計(jì)量經(jīng)濟(jì)學(xué)龐皓第三版課后答案-展示頁
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【正文】 riterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredE2CRsquaredDurbinWatson statProb(Fstatistic)以上分別是y與T，X與T的一元回歸模型分別是：Y = X = + （3）對殘差進(jìn)行模型分析，用Eviews分析結(jié)果如下：Dependent Variable: E1Method: Least SquaresDate: 12/03/14 Time: 20:39Sample: 1 18Included observations: 18VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid4290746.. dependent var. of regressionMean dependent varAdjusted RsquaredTCRsquaredDurbinWatson statProb(Fstatistic)②Dependent Variable: XMethod: Least SquaresDate: 12/01/14 Time: 22:34Sample: 1 18Included observations: 18VariableCoefficientStd. ErrortStatisticProb.HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredTCRsquared（2）用Eviews分析：①Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 22:30Sample: 1 18Included observations: 18VariableCoefficientStd. ErrortStatisticProb.3）t檢驗(yàn)，均大于t（15）=，所以這些系數(shù)都是顯著的。DurbinWatson statProb(Fstatistic)①模型為：Y = + ②對模型進(jìn)行檢驗(yàn)：1），說明模型對樣本擬合較好。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredXTCRsquared②（2）式中的經(jīng)濟(jì)意義：工業(yè)增加額每增加1%，%，人民幣匯率每增加1%，%（1）對家庭書刊消費(fèi)對家庭月平均收入和戶主受教育年數(shù)計(jì)量模型，由Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:30Sample: 1 18Included observations: 18VariableCoefficientStd. ErrortStatisticProb.3）t檢驗(yàn)，均大于t（15）=，所以這些系數(shù)都是顯著的。DurbinWatson statProb(Fstatistic)①由上可知，模型為：LNY=+ LNX2+ LNX3②對模型進(jìn)行檢驗(yàn)：1），說明模型對樣本擬合較好。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredLNX2LNX3CRsquared （2）對于對數(shù)模型，用Eviews分析結(jié)果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18VariableCoefficientStd. ErrortStatisticProb.DurbinWatson statProb(Fstatistic)模型方程為：Y= LNX4+，擬合程度得到了提高，可這樣改進(jìn)。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredX2LNX3LNX4CRsquared（3）用EViews分析得：Dependent Variable: YMethod: Least SquaresDate: 12/08/14 Time: 17:28Sample: 1 31Included observations: 31VariableCoefficientStd. ErrortStatisticProb.3） t的值與臨界值比較，若大于臨界值，則否定原假設(shè)，系數(shù)都是顯著的；若小于臨界值，則接受原假設(shè)，系數(shù)不顯著。3）t檢驗(yàn)，均大于t（27）=，所以這些系數(shù)都是顯著的。 x (12—1)=(Xf—X)2=(—12Sum Sq. Dev.ProbabilityKurtosisSkewnessMinimumMedian（3）①首先進(jìn)行點(diǎn)預(yù)測，由Y=，當(dāng)x=，y=②再進(jìn)行區(qū)間估計(jì)：用Eviews分析：YX2）對于回歸系數(shù)的t檢驗(yàn)：t（β2）=(31)=，對斜率系數(shù)的顯著性檢驗(yàn)表明，全省生產(chǎn)總值對財(cái)政預(yù)算總收入有顯著影響。 x (33—1)=(Xf—X)2=(32000—3358407195Sum Sq. Dev.ProbabilityKurtosisStd. Dev.MaximumMean④用規(guī)范形式寫出檢驗(yàn)結(jié)果如下：Y=— () ()t= () （）R2= F= n=33⑤經(jīng)濟(jì)意義是：全省生產(chǎn)總值每增加1億元。DurbinWatson statProb(Fstatistic)②由上可知，模型的參數(shù)：，截距為—③關(guān)于浙江省財(cái)政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗(yàn)?zāi)Ｐ偷娘@著性：1），說明所建模型整體上對樣本數(shù)據(jù)擬合較好。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredXCRsquared（1）①對于浙江省預(yù)算收入與全省生產(chǎn)總值的模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.③關(guān)于人均壽命與一歲兒童疫苗的模型，由上可知，說明所建模型整體上對樣本數(shù)據(jù)擬合較好。②關(guān)于人均壽命與成人識字率模型，由上可知，說明所建模型整體上對樣本數(shù)據(jù)擬合較好。DurbinWatson statProb(Fstatistic)由上可知，關(guān)系式為y=+（2）①關(guān)于人均壽命與人均GDP模型，由上可知，說明所建模型整體上對樣本數(shù)據(jù)擬合較好。HannanQuinn criter.FstatisticSchwarz criterionLog likelihoodAkaike info criterionSum squared resid. dependent var. of regressionMean dependent varAdjusted RsquaredCX3RsquaredDurbinWatson statProb(Fstatistic)由上可知，關(guān)系式為y=+③關(guān)于人均壽命與一歲兒童疫苗接種率的關(guān)系，用Eviews分析如下：Dependent Variable: YMethod: Le
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