【正文】 Gretl 入門手冊(cè)for 中文版 gretl Gnu Regression, Econometrics and Timeseries 楊奕農(nóng)中原大學(xué)國(guó)際貿(mào)易學(xué)系 Chung Yuan Christian University, Taiwan. current ver. November, 22, 2010 (Original: April 29, 2009)目錄 前言...........................................................................................................什么是自由軟件？.............................................................................關(guān)于本書............................................................................................gretl 的特色:.....................................................................................第 1 章 gretl 的下載與安裝................................................................... 正式釋出版下載........................................................................ 下載 CVS 版和最近翻譯 PO 檔...............................................CVS 版本.................................................................................. 安裝 gretl.................................................................................中文顯示的字形設(shè)定.................................................................. gretl 主窗口說明.......................................................................(1) 主選單.................................................................................(2) 資料文件名..............................................................................(3) 數(shù)據(jù)變量區(qū)..........................................................................(4) 數(shù)據(jù)頻率 與 樣本期間........................................................(5) 快速工具圖示列...................................................................第 2 章 從簡(jiǎn)單回歸開始..........................................................................中文顯示的設(shè)定......................................................................... 開啟數(shù)據(jù)文件................................................................................. 敘述統(tǒng)計(jì)..................................................................................... 跑簡(jiǎn)單回歸估計(jì).......................................................................... 回歸殘差圖................................................................................. 將回歸存入分析檔 ......................................................................第 3 章 回歸模型的檢定.......................................................................... 線性回歸殘差的假設(shè).................................................................中原大學(xué)國(guó)際貿(mào)易學(xué)系 Chung Yuan Christian University, Taiwan. 殘差同質(zhì)變異之檢定: White 檢定........................................................25 殘差同質(zhì)變異之檢定: ARCH LM 檢定.................................................27 殘差無自我相關(guān)之檢定 ........................................................................31 殘差常態(tài)性之檢定................................................................................32 回歸系數(shù)的檢定...................................................................................35 第 4 章 gretl 數(shù)據(jù)處理.......................................................................................38 匯入外部數(shù)據(jù).......................................................................................38 從 Excel 匯入數(shù)據(jù)...............................................................................39 從 Eviews 匯入數(shù)據(jù)............................................................................41 從 CSV 文件匯入數(shù)據(jù).............................................................................42 數(shù)據(jù)屬性...............................................................................................48 數(shù)據(jù)文件信息...........................................................................................49 建立新數(shù)據(jù)文件.......................................................................................50 gretl 數(shù)據(jù)類型......................................................................................50 gretl 數(shù)據(jù)頻率......................................................................................53 數(shù)據(jù)頻率轉(zhuǎn)換.......................................................................................54 在工作文件中新增資料............................................................................55 改變子樣本數(shù)........................................................................................55 增加樣本總數(shù)........................................................................................56 人工輸入新變量數(shù)據(jù).............................................................................57 根據(jù)公式產(chǎn)生新變量.............................................................................57 常用運(yùn)算符號(hào)........................................................................................61 常用函數(shù)...............................................................................................62 函數(shù)范例說明........................................................................................65 產(chǎn)生虛擬變量.......................................................................................71 時(shí)間周期之虛擬變量.............................................................................71 依所選變量產(chǎn)生虛擬變量......................................................................72 隨機(jī)變量產(chǎn)生器...................................................................................73 第 5 章 gretl 繪圖功能.......................................................................................77 常見之機(jī)率分配繪圖............................................................................78 編輯繪圖功能.......................................................................................80 中文顯示的設(shè)定....................................................................................80 多重繪圖 (multiple graphs) .................................................................82 3D 立體圖...........................................................................................84 第 6 章 gretl 的分析文件與圖示 ..........................................................................86 分析檔 (session file)............................................................................86 分析檔的預(yù)設(shè)內(nèi)容......................................................