eviews实验指导书

计量经济学实验指导书目录实验一Eviews的基本操作与一元线性回归模型的最小二乘估计·······················1实验目的：························································································································1实验内容：························································································································1实验二：Eviews的常用函数与多元线性回归分析············································6实验目的····························································································································6实验内容····························································································································6实验三异方差的检验与修正·······································································8实验目的····························································································································8实验内容····························································································································8实验四序列相关的检验与修正··································································13实验目的··························································································································13实验内容··························································································································13实验五多重共线性的检验和修正·······························································18实验目的··························································································································18实验内容··························································································································18实验六柯布-道格拉斯生产函数的求解························································22实验目的··························································································································22实验内容··························································································································221实验一Eviews的基本操作与一元线性回归模型的最小二乘估计实验目的：1、熟悉Eviews的窗口与界面2、掌握Eviews的命令与菜单的操作3、掌握用Eviews估计与检验一元线性回归模型实验内容：1、启动Eviews双击Eviews图标，出现Eviews窗口，它由以下部分组成：标题栏“Eviews”、主菜单“File，Edit，…，Help”、命令窗口（空白处）和工作区域。图1-12、产生文件Eviews的操作在工作文件中进行，故首先要有工作文件，然后进行数据输入、分析等等操作。（1）读已存在文件：File→Open→Workfile。（2）新建文件：File→New→Workfile，出现对话框“工作文件范围”，选取或填上数据类型、起止时间。OK后，得到一个无名字的工作文件，其中有：时间范围、当前工作文件样本范围、filter、默认方程、系数向量C、序列RESID。在主菜单上依次点击File/New/Workfile，即选择新建对象的类型为工作文件，将弹出一个对话框（如图所示），由用户选择数据的时间频率（frequency）、起始期工作区域命令窗口2和终止期。图1-2工作文件对话框其中，Annual——年度Monthly——月度Semi-annual——半年Weekly——周Quarterly——季度Daily——日Undatedorirregular——非时序数据选择时间频率为Annual（年度），再分别点击起始期栏（Startdate）和终止期栏（Enddate），输入相应的日前1985和1998。然后点击OK按钮，将在EViews软件的主显示窗口显示相应的工作文件窗口（如图所示）。图1-3工作文件窗口工作文件窗口是EViews的子窗口，工作文件一开始其中就包含了两个对象，一个是系数向量C（保存估计系数用），另一个是残差序列RESID（实际值与拟合值之差）。（3）命令方式新建文件在EViews软件的命令窗口中直接键入CREATE命令，也可以建立工作文件。命令格式为：CREATE时间频率类型起始期终止期3则以上菜单方式过程可写为：CREATEA198519983、输入数据（1）进入数据编辑窗口，有命令方式和菜单方式两种①DATA命令方式在EViews软件的命令窗口键入DATA命令，命令格式为：DATA序列名1序列名2…序列名n本例中可在命令窗口键入如下命令（如图1-4所示）；将显示一个如图1-5的数组窗口，此时可以按全屏幕编辑方式输入每个变量的数据。DATAYX图1-4图1-5数组窗口②菜单方式Object→NewObject，选Series，并输入序列的名称，确认后，点击Edit+/-编辑数据。4（2）数据的输入在数据编辑窗口，数据的输入方式有如下几种方式：①从键盘输入；②从Excel复制数据。首先，先取定Excel中的数据区域，选“复制”；其次，打开Eviews，同2-（2），建工作文件，使样本区域包含与被复制数据同样多的观察值个数；第三，击Quick→EmptyGroup(Editseries)；第四，按向上滚动指针，击数据区OBS右边的单元格，点Edit→Paste，再退出，选No，于是，在工作文件中有被复制的数据序列的图标。③从Excel复制部分数据到已存在的序列中：取定要复制的数据，复制之；打开包含已存在序列的Group窗口，使之处于Edit模式（开关键是Edit+）；将光标指到目标单元格，点Edit→Paste，其它同3-（2）。4、从Excel工作表中读取数据击Procs→Import→Read-Lotus-Excel，选取文件类型为Text-ASCII或Excel.xls，打开文件；在对话框中，选取要打开的序列名，多个之间用空格隔开（如全用原序列名，输入序列的个数即可），OK。启动Eviews，练习Eviews菜单与命令的使用；5、一元线性回归模型的OLS估计方法1：在命令窗口，直接输入“LS因变量C自变量”，中间用空格隔开，多个自变量之间也用空格隔开。方法2：点Object→NewObject→Equation，出现对话框：在EquationSpecification内填入方程（不带扰动项）；在EstimationSettings中填入所用估计方法和样本估计区间。方法3：点Quick→EstimateEquation，同上填写对话框。方法4：在工作文件内，按被解释变量、各解释变量图标的次序取定（按住Ctrl，用鼠标逐个选），对它们双击左键后，再点OpenEquation，出现对话框，根据习惯，将C放在被解释变量与解释变量之间，其它填充同上方法。由如上的回归结果，分析如何对方程进行拟合优度检验、回归系数的显著性检验以及其置信区间的求解。6、一元线性回归模型的预测其步骤为：（1）扩展工作文件范围。窗口方式：Proc→Structure/Resizecurrentpage；命令方式：EXPAND起始日期结束日期。（2）扩展样本区间。窗口方式：Proc→setsample；命令方式：SMPL起始日期结束日期。（3）输入解释变量预测时间的取值，在OLS估计结果窗口，点击forecast，或在命令行输入FORECAST57、图形分析点Quick→Graph打开作图对话框，图1-66实验二：Eviews的常用函数与多元线性回归分析实验目的1、掌握Eviews中的常用函数及应用2、掌握用Eviews估计与检验多元线性回归模型实验内容1、掌握Eviews中的常用函数及应用（1）一般函数（2）关于回归结果的函数（3）函数在Eviews中应用2、多元线性回归分析（1）创建工作文件后（注意文件范围尽量大，能包容序列），用NewObject建立序列，在Edit状态下，在相应位置输入或复制序列数据。或者从Excel调入数据。根据下表中的数据分析城镇居民人均全年耐用消费品支出Y和可支配收入X1和耐用消费品价格指数X2表1城镇居民人均人均耐用消费品支出与可支配收入的统计资料年份人均耐用消费品支出Y（元）人均全年可支配收入X1（元）耐用消费品价格指数X21988137.161181.4115.961989124.561375.7133.351990107.911501.2128.211991102.961700.6124.851992125.242026.6122.491993162.452577.4129.861994217.433496.2139.521995253.424283.0140.441996251.074838.9139.121997285.855160.3133.351998327.265425.1126.397①建立工作文件：CREATEA8898②输入统计资料：DATAYX1X2③建立回归模型：LSYCX1X2⒉菜单点击法，Eviews中的多元回归分析的操作方式与一元回归分析相似可参照实验一步骤则估计结果及有关信息如图2-1所示。图2-1由此，回归方程：12158.53980.04940.9117iiiYXXt＝(1.301564)(10.54786)(－0.921316)20.947989R20.934986R72.90647F（3）进行回归系数的检验和回归方程的