計(jì)量經(jīng)濟(jì)學(xué)課程論文-用計(jì)量方法驗(yàn)證我國(guó)私人汽車(chē)消費(fèi)影響因素分析(編輯修改稿)
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【文章內(nèi)容簡(jiǎn)介】 Sum squared resid1300146. Schwarz criterionLog likelihood DurbinWatson stat發(fā)現(xiàn)Y對(duì)X1存在二階協(xié)整。用同樣方法得到Y(jié)對(duì)X2的OLS回歸后的殘差單位根檢驗(yàn)，如下：表 4 Y對(duì)X2的OLS回歸后的殘差單位根檢驗(yàn)ADF Test Statistic 1% Critical Value* 5% Critical Value 10% Critical Value*MacKinnon critical values for rejection of hypothesis of a unit root.Augmented DickeyFuller Test EquationDependent Variable: D(ET2,3)Method: Least SquaresDate: 12/27/11 Time: 18:07Sample(adjusted): 1997 2010Included observations: 14 after adjusting endpointsVariableCoefficientStd. ErrortStatisticProb. D(ET2(1),2)Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid3223125. Schwarz criterionLog likelihood DurbinWatson stat發(fā)現(xiàn)Y對(duì)X2同樣存在二階協(xié)整，可以進(jìn)行回歸了。（五）最小二乘法回歸表 5 Eviews的最小二乘計(jì)算結(jié)果Dependent Variable: YMethod: Least SquaresDate: 12/26/11 Time: 10:26Sample: 1994 2010Included observations: 17VariableCoefficientStd. ErrortStatisticProb. CX1X2Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)在5%的顯著性水平下，p值都得到通過(guò)。，算通過(guò)檢驗(yàn)，也通過(guò)檢驗(yàn)。模型結(jié)果：Y = + *X1 + *X2 （） （） （） t = ( ) () () R^2 = F= DW=t檢驗(yàn)通過(guò) 并且可決系數(shù)和修正后的可決系數(shù)均很理想。（六）異方差性分析檢驗(yàn)先檢查圖形,令e2=resid^2 可能存在異方差性.（1）GQ檢驗(yàn), 排序后（數(shù)據(jù)是遞增的，實(shí)際不需要排序），去掉中間數(shù)據(jù)3個(gè)，先做1994到2000年的回歸得：表 6 異方差的GQ檢驗(yàn)回歸結(jié)果1：Dependent Variable: YMethod: Least SquaresDate: 12/26/11 Time: 11:16Sample: 1994 2000Included observations: 7VariableCoefficientStd. ErrortStatisticProb. CX1X2Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)再做2004到2010年的回歸得：表 7 異方差的GQ檢驗(yàn)回歸結(jié)果2：Dependent Variable: YMethod: Least SquaresDate: 12/26/11 Time: 11:29Sample: 2004 2010Included observations: 7VariableCoefficientStd. ErrortStatisticProb. CX1X2Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz cr
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