计量经济学第三章课后习题答案

3.3(1)建立家庭书刊消费的计量经济模型：iiiiuTXY321其中：Y为家庭书刊年消费支出、X为家庭月平均收入、T为户主受教育年数（2）估计模型参数，结果为DependentVariable:YMethod:LeastSquaresDate:03/22/12Time:14:33Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.C-50.0163849.46026-1.0112440.3279X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000R-squared0.951235Meandependentvar755.1222AdjustedR-squared0.944732S.D.dependentvar258.7206S.E.ofregression60.82273Akaikeinfocriterion11.20482Sumsquaredresid55491.07Schwarzcriterion11.35321Loglikelihood-97.84334F-statistic146.2974Durbin-Watsonstat2.605783Prob(F-statistic)0.000000即iiiTXY3703.5208645.00162.50ˆ（49.46026）（0.02936）（5.20217）t=(-1.011244)(2.944186)(10.06702)R2=0.951235944732.02RF=146.2974(3)检验户主受教育年数对家庭书刊消费是否有显著影响:由估计检验结果,户主受教育年数参数对应的t统计量为10.06702,明显大于t的临界值131.2)318(025.0t，同时户主受教育年数参数所对应的P值为0.0000，明显小于05.0，均可判断户主受教育年数对家庭书刊消费支出确实有显著影响。（4）本模型说明家庭月平均收入和户主受教育年数对家庭书刊消费支出有显著影响，家庭月平均收入增加1元，家庭书刊年消费支出将增加0.086元，户主受教育年数增加1年，家庭书刊年消费支出将增加52.37元。3.4(1)对此模型作估计,并作出经济学和计量经济学的说明。DependentVariable:YMethod:LeastSquaresDate:03/22/12Time:15:21Sample:19701982Includedobservations:13VariableCoefficientStd.Errort-StatisticProb.C7.1059751.6185554.3903210.0014X2-1.3931150.310050-4.4931960.0012X31.4806740.1801858.2175060.0000R-squared0.872759Meandependentvar7.756923AdjustedR-squared0.847311S.D.dependentvar3.041892S.E.ofregression1.188632Akaikeinfocriterion3.382658Sumsquaredresid14.12846Schwarzcriterion3.513031Loglikelihood-18.98728F-statistic34.29559Durbin-Watsonstat2.254851Prob(F-statistic)0.000033（2）根据此模型所估计结果，作计量经济学的检验。t检验表明：各参数的t值的绝对值均大于临界值0.025(133)2.228t，从P值也可看出均明显小于0.05，表明失业率和预期通货膨胀率分别对实际通货膨胀率都有显著影响。F检验表明：F=34.29559,大于临界值,其P值0.000033也明显小于0.05,说明失业率和预期通货膨胀率联合起来对实际通货膨胀率有显著影响。从经济意义上看：失业率与实际通货膨胀率负相关，预期通货膨胀率与实际通货膨胀率正相关，与经济理论一致。（3）计算修正可决系数（写出详细计算过程）由Y的统计量表得Std.Dev=3.041892214.12846ie223.041892(131)111.0373iy214.12846110.12720.8728111.0373R2211311(1)1(10.8728)0.8473133nRRnk3.5(1)建立该地区城镇居民人均全年耐用消费品支出关于人均年可支配收入和耐用消费品价格指数的回归模型：12132ttttYXXu（2）估计参数结果DependentVariable:YMethod:LeastSquaresDate:03/22/12Time:14:46Sample:19912001Includedobservations:11VariableCoefficientStd.Errort-StatisticProb.C158.5398121.80711.3015640.2293X10.0494040.00468410.547860.0000X2-0.9116840.989546-0.9213160.3838R-squared0.947989Meandependentvar190.4827AdjustedR-squared0.934986S.D.dependentvar79.29127S.E.ofregression20.21757Akaikeinfocriterion9.077982Sumsquaredresid3270.001Schwarzcriterion9.186499Loglikelihood-46.92890F-statistic72.90647Durbin-Watsonstat1.035840Prob(F-statistic)0.000007由估计和检验结果可看出，该地区人均年可支配收入的参数的t检验值为10.54786，其绝对值大于临界值306.2)311(025.0t；而且对应的P值为0.0000，也明显小于05.0。说明人均年可支配收入对该地区城镇居民人均全年耐用消费品支出确实有显著影响。但是，该地区耐用消费品价格指数的参数的t检验值为-0.921316，其绝对值小于临界值306.2)311(025.0t；而且对应的P值为0.3838，也明显大于05.0。这说明该地区耐用消费品价格指数对城镇居民人均全年耐用消费品支出并没有显著影响3.6（1）建立能源需求与收入和价格之间的对数需求函数ttttuXXY2ln1lnln210DependentVariable:LNYMethod:LeastSquaresDate:03/22/12Time:15:36Sample:19601982Includedobservations:23VariableCoefficientStd.Errort-StatisticProb.C1.5495040.09011317.195080.0000LNX10.9969230.01911052.166340.0000LNX2-0.3313640.024310-13.630860.0000R-squared0.994130Meandependentvar4.412077AdjustedR-squared0.993543S.D.dependentvar0.224107S.E.ofregression0.018008Akaikeinfocriterion-5.074916Sumsquaredresid0.006486Schwarzcriterion-4.926808Loglikelihood61.36153F-statistic1693.652Durbin-Watsonstat0.807846Prob(F-statistic)0.000000说明收入GDP指数增加1%时，平均说来能源需求指数将增长0.9969%;价格指数增加1%时，平均说来能源需求指数将降低0.3314%由P值可知,收入和价格对能源需求的影响是显著的.（2）建立能源需求与收入和价格之间的线性需求函数uXXYttt21210DependentVariable:YMethod:LeastSquaresDate:03/22/12Time:15:37Sample:19601982Includedobservations:23VariableCoefficientStd.Errort-StatisticProb.C28.255061.42148819.877090.0000X10.9808490.01945450.419000.0000X2-0.2584260.015282-16.910310.0000R-squared0.993890Meandependentvar84.34348AdjustedR-squared0.993279S.D.dependentvar17.50999S.E.ofregression1.435479Akaikeinfocriterion3.681982Sumsquaredresid41.21199Schwarzcriterion3.830090Loglikelihood-39.34279F-statistic1626.707Durbin-Watsonstat0.977840Prob(F-statistic)0.000000说明收入GDP指数增加1个单位时，平均说来能源需求指数将增长0.980849个单位;价格指数增加1个单位时，平均说来能源需求指数将降低0.258426个单位由P值可知,收入和价格对能源需求的影响是显著的.