計(jì)量經(jīng)濟(jì)學(xué)第三版(龐浩)版課后答案全

1、第二章2.2（1）對(duì)于浙江省預(yù)算收入與全省生產(chǎn)總值的模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.  X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-

2、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 li

3、kelihood-216.2751    Hannan-Quinn criter.13.25931F-statistic1871.115    Durbin-Watson stat0.100021Prob(F-statistic)0.000000由上可知，模型的參數(shù)：斜率系數(shù)0.176124，截距為154.3063關(guān)于浙江省財(cái)政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗(yàn)?zāi)Ｐ偷娘@著性：1）可決系數(shù)為0.983702，說明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。2）對(duì)于回歸系數(shù)的t檢驗(yàn)：t（2）=43.25639>t0.025

4、(31)=2.0395，對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明，全省生產(chǎn)總值對(duì)財(cái)政預(yù)算總收入有顯著影響。用規(guī)范形式寫出檢驗(yàn)結(jié)果如下：Y=0.176124X154.3063 (0.004072) (39.08196)t= (43.25639) （-3.948274）R2=0.983702 F=1871.115 n=33經(jīng)濟(jì)意義是：全省生產(chǎn)總值每增加1億元，財(cái)政預(yù)算總收入增加0.176124億元。（2）當(dāng)x=32000時(shí)，進(jìn)行點(diǎn)預(yù)測(cè)，由上可知Y=0.176124X154.3063，代入可得：Y= Y=0.176124*32000154.3063=5481.6617進(jìn)行區(qū)間預(yù)測(cè)：先由Eviews分析：XY

5、60;Mean 6000.441 902.5148 Median 2689.280 209.3900 Maximum 27722.31 4895.410 Minimum 123.7200 25.87000 Std. Dev. 7608.021 1351.009 Skewness 1.432519 1.663108 Kurtosis 4.010515 4.590432 Jarque-Ber

6、a 12.69068 18.69063 Probability 0.001755 0.000087 Sum 198014.5 29782.99 Sum Sq. Dev. 1.85E+09 58407195 Observations 33 33由上表可知，x2=（XiX）2=2x(n1)=  7608.0212 x (331)=1852223.473(XfX)2=(32000 6000.441)2=675977068.2當(dāng)Xf=32000

7、時(shí)，將相關(guān)數(shù)據(jù)代入計(jì)算得到：5481.66172.0395x175.2325x1/33+1852223.473/675977068.2Yf5481.6617+2.0395x175.2325x1/33+1852223.473/675977068.2即Yf的置信區(qū)間為（5481.661764.9649, 5481.6617+64.9649）(3) 對(duì)于浙江省預(yù)算收入對(duì)數(shù)與全省生產(chǎn)總值對(duì)數(shù)的模型，由Eviews分析結(jié)果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/03/14 Time: 18:00Sample (adjusted):

8、1 33Included observations: 33 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.  LNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442    Mean dependent var5.573120Adjusted R-squared0.962263    S.D. dependen

9、t var1.684189S.E. of regression0.327172    Akaike info criterion0.662028Sum squared resid3.318281    Schwarz criterion0.752726Log likelihood-8.923468    Hannan-Quinn criter.0.692545F-statistic816.9699    Durbin-Watson st

10、at0.096208Prob(F-statistic)0.000000模型方程為：lnY=0.980275lnX-1.918289由上可知，模型的參數(shù)：斜率系數(shù)為0.980275，截距為-1.918289關(guān)于浙江省財(cái)政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗(yàn)其顯著性：1）可決系數(shù)為0.963442，說明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。2）對(duì)于回歸系數(shù)的t檢驗(yàn)：t（2）=28.58268>t0.025(31)=2.0395，對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明，全省生產(chǎn)總值對(duì)財(cái)政預(yù)算總收入有顯著影響。經(jīng)濟(jì)意義：全省生產(chǎn)總值每增長(zhǎng)1%，財(cái)政預(yù)算總收入增長(zhǎng)0.980275%2.4（1）對(duì)建筑面積與建造單位成

11、本模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.  X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829    Mean dependent

12、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

13、criter.9.873871F-statistic178.0715    Durbin-Watson stat1.172407Prob(F-statistic)0.000000由上可得：建筑面積與建造成本的回歸方程為：Y=1845.475-64.18400X（2）經(jīng)濟(jì)意義：建筑面積每增加1萬平方米，建筑單位成本每平方米減少64.18400元。（3）首先進(jìn)行點(diǎn)預(yù)測(cè)，由Y=1845.475-64.18400X得，當(dāng)x=4.5，y=1556.647再進(jìn)行區(qū)間估計(jì)：用Eviews分析：YX Mean 1619.333 3.5233

