计量经济学-庞皓-第三版课后答案 下载本文

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(3)用EViews分析得: Dependent Variable: Y Method: Least Squares Date: 12/08/14 Time: 17:28 Sample: 1 31 Included observations: 31

Variable Coefficient Std. Error t-Statistic Prob. X2 5.135670 1.010270 5.083465 0.0000 LNX3 -22.81005 6.771820 -3.368378 0.0023 LNX4 -230.8481 49.46791 -4.666624 0.0001 C 1148.758 228.2917 5.031974 0.0000 R-squared 0.691952 Mean dependent var 16.77355

Adjusted R-squared 0.657725 S.D. dependent var 8.252535 S.E. of regression 4.828088 Akaike info criterion 6.106692 Sum squared resid 629.3818 Schwarz criterion 6.291723 Log likelihood -90.65373 Hannan-Quinn criter. 6.167008 F-statistic 20.21624 Durbin-Watson stat 1.150090 Prob(F-statistic) 0.000000

模型方程为:

Y=5.135670 X2-22.81005 LNX3-230.8481 LNX4+1148.758

此分析得出的可决系数为0.691952>0.666062,拟合程度得到了提高,可这样改进。

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3.2

(1)对出口货物总额计量经济模型,用Eviews分析结果如下:: Dependent Variable: Y Method: Least Squares Date: 12/01/14 Time: 20:25 Sample: 1994 2011 Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob. X2 0.135474 0.012799 10.58454 0.0000 X3 18.85348 9.776181 1.928512 0.0729 C -18231.58 8638.216 -2.110573 0.0520 R-squared 0.985838 Mean dependent var 6619.191

Adjusted R-squared 0.983950 S.D. dependent var 5767.152 S.E. of regression 730.6306 Akaike info criterion 16.17670 Sum squared resid 8007316. Schwarz criterion 16.32510 Log likelihood -142.5903 Hannan-Quinn criter. 16.19717 F-statistic 522.0976 Durbin-Watson stat 1.173432 Prob(F-statistic) 0.000000

①由上可知,模型为:

Y = 0.135474X2 + 18.85348X3 - 18231.58

②对模型进行检验:

1)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 2)F检验,F=522.0976>F(2,15)=4.77,回归方程显著

3)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)对于对数模型,用Eviews分析结果如下: Dependent Variable: LNY Method: Least Squares Date: 12/01/14 Time: 20:25 Sample: 1994 2011 Included observations: 18

Variable Coefficient Std. Error t-Statistic Prob. LNX2 1.564221 0.088988 17.57789 0.0000 LNX3 1.760695 0.682115 2.581229 0.0209 C -20.52048 5.432487 -3.777363 0.0018 R-squared 0.986295 Mean dependent var 8.400112