EVIEWS操作各种模型学习.docx

PAGE PAGE # 章、图形基础与回归 原始数据 UR URIR UR URIR 1978 0.15 2.97 1997 0.31 2.22 1979 0.16 2.32 1998 0.32 2.22 1980 0.17 2.43 1999 0.34 2.35 1981 0.17 2.09 2000 0.40 2.43 1982 0.18 1.68 2001 0.41 2.48 1983 0.18 1.70 2002 0.41 2.77 1984 0.18 1.50 2003 0.42 2.85 1985 0.23 1.67 2004 0.43 2.77 1986 0.24 1.91 2005 0.43 2.83 1987 0.25 2.06 2006 0.44 2.86 1988 0.27 2.26 2007 0.44 2.87 1989 0.28 2.20 2008 0.45 2.82 1990 0.29 2.12 2009 0.46 2.85 1991 0.26 2.54 2010 0.50 2.89 1992 0.29 2.76 2011 0.52 2.84 1993 0.31 3.11 2012 0.54 2.91 1994 0.28 2.85 2013 0.55 2.91 1995 0.31 3.48 2014 0.55 2.83 1996 0.34 2.33 ，、散点图 R Rl u -eE」ONo :、分布图：JB 3判断为正太分布 Series: UR Sample 1 37 Observati ons 37 Mea n 0.336145 Media n 0.312400 Maximum 0.547000 Minimum 0.15087- Std. Dev. 0.120626 Skew ness 0.143256 Kurtosis 1.887565 Jarque-Bera 2.034384 Probability 0.361609 三、UR的单因素联表 Tabulation of UR Date: 09/05/15 Time: 21:25 Sample: 1 37 Included observations: 37 Number of categories: 5 Value Count Percent Cumulative Count Cumulative Percent [0.1,0.2) 7 18.92 7 18.92 [0.2, 0.3) 9 24.32 16 43.24 [0.3, 0.4) 6 16.22 22 59.46 [0.4, 0.5) 11 29.73 33 89.19 [0.5, 0.6) 4 10.81 37 100.00 Total 37 100.00 37 100.00 四、协方差与相关性 Covariance Analysis: Ordinary Date: 09/05/15 Time: 21:40 Sample: 1 37 Included observations: 37 Covariance Correlation UR URIR UR 0.014157 1.000000 URIR 0.033170 0.204852 0.615934 1.000000  Date: 09/05/15 Time: 21:44 Sample: 1 37 Included observations: 37 Correlations are asymptotically consistent approximations URrURlR(-i) UR,URIR(+i lag lead O i 0 0.6159 0.159 1 0.5767 0.6549 2 0.4997 0.6515 3 0.4282 0.6384 4 0.3795 0.5755 5 0.3621 0.4990 6 0.3267 0.4159 7 0.3292 0.2918 8 0.2983 0.1732 9 0.2585 0.0795 10 0.1997 0.0124 11 0.1420 -0.0556 12 □ 0809 -0.0998 13 0.0097 -0.1538 14 -0.0231 ■0.1740 15 -0.033B -0.1790 16 -0.0565 *0.1401 17 -0.0433 -0.1238 18 -0.0316 -0.0532 19 -0.0395 -0.0939 20 -0.1629 -0.1381 五、CDF经验分布图 y aappy cbnp y aapp y cbnp 六、Q - Q图URLa rnloNTO S^KtnauQ3.63.2 -2.82.42.01.61.