影响山东省第一产业总因素的实证分析-_计量经济学课程论.doc

影响山东省第一产业总因素的实证分析 摘要： 第一产业是人类“母亲产业”，是人类抵御自然威胁和赖以生存的根本。社会生产的发展首先开始于农业，在第一产业发展的基础上才有其他产业的产生和发展，只有在第一产业和第二产业发展的基础上，才会有第三产业的发展。本文通过对第一产业的多功能性和国民经济基础地位的介绍来反映第一产业的重要性。随着改革开放的进行，国家对第一产业的重视程度越来越大，相继出现了凤阳小岗村等第一批以第一产业为主的现代化农村，随着新时代的到来，农村的经济建设更是成为国民经济建设的重要组成部分，国家提出的新农村建设旨在将旧农村发展为新型农村，加大经济增长，增强第一产业的收入，加快农村发展。关键词：第一产业 影响因素 经济背景： 第一产业一直被定位为我国经济发展的重要组成部分，在农村的发展过程中，农业的收入成为促进农村发展的重要组成部分，农业收入的增加才能促进农村的整体发展，农民的主要收入来自于第一产业从经济角度看，第一产业是国民经济的基础，是经济发展的基础。因为，第一产业是人类的衣食之源、生存之本。第一产业的发展状况直接影响着、左右着国民经济全局的发展。第一产业是国民经济中最基本的物质生产部门。第一产业总产值包括农业、种植业、牧业、渔业的收入，在不同的地区农民以不同的产业形势为主要形式。第一产业是人类社会的衣食之源，生存之本。第一产业是工业等其他物质生产部门与一切非物质生产部门存在与发展的必要条件。第一产业是工业特别是轻工业原料的主要来源。重工业中的橡胶工业、化学工业（如硝酸甘油的生产）等所用的原料来自第一产业中的农业；轻工业中的食品工业、纺织工业、皮革工业、烟酒业等所用的原料也来自农业。农业为工业的发展提供广阔的市场。农村既是重工业商品的广阔市场，也是轻工业商品的广阔市场。农业是国家建设资金积累的重要来源。农业以上缴农业税的方式直接国家积累资金，还通过农产品为原料的轻工业，间接地为国宾积累了相当多的资金。农业能为国民经济其他部门提供劳动力。随着第一产业的发展，农村中的剩余劳动力日益增多，这些剩余劳动力被充实到了国民经济的其他劳动部门。第一产业也是出口物资的重要来源。在出口商品构成上，工业品出口的比重逐年上升，但农、副产品及其加工品仍占重要地位。第一产业在商品出口创汇方面仍起着十分重要的作用。第一产业是支撑整个国民经济不断发展与进步的保障。第一部分一、模型的设定以及数据的收集： 为了具体分析各要素对第一产业总产值影响大小，选择了1963-2012年的50个数据。选择能反映第一产业总产值的影响因素为解释变量，包括农业、种植业、林业、牧业、渔业的收入产值：被解释变量为第一产业总产值，模型为 表1有山东省统计年鉴得到的1963年到2012年间的数据年 份农林牧渔业农 业林 业牧 业渔 业总 产 值种植业19634035.0531.160.253.980.72196442.1637.5333.40.383.650.79196543.8938.1234.560.493.520.83196644.9740.0535.40.663.370.89196736.4431.2130.360.873.540.82196838.3232.7732.710.264.091.14196945.6337.5638.160.394.871.25197050.4942.8842.790.555.761.3197166.7855.7555.620.98.141.99197272.3663.1861.661.458.972.15197379.8968.1967.161.989.862.23197486.4670.4872.982.2311.122.35197593.4375.8575.642.6512.332.61976100.3680.3780.122.614.243.15197799.2778.8378.42.114.723.621978102.2284.7783.711.8112.193.451979135.92113.34111.332.0416.613.931980160.91128.81126.224.5223.434.151981198.5155.62151.834.9133.044.941982218.51171.58167.987.2234.125.591983259.5208.75202.878.4836.216.061984310.11245.19236.648.648.28.121985335.42248.17236.6211.0762.8213.361986361.19269.51255.9212.6762.8416.171987413.18313.76299.0512.1164.1523.161988494.53331.59313.9814.8108.0740.071989547.66366.24347.6114.28124.7142.431990645.75419.5397.8520.45150.1955.611991779.18491.76471.5322.19186.5278.711992815.62462.58437.0323.73215.73113.581993944.99526.66511.4828.24239.9150.1919941282.25660.13649.8436.78348.78236.5619951678.16931.89922.9641.81433.62270.8419961962.121090.641078.0549.97512.6308.9119972058.321137.191107.3349.86550.58320.6919982174.541219.851184.6545.91583.4325.3819992202.951254.871232.4444.93572.95330.220002294.351300.441280.1247.62599.17347.1220012453.961401.341385.2247.22654.71350.6920022526.051420.881402.8148.25698.44358.4820032902.451599.32053.7831.34370.0420043453.911891.73059.491022.84426.0920053741.812033.95057.571125.04465.5220064058.622283.29065.481025.37522.9420074766.232604.07081.981313580.3520085612.962895.680102.241704.9686.2820096003.093223.990101.271683.83747.4220106650.943670.07086.531774.46847.3720117409.753843.62099.962171.92999.1120127945.763960.620107.012285.921267.07注:本表绝对数按当年价格计算。摘自山东省统计年鉴第二部分一、参数估计表2Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 22:02Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-1.3848284.630182-0.2990870.7663X11.0695960.02801438.181320.0000X2-0.0746530.011283-6.6163230.0000X30.7223920.5476031.3191890.1939X40.9271790.06850213.535080.0000X51.1933190.07958814.993740.0000R-squared0.999922Mean dependent var1576.837Adjusted R-squared0.999913S.D. dependent var2132.110S.E. of regression19.88668Akaike info criterion8.930144Sum squared resid17401.13Schwarz criterion9.159587Log likelihood-217.2536Hannan-Quinn criter.9.017517F-statistic112638.5Durbin-Watson stat0.632399Prob(F-statistic)0.000000二、模型的检验及修正1、经济意义的检验 从上表可以看出，所有的参数估计1=1.069596，2=-0.074653，3=0.722392，4=0.927179，5=1.193319。且01、3、4、5F所以应拒绝原假设，说明回归方程显著。2.3 T检验 由表2可得t检验的结果，t1=38.18132、t2=-6.616323、t3=1.319189、t4=13.53508、t5=14.99374，给定=0.05，查t分布表，在自由度为n-2=48时的临界值约为2，解释变量t1、t2、t3、t4的值均大于临界值，所以拒绝格子对应的H0 ；而t3的值为小于2，不能拒绝H0，所以林业产值对与第一产业的影响不显著，所以这表明很可能存在多重共线性或者是自相关。2.4多重共线性2.4.1检验多重共线性 计算各解释变量的相关系数，选择x1、x2、x3、x4数据，建立相关系数矩阵 有相关系数矩阵可以看出，个别解释变量相互之间的相关系数较高，证实确实存在多重共线性。 2.4.2 修正多重共线性 采用逐步回归的办法，去检验和解决多重共线性问题。分别作y对x1、x2、x3、x4、x5的一元回归， （1）对x1回归结果图： Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 22:35Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-95.1504319.71575-4.8261130.0000X11.9108770.014002136.46710.0000R-squared0.997429Mean dependent var1576.837Adjusted R-squared0.997376S.D. dependent var2132.110S.E. of regression109.2247Akaike info criterion12.26387Sum squared resid572641.4Schwarz criterion12.34035Log likelihood-304.5967Hannan-Quinn criter.12.29299F-statistic18623.27Durbin-Watson stat0.944817Prob(F-statistic)0.000000（2）对x2回归结果图 Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 22:36Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C1572.825377.03944.1715130.0001X20.0130570.7228770.0180620.9857R-squared0.000007Mean dependent var1576.837Adjusted R-squared-0.020826S.D. dependent var2132.110S.E. of regression2154.198Akaike info criterion18.22740Sum squared resid2.23E+08Schwarz criterion18.30388Log likelihood-453.6851Hannan-Quinn criter.18.25653F-statistic0.000326Durbin-Watson stat0.016925Prob(F-statistic)0.985664 （3）对x3回归结果图Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 22:37Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-274.119494.93581-2.8874180.0058X364.159722.20332929.119450.0000R-squared0.946425Mean dependent var1576.837Adjusted R-squared0.945309S.D. dependent var2132.110S.E. of regression498.6176Akaike info criterion15.30073Sum squared resid11933738Schwarz criterion15.37722Log likelihood-380.5184Hannan-Quinn criter.15.32986F-statistic847.9424Durbin-Watson stat0.321994Prob(F-statistic)0.000000（4）对x4回归结果图Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 22:37Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C91.1158622.243704.0962540.0002X43.4674620.029917115.90140.0000R-squared0.996439Mean dependent var1576.837Adjusted R-squared0.996365S.D. dependent var2132.110S.E. of regression128.5418Akaike info criterion12.58956Sum squared resid793103.4Schwarz criterion12.66604Log likelihood-312.7391Hannan-Quinn criter.12.61869F-statistic13433.15Durbin-Watson stat1.993065Prob(F-statistic)0.000000（5）对x5回归结果图Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 22:38Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C102.530850.612682.0257930.0484X57.1178450.14080150.552500.0000R-squared0.981564Mean dependent var1576.837Adjusted R-squared0.981180S.D. dependent var2132.110S.E. of regression292.4989Akaike info criterion14.23398Sum squared resid4106669.Schwarz criterion14.31046Log likelihood-353.8494Hannan-Quinn criter.14.26310F-statistic2555.556Durbin-Watson stat0.585467Prob(F-statistic)0.000000汇总的一元回归估计结果 变量x1x2x3x4x5参数估计1.9108770.01305764.159723.4674627.117845t统计量136.46710.01806329.11945115.901450.5525R20.9974290.0000070.9464250.9964390.981564修正可决系数0.997376-0.0208260.9453090.9963650.98118 加入x1后的R2=0.997429最大，且通过检验，但是加入X2后的t检验没有通过，且R2为负数，所以以x1为基础，顺次加入其他变量逐步回归。结果如下 Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:02Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-71.3376921.70027-3.2874100.0019X11.9114330.013450142.11800.0000X2-0.0790730.035205-2.2460740.0294R-squared0.997678Mean dependent var1576.837Adjusted R-squared0.997580S.D. dependent var2132.110S.E. of regression104.8945Akaike info criterion12.20191Sum squared resid517133.7Schwarz criterion12.31663Log likelihood-302.0478Hannan-Quinn criter.12.24560F-statistic10098.83Durbin-Watson stat1.044427Prob(F-statistic)0.000000Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:03Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-89.1120521.76720-4.0938680.0002X11.9526040.06362330.690340.0000X3-1.4748772.193008-0.6725360.5045R-squared0.997454Mean