第九讲 联立方程计量模型.ppt

用间接最小二乘法估计消费方程 C简化式模型估计结果 Dependent Variable: CC Method: Least Squares Date: 11/27/06 Time: 18:24 Sample(adjusted): 1979 2002 Included observations: 24 after adjusting endpoints CC=C(1)+C(2)*CC(-1)+C(3)*G Coefficient Std. Error t-Statistic Prob. C(1) 1135.937 440.3420 2.579670 0.0175 C(2) 0.619782 0.273112 2.269331 0.0339 C(3) 1.239898 0.751061 1.650861 0.1136 R-squared 0.993521 Mean dependent var 17685.46 Adjusted R-squared 0.992904 S.D. dependent var 16106.62 S.E. of regression 1356.820 Akaike info criterion 17.38014 Sum squared resid Schwarz criterion 17.52740 L