计量经济学第三版庞浩版课后答案

羀第二章聿2.2蚇（1）膂①对于浙江省预算收入与全省生产总值的模型，用Eviews分析结果如下： 莁DependentVariable:Y 薇Method:LeastSquares 蒆Date:12/03/14Time:17:00 节Sample(adjusted):133 螂Includedobservations:33afteradjustments 艿Variable 膅Coefficient 节Std.Error 罿t-Statistic 蚇Prob.?? 羄X 莂0.176124 莀0.004072 莈43.25639 羇0.0000 蒂C 螀-154.3063 袆39.08196 螅-3.948274 薂0.0004 膁R-squared 薈0.983702 薄????Meandependentvar 蚂902.5148 薂AdjustedR-squared 肆0.983177 薇????S.D.dependentvar 螁1351.009 虿S.E.ofregression 螈175.2325 莆????Akaikeinfocriterion 袁13.22880 肀Sumsquaredresid 蒀951899.7 肅????Schwarzcriterion 袁13.31949 蒁Loglikelihood 羈-216.2751 袄????Hannan-Quinncriter. 羁13.25931 袂F-statistic 蚀1871.115 袇????Durbin-Watsonstat 肁0.100021 罿Prob(F-statistic) 肇0.000000 蚆②由上可知，模型的参数：斜率系数0.176124，截距为—154.3063膁③关于浙江省财政预算收入与全省生产总值的模型，检验模型的显着性：荿1）可决系数为0.983702，说明所建模型整体上对样本数据拟合较好。蝿2）对于回归系数的t检验：t（β2）=43.25639>t0.025(31)=2.0395，对斜率系数的显着性检验 表 关于同志近三年现实表现材料材料类招标技术评分表图表与交易pdf视力表打印pdf用图表说话 pdf 明，全省生产总值对财政预算总收入有显着影响。蒄④用规范形式写出检验结果如下：蒅Y=0.176124X—154.3063螀(0.004072)(39.08196)芇t=(43.25639)（-3.948274）蒇R2=0.983702F=1871.115n=33薅⑤经济意义是：全省生产总值每增加1亿元，财政预算总收入增加0.176124亿元。膁（2）当x=32000时，罿①进行点预测，由上可知Y=0.176124X—154.3063，代入可得：芆Y=Y=0.176124*32000—154.3063=5481.6617蚅②进行区间预测：蚂先由Eviews分析： 蒇X 肅Y 螄?Mean 蝿?6000.441 腿?902.5148 螄?Median 袄?2689.280 膀?209.3900 薇?Maximum 袇?27722.31 羄?4895.410 薁?Minimum 荿?123.7200 薆?25.87000 肄?Std.Dev. 羂?7608.021 螆?1351.009 莅?Skewness 肄?1.432519 肈?1.663108 蒈?Kurtosis 膃?4.010515 膄?4.590432 葿?Jarque-Bera 羆?12.69068 膆?18.69063 芄?Probability 袀?0.001755 蚈?0.000087 羅?Sum 莄?198014.5 芁?29782.99 膆?SumSq.Dev. 蚄?1.85E+09 蒃?Observations 蚂?33 袈?33螇由上表可知，薃∑x2=∑（Xi—X）2=δ2x(n—1)=?7608.0212x(33—1)=1852223.473衿(Xf—X)2=(32000—?6000.441)2薀当Xf=32000时，将相关数据代入计算得到：蒆即Yf的置信区间为（5481.6617—64.9649,5481.6617+64.9649）蚃(3)对于浙江省预算收入对数与全省生产总值对数的模型，由Eviews分析结果如下： 芀DependentVariable:LNY 羈Method:LeastSquares 芅Date:12/03/14Time:18:00 蚃Sample(adjusted):133 蚁Includedobservations:33afteradjustments 蝿Variable 肄Coefficient 螃Std.Error 肁t-Statistic 膇Prob.?? 肆LNX 袃0.980275 膈0.034296 衿28.58268 袅0.0000 羃C 蕿-1.918289 莇0.268213 蚄-7.152121 肃0.0000 羀R-squared 聿0.963442 蚇????Meandependentvar 膂5.573120 莁AdjustedR-squared 薇0.962263 蒆????S.D.dependentvar 节1.684189 螂S.E.ofregression 艿0.327172 膅????Akaikeinfocriterion 节0.662028 罿Sumsquaredresid 蚇3.318281 羄????Schwarzcriterion 莂0.752726 莀Loglikelihood 莈-8.923468 羇????Hannan-Quinncriter. 蒂0.692545 螀F-statistic 袆816.9699 螅????Durbin-Watsonstat 薂0.096208 膁Prob(F-statistic) 薈0.000000 薄①模型方程为：lnY=0.980275lnX-1.918289蚂②由上可知，模型的参数：斜率系数为0.980275，截距为-1.918289薂③关于浙江省财政预算收入与全省生产总值的模型，检验其显着性：肆1）可决系数为0.963442，说明所建模型整体上对样本数据拟合较好。薇2）对于回归系数的t检验：t（β2）=28.58268>t0.025(31)=2.0395，对斜率系数的显着性检验表明，全省生产总值对财政预算总收入有显着影响。