計量經(jīng)濟(jì)學(xué)論文(eviews分析)計量經(jīng)濟(jì)作業(yè)(已改無錯字)
2023-07-19 19:04:50 本頁面
【正文】 VariableCoefficientStd. ErrortStatisticProb.CRESID^2(1)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid+08Schwarz criterionLog likelihoodFstatisticDurbinWatson statProb(Fstatistic)這里Obs*，P= 所以接受，表明模型中隨機誤差項不存在異方差。再考慮P=3的情況：ARCH Test:FstatisticProbabilityObs*RsquaredProbabilityTest Equation:Dependent Variable: RESID^2Method: Least SquaresDate: 12/23/10 Time: 02:46Sample (adjusted): 1997 2003Included observations: 7 after adjustmentsVariableCoefficientStd. ErrortStatisticProb.CRESID^2(1)RESID^2(2)RESID^2(3)RsquaredMean dependent varAdjusted Rsquared. dependent var. of regressionAkaike info criterionSum squared resid+08Schwarz criterionLog likelihoodFstatisticDurbinWatson statProb(Fstatistic)這里Obs*，P=。所以仍然接受，表明模型中隨機誤差項不存在異方差。自相關(guān)性的檢驗：隨機擾動項可能存在一階負(fù)自相關(guān)。借助殘差項和其一階滯后項的二維坐標(biāo)圖進(jìn)一步分析：由圖示可看出，殘差項和其一階滯后項顯然存在負(fù)自相關(guān)，然后利用對數(shù)線形回歸修正自相關(guān)性，得到相應(yīng)結(jié)果如下：Dependent Variable: LOG(Y)Method: Least SquaresDate: 12/23/10 Time: 02:52Sample: 1994 2003Included observations: 10VariableCoefficientStd. ErrortStatisticProb.CLOG(X2)LOG(X3)LOG(X4)LOG(X5)RsquaredMean dependent varAdjusted Rsquared. de
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