F-statistic)0.000000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。

拟合优度检验，R^2=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(2,15)=4.77 F=542.8930>F(2,15) 显著t检验对于H0:Xj =0（j=2,3），给定显著性水平a=0.05 t（15）=2.131 当j=2时t>t(15)显著，当j=3时 t>t(15)显著3)两个模型表现出的汇率对Y的印象存在巨大差异 3.3（1）用Eviews分析如下Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235    Mean dependent var755.1222Adjusted R-squared0.944732    S.D. dependent var258.7206S.E. of regression60.82273    Akaike info criterion11.20482Sum squared resid55491.07    Schwarz criterion11.35321Log likelihood-97.84334    Hannan-Quinn criter.11.22528F-statistic146.2974    Durbin-Watson stat2.605783Prob(F-statistic)0.000000由表可知模型为：Y = 0.086450X + 52.37031T-50.01638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> F（2,15）=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t（15）=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-squared0.923054    Mean dependent var755.1222Adjusted R-squared0.918245    S.D. dependent var258.7206S.E. of regression73.97565    Akaike info criterion11.54979Sum squared resid87558.36    Schwarz criterion11.64872Log likelihood-101.9481    Hannan-Quinn criter.11.56343F-statistic191.9377    Durbin-Watson stat2.134043Prob(F-statistic)0.000000模型：Y = 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-squared0.483182    Mean dependent var1942.933Adjusted R-squared0.450881    S.D. dependent var698.8325S.E. of regression517.8529    Akaike info criterion15.44170Sum squared resid4290746.    Schwarz criterion15.54063Log likelihood-136.9753    Hannan-Quinn criter.15.45534F-statistic14.95867    Durbin-Watson stat1.052251Prob(F-statistic)0.001364模型：X = 123.1516T + 444.5888（3）对残差模型进行分析，用Eviews分析如下Dependent Variable: E1Method: Least SquaresDate: 1。