计量课后习题第六章.docVIP

6.1 Dependent Variable: Y Method: Least Squares Date: 06/09/15 Time: 15:54 Sample: 1 19 Included observations: 19 Variable Coefficient Std. Error t-Statistic Prob.?? C 79.93004 12.39919 6.446390 0.0000 X 0.690488 0.012877 53.62068 0.0000 R-squared 0.994122 ????Mean dependent var 700.2747 Adjusted R-squared 0.993776 ????S.D. dependent var 246.4491 S.E. of regression 19.44245 ????Akaike info criterion 8.872095 Sum squared resid 6426.149 ????Schwarz criterion 8.971510 Log likelihood -82.28490 ????Hannan-Quinn criter. 8.888920 F-statistic 2875.178 ????Durbin-Watson stat 0.574663 Prob(F-statistic) 0.000000 Y=0.690488x+79.93004 Dw=0.574663 n=19 dl=1.18 du=1.401 模型存在自相关 Dependent Variable: Y Method: Least Squares Date: 06/09/15 Time: 16:02 Sample (adjusted): 2 19 Included observations: 18 after adjustments Convergence achieved after 5 iterations Variable Coefficient Std. Error t-Statistic Prob.?? C 104.0449 23.87618 4.357687 0.0006 X 0.669262 0.020831 32.12757 0.0000 AR(1) 0.630015 0.164218 3.836462 0.0016 R-squared 0.997097 ????Mean dependent var 719.1867 Adjusted R-squared 0.996710 ????S.D. dependent var 238.9866 S.E. of regression 13.70843 ????Akaike info criterion 8.224910 Sum squared resid 2818.814 ????Schwarz criterion 8.373306 Log likelihood -71.02419 ????Hannan-Quinn criter. 8.245372 F-statistic 2575.896 ????Durbin-Watson stat 1.787878 Prob(F-statistic) 0.000000 Inverted AR Roots ??????.63 DW=1.787878 可以判断在5%显著水平下广义差分法后模型中已无自相关。 Y=104.0449+0.669262x,居民家庭收入每增加一元，平均说来人均实际消费支出将增加0.669262元。 6.2 Dependent Variable: Y Method: Least Squares Date: 06/09/15 Time: 17:08 Sample: 1985 2011 Included observations: 27 Variable Coefficient Std. Error t-Statistic Prob.?? C -1666.930 555.8502 -2.998883 0.0061 X 0.265028 0.011721 22.61184 0.0000 R-s