14、33 Median 1630.000 3.715000 Maximum 1860.000 6.230000 Minimum 1419.000 0.600000 Std. Dev. 131.2252 1.989419 Skewness 0.003403-0.060130 Kurtosis 2.346511 1.664917 Jarque-Bera 0.213547 0.898454 Pro

15、bability 0.898729 0.638121 Sum 19432.00 42.28000 Sum Sq. Dev. 189420.7 43.53567 Observations 12 12由上表可知，x2=（XiX）2=2x(n1)=  1.9894192 x (121)=43.5357(XfX)2=(4.5 3.523333)2=0.95387843當(dāng)Xf=4.5時(shí)，將相關(guān)數(shù)據(jù)代入計(jì)算得到：1556.6472.228x31.73600x1/12+43.53

16、57/0.95387843Yf1556.647+2.228x31.73600x1/12+43.5357/0.95387843即Yf的置信區(qū)間為（1556.647478.1231, 1556.647+478.1231）第三章3.2）對(duì)出口貨物總額計(jì)量經(jīng)濟(jì)模型，用Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.&#

17、160; X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838    Mean dependent var6619.191Adjusted R-squared0.983950    S.D. dependent var5767.152S.E. of regression730.6306    

18、Akaike info criterion16.17670Sum squared resid8007316.    Schwarz criterion16.32510Log likelihood-142.5903    Hannan-Quinn criter.16.19717F-statistic522.0976    Durbin-Watson stat1.173432Prob(F-statistic)0.000000由上可知，模型為：Y = 0.135474X2 + 18

19、.85348X3 - 18231.58對(duì)模型進(jìn)行檢驗(yàn)：1）可決系數(shù)是0.985838，修正的可決系數(shù)為0.983950，說明模型對(duì)樣本擬合較好2）F檢驗(yàn)，F(xiàn)=522.0976>F（2,15）=4.77，回歸方程顯著3）t檢驗(yàn)，t統(tǒng)計(jì)量分別為X2的系數(shù)對(duì)應(yīng)t值為10.58454，大于t（15）=2.131，系數(shù)是顯著的，X3的系數(shù)對(duì)應(yīng)t值為1.928512，小于t（15）=2.131，說明此系數(shù)是不顯著的。（2）對(duì)于對(duì)數(shù)模型，用Eviews分析結(jié)果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/01/14 Time: 20:2

20、5Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295    Mean dependent var8.400112Adjusted R-squared0.984467 

21、   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 &

22、#160;  Durbin-Watson stat0.686656Prob(F-statistic)0.000000由上可知，模型為：LNY=-20.52048+1.564221 LNX2+1.760695 LNX3對(duì)模型進(jìn)行檢驗(yàn)：1）可決系數(shù)是0.986295，修正的可決系數(shù)為0.984467，說明模型對(duì)樣本擬合較好。2）F檢驗(yàn)，F(xiàn)=539.7364> F（2,15）=4.77，回歸方程顯著。3）t檢驗(yàn)，t統(tǒng)計(jì)量分別為-3.777363，17.57789，2.581229，均大于t（15）=2.131，所以這些系數(shù)都是顯著的。（3）（1）式中的經(jīng)濟(jì)意義：工業(yè)增加1億

23、元，出口貨物總額增加0.135474億元，人民幣匯率增加1，出口貨物總額增加18.85348億元。（2）式中的經(jīng)濟(jì)意義：工業(yè)增加額每增加1%，出口貨物總額增加1.564221%，人民幣匯率每增加1%，出口貨物總額增加1.760695%3.3（1）對(duì)家庭書刊消費(fèi)對(duì)家庭月平均收入和戶主受教育年數(shù)計(jì)量模型，由Eviews分析結(jié)果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort

24、-StatisticProb.  X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235    Mean dependent var755.1222Adjusted R-squared0.944732    S.D. dependent var258.7206S.E. of regression60.82273 

25、60;  Akaike info criterion11.20482Sum squared resid55491.07    Schwarz criterion11.35321Log likelihood-97.84334    Hannan-Quinn criter.11.22528F-statistic146.2974    Durbin-Watson stat2.605783Prob(F-statistic)0.000000模型為：Y = 0.086

26、450X + 52.37031T-50.01638對(duì)模型進(jìn)行檢驗(yàn)：1）可決系數(shù)是0.951235，修正的可決系數(shù)為0.944732，說明模型對(duì)樣本擬合較好。2）F檢驗(yàn)，F(xiàn)=539.7364> F（2,15）=4.77，回歸方程顯著。3）t檢驗(yàn)，t統(tǒng)計(jì)量分別為2.944186，10.06702，均大于t（15）=2.131，所以這些系數(shù)都是顯著的。經(jīng)濟(jì)意義：家庭月平均收入增加1元，家庭書刊年消費(fèi)支出增加0.086450元，戶主受教育年數(shù)增加1年，家庭書刊年消費(fèi)支出增加52.37031元。（2）用Eviews分析：Dependent Variable: YMethod: Least Squa