螁④经济意义：全省生产总值每增长1%，财政预算总收入增长0.980275%虿2.4螈（1）对建筑面积与建造单位成本模型，用Eviews分析结果如下： 莆DependentVariable:Y 袁Method:LeastSquares 肀Date:12/01/14Time:12:40 蒀Sample:112 肅Includedobservations:12 袁Variable 蒁Coefficient 羈Std.Error 袄t-Statistic 羁Prob.?? 袂X 蚀-64.18400 袇4.809828 肁-13.34434 罿0.0000 肇C 蚆1845.475 膁19.26446 荿95.79688 蝿0.0000 蒄R-squared 蒅0.946829 螀????Meandependentvar 芇1619.333 蒇AdjustedR-squared 薅0.941512 膁????S.D.dependentvar 罿131.2252 芆S.E.ofregression 蚅31.73600 蚂????Akaikeinfocriterion 蒇9.903792 Sumsquaredresid 10071.74 ????Schwarzcriterion 9.984610 Loglikelihood -57.42275 ????Hannan-Quinncriter. 9.873871 F-statistic 178.0715 ????Durbin-Watsonstat 1.172407 Prob(F-statistic) 0.000000 由上可得：建筑面积与建造成本的回归方程为：Y=1845.475--64.18400X（2）经济意义：建筑面积每增加1万平方米，建筑单位成本每平方米减少64.18400元。（3）①首先进行点预测，由Y=1845.475--64.18400X得，当x=4.5，y=1556.647②再进行区间估计：用Eviews分析： Y X ?Mean ?1619.333 ?3.523333 ?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 ?Probability ?0.898729 ?0.638121 ?Sum ?19432.00 ?42.28000 ?SumSq.Dev. ?189420.7 ?43.53567 ?Observations ?12 ?12由上表可知，∑x2=∑（Xi—X）2=δ2x(n—1)=?1.9894192x(12—1)=43.5357(Xf—X)2=(4.5—?3.523333)2当Xf=4.5时，将相关数据代入计算得到：1556.647—2.228x31.73600Yf≤1556.647+2.228x31.73600即Yf的置信区间为（1556.647—478.1231,1556.647+478.1231）第三章3.2１）对出口货物总额计量经济模型，用Eviews分析结果如下：： DependentVariable:Y Method:LeastSquares Date:12/01/14Time:20:25 Sample:19942011 Includedobservations:18 Variable Coefficient Std.Error t-Statistic Prob.?? X2 0.135474 0.012799 10.58454 0.0000 X3 18.85348 9.776181 1.928512 0.0729 C -18231.58 8638.216 -2.110573 0.0520 R-squared 0.985838 ????Meandependentvar 6619.191 AdjustedR-squared 0.983950 ????S.D.dependentvar 5767.152 S.E.ofregression 730.6306 ????Akaikeinfocriterion 16.17670 Sumsquaredresid 8007316. ????Schwarzcriterion 16.32510 Loglikelihood -142.5903 ????Hannan-Quinncriter. 16.19717 F-statistic 522.0976 ????Durbin-Watsonstat 1.173432 Prob(F-statistic) 0.000000 ①由上可知，模型为：Y=0.135474X2+18.85348X3-18231.58②对模型进行检验： 1）可决系数是0.985838，修正的可决系数为0.983950，说明模型对样本拟合较好2）F检验，F=522.0976>F（2,15）=4.77，回归方程显着3）t检验，t统计量分别为X2的系数对应t值为10.58454，大于t（15）=2.131，系数是显着的，X3的系数对应t值为1.928512，小于t（15）=2.131，说明此系数是不显着的。（2）对于对数模型，用Eviews分析结果如下： DependentVariable:LNY Method:LeastSquares Date:12/01/14Time:20:25 Sample:19942011 Includedobservations:18 Variable Coefficient Std.Error t-Statistic Prob.?? LNX2 1.564221 0.088988 17.57789 0.0000 LNX3 1.760695 0.682115 2.581229 0.0209 C -20.52048 5.432487 -3.777363 0.0018 R-squared 0.986295 ????Meandependentvar 8.400112 AdjustedR-squared 0.984467 ????S.D.dependentvar 0.941530 S.E.ofregression 0.117343 ????Akaikeinfocriterion -1.296424 Sumsquaredresid 0.206540 ????Schwarzcriterion -1.148029 Loglikelihood 14.66782 ????Hannan-Quinncriter. -1.275962 F-statistic 539.7364 ????Durbin-Watsonstat 0.686656 Prob(F-statistic) 0.000000 ①由上可知，模型为：LNY=-20.52048+1.564221LNX2+1.760695LNX3②对模型进行检验：1）可决系数是0.986295，修正的可决系数为0.984467，说明模型对样本拟合较好。