




版權(quán)說明:本文檔由用戶提供并上傳,收益歸屬內(nèi)容提供方,若內(nèi)容存在侵權(quán),請進(jìn)行舉報(bào)或認(rèn)領(lǐng)
文檔簡介
1、關(guān)于我國影響稅稅收增長因素素的實(shí)證分析析收政要對穩(wěn)經(jīng)很影入自面生財(cái)物方究收關(guān)行參國值支售水收模一、問題的提出出 改革開放放以來,中國國經(jīng)濟(jì)高速增增長,19778-20008年的311年間,國內(nèi)內(nèi)生產(chǎn)總值從從3645.2億元增長長到3140045億元,一一躍成為世界界第二大經(jīng)濟(jì)濟(jì)體。隨著經(jīng)經(jīng)濟(jì)體制改革革的深化和經(jīng)經(jīng)濟(jì)的快速增增長,中國的的財(cái)政收支狀狀況也發(fā)生了了很大的變化化,中央和地地方的稅收收收入19788年為5199.28億元元,到20008年已增長長到542223.79億億元,31年年間平均每年年增長16.76%。稅稅收作為財(cái)政政收入的重要要組成部分,在在國民經(jīng)濟(jì)發(fā)發(fā)展中扮演著著不可或缺的
2、的角色。為了了研究影響中中國稅收增長長的主要原因因,分析中央央和地方稅收收收入的增長長規(guī)律,以及及預(yù)測中國稅稅收未來的增增長趨勢,我我們需要建立立計(jì)量經(jīng)濟(jì)模模型進(jìn)行實(shí)證證分析。而且且從進(jìn)入211世紀(jì)以來,我我國的經(jīng)濟(jì)發(fā)發(fā)展面臨著巨巨大的挑戰(zhàn)與與機(jī)遇,在新新的經(jīng)濟(jì)背景景下,基于知知識和信息的的產(chǎn)業(yè)發(fā)展迅迅速,全球一一體化日漸深深入,中國已已是WTO的的一員。新形形勢的經(jīng)濟(jì)發(fā)發(fā)展是經(jīng)濟(jì)穩(wěn)穩(wěn)定和協(xié)調(diào)增增長的結(jié)果,由由于稅收具有有斂財(cái)與調(diào)控控的重要功能能,因而它在在現(xiàn)實(shí)的經(jīng)濟(jì)濟(jì)發(fā)展中至始始至終都發(fā)揮揮著非常重要要的作用,所所以研究影響響我國稅收收收入的主要原原因具非常重重要的作用。 二、模型設(shè)設(shè)定(一
3、)為了具體體分析各要素素對提高我國國稅收收入的的影響大小,選選擇能反映我我們稅收變動動情況的“各項(xiàng)稅收收收入”為被解釋變變量(用Y表表示),選擇擇能影響稅收收收入的“國內(nèi)生產(chǎn)總總值(用X11表示)”、“財(cái)政支出(用X2表示)”和“ 商品零售售價(jià)格指數(shù)(用用X3表示)”為解釋變量量。計(jì)量經(jīng)濟(jì)學(xué)模型型的設(shè)定lnY= 00+ 1 lnX1+ 2 lnX2 + 3 X3 + ui(二)確定參數(shù)數(shù)估計(jì)值范圍圍由經(jīng)濟(jì)常識知,因因?yàn)閲鴥?nèi)生產(chǎn)產(chǎn)總值(X11)、財(cái)政支出出(X2)和商品零零售價(jià)格指數(shù)數(shù)(X3)的增加均均會帶動稅收收收入的增加加,所以國內(nèi)內(nèi)生產(chǎn)總值(XX1)、財(cái)政支出出(X2)和商品零零售價(jià)格指數(shù)
4、數(shù)(X3)與稅收收收入應(yīng)為正相相關(guān)的關(guān)系,所所以可估計(jì)0011 ,0021, 0031。表1為由中國國統(tǒng)計(jì)年鑒得得到的19990-20009年的有關(guān)關(guān)數(shù)據(jù)。表1 稅稅收收入模型型的時(shí)間序列列表年份稅收收入(Y)國內(nèi)生產(chǎn)總值(X1)財(cái)政支出(X22)商品零售價(jià)格指指數(shù)(X3)(單位:%)(單位:億元) (單位:億元)(單位:億元)19902821.866 18667.880 3083.599102.119912990.177 21781.550 3386.622102.919923296.911 26923.448 3742.2105.419934255.300 35333.992 4642.3
5、113.219945126.888 48197.886 5792.622121.719956038.044 60793.773 6823.722114.819966909.822 71176.559 7937.555106.119978234.044 78973.003 9233.566100.819989262.800 84402.228 10798.11897.4199910682.558 89677.005 13187.66797200012581.551 99214.555 15886.5598.5200115301.338 109655.17 18902.55899.22002176