27、resDate: 12/01/14 Time: 22:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.923054    Mean dependent var755.1222Adjusted R-squared0.918245   &#

28、160;S.D. dependent var258.7206S.E. of regression73.97565    Akaike info criterion11.54979Sum squared resid87558.36    Schwarz criterion11.64872Log likelihood-101.9481    Hannan-Quinn criter.11.56343F-statistic191.9377    

29、;Durbin-Watson stat2.134043Prob(F-statistic)0.000000Dependent Variable: XMethod: Least SquaresDate: 12/01/14 Time: 22:34Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182 &

30、#160;  Mean dependent var1942.933Adjusted R-squared0.450881    S.D. dependent var698.8325S.E. of regression517.8529    Akaike info criterion15.44170Sum squared resid4290746.    Schwarz criterion15.54063Log likelihood-136.9753 

31、;   Hannan-Quinn criter.15.45534F-statistic14.95867    Durbin-Watson stat1.052251Prob(F-statistic)0.001364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）對(duì)殘差進(jìn)行模型分析，用Eviews分析結(jié)果如下：Dependent Variable: E1Method: Least SquaresDate: 12/03/14 Tim

32、e: 20:39Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239    Mean dependent var2.30E-14Adjusted R-squared0.326629    S.D. dependent var

33、71.76693S.E. of regression58.89136    Akaike info criterion11.09370Sum squared resid55491.07    Schwarz criterion11.19264Log likelihood-97.84334    Hannan-Quinn criter.11.10735F-statistic9.246111    Durbin-Watson stat2.6

34、05783Prob(F-statistic)0.007788模型為：E1 = 0.086450E2 + 3.96e-14參數(shù)：斜率系數(shù)為0.086450，截距為3.96e-14（3）由上可知，2與2的系數(shù)是一樣的。回歸系數(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。第五章5.3(1)由Eviews軟件分析得：Dependent Variable: YMethod: Least SquaresDate: 12/10/14 Time: 16:00Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-Sta

35、tisticProb.  X1.2442810.07903215.744110.0000C242.4488291.19400.8326020.4119R-squared0.895260    Mean dependent var4443.526Adjusted R-squared0.891649    S.D. dependent var1972.072S.E. of regression649.1426    Akaike info criterion1

36、5.85152Sum squared resid12220196    Schwarz criterion15.94404Log likelihood-243.6986    Hannan-Quinn criter.15.88168F-statistic247.8769    Durbin-Watson stat1.078581Prob(F-statistic)0.000000由上表可知，2007年我國(guó)農(nóng)村居民家庭人均消費(fèi)支出（x）對(duì)人均純收入（y）的模型為：Y=1.2442

37、81X+242.4488（2）由圖形法檢驗(yàn)由上圖可知，模型可能存在異方差。Goldfeld-Quanadt檢驗(yàn)1）定義區(qū)間為1-12時(shí)，由軟件分析得：Dependent Variable: Y1Method: Least SquaresDate: 12/10/14 Time: 11:34Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.  X11.4852960.5003862.9682970.0141C-550.54921220.063-0.4512470.6

38、614R-squared0.468390    Mean dependent var3052.950Adjusted R-squared0.415229    S.D. dependent var550.5148S.E. of regression420.9803    Akaike info criterion15.07406Sum squared resid1772245.    Schwarz criterion15.15488L

39、og likelihood-88.44437    Hannan-Quinn criter.15.04414F-statistic8.810789    Durbin-Watson stat2.354167Prob(F-statistic)0.014087得e1i2=1772245.2）定義區(qū)間為20-31時(shí)，由軟件分析得：Dependent Variable: Y1Method: Least SquaresDate: 12/10/14 Time: 16:36Sample: 20 31Included observ

40、ations: 12VariableCoefficientStd. Errort-StatisticProb.  X11.0869400.1488637.3016230.0000C1173.307733.25201.6001410.1407R-squared0.842056    Mean dependent var6188.329Adjusted R-squared0.826262    S.D. dependent var2133.692S.E. of regression889.3633&

41、#160;   Akaike info criterion16.56990Sum squared resid7909670.    Schwarz criterion16.65072Log likelihood-97.41940    Hannan-Quinn criter.16.53998F-statistic53.31370    Durbin-Watson stat2.339767Prob(F-statistic)0.000026得e2i2

