計(jì)量經(jīng)濟(jì)學(xué)第三版課后習(xí)題答案解析-全文預(yù)覽
【正文】 Sum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredTXCRsquared并且通過(guò)以上分析，兩兩被解釋變量之間相關(guān)性都很高。但是t檢驗(yàn)結(jié)果表明，國(guó)內(nèi)生產(chǎn)總值對(duì)財(cái)政收入的影響顯著，但回歸系數(shù)的符號(hào)為負(fù)，與實(shí)際不符合。（1）按照設(shè)計(jì)的理論模型，由Eviews分析得：Dependent Variable: CZSRMethod: Least SquaresDate: 12/24/15 Time: 11:23Sample: 1985 2011Included observations: 27VariableCoefficientStd. ErrortStatisticProb.DurbinWatson statProb(Fstatistic)c)Dependent Variable: LNGDPMethod: Least SquaresDate: 12/24/15 Time: 11:07Sample: 1985 2011Included observations: 27VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredLNCPICRsquared（3）由Eviews得：a）Dependent Variable: LNYMethod: Least SquaresDate: 12/24/15 Time: 10:41Sample: 1985 2011Included observations: 27VariableCoefficientStd. ErrortStatisticProb.LNCPIDurbinWatson statProb(Fstatistic)得到的模型方程為：LNY= （2）① ，可決系數(shù)很高，明顯顯著。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredLNGDPLNCPICRsquared2） F檢驗(yàn)，F(xiàn)=F（）=3,89，回歸方程顯著3） T檢驗(yàn)，X5 ，大于t（12）=，所以系數(shù)是顯著的，即人均GDP對(duì)年底存款余額有顯著影響。2） F檢驗(yàn)，F(xiàn)=F（）=3,89，回歸方程顯著3） T檢驗(yàn)，X1，X2,X3,X4,X5，X6 系數(shù)對(duì)應(yīng)的t值分別為：，均小于t（12）=，所以所得系數(shù)都是不顯著的。（1）預(yù)期的符號(hào)是X1，X2,X3,X4,X5的符號(hào)為正，X6的符號(hào)為負(fù)（2）根據(jù)Eviews分析得到數(shù)據(jù)如下：Dependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 10:13Sample: 1994 2011Included observations: 18VariableCoefficientStd. ErrortStatisticProb.DurbinWatson statProb(Fstatistic)以上分別是y與T，X與T的一元回歸模型分別是：Y = X = + （3）對(duì)殘差進(jìn)行模型分析，用Eviews分析結(jié)果如下：Dependent Variable: E1Method: Least SquaresDate: 12/24/15 Time: 09:39Sample: 1 18Included observations: 18VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid4290746.. dependent var. of regressionMean dependent varAdjusted RsquaredTCRsquared（2）用Eviews分析：①Dependent Variable: YMethod: Least SquaresDate: 12/24/15 Time: 09:18Sample: 1 18Included observations: 18VariableCoefficientStd. ErrortStatisticProb.DurbinWatson statProb(Fstatistic)①模型為：Y = + ②對(duì)模型進(jìn)行檢驗(yàn)：1），說(shuō)明模型對(duì)樣本擬合較好。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredXTCRsquared3）t檢驗(yàn)，均大于t（15）=，所以這些系數(shù)都是顯著的。 （2）對(duì)于對(duì)數(shù)模型，用Eviews分析結(jié)果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/24/15 Time: 08:47Sample: 1994 2011Included observations: 18VariableCoefficientStd. ErrortStatisticProb.DurbinWatson statProb(Fstatistic)模型方程為：Y= LNX4+，擬合程度得到了提高，可這樣改進(jìn)。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredX2LNX3LNX4CRsquared3） t的值與臨界值比較，若大于臨界值，則否定原假設(shè)，系數(shù)都是顯著的；若小于臨界值，則接受原假設(shè)，系數(shù)不顯著。12Sum Sq. Dev.KurtosisMinimum33Sum Sq. Dev.KurtosisMaximum④用規(guī)范形式寫(xiě)出檢驗(yàn)結(jié)果如下：Y=— () ()t= () （）R2= F= n=33⑤經(jīng)濟(jì)意義是：全省生產(chǎn)總值每增加1億元。（1）①對(duì)于浙江省預(yù)算收入與全省生產(chǎn)總值的模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 17:46Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.②關(guān)于人均壽命與成人識(shí)字率模型，由上可知，說(shuō)明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。DurbinWatson statProb(Fstatistic)由上可知，關(guān)系式為y=+③關(guān)于人均壽命與一歲兒童疫苗接種率的關(guān)系，用Eviews分析如下：Dependent Variable: YMethod: Least SquaresDate: 12/23/14 Time: 15:20Sample: 1 22Included observations: 22VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCX2Rsquared 專(zhuān)業(yè)資料整理分享 第二章 簡(jiǎn)單線(xiàn)性回歸模型（1） ①首先分析人均壽命與人均GDP的數(shù)量關(guān)系，用Eviews分析：Dependent Variable: YMethod: Least SquaresDate: 12/23/15 Time: 14:
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