計量經濟學第三版龐皓課后習題答案

1、精選優(yōu)質文檔-傾情為你奉上3.1（1） 對百戶擁有家用汽車量建立計量經濟模型，用Eviews分析如下：Dependent Variable: YMethod: Least SquaresDate: 05/24/15 Time: 22:28Sample: 1 31Included observations: 31C246.854051.975004.0.0001X.0002X3-0.0.-2.0.0069X4-2.0.-4.0.0002R-squared0.    Mean dependent var16.77355Adjusted R-s

2、quared0.    S.D. dependent var8.S.E. of regression5.    Akaike info criterion6.Sum squared resid682.2795    Schwarz criterion6.Log likelihood-91.90460    Hannan-Quinn criter.6.F-statistic17.95108    D

3、urbin-Watson stat1.Prob(F-statistic)0.得到模型為Y=246.8540+5.X20.X32.X4對模型進行檢驗 1） 可決系數(shù)是0.，修正的可決系數(shù)為0.，說明模型對樣本擬合較好2） F檢驗，F(xiàn)=17.95108>F(3.27)=3.65,回歸方程顯著。3） t檢驗，t統(tǒng)計量分別為4.,4.，-2.，-4.，均大于t（27）=2,0518，所以這些系數(shù)都是顯著的。依據(jù)1) 可決系數(shù)越大，說明擬合程度越好2) F的值與臨界值比較，若大于臨界值，則否定原假設，回歸方程是顯著的；若小于臨界值，則接受原假設，回歸方程不顯著。3) t的值與臨界值比較，若大于臨界

4、值，則否定原假設，系數(shù)都是顯著的；若小于臨界值，則接受原假設，系數(shù)不顯著。（2） 經濟意義：人均GDP增加一萬元，百戶擁有家用汽車增加5.輛，城鎮(zhèn)人口比重增加一個百分點，百戶擁有家用汽車減少0.輛，交通工具消費價格指數(shù)每上升1，百戶擁有家用汽車減少2.輛。（3） 模型改進:收集其他年份的截面數(shù)據(jù)進行分析3.3(1)用Eviews分析得Dependent Variable: YMethod: Least SquaresDate: 05/26/15 Time: 13:13Sample: 1 18Included observations: 18VariableCoefficientStd. Err

5、ort-StatisticProb.  C-50.4868549.44365-1.0.3234X.0099T52.436075.10.129430.0000R-squared0.    Mean dependent var755.1222Adjusted R-squared0.    S.D. dependent var258.7206S.E. of regression60.75813    Akaike info criterion11.

6、20269Sum squared resid55373.25    Schwarz criterion11.35109Log likelihood-97.82422    Hannan-Quinn criter.11.22315F-statistic146.6246    Durbin-Watson stat2.Prob(F-statistic)0.模型為：Y=-50.48685+0.X+52.43607T對模型進行檢驗：1）可決系數(shù)是0.，修正的可決系數(shù)為0.，說明模型對樣

7、本擬合很好。2）F檢驗，F(xiàn)=146.6246> F（2,15）=4.77，回歸方程顯著。3）t檢驗，t統(tǒng)計量分別為2.，10.12943，均大于t（15）=2.131，所以這些系數(shù)都是顯著的。經濟意義檢驗：模型估計結果說明，在假定其他變量不變的情況下，家庭月平均收入每增長1元，平均說來家庭書刊年消費支出會增長0.元;戶主受教育年數(shù)每增長1年，平均說來家庭書刊年消費支出增加52.43607元。（2）用Eviews分析：Dependent Variable: YMethod: Least SquaresDate: 05/28/15 Time: 22:30Sample: 1 18Include

8、d observations: 18VariableCoefficientStd. Errort-StatisticProb.  T63.016764.13.854160.0000C-11.5817158.02290-0.0.8443R-squared0.    Mean dependent var755.1222Adjusted R-squared0.    S.D. dependent var258.7206S.E. of regression73.97565  

9、0; Akaike info criterion11.54979Sum squared resid87558.36    Schwarz criterion11.64872Log likelihood-101.9481    Hannan-Quinn criter.11.56343F-statistic191.9377    Durbin-Watson stat2.Prob(F-statistic)0.Dependent Variable: XMethod: Lea

10、st SquaresDate: 05/28/15 Time: 22:34Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  T123.151631.841503.0.0014C444.5888406.17861.0.2899R-squared0.    Mean dependent var1942.933Adjusted R-squared0.    S.D. dependent

11、var698.8325S.E. of regression517.8529    Akaike info criterion15.44170Sum squared resid.    Schwarz criterion15.54063Log likelihood-136.9753    Hannan-Quinn criter.15.45534F-statistic14.95867    Durbin-Watson stat1.Prob(

12、F-statistic)0.以上分別是Y與T，X與T的一元回歸模型分別是：Y = 63.01676T - 11.58171X = 123.1516T + 444.5888(3)用Eviews分析結果如下：Dependent Variable: E1Method: Least SquaresDate: 05/29/15 Time: 20:39Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  E.0078C3.96E-1413.880832.85

13、E-151.0000R-squared0.    Mean dependent var2.30E-14Adjusted R-squared0.    S.D. dependent var71.76693S.E. of regression58.89136    Akaike info criterion11.09370Sum squared resid55491.07    Schwarz criterion11.19264Log li

14、kelihood-97.84334    Hannan-Quinn criter.11.10735F-statistic9.    Durbin-Watson stat2.Prob(F-statistic)0.模型為：E1 = 0.E2 + 3.96e-14參數(shù)估計：斜率系數(shù)為0.，截距v為3.96e-14（4）由上分析可知，2與2的系數(shù)是一樣的?；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。3.6（1）預期估計各個參數(shù)的符號是X1，X2，X3，X4，X5的符號為正，X6的符號為負（2）根據(jù)Evi

15、ews分析得到數(shù)據(jù)如下：Dependent Variable: YMethod: Least SquaresDate: 05/27/15 Time: 22:40Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  X.2336X.6326X4-3.3.-1.0.3346X.3600X.6422C-13.7773215.73366-0.0.3984R-squared0.  

16、;  Mean dependent var12.76667Adjusted R-squared0.    S.D. dependent var9.S.E. of regression0.    Akaike info criterion2.Sum squared resid8.    Schwarz criterion3.Log likelihood-18.55865    Hannan-Quinn criter.2

17、.F-statistic465.3617    Durbin-Watson stat1.Prob(F-statistic)0.與預期不相符。評價：可決系數(shù)為0.，可以認為擬合程度很好。F檢驗，F(xiàn)=465.3617>F（5.12）=3,89，回歸方程顯著T檢驗，X2,X3,X4,X5，X6 ，系數(shù)對應的t值分別為：1.，0.，-1.，0.，0.，均小于t（12）=2.179，所以所得系數(shù)都是不顯著的。(3)由Eviews分析得Dependent Variable: YMethod: Least SquaresDate: 05/27/15 Time:

18、22:42Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  X50.2.20E-0546.799460.0000X6-0.0.-1.0.0983C.2266R-squared0.    Mean dependent var12.76667Adjusted R-squared0.    S.D. dependent var9.S.E. of regression0.    Akaike info criterion2.Sum squared resid10.33396    Schwarz criterion2.Log likelihood-20.54646    Hannan-Quinn criter.2.F-statistic11