6、36.445 120332.69 22053.11598.7200320017.331 135822.76 24649.99599.9200424165.668 159878.34 28486.889102.8200528778.554 184937.37 33930.228100.8200634804.335 216314.43 40422.773101200745621.997 265810.31 49781.335103.8200854223.779 314045.43 62592.666105.9200959521.559 340506.87 76299.99398.8資料來源:中中國
7、統(tǒng)計(jì)年鑒鑒2009;三、參數(shù)估計(jì)模型為:lnY= 00+ 1 lnX1+ 2 lnX2 + 3 X3 + uiY=稅收收入 (億元)X1=國內(nèi)生產(chǎn)產(chǎn)總值 (億億元)X2=財(cái)政支出出 (億元)X3=零售商品品物價(jià)指數(shù) (%)用Eviewss估計(jì)結(jié)果為為:表2Dependeent Vaariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/12/11 Time: 10:553Sample: 19900 20099Includeed obsservattions: 20VariablleCoefficcientStd. Errrort-Statiistic
8、Prob.C-0.34755030.2843442-1.22211280.2394LOG(X1)-0.00522180.0733887-0.07111010.9442LOG(X2)0.98787780.064422715.3332210.0000X30.00354430.00174482.02719930.0596R-squarred0.9984444Meaan deppendennt varr9.4059115Adjusteed R-ssquareed0.9981552S.DD. deppendennt varr0.9725667S.E.of regreessionn0.0418005Aka
9、aike iinfo ccriterrion-3.3347744Sumsquaared rresid0.0279663Schhwarz criteerion-3.1355598Log likkelihoood37.347444F-sstatisstic3422.4660Durbin-Watsoon staat0.9868881Proob(F-sstatisstic)0.0000000根據(jù)表中數(shù)據(jù),模模型設(shè)計(jì)的結(jié)結(jié)果為: (-11.2221128) (-0.0711101) (15.333321) (2.0277193) R2=00.9984444 R2=0.9988152 DW=0.98688
10、81 F=3422.4460 n=20四、檢驗(yàn)及修正正(一)經(jīng)濟(jì)意義義檢驗(yàn)經(jīng)濟(jì)意義檢驗(yàn)主主要檢驗(yàn)?zāi)P托蛥?shù)估計(jì)量量在經(jīng)濟(jì)意義義上的合理性性。所估計(jì)的參數(shù)= -0.00052188,=0.99878788, =0.0035443,且00, 011 , 01 ,不符符合變量參數(shù)數(shù)中確定的參參數(shù)范圍,、符合變量參參數(shù)中確定的的參數(shù)范圍。模模型估計(jì)結(jié)果果說明,在假假定其他變量量不變的情況況下,當(dāng)年國國內(nèi)生產(chǎn)總值值每增長1%,平均來說說稅收收入會會減少0.0005218%;在假定其其他變量不變變的情況下,當(dāng)當(dāng)年財(cái)政支出出每增長1%,平均來說說稅收收入會會增加0.99878788%;在假定定其他變量不不變
11、的情況下下,當(dāng)年商品品零售價(jià)格指指數(shù)上漲1%,平均來說說稅收收入會會增加0.00035433%。這里與與理論分析和和經(jīng)驗(yàn)判斷相相一致,符合中國現(xiàn)現(xiàn)實(shí)的國情具具有經(jīng)濟(jì)意義義應(yīng)保留,符號號為負(fù)不符合合經(jīng)濟(jì)檢驗(yàn)不不具有經(jīng)濟(jì)意意義,應(yīng)剔除除。(二)統(tǒng)計(jì)意義義檢驗(yàn)1、擬合優(yōu)度檢檢驗(yàn)(R2檢驗(yàn))擬合優(yōu)度檢驗(yàn),顧顧名思義,是是檢驗(yàn)?zāi)P蛯颖居^測值值的擬合程度度。從回歸估計(jì)的結(jié)結(jié)果看模型擬擬合較好:可可絕系數(shù) RR2=0.9988444 R2=0.9988152 ,這說明所所建模型整體體上與樣本觀觀測值擬合的很好說明“解釋變量量”國內(nèi)生產(chǎn)總總值 財(cái)政支出 商品零零售價(jià)格指數(shù)數(shù) 對“被解釋變量量” 稅收收入入
