交作業(yè)計(jì)量經(jīng)濟(jì)學(xué)-第四次實(shí)驗(yàn)計(jì)量

IMtα1α2GDPt+utIMt——進(jìn)口總額GDPt——國(guó)內(nèi)生產(chǎn)總值uiGDP（2）IMt=β1+β2f（GDPt）+β3g（ExchangeGDPf（GDPt）GDPExchange為兌民幣的匯率，g（Exchanget）為Exchange的線性函數(shù)。如果是這樣，回歸模型（1）的設(shè)定式中可能遺漏了變量GDP、3、估計(jì)與檢1991~2014GDP指國(guó)內(nèi)生產(chǎn)總進(jìn)口額(地頻年年單億億OLS結(jié)DependentVariable:IMMethod:LeastSquaresDate:06/26/15Time:15:21Sample:124Includedobservations:Std.t-CMeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-得出如下模型（1）：IMt248.59910.2132 （352.4588） AR（0.9667） DW(0.5765)IM=圖示DW該回歸方程R2系數(shù)較高，回歸系數(shù)均顯著。模型（1）的DW=0.5765，ExchangeGDP計(jì)算d統(tǒng)計(jì)量。對(duì)n=24,k’=1，α=5%的德賓-d統(tǒng)計(jì)量的臨界值為dL=1.273dU=1.466,表明存在顯著的遺漏變量現(xiàn)象。GDP,GDPDependentVariable:IMMethod:LeastSquaresDate:06/26/15Time:15:27Sample(adjusted):224Includedobservations:23afterStd.t-C--GDP(-----MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-LM驗(yàn)LM（imr），imrDependentVariable:IMRMethod:LeastSquaresDate:06/26/15Time:15:31Sample(adjusted):224Includedobservations:23afterStd.t-C--GDP(----- Meandependent AdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-再計(jì)算查表 顯然，15.0581>7.3778，接受無(wú)約束回歸模型的假設(shè)，即確實(shí)存在遺漏變量。⑤的RESET檢驗(yàn)?zāi)Ｐ停?）：IMtα12TestDependentVariable:IMMethod:LeastSquaresDate:06/26/15Time:15:46Sample:124Includedobservations:Std.t- -- -MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-F=845.2688，高度顯著，說(shuō)明模型1是誤設(shè)4、模型分1：IMt248.5991+0.2132GDPt遺漏了重要變量，。根據(jù)JModelA：PPCEt=α1+α2PPDIt+α3PPDIt-1+utModelB：PPCEt=β1+β2PPDIt+β3PPCEt-1+A：收入、（歷史積累）影響消B：收入、消費(fèi)影響消2、估計(jì)與檢1985~2013人均實(shí)際純收入與人均實(shí)際消費(fèi)支出(見(jiàn)下表)，導(dǎo)入數(shù)據(jù)，或者eviews①OLS回歸結(jié)ModelA：PPCEt=α1+α2PPDIt+α3PPDIt-1+DependentVariable:PPCEMethod:LeastSquaresDate:06/26/15Time:16:39Sample(adjusted):229Includedobservations:28afterStd.t-C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-ModelB：PPCEt=β1+β2PPDIt+β3PPCEt-1+DependentVariable:PPCEMethod:LeastSquaresDate:06/26/15Time:16:41Sample(adjusted):229Includedobservations:28afterStd.t-C--PPCE(-MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-從預(yù)測(cè)的目的來(lái)看，R平方相差不大，選擇B。但也未必合適做J②A：B（接受A，B）lsppcecppdippdi(-1)ppcefbDependentVariable:PPCEMethod:LeastSquaresDate:06/26/15Time:16:50Sample(adjusted):229Includedobservations:28afterStd.t-C--MeandependentAdjustedR-S.D.dependentS.E.ofAkaikeinfoSumsquaredSchwarzLog-Hannan-QuinnF-③B:A（接受A，B）lsppcecppdippce(-1)ppcefaDependentVariable:PPCEMethod:LeastSquaresDate:06/26/15Time:16:54Sample(adjusted):229Includedo