2）F检验，F=539.7364>F（2,15）=4.77，回归方程显着。3）t检验，t统计量分别为-3.777363，17.57789，2.581229，均大于t（15）=2.131，所以这些系数都是显着的。（3）①（1）式中的经济意义：工业增加1亿元，出口货物总额增加0.135474亿元，人民币汇率增加1，出口货物总额增加18.85348亿元。②（2）式中的经济意义：工业增加额每增加1%，出口货物总额增加1.564221%，人民币汇率每增加1%，出口货物总额增加1.760695%3.3（1）对家庭 书 关于书的成语关于读书的排比句社区图书漂流公约怎么写关于读书的小报汉书pdf 刊消费对家庭月平均收入和户主受教育年数计量模型，由Eviews分析结果如下： DependentVariable:Y Method:LeastSquares Date:12/01/14Time:20:30 Sample:118 Includedobservations:18 Variable Coefficient Std.Error t-Statistic Prob.?? X 0.086450 0.029363 2.944186 0.0101 T 52.37031 5.202167 10.06702 0.0000 C -50.01638 49.46026 -1.011244 0.3279 R-squared 0.951235 ????Meandependentvar 755.1222 AdjustedR-squared 0.944732 ????S.D.dependentvar 258.7206 S.E.ofregression 60.82273 ????Akaikeinfocriterion 11.20482 Sumsquaredresid 55491.07 ????Schwarzcriterion 11.35321 Loglikelihood -97.84334 ????Hannan-Quinncriter. 11.22528 F-statistic 146.2974 ????Durbin-Watsonstat 2.605783 Prob(F-statistic) 0.000000 ①模型为：Y=0.086450X+52.37031T-50.01638②对模型进行检验：1）可决系数是0.951235，修正的可决系数为0.944732，说明模型对样本拟合较好。2）F检验，F=539.7364>F（2,15）=4.77，回归方程显着。3）t检验，t统计量分别为2.944186，10.06702，均大于t（15）=2.131，所以这些系数都是显着的。③经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031元。（2）用Eviews分析：① DependentVariable:Y Method:LeastSquares Date:12/01/14Time:22:30 Sample:118 Includedobservations:18 Variable Coefficient Std.Error t-Statistic Prob.?? T 63.01676 4.548581 13.85416 0.0000 C -11.58171 58.02290 -0.199606 0.8443 R-squared 0.923054 ????Meandependentvar 755.1222 AdjustedR-squared 0.918245 ????S.D.dependentvar 258.7206 S.E.ofregression 73.97565 ????Akaikeinfocriterion 11.54979 Sumsquaredresid 87558.36 ????Schwarzcriterion 11.64872 Loglikelihood -101.9481 ????Hannan-Quinncriter. 11.56343 F-statistic 191.9377 ????Durbin-Watsonstat 2.134043 Prob(F-statistic) 0.000000 ② DependentVariable:X Method:LeastSquares Date:12/01/14Time:22:34 Sample:118 Includedobservations:18 Variable Coefficient Std.Error t-Statistic Prob.?? T 123.1516 31.84150 3.867644 0.0014 C 444.5888 406.1786 1.094565 0.2899 R-squared 0.483182 ????Meandependentvar 1942.933 AdjustedR-squared 0.450881 ????S.D.dependentvar 698.8325 S.E.ofregression 517.8529 ????Akaikeinfocriterion 15.44170 Sumsquaredresid 4290746. ????Schwarzcriterion 15.54063 Loglikelihood -136.9753 ????Hannan-Quinncriter. 15.45534 F-statistic 14.95867 ????Durbin-Watsonstat 1.052251 Prob(F-statistic) 0.001364 以上分别是y与T，X与T的一元回归模型分别是：Y=63.01676T-11.58171X=123.1516T+444.5888（3）对残差进行模型分析，用Eviews分析结果如下： DependentVariable:E1 Method:LeastSquares Date:12/03/14Time:20:39 Sample:118 Includedobservations:18 Variable Coefficient Std.Error t-Statistic Prob.?? E2 0.086450 0.028431 3.040742 0.0078 C 3.96E-14 13.88083 2.85E-15 1.0000 R-squared 0.366239 ????Meandependentvar 2.30E-14 AdjustedR-squared 0.326629 ????S.D.dependentvar 71.76693 S.E.ofregression 58.89136 ????Akaikeinfocriterion 11.09370 Sumsquaredresid 55491.07 ????Schwarzcriterion 11.19264 Loglikelihood -97.84334 ????Hannan-Quinncriter. 11.10735 F-statistic 9.246111 ????Durbin-Watsonstat 2.605783 Prob(F-statistic) 0.007788 模型为：E1=0.086450E2+3.96e-14参数：斜率系数α为0.086450，截距为3.96e-14（3）由上可知，β2与α2的系数是一样的。回归系数与被解释变量的残差系数是一样的，它们的变化规律是一致的。第五章5.3(1)由Eviews软件分析得： DependentVariable:Y Method:LeastSquares Date:12/10/14Time:16:00 Sample:131 Includedobservations:31 Variable Coefficient Std.Error t-Statistic Prob.?? X 1.244281 0.079032 15.74411 0.0000 C 242.4488 291.1940 0.832602 0.4119 R-squared 0.895260 ????Meandependentvar 4443.526 AdjustedR-squared 0.891649 ????S.D.dependentvar 1972.072 S.E.ofregression 649.1426 ????Akaikeinfocriterion 15.85152 Sumsquaredresid ????Schwarzcriterion 15.94404 Loglikelihood -243.6986 ????Hannan-Quinncriter. 15.88168 F-statistic 247.8769 ????Durbin-Watsonstat 1.078581 Prob(F-statistic) 0.000000 由上表可知，2007年我国农村居民家庭人均消费支出（x）对人均纯收入（y）的模型为：Y=1.244281X+242.4488（2）①由图形法检验由上图可知，模型可能存在异方差。②Goldfeld-Quanadt检验1）定义区间为1-12时，由软件分析得： DependentVariable:Y1 Method:LeastSquares Date:12/10/14Time:11:34 Sample:112 Includedobservations:12 Variable Coefficient Std.Error t-Statistic Prob.?? X1 1.485296 0.500386 2.968297 0.0141 C -550.5492 1220.063 -0.451247 0.6614 R-squared 0.468390 ????Meandependentvar 3052.950 AdjustedR-squared 0.415229 ????S.D.dependentvar 550.5148 S.E.ofregression 420.9803 ????Akaikeinfocriterion 15.07406 Sumsquaredresid 1772245. ????Schwarzcriterion 15.15488 Loglikelihood -88.44437 ????Hannan-Quinncriter. 15.04414 F-statistic 8.810789 ????Durbin-Watsonstat 2.354167 Prob(F-statistic) 0.014087 得∑e1i2=1772245.2）定义区间为20-31时，由软件分析得： DependentVariable:Y1 Method:LeastSquares Date:12/10/14Time:16:36 Sample:2031 Includedobservations:12 Variable Coefficient Std.Error t-Statistic Prob.?? X1 1.086940 0.148863 7.301623 0.0000 C 1173.307 733.2520 1.600141 0.1407 R-squared 0.842056 ????Meandependentvar 6188.329 AdjustedR-squared 0.826262 ????S.D.dependentvar 2133.692 S.E.ofregression 889.3633 ????Akaikeinfocriterion 16.56990 Sumsquaredresid 7909670. ????Schwarzcriterion 16.65072 Loglikelihood -97.41940 ????Hannan-Quinncriter. 