《计量经济学》课程实验报告.docVIP

《计量经济学》课程实验报告 实验序号 2 实验名称 Eviews的异方差检验与校正 实验组别 12 模拟角色 实验地点 2教602 指导老师 刘冬萍 实验日期 11月29日 实验时间 16:05——17:45 一、实验目的及要求 学会使用计量学分析软件Eviews的异方差检验与校正功能。 二、实验环境 2教602,经管学院电脑实验室 三、实验内容与步骤 ? DATA Y X SORT X 1.生成相关图 SCAT X Y 根据相关图随着X的增大Y的取值范围不断增大,所以方程存在异方差. 2.方程的异方差检验 （1）Dependent Variable: Y Method: Least Squares Date: 11/22/12 Time: 17:06 Sample: 1 20 Included observations: 20 Variable Coefficient Std. Error t-Statistic Prob. C 0.859469 0.709057 1.212130 0.2411 X 0.036340 0.009633 3.772393 0.0014 R-squared 0.441531 Mean dependent var 3.100000 Adjusted R-squared 0.410504 S.D. dependent var 2.255986 S.E. of regression 1.732115 Akaike info criterion 4.031203 Sum squared resid 54.00399 Schwarz criterion 4.130776 Log likelihood -38.31203 F-statistic 14.23095 Durbin-Watson stat 2.111232 Prob(F-statistic) 0.001395 进行WHITE 检验 White Heteroskedasticity Test: F-statistic 6.172459 Probability 0.009656 Obs*R-squared 8.413667 Probability 0.014893 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 11/22/12 Time: 17:07 Sample: 1 20 Included observations: 20 Variable Coefficient Std. Error t-Statistic Prob. C -0.840162 3.268547 -0.257045 0.8002 X 0.034691 0.096616 0.359062 0.7240 X^2 0.000259 0.000550 0.470375 0.6441 R-squared 0.420683 Mean dependent var 2.700200 Adjusted R-squared 0.352528 S.D. dependent var 5.061699 S.E. of regression 4.072927 Akaike info criterion 5.784082 Sum squared resid 282.0085 Schwarz criterion 5.933442 Log likelihood -54.84082 F-statistic 6.172459 Durbin-Watson stat 2.196613 Prob(F-statistic) 0.009656 Nr^2=8.413677 因为检验的P=0.014893小于0.05,所以存在异方差. (2) PARK检验 LS Y C X Dependent Variable: Y Method: Least Squares Date: 11/22/12 Time: 17:13 Sample: 1 20 Included observations: 20 Variable Coefficient Std. Error t-Statistic Prob. C 0.859469 0.709057 1.212130 0.2411 X 0.036340 0.009633 3.772393 0.0014 R-squared 0.441531 Mean dependent var 3.100000 Adjusted R-squared 0.410504