分析回归法分析研究试题.docxVIP

R-squaredAdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodF-statisticProb(F-statistic)0.0000006619.191

R-squared

AdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodF-statistic

Prob(F-statistic)

0.000000

6619.191

5767.152

16.17670

16.32510

16.19717

1.173432

(1)用Eviews分析如下DependentVariable:Y

Method:LeastSquaresDate:12/01/14Time:20:25

Sample:19942011Includedobservations:18

VariableCoefficientStd.Errort-StatisticProb.

X20.1354740584540.0000X318.853489.7761811.9285120.0729

C-18231.588638.216-2.1105730.0520

0.985838Meandependentvar

0.983950S.D.dependentvar

730.6306Akaikeinfocriterion

8007316.Schwarzcriterion

-142.5903Hannan-Quinncriter.

522.0976Durbin-Watsonstat由表可知模型为：Y=0.135474X2+18.85348X3-18231.58

检验：可决系数是0.985838,修正的可决系数为0.983950,说明模型对样本拟合较好。

F检验，F=522.0976F(2,15)=4.77,回归方程显著。

t检验，t统计量分别为X2的系数对应t值为10.58454,大于t(15)=2.131,系数是显著的，X3的系数对应t值为1.928512,小于t(15)=2.131,说明此系数是不显著的。

(2)(2)表内数据In后重新输入数据：

DependentVariable:LNYMethod:LeastSquares

Date:10/25/15Time:22:18

Sample:19942011

Includedobservations:18R-squared

R-squared

AdjustedR-squared

S.E.ofregressionSumsquaredresidLoglikelihoodF-statisticProb(F-statistic)

R-squaredAdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodF-statisticProb(F-statistic)0.986373var0.984556var8.400112S.D.dependent

R-squared

AdjustedR-squared

S.E.ofregressionSumsquaredresidLoglikelihoodF-statisticProb(F-statistic)

0.986373var

0.984556var

8.400112

S.D.dependent

0.941530

Akaikeinfo

0.117006criterion

Schwarz

0.205355criterion

Hannan-Quinn14.71958criter.

Durbin-Watson

542.8930stat

-1.302176

-1.153780

-1.281714

0.684080

0.000000

Variable

Coefficien

t

Std.Errort-StatisticProb.

C

-10.81090

1.698653

-6.364397

0.0000

LNX2

1.573784

0.091547

17.19106

0.0000

X3

0.002438

0.000936

2.605321

0.0199

模型为lny=-10.81090+1.5737841nx2+0.002438x3检验：经济意义为其他条件不变的情况下，工业增加值每增加一个单位百分比出口货物总和增加1.57单位百分比，汇率每增加一单位百分