16.53998 F-statistic 53.31370 ????Durbin-Watsonstat 2.339767 Prob(F-statistic) 0.000026 得∑e2i2=7909670.3）根据Goldfeld-Quanadt检验，F统计量为：F=∑e2i2/∑e1i2=7909670./1772245=4.4631在α=0.05水平下，分子分母的自由度均为10，查分布表得临界值F0.05（10,10）=2.98，因为F=4.4631>F0.05（10,10）=2.98，所以拒绝原假设，此检验表明模型存在异方差。（3）1）采用WLS法估计过程中，①用权数w1=1/X,建立回归得： DependentVariable:Y Method:LeastSquares Date:12/09/14Time:11:13 Sample:131 Includedobservations:31 Weightingseries:W1 Variable Coefficient Std.Error t-Statistic Prob.?? X 1.425859 0.119104 11.97157 0.0000 C -334.8131 344.3523 -0.972298 0.3389 WeightedStatistics R-squared 0.831707 ????Meandependentvar 3946.082 AdjustedR-squared 0.825904 ????S.D.dependentvar 536.1907 S.E.ofregression 536.6796 ????Akaikeinfocriterion 15.47102 Sumsquaredresid 8352726. ????Schwarzcriterion 15.56354 Loglikelihood -237.8008 ????Hannan-Quinncriter. 15.50118 F-statistic 143.3184 ????Durbin-Watsonstat 1.369081 Prob(F-statistic) 0.000000 UnweightedStatistics R-squared 0.875855 ????Meandependentvar 4443.526 AdjustedR-squared 0.871574 ????S.D.dependentvar 1972.072 S.E.ofregression 706.7236 ????Sumsquaredresid Durbin-Watsonstat 1.532908 对此模型进行White检验得： HeteroskedasticityTest:White F-statistic 0.299395 ????Prob.F(2,28) 0.7436 Obs*R-squared 0.649065 ????Prob.Chi-Square(2) 0.7229 ScaledexplainedSS 1.798067 ????Prob.Chi-Square(2) 0.4070 TestEquation: DependentVariable:WGT_RESID^2 Method:LeastSquares Date:12/10/14Time:21:13 Sample:131 Includedobservations:31 Collineartestregressorsdroppedfromspecification Variable Coefficient Std.Error t-Statistic Prob.?? C 61927.89 1045682. 0.059222 0.9532 WGT^2 -593927.9 1173622. -0.506064 0.6168 X*WGT^2 282.4407 747.9780 0.377606 0.7086 R-squared 0.020938 ????Meandependentvar 269442.8 AdjustedR-squared -0.048995 ????S.D.dependentvar 689166.5 S.E.ofregression 705847.6 ????Akaikeinfocriterion 29.86395 Sumsquaredresid 1.40E+13 ????Schwarzcriterion 30.00273 Loglikelihood -459.8913 ????Hannan-Quinncriter. 29.90919 F-statistic 0.299395 ????Durbin-Watsonstat 1.922336 Prob(F-statistic) 0.743610 从上可知，nR2=0.649065，比较计算的统计量的临界值，因为nR2=0.649065<0.05（2）=5.9915，所以接受原假设，该模型消除了异方差。估计结果为：Y=1.425859X-334.8131t=（11.97157）（-0.972298）R2=0.875855F=143.3184DW=1.369081②用权数w2=1/x2,用回归分析得： DependentVariable:Y Method:LeastSquares Date:12/09/14Time:21:08 Sample:131 Includedobservations:31 Weightingseries:W2 Variable Coefficient Std.Error t-Statistic Prob.?? X 1.557040 0.145392 10.70922 0.0000 C -693.1946 376.4760 -1.841272 0.0758 WeightedStatistics R-squared 0.798173 ????Meandependentvar 3635.028 AdjustedR-squared 0.791214 ????S.D.dependentvar 1029.830 S.E.ofregression 466.8513 ????Akaikeinfocriterion 15.19224 Sumsquaredresid 6320554. ????Schwarzcriterion 15.28475 Loglikelihood -233.4797 ????Hannan-Quinncriter. 15.22240 F-statistic 114.6875 ????Durbin-Watsonstat 1.562975 Prob(F-statistic) 0.000000 UnweightedStatistics R-squared 0.834850 ????Meandependentvar 4443.526 AdjustedR-squared 0.829156 ????S.D.dependentvar 1972.072 S.E.ofregression 815.1229 ????Sumsquaredresid Durbin-Watsonstat 1.678365 对此模型进行White检验得： HeteroskedasticityTest:White F-statistic 0.299790 ????Prob.F(3,27) 0.8252 Obs*R-squared 0.999322 ????Prob.Chi-Square(3) 0.8014 ScaledexplainedSS 1.789507 ????Prob.Chi-Square(3) 0.6172 TestEquation: DependentVariable:WGT_RESID^2 Method:LeastSquares Date:12/10/14Time:21:29 Sample:131 Includedobservations:31 Variable Coefficient Std.Error t-Statistic Prob.?? C -111661.8 549855.7 -0.203075 0.8406 WGT^2 426220.2 2240181. 0.190262 0.8505 X^2*WGT^2 0.194888 0.516395 0.377402 0.7088 X*WGT^2 -583.2151 2082.820 -0.280012 0.7816 R-squared 0.032236 ????Meandependentvar 203888.8 AdjustedR-squared -0.075293 ????S.D.dependentvar 419282.0 S.E.ofregression 434780.1 ????Akaikeinfocriterion 28.92298 Sumsquaredresid 5.10E+12 ????Schwarzcriterion 29.10801 Loglikelihood -444.3062 ????Hannan-Quinncriter. 28.98330 F-statistic 0.299790 ????Durbin-Watsonstat 1.835854 Prob(F-statistic) 0.825233 从上可知，nR2=0.999322，比较计算的统计量的临界值，因为nR2=0.999322<0.05（2）=5.9915，所以接受原假设，该模型消除了异方差。估计结果为：Y=1.557040X-693.1946t=（10.70922）（-1.841272）R2=0.798173F=114.6875DW=1.562975③用权数w3=1/sqr（x）,用回归分析得： DependentVariable:Y Method:LeastSquares Date:12/09/14Time:21:35 Sample:131 Includedobservations:31 Weightingseries:W3 Variable Coefficient Std.Error t-Statistic Prob.?? X 1.330130 0.098345 13.52507 0.0000 C -47.40242 313.1154 -0.151390 0.8807 WeightedStatistics R-squared 0.863161 ????Meandependentvar 4164.118 AdjustedR-squared 0.858442 ????S.D.dependentvar 991.2079 S.E.ofregression 586.9555 ????Akaikeinfocriterion 15.65012 Sumsquaredresid 9990985. ????Schwarzcriterion 15.74263 Loglikelihood -240.5768 ????Hannan-Quinncriter. 15.68027 F-statistic 182.9276 ????Durbin-Watsonstat 1.237664 Prob(F-statistic) 0.000000 UnweightedStatistics R-squared 0.890999 ????Meandependentvar 4443.526 AdjustedR-squared 0.887240 ????S.D.dependentvar 1972.072 S.E.ofregression 662.2171 ????Sumsquaredresid Durbin-Watsonstat 1.314859 对此模型进行White检验得： HeteroskedasticityTest:White F-statistic 0.423886 ????Prob.F(2,28) 0.6586 Obs*R-squared 0.911022 ????Prob.Chi-Square(2) 0.6341 ScaledexplainedSS 2.768332 ????Prob.Chi-Square(2) 0.2505 TestEquation: DependentVariable:WGT_RESID^2 Method:LeastSquares Date:12/09/14Time:20:36 Sample:131 Includedobservations:31 Collineartestregressorsdroppedfromspecification Variable Coefficient Std.Error t-Statistic Prob.?? C 1212308. 