龐浩計(jì)量經(jīng)濟(jì)學(xué)第二章答案解析

./第二章簡(jiǎn)單線性回歸模型2.1〔1①首先分析人均壽命與人均GDP的數(shù)量關(guān)系,用Eviews分析：DependentVariable:YMethod:LeastSquaresDate:12/27/14Time:21:00Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.

C56.647941.96082028.889920.0000X10.1283600.0272424.7118340.0001R-squared0.526082

Meandependentvar62.50000AdjustedR-squared0.502386

S.D.dependentvar10.08889S.E.ofregression7.116881

Akaikeinfocriterion6.849324Sumsquaredresid1013.000

Schwarzcriterion6.948510Loglikelihood-73.34257

Hannan-Quinncriter.6.872689F-statistic22.20138

Durbin-Watsonstat0.629074Prob<F-statistic>0.000134有上可知,關(guān)系式為y=56.64794+0.128360x1②關(guān)于人均壽命與成人識(shí)字率的關(guān)系,用Eviews分析如下：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:21:10Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.

C38.794243.53207910.983400.0000X20.3319710.0466567.1153080.0000R-squared0.716825

Meandependentvar62.50000AdjustedR-squared0.702666

S.D.dependentvar10.08889S.E.ofregression5.501306

Akaikeinfocriterion6.334356Sumsquaredresid605.2873

Schwarzcriterion6.433542Loglikelihood-67.67792

Hannan-Quinncriter.6.357721F-statistic50.62761

Durbin-Watsonstat1.846406Prob<F-statistic>0.000001由上可知,關(guān)系式為y=38.79424+0.331971x2③關(guān)于人均壽命與一歲兒童疫苗接種率的關(guān)系,用Eviews分析如下：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:21:14Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.

C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001R-squared0.537929

Meandependentvar62.50000AdjustedR-squared0.514825

S.D.dependentvar10.08889S.E.ofregression7.027364

Akaikeinfocriterion6.824009Sumsquaredresid987.6770

Schwarzcriterion6.923194Loglikelihood-73.06409

Hannan-Quinncriter.6.847374F-statistic23.28338

Durbin-Watsonstat0.952555Prob<F-statistic>0.000103由上可知,關(guān)系式為y=31.79956+0.387276x3〔2①關(guān)于人均壽命與人均GDP模型,由上可知,可決系數(shù)為0.526082,說(shuō)明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。對(duì)于回歸系數(shù)的t檢驗(yàn)：t〔β1=4.711834>t0.025<20>=2.086,對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明,人均GDP對(duì)人均壽命有顯著影響。②關(guān)于人均壽命與成人識(shí)字率模型,由上可知,可決系數(shù)為0.716825,說(shuō)明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。對(duì)于回歸系數(shù)的t檢驗(yàn)：t〔β2=7.115308>t0.025<20>=2.086,對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明,成人識(shí)字率對(duì)人均壽命有顯著影響。③關(guān)于人均壽命與一歲兒童疫苗的模型,由上可知,可決系數(shù)為0.537929,說(shuō)明所建模型整體上對(duì)樣本數(shù)據(jù)擬合較好。對(duì)于回歸系數(shù)的t檢驗(yàn)：t〔β3=4.825285>t0.025<20>=2.086,對(duì)斜率系數(shù)的顯著性檢驗(yàn)表明,一歲兒童疫苗接種率對(duì)人均壽命有顯著影響。2.2〔1①對(duì)于XX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：DependentVariable:YMethod:LeastSquaresDate:12/03/14Time:17:00Sample<adjusted>:133Includedobservations:33afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.

X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-squared0.983702

Meandependentvar902.5148AdjustedR-squared0.983177

S.D.dependentvar1351.009S.E.ofregression175.2325

Akaikeinfocriterion13.22880Sumsquaredresid951899.7

Schwarzcriterion13.31949Loglikelihood-216.2751

Hannan-Quinncriter.13.25931F-statistic1871.115

Durbin-Watsonstat0.100021Prob<F-statistic>0.000000②由上可知,模型的參數(shù)：斜率系數(shù)0.176124,截距為—154.3063③關(guān)于XX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(shuō)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〔β2=43.25639>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。④用規(guī)范形式寫出檢驗(yàn)結(jié)果如下：Y=0.176124X—154.3063<0.004072><39.08196>t=<43.25639>〔-3.948274R2=0.983702F=1871.115n=33⑤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?！?當(dāng)x=32000時(shí),①進(jìn)行點(diǎn)預(yù)測(cè),由上可知Y=0.176124X—154.3063,代入可得：Y=Y=0.176124*32000—154.3063=5481.6617②進(jìn)行區(qū)間預(yù)測(cè)：先由Eviews分析：XY

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-Bera

12.69068

18.69063

Probability

0.001755

0.000087

Sum

198014.5

29782.99

SumSq.Dev.

1.85E+09

58407195

Observations

33

33由上表可知,∑x2=∑〔Xi—X2=δ2x<n—1>=

7608.0212x<33—1>=1852223.473<Xf—X>2=<32000—

6000.441>2=675977068.2當(dāng)Xf=32000時(shí),將相關(guān)數(shù)據(jù)代入計(jì)算得到：5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤Yf≤5481.6617+2.0395x175.2325x√1/33+1852223.473/675977068.2即Yf的置信區(qū)間為〔5481.6617—64.9649,5481.6617+64.9649<3>對(duì)于XX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：DependentVariable:LNYMethod:LeastSquaresDate:12/03/14Time:18:00Sample<adjusted>:133Includedobservations:33afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.

LNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442

Meandependentvar5.573120AdjustedR-squared0.962263

S.D.dependentvar1.684189S.E.ofregression0.327172

Akaikeinfocriterion0.662028Sumsquaredresid3.318281

Schwarzcriterion0.752726Loglikelihood-8.923468

Hannan-Quinncriter.0.692545F-statistic816.9699

Durbin-Watsonstat0.096208Prob<F-statistic>0.000000①模型方程為：lnY=②由上可知,模型的參數(shù)：斜率系數(shù)為0.980275,截距為-1.918289③關(guān)于XX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(shuō)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〔β2=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。④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本模型,用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:12:40Sample:112Includedobservations:12VariableCoefficientStd.Errort-StatisticProb.

X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829

Meandependentvar1619.333AdjustedR-squared0.941512

S.D.dependentvar131.2252S.E.ofregression31.73600

Akaikeinfocriterion9.903792Sumsquaredresid10071.74

Schwarzcriterion9.984610Loglikelihood-57.42275

Hannan-Quinncriter.9.873871F-statistic178.0715

Durbin-Watsonstat1.172407Prob<F-statistic>0.000000由上可得：建筑面積與建造成本的回歸方程為：Y=〔2經(jīng)濟(jì)意義：建筑面積每增加1萬(wàn)平方米,建筑單位成本每平方米減少64.18400元?！?①首先進(jìn)行點(diǎn)預(yù)測(cè),由Y=