计量经济学第三版课后习题答案

5.2 (1)

①用图形法检验

绘制e2的散点图,用Eviews分析如下:

30,00025,00020,000E215,00010,0005,00001,0001,5002,0002,500X3,0003,5004,000 由上图可知,模型可能存在异方差,

② Goldfeld-Quanadt检验

1)定义区间为1-7时,由软件分析得: Dependent Variable: Y Method: Least Squares Date: 12/24/15 Time: 14:52 Sample: 1 7 Included observations: 7

Variable Coefficient Std. Error t-Statistic T 35.20664 4.901492 7.182843 X 0.109949 0.061965 1.774380 C 77.12588 82.32844 0.936807 R-squared 0.943099 Mean dependent var

Adjusted R-squared 0.914649 S.D. dependent var S.E. of regression 31.63265 Akaike info criterion Sum squared resid 4002.499 Schwarz criterion Log likelihood -32.15324 Hannan-Quinn criter. F-statistic 33.14880 Durbin-Watson stat Prob(F-statistic) 0.003238

2 得∑e1i=4002.499

Prob. 0.0020 0.1507 0.4019 565.6857 108.2755 10.04378 10.02060 9.757267 1.426262

2)定义区间为12-18时,由软件分析得:

Dependent Variable: Y Method: Least Squares Date: 12/24/15 Time: 14:55 Sample: 12 18 Included observations: 7

Variable Coefficient Std. Error t-Statistic Prob. T 52.40588 6.923378 7.569409 0.0016 X 0.068689 0.053763 1.277635 0.2705 C -8.789265 79.92542 -0.109968 0.9177 R-squared 0.984688 Mean dependent var 887.6143

Adjusted R-squared 0.977032 S.D. dependent var 274.4148 S.E. of regression 41.58810 Akaike info criterion 10.59103 Sum squared resid 6918.280 Schwarz criterion 10.56785 Log likelihood -34.06861 Hannan-Quinn criter. 10.30451 F-statistic 128.6166 Durbin-Watson stat 2.390329 Prob(F-statistic) 0.000234

2 得∑e2i=6918.280

3)根据Goldfeld-Quanadt检验,F统计量为: F=∑e2i2 /

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