12、的絕大部分分差異作了解解釋。F檢驗(yàn)假設(shè):=0,=0,=0 :(j=1,22,3)不全全為零給定顯著性水平平=0.055,在F分布布表中查出自自由度為F(k=3,nn-k-1=16)的臨臨界值(3,16)3.24,由由表2中得到到F34222.4600(3,16)3.224,應(yīng)拒絕絕原假設(shè):=0,=0,=0 ,接受:(j=1,22,3)不全全為零說明回回歸方程顯著著,即表明模模型的線性關(guān)關(guān)系在95%的置信水平平下成立,即即列入模型的的解釋變量“解釋變量”國內(nèi)生產(chǎn)總總值 財(cái)政支出 商品零零售價(jià)格指數(shù)數(shù) 聯(lián)合起來確確實(shí)對“被解釋變量量”稅收收入有有顯著影響。3、t檢驗(yàn)分別針對:=00,=0,=0 ,
13、給定顯著著性水平0.055,查t分布布表的自由度度為n-k-116的的臨界值22.120。由由表2中的數(shù)數(shù)據(jù)可得,與與、對應(yīng)的t統(tǒng)統(tǒng)計(jì)量分別為為(-1.22221288)(-0.00711011)(15.333321) (2.00271933)其絕對值不不全大于22.120,這這說明在顯著著水平0.055下,只有能能拒絕:=0,=0,=0 ,也就是說說,當(dāng)在其他他解釋變量不不變的情況下下,各個(gè)解釋釋變量“國內(nèi)生產(chǎn)總總值(X1)”、“財(cái)政支出(X2)”和“ 商品零售售價(jià)格指數(shù)(XX3)”分別對被解解釋變量“各項(xiàng)稅收收收入(Y)”不全都有顯顯著影響,這這可能是由于于多重共線性性或自相關(guān)性性的影響。
14、(三)計(jì)量經(jīng)濟(jì)濟(jì)意義檢驗(yàn)1、多重共線性性檢驗(yàn)讓lnY分別對對lnX1、lnX2、X3做回歸。(1)將lnYY與lnX11做回歸得到到結(jié)果如表33: 表 3Dependeent Vaariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/12/11 Time: 19:553Sample: 19900 20099Includeed obsservattions: 20VariablleCoefficcientStd. Errrort-StatiisticProb.C-3.42522980.4993447-6.85955560.0000LOG(X1)1.1
15、2357750.043611025.7641170.0000R-squarred0.9735999Meaan deppendennt varr9.4059115AdjusteedR-sqquaredd0.9721332S.DD. deppendennt varr0.9725667S.E.of regreessionn0.1623557Akaaike iinfo ccriterrion-0.7034402Sum squuared residd0.4744775Schhwarz criteerion-0.6038829Log likkelihoood9.0340223F-sstatisstic66
16、3.79226Durbin-Watsoon staat0.2046663Proob(F-sstatisstic)0.0000000R2=0.9773599 D.WW.=0.22046633(2)將lnYY與lnX22做回歸得到到結(jié)果如表44: 表 44Dependeent Vaariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/12/11 Time: 20:005Sample: 19900 20099Includeed obsservattions: 20VariablleCoefficcientStd. Errrort-StatiisticPr
17、ob.C0.08890020.09879940.89987760.3801LOG(X2)0.97437730.010277994.7937760.0000R-squarred0.9980001Meaan deppendennt varr9.4059115Adjusteed R-ssquareed0.9978990S.DD. deppendennt varr0.9725667S.E. off regrressioon0.0446777Akaaike iinfo ccriterrion-3.2840085Sum squuared residd0.0359228Schhwarz criteerion
18、-3.1845512Log likkelihoood34.840885F-sstatisstic8985.8557Durbin-Watsoon staat0.8358553Proob(F-sstatisstic)0.0000000 (0.8999876) (94.793766)R2=0.9998001 D.W.=0.8335853(3)將lnYY與X3做回歸得到到結(jié)果如表55:表 5Dependeent Vaariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/12/11 Time: 20:007Sample: 19900 20099Include
