庞浩计量经济学第三章答案

3.1（1）①对百户拥有家用汽车量计量经济模型，用Eviews分析结果如下：DependentVariable:YMethod:LeastSquaresDate:11/25/14Time:12:38Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.X25.9968651.4060584.2650200.0002X3-0.5240270.179280-2.9229500.0069X4-2.2656800.518837-4.3668420.0002C246.854051.975004.7494760.0001R-squared0.666062Meandependentvar16.77355AdjustedR-squared0.628957S.D.dependentvar8.252535S.E.ofregression5.026889Akaikeinfocriterion6.187394Sumsquaredresid682.2795Schwarzcriterion6.372424Loglikelihood-91.90460Hannan-Quinncriter.6.247709F-statistic17.95108Durbin-Watsonstat1.147253Prob(F-statistic)0.000001②得到模型得：Y=246.8540+5.996865X2-0.524027X3-2.265680X4③对模型进行检验：1）可决系数是0.666062，修正的可决系数为0.628957，说明模型对样本拟合较好2）F检验，F=17.95108F（3,27）=3.65，回归方程显著。3）t检验，t统计量分别为4.749476，4.265020，-2.922950，-4.366842，均大于t（27）=2.0518，所以这些系数都是显著的。④依据：1）可决系数越大，说明拟合程度越好2）F的值与临界值比较，若大于临界值，则否定原假设，回归方程是显著的；若小于临界值，则接受原假设，回归方程不显著。3）t的值与临界值比较，若大于临界值，则否定原假设，系数都是显著的；若小于临界值，则接受原假设，系数不显著。（2）经济意义：人均ＧＤＰ增加１万元，百户拥有家用汽车增加5.996865辆，城镇人口比重增加１个百分点，百户拥有家用汽车减少0.524027辆，交通工具消费价格指数每上升１，百户拥有家用汽车减少2.265680辆。（3）用EViews分析得：DependentVariable:YMethod:LeastSquaresDate:12/08/14Time:17:28Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.X25.1356701.0102705.0834650.0000LNX3-22.810056.771820-3.3683780.0023LNX4-230.848149.46791-4.6666240.0001C1148.758228.29175.0319740.0000R-squared0.691952Meandependentvar16.77355AdjustedR-squared0.657725S.D.dependentvar8.252535S.E.ofregression4.828088Akaikeinfocriterion6.106692Sumsquaredresid629.3818Schwarzcriterion6.291723Loglikelihood-90.65373Hannan-Quinncriter.6.167008F-statistic20.21624Durbin-Watsonstat1.150090Prob(F-statistic)0.000000模型方程为：Y=5.135670X2-22.81005LNX3-230.8481LNX4+1148.758此分析得出的可决系数为0.6919520.666062，拟合程度得到了提高，可这样改进。3.2（１）对出口货物总额计量经济模型，用Eviews分析结果如下：：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:25Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838Meandependentvar6619.191AdjustedR-squared0.983950S.D.dependentvar5767.152S.E.ofregression730.6306Akaikeinfocriterion16.17670Sumsquaredresid8007316.Schwarzcriterion16.32510Loglikelihood-142.5903Hannan-Quinncriter.16.19717F-statistic522.0976Durbin-Watsonstat1.173432Prob(F-statistic)0.000000①由上可知，模型为：Y=0.135474X2+18.85348X3-18231.58②对模型进行检验：1）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2）F检验，F=522.0976F（2,15）=4.77，回归方程显著3）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）对于对数模型，用Eviews分析结果如下：DependentVariable:LNYMethod:LeastSquaresDate:12/01/14Time:20:25Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295Meandependentvar8.400112AdjustedR-squared0.984467S.D.dependentvar0.941530S.E.ofregression0.117343Akaikeinfocriterion-1.296424Sumsquaredresid0.206540Schwarzcriterion-1.148029Loglikelihood14.66782Hannan-Quinncriter.-1.275962F-statistic539.7364Durbin-Watsonstat0.686656Prob(F-statistic)0.000000①由上可知，模型为：LNY=-20.52048+1.564221LNX2+1.760695LNX3②对模型进行检验：1）可决系数是0.986295，修正的可决系数为0.984467，说明模型对样本拟合较好。2）F检验，F=539.7364F（2,15）=4.77，回归方程显著。3）t检验，t统计量分别为-3.777363，17.57789，2.581229，均大于t（15）=2.131，所以这些系数都是显著的。（3）①（1）式中的经济意义：工业增加1亿元，出口货物总额增加0.135474亿元，人民币汇率增加1，出口货物总额增加18.85348亿元。②（2）式中的经济意义：工业增加额每增加1%，出口货物总额增加1.564221%，人民币汇率每增加1%，出口货物总额增加1.760695%3.3（1）对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型，由Eviews分析结果如下：DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:30Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235Meandependentvar755.1222AdjustedR-squared0.944732S.D.dependentvar258.7206S.E.ofregression60.82273Akaikeinfocriterion11.20482Sumsquaredresid55491.07Schwarzcriterion11.35321Loglikelihood-97.84334Hannan-Quinncriter.11.22528F-statistic146.2974Durbin-Watsonstat2.605783Prob(F-statistic)0.000000①模型为：Y=0.086450X+52.37031T-50.01638②对模型进行检验：1）可决系数是0.951235，修正的可决系数为0.944732，说明模型对样本拟合较好。2）F检验，F=539.7364F（2,15）=4.77，回归方程显著。3）t检验，t统计量分别为2.944186，10.06702，均大于t（15）=2.131，所以这些系数都是显著的。③经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031元。（2）用Eviews分析：①DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:22:30Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.923054Meandependentvar755.1222AdjustedR-squared0.918245S.D.dependentvar258.7206S.E.ofregression73.97565Akaikeinfocriterion11.54979Sumsquaredresid87558.36Schwarzcriterion11.64872Loglikelihood-101.9481Hannan-Quinncriter.11.56343F-statistic191.9377Durbin-Watsonstat2.134043Prob(F-statistic)0.000000②DependentVariable:XMethod:LeastSquaresDate:12/01/14Time:22:34Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb