计量经济学作业

计量经济学系别：国贸系班级：08商行一班姓名：王善勇学号：2008018149一、数据变换createa19852003dataCrCuYrYuRpopPopPPrPu人均消费：genrC1=(Cr*Rpop/100+Cu*(1-Rpop/100))/P*100人均可支配收入：genrY1=(Yr*Rpop/100+Yu*(1-Rpop/100))/P*100农村人均消费：genrCr1=Cr/Pr*100城镇人均消费：genrCu1=Cu/Pu*100农村人均纯收入：genrYr1=Yr/Pr*100城镇人均可支配收入：genrYu1=Yu/Pu*100二、图形分析全国消费情况分析：scatY1C1从图形中看出Y1和C1大致线形关系，即人均可支配收入和人均消费大致呈线形关系。农村消费情况分析：scatYr1Cr1从图中可以看出YR1和CR1大致符合线形关系，所以农村人均纯收入和农村人均消费大致呈线形关系城镇消费情况分析：scatYu1Cu1从图中可以看出YU1和CU1大致呈线形关系，即城镇人均可支配收入和城镇人均消费大致呈线形关系。三、估计线性回归模型全国消费情况分析：lsC1Cy1DependentVariable:C1Method:LeastSquaresDate:04/07/11Time:0：08Sample:19852003Includedobservations:19VariableCoefficientStd.Errort-StatisticProb.C91.178668.11259711.239150.0000Y10.6918380.00945173.200450.0000R-squared0.996837Meandependentvar648.0065AdjustedR-squared0.996651S.D.dependentvar212.3784S.E.ofregression12.28981Akaikeinfocriterion7.954718Sumsquaredresid2567.669Schwarzcriterion8.054133Loglikelihood-73.56982F-statistic5358.306Durbin-Watsonstat1.146184Prob(F-statistic)0.000000农村消费情况分析：lsCr1CYr1DependentVariable:CR1Method:LeastSquaresDate:04/07/11Time:0：10Sample:19852003Includedobservations:19VariableCoefficientStd.Errort-StatisticProb.C106.872612.371698.6384790.0000YR10.5999790.02166627.692750.0000R-squared0.978313Meandependentvar437.6700AdjustedR-squared0.977038S.D.dependentvar92.62741S.E.ofregression14.03617Akaikeinfocriterion8.220453Sumsquaredresid3349.239Schwarzcriterion8.319867Loglikelihood-76.09430F-statistic766.8886Durbin-Watsonstat0.741189Prob(F-statistic)0.000000城镇消费情况分析：lsCu1CYu1DependentVariable:CU1Method:LeastSquaresDate:04/07/11Time:0：16Sample:19852003Includedobservations:19VariableCoefficientStd.Errort-StatisticProb.C149.203910.8516213.749460.0000YU10.7049240.00773691.125660.0000R-squared0.997957Meandependentvar1081.224AdjustedR-squared0.997837S.D.dependentvar339.8339S.E.ofregression15.80586Akaikeinfocriterion8.457939Sumsquaredresid4247.028Schwarzcriterion8.557354Loglikelihood-78.35042F-statistic8303.886Durbin-Watsonstat2.018618Prob(F-statistic)0.000000四、回归结果全国：(11.2392)(73.2005)ˆ+91.17870.6918220.9968;0.9967;5358.306;..1.1462CYttRRFDW农村：(8.6385)(27.6928)ˆ+106.87260.6000220.9783;0.9770;766.8886;..0.7412CrYrttRRFDW城镇：(13.7495)(91.1257)ˆ+149.20390.7049220.9980;0.9978;8303.886;..2.0186CuYuttRRFDW分析：一。从回归结果来看，三个方程的2R都很高，说明人均可支配收入较好地解释了人均消费支出。二．三个消费模型中，可支配收入对人均消费的影响是显著的，并且都大于0小于1.符合经济理论。三。斜率系数最大的是城镇的斜率系数，其次是全国平均的斜率，最小的是农村的斜率。说明城镇居民的边际消费倾向要高于农村居民。