4.
Source SS df MS Number of obs = 29 F( 1, 27) = 3034.13 Model 2.9873e+10 1 2.9873e+10 Prob > F = 0.0000 Residual 265831846 27 9845623.91 R-squared = 0.9912 Adj R-squared = 0.9909 Total 3.0139e+10 28 1.0764e+09 Root MSE = 3137.8 consump Coef. Std. Err. t P>|t| [95% Conf. Interval] gnp .5459054 .0099106 55.08 0.000 .5255705 .5662403 _cons 2426.563 809.8789 3.00 0.006 764.829 4088.298 Source SS df MS Number of obs = 29 F( 1, 27) = 3034.13 Model 2.9873e+10 1 2.9873e+10 Prob > F = 0.0000 Residual 265831769 27 9845621.08 R-squared = 0.9912 Adj R-squared = 0.9909 Total 3.0139e+10 28 1.0764e+09 Root MSE = 3137.8 consump Coef. Std. Err. t P>|t| [95% Conf. Interval] gnpf .5459054 .0099106 55.08 0.000 .5255705 .5662403 _cons 131260.2 1869.528 70.21 0.000 127424.3 135096.2 5.
Source SS df MS Number of obs = 28 F( 2, 26) =12845.95 Model 6.2442e+10 2 3.1221e+10 Prob > F = 0.0000 Residual 63190678.2 26 2430410.7 R-squared = 0.9990 Adj R-squared = 0.9989 Total 6.2505e+10 28 2.2323e+09 Root MSE = 1559 consump Coef. Std. Err. t P>|t| [95% Conf. Interval] gnp .1325853 .0398154 3.33 0.003 .0507435 .2144272 consump_lag .8546615 .0781069 10.94 0.000 .6941105 1.015213
Source SS df MS Number of obs = 28 F( 2, 25) = 8120.05 Model 2.9088e+10 2 1.4544e+10 Prob > F = 0.0000 Residual 44777396.2 25 1791095.85 R-squared = 0.9985 Adj R-squared = 0.9983 Total 2.9132e+10 27 1.0790e+09 Root MSE = 1338.3 consump Coef. Std. Err. t P>|t| [95% Conf. Interval] gnp .1603467 .0352595 4.55 0.000 .0877283 .2329651 consump_lag .7797504 .0710054 10.98 0.000 .633512 .9259889 _cons 1211.364 377.8058 3.21 0.004 433.2588 1989.47 Source SS df MS Number of obs = 29 F( 1, 27) = 123.97 Model .043595009 1 .043595009 Prob > F = 0.0000 Residual .009495109 27 .000351671 R-squared = 0.8212 Adj R-squared = 0.8145 Total .053090118 28 .001896076 Root MSE = .01875 consump_ra~o Coef. Std. Err. t P>|t| [95% Conf. Interval] gnp -6.59e-07 5.92e-08 -11.13 0.000 -7.81e-07 -5.38e-07 _cons .6662515 .0048402 137.65 0.000 .6563202 .6761829
7. 解
（1）样本容量：n?dfTSS?1?15
（2）RSS?TSS?ESS?66042?65965?77 （3）dfRSS?n?k?15?3?12,dfESS?k?1?2 (4)R2?ESS65965n?114??0.9988，R2?1??1?R2??1??1?0.9988??0.9986 TSS66042n?k12ESS/?k?1?65965/2(5)用F检验：F???5140，F0.05?2,12??3.89
RSS/?n?k?77/12x2,x3整体对y有显著影响，但不能确定单个对y的贡献。