19、ed obsservattions: 20VariablleCoefficcientStd. Errrort-StatiisticProb.C15.4232253.44416614.47808850.0003X3-0.05811160.0332004-1.75022610.0971R-squarred0.1454338Meann depeendentt var9.4059115Adjusteed R-ssquareed0.0979662S.DD. deppendennt varr0.9725667S.E. off regrressioon0.9237002Akaaike iinfo ccrit
20、errion2.7737886Sum squuared residd15.358007Schhwarz criteerion2.8733559Log likkelihoood-25.737786F-sstatisstic3.0634113Durbin-Watsoon staat0.1292552Proob(F-sstatisstic)0.0971000 (4.4788085) (-1.7550261)R2=0.1445438 D.W.=0.1229252計(jì)算各解釋變量量的相關(guān)系數(shù)數(shù),選擇lnnX1、lnX2 、X3的數(shù)據(jù),得得到相關(guān)系數(shù)數(shù)矩陣如表66:表6 相關(guān)系數(shù)數(shù)表LOG(X1)LOG(X
21、2)X3LOG(X1)1.0000000000000000000.986622132022686066-0.344113309889229441LOG(X2)0.9866221320226860661.000000000000000000-0.401003917775469779X3-0.344113309889229441-0.4010039177754697791.000000000000000000可見財(cái)政支出對對稅收收入的的影響最大,與與經(jīng)驗(yàn)相符合合,因此選(2)得出的回歸形式為初始的回歸模型。逐步回歸將lnY與lnnX1、lnX2做回歸得到到下表7: 表77Dependeent Va
22、ariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/12/11 Time: 20:111Sample: 19900 20099Includeed obsservattions: 20VariablleCoefficcientStd. Errrort-StatiisticProb.C-0.06511200.2696004-0.24155390.8120LOG(X1)0.04612240.07491130.61570070.5462LOG(X2)0.93539950.064166614.5777760.0000R-squarred0.9980444M
23、eaan deppendennt varr9.4059115Adjusteed R-ssquareed0.9978114S.DD. deppendennt varr0.9725667S.E. off regrressioon0.0454668Akaaike iinfo ccriterrion-3.2061140Sum squuared residd0.0351445Schhwarz criteerion-3.0567780Log likkelihoood35.061440F-sstatisstic4338.1336Durbin-Watsoon staat0.8076778Proob(F-sst
24、atisstic)0.0000000將lnY與lnnX1、X3做回歸得得到下表8: 表88Dependeent Vaariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/12/11 Time: 22:557Sample: 19900 20099Includeed obsservattions: 20VariablleCoefficcientStd. Errrort-StatiisticProb.C-0.35944330.2227334-1.61377320.1250LOG(X2)0.98335580.010188896.5250010.0000X3
25、0.00350000.00159922.19907730.0420R-squarred0.9984444Meaan deppendennt varr9.4059115Adjusteed R-ssquareed0.9982660S.DD. deppendennt varr0.9725667S.E.of regreessionn0.0405663Akaaike iinfo ccriterrion-3.4344428Sum squuared residd0.0279771Schhwarz criteerion-3.2850068Log likkelihoood37.344228F-sstatisst