2141958. 0.565981 0.5759 WGT^2 -715673.0 1301839. -0.549740 0.5869 X^2*WGT^2 -0.015194 0.082276 -0.184677 0.8548 R-squared 0.029388 ????Meandependentvar 322289.8 AdjustedR-squared -0.039942 ????S.D.dependentvar 863356.7 S.E.ofregression 880429.8 ????Akaikeinfocriterion 30.30597 Sumsquaredresid 2.17E+13 ????Schwarzcriterion 30.44475 Loglikelihood -466.7426 ????Hannan-Quinncriter. 30.35121 F-statistic 0.423886 ????Durbin-Watsonstat 1.887426 Prob(F-statistic) 0.658628 从上可知，nR2=0.911022，比较计算的统计量的临界值，因为nR2=0.911022<0.05（2）=5.9915，所以接受原假设，该模型消除了异方差。估计结果为：Y=1.330130X-47.40242t=（13.52507）（-0.151390）R2=0.863161F=182.9276DW=1.237664经过检验发现，用权数w1的效果最好，所以综上可知，即修改后的结果为：Y=1.425859X-334.8131t=（11.97157）（-0.972298）R2=0.875855F=143.3184DW=1.369081第六章6.1(1)建立居民收入-消费模型，用Eviews分析结果如下： DependentVariable:Y Method:LeastSquares Date:12/20/14Time:14:22 Sample:119 Includedobservations:19 Variable Coefficient Std.Error t-Statistic Prob.?? X 0.690488 0.012877 53.62068 0.0000 C 79.93004 12.39919 6.446390 0.0000 R-squared 0.994122 ????Meandependentvar 700.2747 AdjustedR-squared 0.993776 ????S.D.dependentvar 246.4491 S.E.ofregression 19.44245 ????Akaikeinfocriterion 8.872095 Sumsquaredresid 6426.149 ????Schwarzcriterion 8.971510 Loglikelihood -82.28490 ????Hannan-Quinncriter. 8.888920 F-statistic 2875.178 ????Durbin-Watsonstat 0.574663 Prob(F-statistic) 0.000000 所得模型为： Y=0.690488X+79.93004Se=(0.012877)(12.39919)t=(53.62068)(6.446390)R2=0.994122F=2875.178DW=0.574663（2）1）检验模型中存在的问题①做出残差图如下：残差的变动有系统模式，连续为正和连续为负，表明残差项存在一阶自相关。②该回归方程可决系数较高，回归系数均显着。对样本量为19，一个解释变量的模型，5%的显着水平，查DW统计表可知，dL=1.180，dU=1.401，模型中DW=0.574663,<dL,显然模型中有自相关。③对模型进行BG检验，用Eviews分析结果如下： Breusch-GodfreySerialCorrelationLMTest: F-statistic 4.811108 ????Prob.F(2,15) 0.0243 Obs*R-squared 7.425088 ????Prob.Chi-Square(2) 0.0244 TestEquation: DependentVariable:RESID Method:LeastSquares Date:12/20/14Time:15:03 Sample:119 Includedobservations:19 Presamplemissingvaluelaggedresidualssettozero. Variable Coefficient Std.Error t-Statistic Prob.?? X -0.003275 0.010787 -0.303586 0.7656 C 1.929546 10.35593 0.186323 0.8547 RESID(-1) 0.608886 0.292707 2.080189 0.0551 RESID(-2) 0.089988 0.291120 0.309110 0.7615 R-squared 0.390794 ????Meandependentvar -1.65E-13 AdjustedR-squared 0.268953 ????S.D.dependentvar 18.89466 S.E.ofregression 16.15518 ????Akaikeinfocriterion 8.587023 Sumsquaredresid 3914.848 ????Schwarzcriterion 8.785852 Loglikelihood -77.57671 ????Hannan-Quinncriter. 8.620672 F-statistic 3.207406 ????Durbin-Watsonstat 1.570723 Prob(F-statistic) 0.053468 如上表显示，LM=TR2=7.42508