[經(jīng)濟(jì)學(xué)]第六章習(xí)題講解計量經(jīng)濟(jì)學(xué)(參考版)
2025-01-18 07:21本頁面
【正文】 。DurbinWatson statProb(Fstatistic)給定n=20，,在的顯著水平下，查DW統(tǒng)計表可知。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCLOG(X/X(1))Rsquared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.DurbinWatson statProb(Fstatistic)給定n=20，,在的顯著水平下，查DW統(tǒng)計表可知。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCLOG(X)*LOG(X(1))Rsquared（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的估計值，得由上式可知=，對原模型進(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.DurbinWatson statProb(Fstatistic)給定n=21，,在的顯著水平下，查DW統(tǒng)計表可知。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCLOG(X)Rsquared 所以修正后的模型為：：（1）建立回歸模型，回歸結(jié)果如下：Dependent Variable: LOG(Y)Method: Least SquaresDate: 05/07/10 Time: 00:17Sample: 1980 2000Included observations: 21CoefficientStd. E
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