26、ic5452.8220Durbin-Watsoon staat0.9812006Proob(F-sstatisstic)0.0000000將其他解釋變量量分別倒入上上述初始回歸歸模型,尋找找最佳回歸方方程表9Clnx2Lnx1x3D.W.Y=f(x2)0.08890020.9743770.99800010.8358553t值0.899877694.793776Y=f(x2,x1)-0.06511200.93539950.04612240.99789900.8076778t值-0.241553914.5777760.6157007Y=f(x2,x3)-0.35944330.98335580.00
27、350000.99844440.9812006t值-1.61377296.5250012.1990773討論:第一步,在初始始模型中引入入X1,模型型修正的擬合合優(yōu)度反而略略有下降,同同時(shí)X1的參參數(shù)未能通過過t檢驗(yàn),參參數(shù)符號與經(jīng)經(jīng)濟(jì)意義相符符。第二步,去掉XX1,引入XX3,擬合優(yōu)優(yōu)度提高,且且參數(shù)符號與與經(jīng)濟(jì)意義相相符,變量也也通過了t檢檢驗(yàn),D.WW.檢驗(yàn)也表表明不存在11階序列相關(guān)關(guān)性。因此最最終的稅收收收入函數(shù)應(yīng)以以Y=f(x2,x3)為最最優(yōu),擬合結(jié)結(jié)果如下: (-1.66137322) (96.522501) (22.1990073)R2=0.9988444(2)異方差檢檢驗(yàn)懷
28、特檢驗(yàn) 利用懷特檢驗(yàn)法檢檢驗(yàn)?zāi)P褪欠穹翊嬖诋惙讲畈睢?殘差差相關(guān)圖 表表10表11White HHeterooskedaasticiity Teest:F-statiistic0.6644668Proobabillity0.6263229Obs*R-ssquareed3.0104111Proobabillity0.5560885Test Eqquatioon:Dependeent Vaariablle: REESID22Method: Leasst SquuaresDate: 006/12/11 Time: 23:333Sample: 19900 20099Includeed obsserva
29、ttions: 20VariablleCoefficcientStd. Errrort-StatiisticProb.C0.09919970.14691140.67520070.5098LOG(X2)-0.00666090.0102883-0.64266730.5301(LOG(X22)20.00037770.00053340.70558880.4913X3-0.00122920.0022006-0.58566880.5668X325.982177941.015122890.58930020.5644R-squarred0.1505221Meann depeendentt var0.00139
30、99Adjusteed R-ssquareed-0.0760007S.DD. deppendennt varr0.0017994S.E. off regrressioon0.0018661Akaaike iinfo ccriterrion-9.5234470Sum squuared residd5.19299968Schhwarz criteerion-9.2745537Log likkelihoood100.23447F-sstatisstic0.6644668Durbin-Watsoon staat2.3730228Proob(F-sstatisstic)0.6263229表12White
31、 HHeterooskedaasticiity Teest:F-statiistic0.6372551Proobabillity0.6751110Obs*R-ssquareed3.7079110Proobabillity0.5921887Test Eqquatioon:Dependeent Vaariablle: REESID22Method: Leasst SquuaresDate: 006/12/11 Time: 23:554Sample: 19900 20099Includeed obsservattions: 20VariablleCoefficcientStd. Errrort-St
32、atiisticProb.C0.29284470.29110051.00598850.3315LOG(X2)-0.02122070.0215445-0.98433000.3417(LOG(X22)20.00044400.00054470.80367740.4350(LOG(X22)*X330.00013300.00016680.77419900.4517X3-0.00377140.0038445-0.96588390.3505X321.17780081.27248890.92559940.3703R-squarred0.1853996Meaan deppendennt varr0.001399
