畢業(yè)論文畢業(yè)設(shè)計計量經(jīng)濟(jì)學(xué)模型分析論文影響我國人均gdp的變量因素分析-在線瀏覽
2025-02-01 23:30本頁面
【正文】 Granger Cause GDPP 31 GDPP does not Granger Cause ZFZC 由表可知， GDPP 和 ZFZC 相互影響，概率都比較大，所以可以將 ZFZC 作為自變量。 Pairwise Granger Causality Tests Date: 06/03/12 Time: 10:44 Sample: 1978 2021 Lags: 1 Null Hypothesis: Obs FStatistic Prob. JMXFSP does not Granger Cause GDPP 30 GDPP does not Granger Cause JMXFSP 由表可知， GDPP 和 JMXFSP 的相關(guān)可能性都非常低，顧將 JMXFSP 作為自變量剔除。 Ramsey reset test 檢驗 Ramsey RESET Test: Fstatistic Prob. F(1,27) Log likelihood ratio Prob. ChiSquare(1) Test Equation: Dependent Variable: GDPP Method: Least Squares Date: 06/03/12 Time: 13:59 Sample: 1978 2021 Included observations: 32 Variable Coefficient Std. Error tStatistic Prob. C CSH^2 JMKZPSR ZFZC FITTED^2 Rsquared Mean dependent var Adjusted Rsquared . dependent var . of regression Akaike info criterion Sum squared resid 1635285. Schwarz criterion Log likelihood HannanQuinn criter. Fstatistic DurbinWatson stat Prob(Fstatistic) 值為 5%,所以模型被誤設(shè)可能性較小。 Prob(Fstatistic) F值為 0，遠(yuǎn)遠(yuǎn)小于 5%，說明此模型擬合優(yōu)度較好。 Wald Test 檢驗，若 Prob. F5%，接受約束條件 Wald Test: Equation: Untitled Test Statistic Value df Probability Fstatistic (1, 28) Chisquare 1 Null Hypothesis Summary: Normalized Restriction (= 0) Value Std. Err. 1 + C(2)^2 3*C(3) + C(4) Delta method puted using analytic derivatives. 鄒氏突變檢驗： 若 Prob. F5%，認(rèn)為該點很可能是突變點 通過觀察整體數(shù)據(jù)較為平穩(wěn)，未發(fā)現(xiàn)明顯突變點，其中對 1995年、 2021年進(jìn)行隨機(jī)檢測，如下圖： Chow Breakpoint Test: 1994 Null Hypothesis: No breaks at specified breakpoints Varying regressors: All equation variables Equation Sample: 1978 2021 Fstatistic Prob. F(4,24) Log likelihood ratio Prob. ChiSquare(4) Wald Statistic Prob. ChiSquare(4) Chow Breakpoint Test: 2021 Null Hypothesis: No breaks at specified breakpoints Varying regressors: All equation variables Equation Sample: 1978 2021 Fstatistic Prob. F(4,24) Log likelihood ratio Prob. ChiSquare(4) Wald Statistic Prob. ChiSquare(4) 所以通過鄒氏檢驗，發(fā)現(xiàn)無突變點。 Dependent Variable: GDPP Method: Least Squares Date: 06/07/12 Time: 19:12 Sample: 1978 2021 Included observations: 32 Variable Coefficient Std. Error tStatistic Prob. C CSH^2 ZFZC JMKZPSR JMKZPSR^2 Rsquared Mean dependent var Adjusted Rsquared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood HannanQuinn criter. Fstatistic DurbinWatson stat Prob(Fstatistic) 此時 1 3 .2 2 2 4 9SC 1 2 .9 9 3 4 7A I C ?? 原模型 1 4 .1 7 8 2 2SC 1 3 .9 9 8 6 5A I C ?? 通過比較發(fā)現(xiàn) 增加一個變量后的模型更適合 四、 REVIEWS異方差檢驗及克服 異方差檢驗 （ 1） 圖形法 050 , 00 010 0, 0 0015 0, 0 0020 0, 0 0025 0, 0 0030 0, 0 0035 0, 0 0040 0,
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