计量经济学实训-考卷.doc

华南农业大学珠江学院期末考试试卷2011-2012学年度下学期 考试科目： 计量经济学实训 考试年级: 2009级 考核方式: （上机）A卷考试时间:120分钟学号 姓名 年级专业 得分评卷人注意：运用计量软件EViews完成以下内容，每题要附上相应的EViews输出结果，作业提交时必须保存文件名为“学号+姓名”。1、经研究发现，学生用于购买书籍及课外读物的支出与本人受教育年限和其家庭收入水平有关，对18名学生进行调查的统计资料如表1所示。（50分）表1 18名学生的调查资料学生序号购买书籍及课外读物支出Y（元/年）受教育年限X1（年）家庭月可支配收入X2（元/月）123456789101112131415161718450.5507.7613.9563.4501.5781.5541.8611.11222.1793.2660.8792.7580.8612.7890.81121.01094.21253.044544745107564579810171.2174.2204.3218.7219.4240.4273.5294.8330.2333.1366.0350.9357.9359.0371.9435.3523.9604.1（1）试求出学生购买书籍及课外读物的支出Y与受教育年限X1和家庭收入水平X2的估计回归方程 Dependent Variable: YMethod: Least SquaresDate: 01/05/13 Time: 10:26Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C-0.97556830.32236-0.0321730.9748X1104.31466.40913616.275920.0000X20.4021900.1163483.4567760.0035R-squared0.979727Mean dependent var755.1500Adjusted R-squared0.977023S.D. dependent var258.6859S.E. of regression39.21162Akaike info criterion10.32684Sum squared resid23063.27Schwarz criterion10.47523Log likelihood-89.94152F-statistic362.4430Durbin-Watson stat2.561395Prob(F-statistic)0.000000Y = -0.9755677936 + 104.3145898*X1 + 0.402189905*X2（2）对总体参数，的显著性进行t检验；，所对应的T检验分别得16.27592 3.456776因为 a=0.05,查自由度得15得t分布表，得临界值t0.025（15）=2.13，t1=16.27592,t2=3.456776,均大于临界值t0.025=2.13,故回归系数显著不为零，X对Y有显著影响。（3）对该回归模型总体显著性进行F检验；F值为362.4430因为a=0.05,F 0.05(2,15)=3.68, 又因为F=362.44303.68,所以拒绝原假设，总体回归方程存在显著的线性关系。（4）计算拟合优度和调整拟合优度；值为0.979727 值为0.977023（5）假设有一学生的受教育年限X1=11年，家庭月可支配收入X2=550元/月，试预测该学生全年购买书籍及课外读物的支出。该预测值为1367.6892、已知某行业的年销售额（Xt ，万元）以及该行业内某公司的年销售额（Yt ，万元）数据如表2所示。（50分）表2 销售额表 （单位：万元）年份XtYt年份XtYt1991127.320.962001148.324.541992130.021.402002146.424.301993132.721.962003150.225.001994129.421.522004153.125.641995135.022.392005157.326.361996137.122.762006160.726.981997141.223.482007164.227.521998142.823.662008165.627.781999145.524.102009168.728.242000145.324.012010171.728.78（1）做Xt与Yt的散点图。（2）以Xt为解释变量，Yt为被解释变量，建立一元线性回归模型。Dependent Variable: YMethod: Least SquaresDate: 01/05/13 Time: 10:59Sample: 1991 2010Included observations: 20VariableCoefficientStd. Errort-StatisticProb.C-1.4547500.214146-6.7932610.0000X0.1762830.001445122.01700.0000R-squared0.998792Mean dependent var24.56900Adjusted R-squared0.998725S.D. dependent var2.410396S.E. of regression0.086056Akaike info criterion-1.972991Sum squared resid0.133302Schwarz criterion-1.873418Log likelihood21.72991F-statistic14888.14Durbin-Watson stat0.734726Prob(F-statistic)0.000000YT = -1.454750041 + 0.1762828115*XT（3）做残差序列图观察。（4）用White检验模型是否存在异方差，若存在异方差，则消除自相关。White Heteroskedasticity Test:F-statistic0.698485Probability0.511060Obs*R-squared1.518697Probability0.467971TR2=20*0.998792=1.52X2 0.05(2)=5.991,所以接受原假设，该回归方程中不存在异方差。（5）用DW统计量和LM检验误差项ut是否存在自相关；若存在自相关，则消除自相关。检验水平a=0.05，k=1 查表Dl=1.20 Du=1.41又因为Durbin-Watson stat0.734726故有DW=0.734Dl=1.2 认为ut 存在一阶自相关P=0.632637Dependent Variable: GDYMethod: Least SquaresDate: 01/05/13 Time: 11:29Sample (adjusted): 1992 2010Included observations: 19 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.C1.5047311.3943031.0791990.2956GDX0.2460190.02457810.009810.0000R-squared0.854944Mean dependent var15.40215Adjusted R-squared0.846412S.D. dependent var1.428023S.E. of regression0.559647Akaike inf