33、9Adjusteed R-ssquareed-0.1055535S.DD. deppendennt varr0.0017994S.E. off regrressioon0.0018886Akaaike iinfo ccriterrion-9.4653391Sum squuared residd4.9798000Schhwarz criteerion-9.1666671Log likkelihoood100.65339F-sstatisstic0.6372551Durbin-Watsoon staat2.6039446Proob(F-sstatisstic)0.6751110記為對原始模型型進(jìn)行
34、普通最最小二乘回歸歸的道德殘差差平方項(xiàng),將將其與X2 、X3及其其平方項(xiàng)與交交叉項(xiàng)做輔助助回歸,得 (1.0059885) (-0.9843000) (0.8036774) (0.7741990) (-0.99658399) (0.9255994)R2=0.1885396懷懷特統(tǒng)計(jì)量nnR2=20*00.1853396=3.707922,該值小于于5%顯著性性水平下,自自由度為5的的分布的相應(yīng)應(yīng)臨界值=111.07,因因此,不拒絕絕同方差的原原假設(shè)。去掉交叉項(xiàng)后的的輔助回歸結(jié)結(jié)果為 (0.66752077) (-0.6426773) (0.7005588) (-0.55856888) (0.5
35、899302)R2=0.1500521懷特統(tǒng)計(jì)量nRR2=20*0.1505221=3.001042,該值小于5%顯著性水平下,自由度為5的分布的相應(yīng)臨界值=11.07,因此,不拒絕同方差的原假設(shè)。拉格朗日乘數(shù)數(shù)檢驗(yàn)表13Breuschh-Godffrey SSeriall Corrrelatiion LMM Testt:F-statiistic4.1841117Proobabillity0.0576110Obs*R-ssquareed4.1459550Proobabillity0.0417334Test Eqquatioon:Dependeent Vaariablle: REESIDMeth
36、od: Leasst SquuaresDate: 006/13/11 Time: 01:000Presampple miissingg valuue laggged rresiduuals sset too zeroo.VariablleCoefficcientStd. Errrort-StatiisticProb.C0.05976630.20648890.28942260.7760LOG(X2)-0.00322020.0094880-0.33777790.7399X3-0.00022930.0014668-0.19933470.8445RESID(-1)0.48291150.23608852
37、.04551110.0576R-squarred0.2072997Meann depeendentt var5.83E-116Adjusteed R-ssquareed0.0586666S.DD. deppendennt varr0.0383669S.E. off regrressioon0.0372226Akaaike iinfo ccriterrion-3.5667736Sum squuared residd0.0221773Schhwarz criteerion-3.3675589Log likkelihoood39.667336F-sstatisstic1.3947006Durbin-
38、Watsoon staat1.4324224Proob(F-sstatisstic)0.2806558含1階滯后殘差差項(xiàng)的輔助回回歸為 (0.22894266) (-00.3377779) (-0.11993477) (2.0455111)R2=0.2077297于是,LM=119*0.22072977=3.9338643,該該值大于顯著著性水平自由由度為1的分分布的相應(yīng)臨臨界值=3.84,由此此判斷原模型型存在1階序序列相關(guān)性。表14Breuschh-Godffrey SSeriall Corrrelatiion LMM Testt:F-statiistic3.4683555Proobabi
39、llity0.0577996Obs*R-ssquareed6.3242994Proobabillity0.0423335Test Eqquatioon:Dependeent Vaariablle: REESIDMethod: Leasst SquuaresDate: 006/13/11 Time: 01:114Presampple miissingg valuue laggged rresiduuals sset too zeroo.VariablleCoefficcientStd. Errrort-StatiisticProb.C0.04135580.19842270.20843320.83