42、=7909670.3）根據(jù)Goldfeld-Quanadt檢驗(yàn)，F(xiàn)統(tǒng)計(jì)量為：F=e2i2 /e1i2 =7909670./ 1772245=4.4631在=0.05水平下，分子分母的自由度均為10，查分布表得臨界值F0.05（10,10）=2.98，因?yàn)镕=4.4631> F0.05（10,10）=2.98，所以拒絕原假設(shè)，此檢驗(yàn)表明模型存在異方差。（3）1）采用WLS法估計(jì)過程中，用權(quán)數(shù)w1=1/X,建立回歸得：Dependent Variable: YMethod: Least SquaresDate: 12/09/14 Time: 11:13Sample: 1 31Included

43、 observations: 31Weighting series: W1VariableCoefficientStd. Errort-StatisticProb.  X1.4258590.11910411.971570.0000C-334.8131344.3523-0.9722980.3389Weighted StatisticsR-squared0.831707    Mean dependent var3946.082Adjusted R-squared0.825904    S.D. d

44、ependent var536.1907S.E. of regression536.6796    Akaike info criterion15.47102Sum squared resid8352726.    Schwarz criterion15.56354Log likelihood-237.8008    Hannan-Quinn criter.15.50118F-statistic143.3184    Durbin-Wa

45、tson stat1.369081Prob(F-statistic)0.000000Unweighted StatisticsR-squared0.875855    Mean dependent var4443.526Adjusted R-squared0.871574    S.D. dependent var1972.072S.E. of regression706.7236    Sum squared resid14484289Durbin-Watson stat1

46、.532908對(duì)此模型進(jìn)行White檢驗(yàn)得：Heteroskedasticity Test: WhiteF-statistic0.299395    Prob. F(2,28)0.7436Obs*R-squared0.649065    Prob. Chi-Square(2)0.7229Scaled explained SS1.798067    Prob. Chi-Square(2)0.4070Test Equation:Dependent Variable: WGT_RE

47、SID2Method: Least SquaresDate: 12/10/14 Time: 21:13Sample: 1 31Included observations: 31Collinear test regressors dropped from specificationVariableCoefficientStd. Errort-StatisticProb.  C61927.891045682.0.0592220.9532WGT2-593927.91173622.-0.5060640.6168X*WGT2282.4407747.97800.3776060.7086

48、R-squared0.020938    Mean dependent var269442.8Adjusted R-squared-0.048995    S.D. dependent var689166.5S.E. of regression705847.6    Akaike info criterion29.86395Sum squared resid1.40E+13    Schwarz criterion30.00273Log

49、 likelihood-459.8913    Hannan-Quinn criter.29.90919F-statistic0.299395    Durbin-Watson stat1.922336Prob(F-statistic)0.743610從上可知，nR2=0.649065，比較計(jì)算的統(tǒng)計(jì)量的臨界值，因?yàn)閚R2=0.649065<0.05（2）=5.9915，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=1.425859X-334.8131 t=（11.97157）（-0.972298）R

50、2=0.875855 F=143.3184 DW=1.369081用權(quán)數(shù)w2=1/x2,用回歸分析得：Dependent Variable: YMethod: Least SquaresDate: 12/09/14 Time: 21:08Sample: 1 31Included observations: 31Weighting series: W2VariableCoefficientStd. Errort-StatisticProb.  X1.5570400.14539210.709220.0000C-693.1946376.4760-1.8412720.0758Wei

51、ghted StatisticsR-squared0.798173    Mean dependent var3635.028Adjusted R-squared0.791214    S.D. dependent var1029.830S.E. of regression466.8513    Akaike info criterion15.19224Sum squared resid6320554.    Schwarz crite

52、rion15.28475Log likelihood-233.4797    Hannan-Quinn criter.15.22240F-statistic114.6875    Durbin-Watson stat1.562975Prob(F-statistic)0.000000Unweighted StatisticsR-squared0.834850    Mean dependent var4443.526Adjusted R-squared0.829156 

53、;   S.D. dependent var1972.072S.E. of regression815.1229    Sum squared resid19268334Durbin-Watson stat1.678365對(duì)此模型進(jìn)行White檢驗(yàn)得：Heteroskedasticity Test: WhiteF-statistic0.299790    Prob. F(3,27)0.8252Obs*R-squared0.999322    Pr

54、ob. Chi-Square(3)0.8014Scaled explained SS1.789507    Prob. Chi-Square(3)0.6172Test Equation:Dependent Variable: WGT_RESID2Method: Least SquaresDate: 12/10/14 Time: 21:29Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb.  C-111661.8549855.7-0.2030750.8406WGT2426220.22240181.0.1902620.8505X2*WGT20.1948880.5163950.3774020.7088X*WGT2-583.21512082.820-0.2800120.7816R-squared0.032236    Mean dependent var203888.8Adjusted R-squared-0.075293  &#