[經(jīng)濟(jì)學(xué)]第六章習(xí)題講解計(jì)量經(jīng)濟(jì)學(xué)-資料下載頁
2025-01-15 07:21本頁面
【正文】 7/10 Time: 00:17Sample: 1980 2000Included observations: 21CoefficientStd. ErrortStatisticProb.CLOG(X)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)給定n=21，,在的顯著水平下，查DW統(tǒng)計(jì)表可知。模型中，所以可以判斷模型中存在正自相關(guān)。（2）采用廣義差分法修正自相關(guān)：使用普通最小二乘法估計(jì)的估計(jì)值，得由上式可知=，對(duì)原模型進(jìn)行廣義差分，得到廣義差分方程：回歸結(jié)果如下：Dependent Variable: LOG(Y)*LOG(Y(1))Method: Least SquaresDate: 05/07/10 Time: 00:21Sample (adjusted): 1981 2000Included observations: 20 after adjustmentsCoefficientStd. ErrortStatisticProb.CLOG(X)*LOG(X(1))RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)給定n=20，,在的顯著水平下，查DW統(tǒng)計(jì)表可知。模型中，所以可以判斷廣義差分模型中不存在自相關(guān)。由差分方程式可以得出：所以修正后的模型為：（3）變換數(shù)據(jù)后的回歸結(jié)果如下：Dependent Variable: LOG(Y/Y(1))Method: Least SquaresDate: 05/07/10 Time: 00:23Sample (adjusted): 1981 2000Included observations: 20 after adjustmentsCoefficientStd. ErrortStatisticProb.CLOG(X/X(1))RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)給定n=20，,在的顯著水平下，查DW統(tǒng)計(jì)表可知。模型中，所以可以判斷變化數(shù)據(jù)后的模型中不存在自相關(guān)。
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