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第4章习题一表1给出了1965~1970年美国制造业利润和销售额的季度数据。假定利润不仅与销售额有关，而且和季度因素有关。要求对下列二种情况分别估计利润模型：（1）如果认为季度影响使利润平均值发生变异，应如何引入虚拟变量？（2）如果认为季度影响使利润对销售额的变化率发生变异，如何引入虚拟变量？表1利润（Y）销售额（X）利润（Y）销售额（X）1965-I105031148621968-I12539148826II12092123968II14849158913III10834121454III13203155727IV12201131917IV149471684091966-I122451299111969-I14151162781II14001140976II15949176057III12213137828III14024172419IV12820145645IV143151833271967-I113491369891970-I12381170415II12615145126II13991181313III11014141536III12174176712IV12730151776IV10985180370Quarterly65-70Quick-EquationEstimationYcx@seas(1)@seas(2)@seas(3)DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:18:38Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C6868.0151892.7663.6285590.0018X0.0382650.0114833.3322520.0035@SEAS(1)-182.1690654.3568-0.2783940.7837@SEAS(2)1140.294630.68061.8080380.0865@SEAS(3)-400.3371636.1128-0.6293490.5366R-squared0.525596Meandependentvar12838.54AdjustedR-squared0.425721S.D.dependentvar1433.284S.E.ofregression1086.160Akaikeinfocriterion17.00174Sumsquaredresid22415107Schwarzcriterion17.24716Loglikelihood-199.0208F-statistic5.262563Durbin-Watsonstat0.388380Prob(F-statistic)0.005024T和P在5%情况下都不通过，第二季度相对还好一点假设第二季度显著，结果的经济含义是什么？Ycx@seas(2)@seas(3)@seas(4)DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:18:47Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C6685.8461711.6183.9061550.0009X0.0382650.0114833.3322520.0035@SEAS(2)1322.463638.42582.0714440.0522@SEAS(3)-218.1681632.1991-0.3450940.7338@SEAS(4)182.1690654.35680.2783940.7837R-squared0.525596Meandependentvar12838.54AdjustedR-squared0.425721S.D.dependentvar1433.284S.E.ofregression1086.160Akaikeinfocriterion17.00174Sumsquaredresid22415107Schwarzcriterion17.24716Loglikelihood-199.0208F-statistic5.262563Durbin-Watsonstat0.388380Prob(F-statistic)0.005024第二季度依旧显著影响四种都试一下（去掉一个季节），选一个最显著的124DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:18:51Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C6467.6781789.1783.6148880.0018X0.0382650.0114833.3322520.0035@SEAS(1)218.1681632.19910.3450940.7338@SEAS(2)1540.632628.34192.4519000.0241@SEAS(4)400.3371636.11280.6293490.5366R-squared0.525596Meandependentvar12838.54AdjustedR-squared0.425721S.D.dependentvar1433.284S.E.ofregression1086.160Akaikeinfocriterion17.00174Sumsquaredresid22415107Schwarzcriterion17.24716Loglikelihood-199.0208F-statistic5.262563Durbin-Watsonstat0.388380Prob(F-statistic)0.005024134DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:18:52Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C8008.3091827.5434.3820090.0003X0.0382650.0114833.3322520.0035@SEAS(1)-1322.463638.4258-2.0714440.0522@SEAS(3)-1540.632628.3419-2.4519000.0241@SEAS(4)-1140.294630.6806-1.8080380.0865R-squared0.525596Meandependentvar12838.54AdjustedR-squared0.425721S.D.dependentvar1433.284S.E.ofregression1086.160Akaikeinfocriterion17.00174Sumsquaredresid22415107Schwarzcriterion17.24716Loglikelihood-199.0208F-statistic5.262563Durbin-Watsonstat0.388380Prob(F-statistic)0.005024（2）Y=c+βx+α1D1X+α2D2X+α3D3XD1=1（第一季度）0（其他）Ycx@seas(1)*x@seas(2)*x@seas(3)*xDependentVariable:YMethod:LeastSquaresDate:11/26/14Time:19:00Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C6965.8521753.6423.9722200.0008X0.0373630.0111393.3542150.0033@SEAS(1)*X-0.0008930.004259-0.2095880.8362@SEAS(2)*X0.0077120.0039621.9465020.0665@SEAS(3)*X-0.0022910.004041-0.5669850.5774R-squared0.528942Meandependentvar12838.54AdjustedR-squared0.429771S.D.dependentvar1433.284S.E.ofregression1082.323Akaikeinfocriterion16.99466Sumsquaredresid22257030Schwarzcriterion17.24009Loglikelihood-198.9359F-statistic5.333675Durbin-Watsonstat0.418713Prob(F-statistic)0.004722DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:19:10Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C8008.3091827.5434.3820090.0003X0.0382650.0114833.3322520.0035@SEAS(1)-1322.463638.4258-2.0714440.0522@SEAS(3)-1540.632628.3419-2.4519000.0241@SEAS(4)-1140.294630.6806-1.8080380.0865R-squared0.525596Meandependentvar12838.54AdjustedR-squared0.425721S.D.dependentvar1433.284S.E.ofregression1086.160Akaikeinfocriterion17.00174Sumsquaredresid22415107Schwarzcriterion17.24716Loglikelihood-199.0208F-statistic5.262563Durbin-Watsonstat0.388380Prob(F-statistic)0.005024DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:19:11Sample:1965Q11970Q4Includedobservations:24VariableCoefficientStd.Errort-StatisticProb.C6965.8521753.6423.9722200.0008X0.0350720.0117902.9746750.0078@SEAS(1)*X0.0013980.0042410.3297360.7452@SEAS(2)*X0.0100030.0040682.4588230.0237@SEAS(4)*X0.0022910.0040410.5669850.5774R-squared0.528942Meandependentvar12838.54AdjustedR-squared0.429771S.D.dependentvar1433.284S.E.ofregression1082.323Akaikeinfocriterion16.99466Sumsquaredresid22257030Schwarzcriterion17.24009Loglikelihood-198.9359F-statistic5.333675Durbin-Watsonstat0.418713Prob(F-statisti