計(jì)量經(jīng)濟(jì)學(xué)第三版[龐浩]版課后答案解析全-閱讀頁(yè)
2025-07-03 19:46本頁(yè)面
【正文】 ed StatisticsRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionSum squared resid19268334DurbinWatson stat對(duì)此模型進(jìn)行White檢驗(yàn)得：Heteroskedasticity Test: WhiteFstatisticProb. F(3,27)Obs*RsquaredProb. ChiSquare(3)Scaled explained SSProb. ChiSquare(3)Test Equation:Dependent Variable: WGT_RESID^2Method: Least SquaresDate: 12/10/14 Time: 21:29Sample: 1 31Included observations: 31VariableCoefficientStd. ErrortStatisticProb.CWGT^22240181.X^2*WGT^2X*WGT^2RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid+12Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)從上可知，nR2=，比較計(jì)算的統(tǒng)計(jì)量的臨界值，因?yàn)閚R2=（2）=，所以接受原假設(shè)，該模型消除了異方差。估計(jì)結(jié)果為： Y= t=（）（）R2= F= DW=經(jīng)過(guò)檢驗(yàn)發(fā)現(xiàn)，用權(quán)數(shù)w1的效果最好，所以綜上可知，即修改后的結(jié)果為：Y= t=（）（）R2= F= DW=第六章(1)建立居民收入消費(fèi)模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/20/14 Time: 14:22Sample: 1 19Included observations: 19VariableCoefficientStd. ErrortStatisticProb.XCRsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)所得模型為： Y=+Se=()() t=()()R2= F= DW=（2）1）檢驗(yàn)?zāi)Ｐ椭写嬖诘膯?wèn)題①做出殘差圖如下：殘差的變動(dòng)有系統(tǒng)模式，連續(xù)為正和連續(xù)為負(fù)，表明殘差項(xiàng)存在一階自相關(guān)。對(duì)樣本量為19，一個(gè)解釋變量的模型，5%的顯著水平，查DW統(tǒng)計(jì)表可知，dL=，dU=，模型中DW=,dL,顯然模型中有自相關(guān)。2）對(duì)模型進(jìn)行處理：①采取廣義差分法a)為估計(jì)自相關(guān)系數(shù)ρ。查5%顯著水平的DW統(tǒng)計(jì)表可知，dL=,dU==1,830746，duDW4 dU，說(shuō)明在5%的顯著水平下廣義差分模型中已無(wú)自相關(guān)。由差分方程，β1=()=由此最終的消費(fèi)模型為：Yt=+②用科克倫奧克特迭代法，用EVIews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/20/14 Time: 15:15Sample (adjusted): 2 19Included observations: 18 after adjustmentsConvergence achieved after 5 iterationsVariableCoefficientStd. ErrortStatisticProb.CXAR(1)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)Inverted AR Roots.63所得方程為：Yt=+（3）經(jīng)濟(jì)意義：人均實(shí)際收入每增加1元。對(duì)樣本量為21，一個(gè)解釋變量的模型，5%的顯著水平，查DW統(tǒng)計(jì)表可知，dL=，dU=，模型中DW=dL,顯然模型中有自相關(guān)。對(duì)et進(jìn)行滯后一期的自回歸，用EViews分析結(jié)果如下：Dependent Variable: EMethod: Least SquaresDate: 12/27/14 Time: 16:18Sample (adjusted): 1982 2000Included observations: 19 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.E(1)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid2848090.Schwarz criterionLog likelihoodHannanQuinn criter.DurbinWatson stat由上可知，ρ=2）對(duì)原模型進(jìn)行廣義差分回歸，用Eviews進(jìn)行分析所得結(jié)果如下：Dependent Variable: Y+*Y(1)Method: Least SquaresDate: 12/27/14 Time: 21:06Sample (adjusted): 1981 2000Included observations: 20 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.CX+*X(1)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid2882022.Schwarz criterionLog likelihoodHannanQuinn criter.FstatisticDurbinWatson statProb(Fstatistic)由上圖可知回歸方程為：Yt*=+*Se=()( ) t=()( )R2= F==式中，Yt*=Yt+,Xt*=Xt+由于使用了廣義差分?jǐn)?shù)據(jù)，樣本容量減少了1個(gè)，為20個(gè)?？蓻Q系數(shù)R2，t，F(xiàn)統(tǒng)計(jì)量也均達(dá)到理想水平?？蓻Q系數(shù)R2，t，F(xiàn)統(tǒng)計(jì)量也均達(dá)到理想水平 完美WORD格式編輯
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