当前位置:文档之家› 计量经济学第三版(庞浩)版课后答案全之欧阳学文创作

计量经济学第三版(庞浩)版课后答案全之欧阳学文创作

第二章欧阳学文2.2(1)①对于浙江省预算收入与全省生产总值的模型,用Eviews 分析结果如下:Dependent Variable: YMethod: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariable Coefficient Std. Error t-Statistic Prob.X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-squared0.983702 Mean dependent var902.5148Adjusted R-squared0.983177 S.D. dependent var1351.009S.E. of regression175.2325 Akaike info criterion13.22880Sum squared resid951899.7 Schwarz criterion13.31949Log likelihood-216.2751 Hannan-Quinn criter.13.25931F-statistic1871.115 Durbin-Watson stat0.100021Prob(F-statistic)0.000000②由上可知,模型的参数:斜率系数0.176124,截距为—154.3063③关于浙江省财政预算收入与全省生产总值的模型,检验模型的显著性:1)可决系数为0.983702,说明所建模型整体上对样本数据拟合较好。

2)对于回归系数的t检验:t(β2)=43.25639>t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。

④用规范形式写出检验结果如下:Y=0.176124X—154.3063(0.004072) (39.08196)t= (43.25639) (-3.948274)R2=0.983702 F=1871.115 n=33⑤经济意义是:全省生产总值每增加1亿元,财政预算总收入增加0.176124亿元。

(2)当x=32000时,①进行点预测,由上可知Y=0.176124X—154.3063,代入可得:Y= Y=0.176124*32000—154.3063=5481.6617②进行区间预测:先由Eviews分析:由上表可知,∑x2=∑(Xi—X)2=δ2x(n—1)= 7608.0212 x (33—1)=1852223.473(Xf—X)2=(32000— 6000.441)2=675977068.2当Xf=32000时,将相关数据代入计算得到:5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤Yf≤5481.6617+2.0395x175.2325x√1/33+1852223.473/6759770 68.2即Yf的置信区间为(5481.6617—64.9649, 5481.6617+64.9649)(3) 对于浙江省预算收入对数与全省生产总值对数的模型,由Eviews分析结果如下:Dependent Variable: LNYMethod: Least SquaresDate: 12/03/14 Time: 18:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariable Coefficient Std. Error t-Statistic Prob.LNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442 Mean dependent var 5.573120Adjusted R-squared0.962263 S.D. dependent var 1.684189S.E. of regression0.327172 Akaike info criterion0.662028Sum squared resid 3.318281 Schwarz criterion0.752726Log likelihood-8.923468 Hannan-Quinn criter.0.692545F-statistic816.9699 Durbin-Watson stat0.096208Prob(F-statistic)0.000000①模型方程为:lnY=0.980275lnX-1.918289②由上可知,模型的参数:斜率系数为0.980275,截距为-1.918289③关于浙江省财政预算收入与全省生产总值的模型,检验其显著性:1)可决系数为0.963442,说明所建模型整体上对样本数据拟合较好。

2)对于回归系数的t检验:t(β2)=28.58268>t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。

④经济意义:全省生产总值每增长1%,财政预算总收入增长0.980275%2.4(1)对建筑面积与建造单位成本模型,用Eviews分析结果如下:Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12Variable Coefficient Std. Error t-Statistic Prob.X-64.18400 4.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829 Mean dependent var1619.333Adjusted R-squared0.941512 S.D. dependent var131.2252S.E. of regression31.73600 Akaike info criterion9.903792Sum squared resid10071.74 Schwarz criterion9.984610Log likelihood-57.42275 Hannan-Quinn criter.9.873871F-statistic178.0715 Durbin-Watson stat 1.172407Prob(F-statistic)0.000000由上可得:建筑面积与建造成本的回归方程为:Y=1845.475--64.18400X(2)经济意义:建筑面积每增加1万平方米,建筑单位成本每平方米减少64.18400元。

(3)①首先进行点预测,由Y=1845.475--64.18400X得,当x=4.5,y=1556.647②再进行区间估计:用Eviews分析:由上表可知,∑x2=∑(Xi—X)2=δ2x(n—1)= 1.9894192 x (12—1)=43.5357 (Xf—X)2=(4.5— 3.523333)2=0.95387843当Xf=4.5时,将相关数据代入计算得到:1556.647—2.228x31.73600x√1/12+43.5357/0.95387843≤Yf≤1556.647+2.228x31.73600x√1/12+43.5357/0.95387843即Yf的置信区间为(1556.647—478.1231, 1556.647+478.1231)第三章3.21)对出口货物总额计量经济模型,用Eviews分析结果如下::Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.X20.1354740.01279910.584540.0000X318.853489.776181 1.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838 Mean dependent var6619.191Adjusted R-squared0.983950 S.D. dependent var5767.152S.E. of regression730.6306 Akaike info criterion16.17670Sum squared resid8007316. Schwarz criterion16.32510Log likelihood-142.5903 Hannan-Quinn criter.16.19717F-statistic522.0976 Durbin-Watson stat 1.173432Prob(F-statistic)0.000000①由上可知,模型为:Y = 0.135474X2 + 18.85348X3 - 18231.58②对模型进行检验:1)可决系数是0.985838,修正的可决系数为0.983950,说明模型对样本拟合较好2)F检验,F=522.0976>F(2,15)=4.77,回归方程显著3)t检验,t统计量分别为X2的系数对应t值为10.58454,大于t(15)=2.131,系数是显著的,X3的系数对应t值为1.928512,小于t(15)=2.131,说明此系数是不显著的。

(2)对于对数模型,用Eviews分析结果如下:Dependent Variable: LNYMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.LNX2 1.5642210.08898817.577890.0000LNX3 1.7606950.682115 2.5812290.0209C-20.52048 5.432487-3.7773630.0018R-squared0.986295 Mean dependent var8.400112Adjusted R-squared0.984467 S.D. dependent var0.941530S.E. of regression0.117343 Akaike info criterion-1.296424Sum squared resid0.206540 Schwarz criterion-1.148029Log likelihood14.66782 Hannan-Quinn criter.-1.275962F-statistic539.7364 Durbin-Watson stat0.686656Prob(F-statistic)0.000000①由上可知,模型为:LNY=-20.52048+1.564221 LNX2+1.760695 LNX3②对模型进行检验:1)可决系数是0.986295,修正的可决系数为0.984467,说明模型对样本拟合较好。

相关主题