計量經(jīng)濟學課程設(shè)計-國內(nèi)游客模型建立分析(編輯修改稿)
2025-07-10 15:27 本頁面
【文章內(nèi)容簡介】 Rsquared Mean dependent var Adjusted Rsquared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood HannanQuinn criter. Fstatistic DurbinWatson stat Prob(Fstatistic) 圖 6 ?Y =+ 4X () () 2R = 2R = F= = 其中 1X 對 Y的擬合優(yōu)度最高，保留 1X 作為基變量。 將 Y 關(guān)于 1X ， 2X 做回歸，結(jié)果如下： Dependent Variable: Y Method: Least Squares Date: 06/21/16 Time: 15:09 Sample: 2021 2021 Included observations: 15 Variable Coefficient Std. Error tStatistic Prob. X1 X2 C Rsquared Mean dependent var Adjusted Rsquared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood HannanQuinn criter. Fstatistic DurbinWatson stat Prob(Fstatistic) 圖 7 計量經(jīng)濟學課程設(shè)計 第 8 頁 共 20 頁 ?Y =+ 1X 2X () () () 2R = 2R = F= = 將 Y 關(guān)于 1X ， 3X 做回歸，結(jié)果如下： Dependent Variable: Y Method: Least Squares Date: 06/21/16 Time: 15:22 Sample: 2021 2021 Included observations: 15 Variable Coefficient Std. Error tStatistic Prob. X1 X3 C Rsquared Mean dependent var Adjusted Rsquared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood HannanQuinn criter. Fstatistic DurbinWatson stat Prob(Fstatistic) 圖 8 ?Y =+ 1X + 3X () () () 2R = 2R = F= = 將 Y 關(guān)于 1X ， 4X 做回歸，結(jié)果如下： Dependent Variable: Y Method: Least Squares Date: 06/21/16 Time: 15:23 Sample: 2021 2021 Included observations: 15 Variable Coefficient Std. Error tStatistic Prob. 計量經(jīng)濟學課程設(shè)計 第 9 頁 共 20 頁 X1 X4 C Rsquared Mean dependent var Adjusted Rsquared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood HannanQuinn criter. Fstatistic DurbinWatson stat Prob(Fstatistic) 圖 9 ?Y =+ 1X + 4X () () () 2R = 2R = F= = 由回歸結(jié)果可知 2X , 3X , 4X 的顯著性都小于 (10)=，且 2X 的系數(shù)不符合其經(jīng)濟意義，因此只保留 1X 作為 Y的基變量。 最終的模型為： ?Y =+ 1X 異方差的檢驗與修正 懷特檢驗 Heteroskedasticity Test: White F
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