计量经济学(练习题)答案

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......专业.专注.第二章简单线性回归模型2.1(1)①首先分析人均寿命与人均GDP的数量关系,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-squared0.526082Meandependentvar62.50000AdjustedR-squared0.502386S.D.dependentvar10.08889S.E.ofregression7.116881Akaikeinfocriterion6.849324Sumsquaredresid1013.000Schwarzcriterion6.948510Loglikelihood-73.34257Hannan-Quinncriter.6.872689F-statistic22.20138Durbin-Watsonstat0.629074Prob(F-statistic)0.000134有上可知,关系式为y=56.64794+0.128360x1②关于人均寿命与成人识字率的关系,用Eviews分析如下:......专业.专注.DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:21:10Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.C38.794243.53207910.983400.0000X20.3319710.0466567.1153080.0000R-squared0.716825Meandependentvar62.50000AdjustedR-squared0.702666S.D.dependentvar10.08889S.E.ofregression5.501306Akaikeinfocriterion6.334356Sumsquaredresid605.2873Schwarzcriterion6.433542Loglikelihood-67.67792Hannan-Quinncriter.6.357721F-statistic50.62761Durbin-Watsonstat1.846406Prob(F-statistic)0.000001由上可知,关系式为y=38.79424+0.331971x2③关于人均寿命与一岁儿童疫苗接种率的关系,用Eviews分析如下:DependentVariable:Y......专业.专注.Method:LeastSquaresDate:11/26/14Time:21:14Sample:122Includedobservations:22VariableCoefficientStd.Errort-StatisticProb.C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001R-squared0.537929Meandependentvar62.50000AdjustedR-squared0.514825S.D.dependentvar10.08889S.E.ofregression7.027364Akaikeinfocriterion6.824009Sumsquaredresid987.6770Schwarzcriterion6.923194Loglikelihood-73.06409Hannan-Quinncriter.6.847374F-statistic23.28338Durbin-Watsonstat0.952555Prob(F-statistic)0.000103由上可知,关系式为y=31.79956+0.387276x3(2)①关于人均寿命与人均GDP模型,由上可知,可决系数为0.526082,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验:取α=0.05,查t分布表得自由度为n-2=22-2=20的临界值(红色是自己加上的),t(β1)=4.711834t0.025(20)=2.086,对斜率系数的显著性检验表明,人均GDP对人均寿命有显著影响。......专业.专注.②关于人均寿命与成人识字率模型,由上可知,可决系数为0.716825,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验:t(β2)=7.115308t0.025(20)=2.086,对斜率系数的显著性检验表明,成人识字率对人均寿命有显著影响。③关于人均寿命与一岁儿童疫苗的模型,由上可知,可决系数为0.537929,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验:t(β3)=4.825285t0.025(20)=2.086,对斜率系数的显著性检验表明,一岁儿童疫苗接种率对人均寿命有显著影响。2.2(1)......专业.专注.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:DependentVariable:YMethod:LeastSquaresDate:12/03/14Time:17:00Sample(adjusted):133Includedobservations:33afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-squared0.983702Meandependentvar902.5148AdjustedR-squared0.983177S.D.dependentvar1351.009S.E.ofregression175.2325Akaikeinfocriterion13.22880Sumsquaredresid951899.7Schwarzcriterion13.31949Loglikelihood-216.2751Hannan-Quinncriter.13.25931F-statistic1871.115Durbin-Watsonstat0.100021Prob(F-statistic)0.000000②由上可知,模型的参数:斜率系数0.176124,截距为—154.3063③关于浙江省财政预算收入与全省生产总值的模型,检验模型的显著性: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。......专业.专注.2)对于回归系数的t检验:t(β2)=43.25639t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。④用规范形式写出检验结果如下:Y=0.176124X—154.3063(0.004072)(39.08196)t=(43.25639)(-3.948274)R2=0.983702F=1871.115n=33⑤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。(2)当x=32000时,①进行点预测,由上可知Y=0.176124X—154.3063,代入可得:Y=Y=0.176124*32000—154.3063=5481.6617②进行区间预测:先由Eviews分析:XYMean6000.441902.5148Median2689.280209.3900Maximum27722.314895.410Minimum123.720025.87000......专业.专注.Std.Dev.7608.0211351.009Skewness1.4325191.663108Kurtosis4.0105154.590432Jarque-Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99SumSq.Dev.1.85E+0958407195Observations3333由上表可知,∑x2=∑(Xi—X)2=δ2x(n—1)=7608.0212x(33—1)=1852223.473(Xf—X)2=(32000—6000.441)2=675977068.2当Xf=32000时,将相关数据代入计算得到: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的置信区间为(5481.6617—64.9649,5481.6617+64.9649)(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:DependentVariable:LNYMethod:LeastSquares......专业.专注.Date:12/03/14Time:18:00Sample(adjusted):133Includedobservations:33afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.LNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squared0.963442Meandependentvar5.573120AdjustedR-squared0.962263S.D.dependentvar1.684189S.E.ofregression0.327172Akaikeinfocriterion0.662028Sumsquaredresid3.318281Schwarzcriterion0.752726Loglikelihood-8.923468Hannan-Quinncriter.0.692545F-statistic816.9699Durbin-Watsonstat0.096208Prob(F-statistic)0.000000①模型方程为:lnY=0.980275lnX-1.918289②由上可知,模型的参数:斜率系数为0.980275,截距为-1.918289③关于浙江省财政预算收入与全省生产总值的模型,检验其显著性: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。2)对于回归系数的t检验:t(β2)=28.58268t0.025(31)=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。......专业.专注.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%......专业.专注.2.4(1)对建筑面积与建造单位成本模型,用Eviews分析结果如下:DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:12:40Sample:112......专业.专注.Includedobservations:12VariableCoefficientStd.Errort-StatisticProb.X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829Meandependentvar1619.333AdjustedR-squared0.941512S.D.dependentvar131.

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