計(jì)量經(jīng)濟(jì)學(xué)第三版[龐浩]版課后答案解析全-在線瀏覽
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【正文】 Included observations: 33 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.LNXCRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)①模型方程為：lnY=②由上可知，模型的參數(shù)：，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)其顯著性：1），說明所建模型整體上對樣本數(shù)據(jù)擬合較好。④經(jīng)濟(jì)意義：全省生產(chǎn)總值每增長1%，%（1）對建筑面積與建造單位成本模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12VariableCoefficientStd. ErrortStatisticProb.XCRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)由上可得：建筑面積與建造成本的回歸方程為：Y=（2）經(jīng)濟(jì)意義：建筑面積每增加1萬平方米。MeanMaximumStd. Dev.JarqueBeraSumObservations12由上表可知，∑x2=∑（Xi—X）2=δ2x(n—1)= )2=當(dāng)Xf=，將相關(guān)數(shù)據(jù)代入計(jì)算得到：—√1/12+≤Yf≤+√1/12+即Yf的置信區(qū)間為（—, +）第三章１）對出口貨物總額計(jì)量經(jīng)濟(jì)模型，用Eviews分析結(jié)果如下：：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18VariableCoefficientStd. ErrortStatisticProb.X2X3CRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid8007316.Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)①由上可知，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2）F檢驗(yàn)，F(xiàn)=F（2,15）=，回歸方程顯著3）t檢驗(yàn)，大于t（15）=，系數(shù)是顯著的，小于t（15）=，說明此系數(shù)是不顯著的。2）F檢驗(yàn)，F(xiàn)= F（2,15）=，回歸方程顯著。（3）①（1）式中的經(jīng)濟(jì)意義：工業(yè)增加1億元，人民幣匯率增加1。2）F檢驗(yàn)，F(xiàn)= F（2,15）=，回歸方程顯著。③經(jīng)濟(jì)意義：家庭月平均收入增加1元，戶主受教育年數(shù)增加1年?；貧w系數(shù)與被解釋變量的殘差系數(shù)是一樣的，它們的變化規(guī)律是一致的。②GoldfeldQuanadt檢驗(yàn)1）定義區(qū)間為112時(shí)，由軟件分析得：Dependent Variable: Y1Method: Least SquaresDate: 12/10/14 Time: 11:34Sample: 1 12Included observations: 12VariableCoefficientStd. ErrortStatisticProb.X1CRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid1772245.Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)得∑e1i2=1772245.2）定義區(qū)間為2031時(shí)，由軟件分析得：Dependent Variable: Y1Method: Least SquaresDate: 12/10/14 Time: 16:36Sample: 20 31Included observations: 12VariableCoefficientStd. ErrortStatisticProb.X1CRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid7909670.Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)得∑e2i2=7909670.3）根據(jù)GoldfeldQuanadt檢驗(yàn)，F(xiàn)統(tǒng)計(jì)量為：F=∑e2i2 /∑e1i2 =7909670./ 1772245=在α=，分子分母的自由度均為10，（10,10）=，因?yàn)镕= （10,10）=，所以拒絕原假設(shè)，此檢驗(yàn)表明模型存在異方差。估計(jì)結(jié)果為： Y= t=（）（）R2= F= DW=②用權(quán)數(shù)w2=1/x2,用回歸分析得：Dependent Variable: YMethod: Least SquaresDate: 12/09/14 Time: 21:08Sample: 1 31Included observations: 31Weighting series: W2VariableCoefficientStd. ErrortStatisticProb.XCWeighted StatisticsRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid6320554.Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)Unweight
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