统计和优化实验论文.doc

论文一本论文根据2000年到2013的房价进行正态白噪声检验、异方差检验、序列相关性检验、多重共线性检验、参数的T检验、方程的F检验。城镇居民人均总收入(元)aty城镇居民人均工资性收入(元)agy城镇居民人均经营净收入(元)ajy城镇居民人均财产性收入(元)acy城镇居民人均转移性收入(元)azy城镇居民人均可支配收入(元)aky城镇居民家庭人均现金消费支出(元)axc6,295.904,480.50246.2128.41,440.806,280.001,971.306,907.104,829.90274.1134.61,668.606,859.602,014.008,177.405,740.00332.2102.12,003.207,702.802,271.809,061.206,410.20403.81352,112.208,472.202,416.9010,128.507,152.80493.9161.22,320.709,421.602,709.6011,320.807,797.50679.6192.92,650.7010,493.002,914.4012,719.208,767.00809.62442,898.7011,759.503,111.9014,908.6010,234.80940.7348.53,384.6013,785.809,997.5017,067.8011,299.001,453.603873,928.2015,780.8011,242.9018,858.1012,382.101,528.70431.84,515.5017,174.7012,264.6021,033.4013,707.701,713.50520.35,091.9019,109.4013,471.5023,979.2015,411.902,209.706495,708.6021,809.8015,160.9026,959.0017,335.602,548.307076,368.1024,564.7016,674.3029,547.1018,929.802,797.10809.97,010.3026,955.1018,022.60用Eviews做一次线性回归得：初步得：aty=acy+agy+ajy+azy1、 正态白噪声检验用Eviews软件求得：其JB值=4.9842.354,则存在一阶自相关。4、 多重共线性检验F=2.5*10(10)F0.05(6,14)=2.24,表明aty与各解释变量间线性关系显著。由Eviews做表得：由上表的，解释变量间存在高度的线性相关性。5、 参数的T检验由上得：常数回归值为0.18，p值为0.680.05,则常数与0没有显著性差异，即不应存在；azy回归值为1，p值为00.05,则azy与0有显著性差异，即应存在；acy回归值为1，p值为00.05,则acy与0有显著性差异，即应存在；agy回归值为1，p值为00.05,则agy与0有显著性差异，即应存在；ajy回归值为1，p值为00.05,则aky与0没有显著性差异，即不应存在；axc回归值为7.2*10(-6)，p值为0.630.05,则axc与0没