计量经济学
实 验 指 导 书
目 录
实验一 Eviews的基本操作与一元线性回归模型的最小二乘估计 ······················· 1
实验目的： ························································································································ 1 实验内容： ························································································································ 1 实验二：Eviews的常用函数与多元线性回归分析 ············································ 6
实验目的 ···························································································································· 6 实验内容 ···························································································································· 6 实验三 异方差的检验与修正 ······································································· 8
实验目的 ···························································································································· 8 实验内容 ···························································································································· 8 实验四 序列相关的检验与修正 ·································································· 13
实验目的 ·························································································································· 13 实验内容 ·························································································································· 13 实验五 多重共线性的检验和修正 ······························································· 18
实验目的 ·························································································································· 18 实验内容 ·························································································································· 18 实验六 柯布-道格拉斯生产函数的求解 ························································ 22
实验目的 ·························································································································· 22 实验内容 ·························································································································· 22
实验一 Eviews的基本操作与一元线性回归模型的最小二乘估计
实验目的：
1、熟悉Eviews的窗口与界面 2、掌握Eviews的命令与菜单的操作
3、掌握用Eviews估计与检验一元线性回归模型
实验内容：
1、启动Eviews
双击Eviews图标，出现Eviews窗口，它由以下部分组成：标题栏“Eviews”、主菜单“File，Edit，…，Help”、命令窗口（空白处）和工作区域。
命令窗口 工作区域
图1-1
2、产生文件
Eviews的操作在工作文件中进行，故首先要有工作文件，然后进行数据输入、分析等等操作。
（1） 读已存在文件：File→Open→Workfile。
（2） 新建文件：File→New→Workfile，出现对话框“工作文件范围”，选取或填上数据类型、 起止时间。OK后，得到一个无名字的工作文件，其中有：时间范围、当前工作文件样本范围、filter 、默认方程、系数向量C、序列RESID。
在主菜单上依次点击File/New/Workfile，即选择新建对象的类型为工作文件，将弹出一个对话框（如图所示），由用户选择数据的时间频率（frequency）、起始期
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