計量實習報告word版-資料下載頁
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【正文】 pendent varAdjusted Rsquared . dependent var. of regression Sum squared resid1643943.DurbinWatson stat三、全國各地區(qū)年人均通訊費用支出與家庭可支配收入建立的線性回歸模型進行異方差檢驗及校正方法。GoldfeldQuandt檢驗前10個數(shù)據(jù)的回歸Dependent Variable: YMethod: Least SquaresDate: 06/23/10 Time: 21:09Sample: 1 30Included observations: 30VariableCoefficientStd. ErrortStatisticProb. CXRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)GoldfeldQuandt檢驗前10個數(shù)據(jù)的回歸Dependent Variable: YMethod: Least SquaresDate: 06/23/10 Time: 21:12Sample: 1 10Included observations: 10VariableCoefficientStd. ErrortStatisticProb. CXRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)RSS1=后10個數(shù)據(jù)的回歸Dependent Variable: YMethod: Least SquaresDate: 06/23/10 Time: 21:13Sample: 21 30Included observations: 10VariableCoefficientStd. ErrortStatisticProb. CXRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)Rss2=F=Rss2/Rss1=F(8,8)=利用WLS進行消除(W=1/RESID)Dependent Variable: YMethod: Least SquaresDate: 06/23/10 Time: 21:16Sample: 1 30Included observations: 30Weighting series: 1/RESIDVariableCoefficientStd. ErrortStatisticProb. CXWeighted StatisticsRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)Unweighted StatisticsRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Sum squared residDurbinWatson stat實驗五 序列自相關(guān)模擬實驗一、實驗?zāi)康模毫私庑蛄邢嚓P(guān)模型的檢驗方法以及序列相關(guān)模型的處理方法。二、實驗要求：（1）模擬線性回歸模型中隨機擾動項為序列自相關(guān)的樣本數(shù)據(jù)，（2）進行DW檢驗；（3）利用Durbin兩步法進行參數(shù)估計，建立模型三、實驗結(jié)果報告：（圍繞實驗要求，結(jié)合實驗的內(nèi)容撰寫報告）實驗六 計量經(jīng)濟分析的創(chuàng)新性實驗一、實驗?zāi)康模禾岣哂嬃糠治龅膭?chuàng)新能力。二、實驗要求：（1）提出一個經(jīng)濟問題；（2）提出經(jīng)濟模型；（3）收集相關(guān)數(shù)據(jù)并進行檢驗；（4）建立計量經(jīng)濟模型，并提出對策建議。三、實驗結(jié)果報告：（圍繞實驗要求，結(jié)合實驗的內(nèi)容撰寫報告）
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