40、77LOG(X2)-0.00266650.0091000-0.29288150.7737X3-0.00011660.0014110-0.11744620.9081RESID(-1)0.69582210.26505572.62517780.0191RESID(-2)-0.41355020.2675112-1.54577310.1430R-squarred0.3162115Meaan deppendennt varr5.83E-116Adjusteed R-ssquareed0.1338772S.DD. deppendennt varr0.0383669S.E. off regrressioon0
41、.0357008Akaaike iinfo ccriterrion-3.6145540Sum squuared residd0.0191226Schhwarz criteerion-3.3656606Log likkelihoood41.145440F-sstatisstic1.7341777Durbin-Watsoon staat1.9435882Proob(F-sstatisstic)0.1948666含2階滯后殘差差項(xiàng)的輔助回回歸為 (0.2088432) (-0.2992815) (-0.1117462) (2.6255178) (-1.5457331)R2=0.3116215于是,L
42、M=118*0.33162155=5.699187,該該值小于顯著著性水平自由由度為2的分分布的相應(yīng)臨臨界值=5.99,仍說說明原模型不不存在序列相相關(guān)性,表明明并不存在22階序列想關(guān)關(guān)性結(jié)合1階階滯后殘差項(xiàng)項(xiàng)的輔助回歸歸情況,可判判斷存在1階階序列相關(guān)性性。表15Breuschh-Godffrey SSeriall Corrrelatiion LMM Testt:F-statiistic2.3475669Proobabillity0.1167883Obs*R-ssquareed6.6937228Proobabillity0.0823228Test Eqquatioon:Dependeent
43、Vaariablle: REESIDMethod: Leasst SquuaresDate: 006/13/11 Time: 10:118Presampple miissingg valuue laggged rresiduuals sset too zeroo.VariablleCoefficcientStd. Errrort-StatiisticProb.C0.02158810.20506670.10523370.9177LOG(X2)-0.00333310.0093552-0.35611510.7270X37.892355900.00149920.05288820.9586RESID(-
44、1)0.66584400.27486682.42239960.0296RESID(-2)-0.29977160.3285001-0.91233750.3770RESID(-3)-0.22511200.3610885-0.62344540.5430R-squarred0.3346886Meaan deppendennt varr5.83E-116Adjusteed R-ssquareed0.0970774S.DD. deppendennt varr0.0383669S.E. off regrressioon0.0364559Akaaike iinfo ccriterrion-3.5419925S
45、um squuared residd0.0186110Schhwarz criteerion-3.2432205Log likkelihoood41.419225F-sstatisstic1.4085442Durbin-Watsoon staat1.9729004Proob(F-sstatisstic)0.2806003含3階滯后殘差差項(xiàng)的輔助回回歸為(0.1052237) (-0.3566151) (00.0528882) (-00.9123375) ( 2.4222396) (-0.6233454)R2=0.3334686于是,LM=117*0.33346866=5.6889662,該該值
46、小于顯著著性水平自由由度為3的分分布的相應(yīng)臨臨界值=7.81,仍說說明原模型不不存在序列相相關(guān)性,表明明并不存在33階序列想關(guān)關(guān)性,結(jié)合11階滯后殘差差項(xiàng)的輔助回回歸情況,可可判斷存在11階序列相關(guān)關(guān)性。運(yùn)用廣義差分法法進(jìn)行自相關(guān)關(guān)的處理在eviewss軟件包,11階廣義差分分的估計(jì)結(jié)果果為Dependeent Vaariablle: LOOG(Y)Method: Leasst SquuaresDate: 006/13/11 Time: 11:222Sample (adjuusted): 19991 20009Includeed obsservattions: 19 aafter adjuss
47、tmenttsConverggence achieeved aafter 6 iteeratioonsVariablleCoefficcientStd. Errrort-StatiisticProb.C-0.41133880.3174224-1.29600200.2146LOG(X2)0.98704410.017966354.9487760.0000X30.00358880.00197781.81423380.0897AR(1)0.46411190.23212261.99942290.0640R-squarred0.9987338Meaan deppendennt varr9.4827997A
48、djusteed R-ssquareed0.9984886S.DD. deppendennt varr0.9346993S.E. off regrressioon0.0363667Akaaike iinfo ccriterrion-3.6056628Sum squuared residd0.0198339Schhwarz criteerion-3.4067798Log likkelihoood38.253446F-sstatisstic3958.3884Durbin-Watsoon staat1.4324116Proob(F-sstatisstic)0.0000000Inverteed AR
49、Rootss.46 (-1.2996020) (54.944876) (1.8144238) (1.9999429)式中,AR(11)前的參數(shù)數(shù)值即為隨機(jī)機(jī)擾動項(xiàng)的11階序列相關(guān)關(guān)系數(shù)。在55%的顯著性性水平下,00.97=DDLD.W.DU=1.988,無法判斷斷經(jīng)廣義差分分變換后的模模型是否已不不存在的序列列相關(guān)性。Breuschh-Godffrey SSeriall Corrrelatiion LMM Testt:F-statiistic4.1841117Proobabillity0.0576110Obs*R-ssquareed4.1459550Proobabillity0.0417334Test Eqquatioon:Dependeent Vaariablle: REESIDMethod: Leasst SquuaresDate: 006/13/11 Time: 11:338Presampple miissingg valuue laggged rresiduuals sset too zeroo.VariablleCoefficcientStd. Errrort-StatiisticProb.C0.05976630.20648890.28942260.7760LOG(X2)-0.00322020.0094880-0.33777790.7399X
溫馨提示
- 1. 本站所有資源如無特殊說明,都需要本地電腦安裝OFFICE2007和PDF閱讀器。圖紙軟件為CAD,CAXA,PROE,UG,SolidWorks等.壓縮文件請下載最新的WinRAR軟件解壓。
- 2. 本站的文檔不包含任何第三方提供的附件圖紙等,如果需要附件,請聯(lián)系上傳者。文件的所有權(quán)益歸上傳用戶所有。
- 3. 本站RAR壓縮包中若帶圖紙,網(wǎng)頁內(nèi)容里面會有圖紙預(yù)覽,若沒有圖紙預(yù)覽就沒有圖紙。
- 4. 未經(jīng)權(quán)益所有人同意不得將文件中的內(nèi)容挪作商業(yè)或盈利用途。
- 5. 人人文庫網(wǎng)僅提供信息存儲空間,僅對用戶上傳內(nèi)容的表現(xiàn)方式做保護(hù)處理,對用戶上傳分享的文檔內(nèi)容本身不做任何修改或編輯,并不能對任何下載內(nèi)容負(fù)責(zé)。
- 6. 下載文件中如有侵權(quán)或不適當(dāng)內(nèi)容,請與我們聯(lián)系,我們立即糾正。
- 7. 本站不保證下載資源的準(zhǔn)確性、安全性和完整性, 同時(shí)也不承擔(dān)用戶因使用這些下載資源對自己和他人造成任何形式的傷害或損失。
最新文檔
- 租房合同樣書
- 24個(gè)韻母的發(fā)音
- 涉外工程承包合同
- 廣告代理業(yè)務(wù)協(xié)議書
- 有答案-人教部編版一年級語文下冊第八單元達(dá)標(biāo)測試卷
- iso 27701 隱私信息管理體系認(rèn)證申報(bào)條件
- 關(guān)于保安勞務(wù)派遣合同范例
- 內(nèi)容推廣合作合同范例
- 農(nóng)場經(jīng)營合同范例
- 買賣煤炭正規(guī)合同范例
- 電工(初級)考試試卷及答案
- 《建設(shè)工程施工合同(示范文本)》(GF-2017-0201)
- 國家電網(wǎng)公司招聘高校畢業(yè)生應(yīng)聘登記表
- 施工服務(wù)方案
- 中國結(jié)直腸癌診療規(guī)范(2023版)解讀
- 2024年陜西省中考數(shù)學(xué)試題含答案
- 2024年國網(wǎng)河南省電力公司招聘歷年高頻500題難、易錯點(diǎn)模擬試題附帶答案詳解
- 2024年清理化糞池協(xié)議書
- 民營醫(yī)院并購合同范本
- 中國高血壓防治指南(2024年修訂版)圖文解讀
- 2024年全國國家電網(wǎng)招聘之電網(wǎng)計(jì)算機(jī)考試歷年考試題(附答案)
評論
0/150
提交評論