dependent var1576.837Adjusted R-squared0.997345S.D. dependent var2132.110S.E. of regression109.8532Akaike info criterion12.29429Sum squared resid567183.1Schwarz criterion12.40901Log likelihood-304.3573Hannan-Quinn criter.12.33798F-statistic9205.611Durbin-Watson stat1.054568Prob(F-statistic)0.000000Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:03Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-15.0811110.55127-1.4293170.1595X11.0510470.06232716.863310.0000X41.5689780.11315513.865740.0000R-squared0.999495Mean dependent var1576.837Adjusted R-squared0.999474S.D. dependent var2132.110S.E. of regression48.92237Akaike info criterion10.67647Sum squared resid112489.7Schwarz criterion10.79119Log likelihood-263.9118Hannan-Quinn criter.10.72016F-statistic46510.50Durbin-Watson stat1.155096Prob(F-statistic)0.000000Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:04Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-59.1256214.25844-4.1467100.0001X11.4917490.05658426.363580.0000X51.5966230.2124667.5147330.0000R-squared0.998832Mean dependent var1576.837Adjusted R-squared0.998783S.D. dependent var2132.110S.E. of regression74.39292Akaike info criterion11.51472Sum squared resid260112.4Schwarz criterion11.62944Log likelihood-284.8681Hannan-Quinn criter.11.55841F-statistic20100.86Durbin-Watson stat0.998446Prob(F-statistic)0.000000 经比较，新加入x4的方程的修正可决系数最大为0.999495，且t检验显著，但是假如x3后其t检验不显著切系数为负值，所以选择保留x4，在x1、x4的基础上再加入其他新变量逐步回归，结果：Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:06Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-14.9499211.12972-1.3432430.1858X11.0520010.06711015.675680.0000X41.5672480.12183412.863800.0000X2-0.0007290.017679-0.0412260.9673R-squared0.999495Mean dependent var1576.837Adjusted R-squared0.999462S.D. dependent var2132.110S.E. of regression49.45036Akaike info criterion10.71643Sum squared resid112485.6Schwarz criterion10.86940Log likelihood-263.9109Hannan-Quinn criter.10.77468F-statistic30348.40Durbin-Watson stat1.152293Prob(F-statistic)0.000000Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:07Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-10.1588911.17457-0.9091080.3680X11.0873560.06818915.946280.0000X41.5664310.11243713.931570.0000X3-1.2340040.970448-1.2715830.2099R-squared0.999512Mean dependent var1576.837Adjusted R-squared0.999480S.D. dependent var2132.110S.E. of regression48.60442Akaike info criterion10.68192Sum squared resid108669.9Schwarz criterion10.83489Log likelihood-263.0481Hannan-Quinn criter.10.74017F-statistic31414.53Durbin-Watson stat1.168497Prob(F-statistic)0.000000Dependent Variable: YMethod: Least SquaresDate: 12/19/13 Time: 23:07Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-12.809556.553749-1.9545370.0567X11.0092090.03898025.890690.0000X41.2319090.08016715.366800.0000X50.8630510.0989898.7186760.0000R-squared0.999810Mean dependent var1576.837Adjusted R-squared0.999797S.D. dependent var2132.110S.E. of regression30.36332Akaike info criterion9.740966Sum squared resid42408.84Schwarz criterion9.893928Log likelihood-239.5242Hannan-Quinn criter.9.799215F-statistic80521.68Durbin-Watson stat0.634394Prob(F-statistic)0.000000 新加入的x5方程后的R2值最大，且通过了t检验;加入x2、x3后其t检验不通过不显著且系数为负值，所以在x1、x4、x5的基础上继续进行回归。结果图如下： Dependent Variable: YMethod: Least SquaresDate: 12/20/13 Time: 10:36Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-0.4316104.610915-0.0936060.9258X11.0792230.02726839.578760.0000X40.9636820.06317815.253490.0000X51.1580210.07556915.323990.0000X2-0.0644560.008287-7.7780670.0000R-squared0.999919Mean dependent var1576.837Adjusted R-squared0.999912S.D. dependent var2132.110S.E. of regression20.04958Akaike info criterion8.928933Sum squared resid18089.36Schwarz criterion9.120136Log likelihood-218.2233Hannan-Quinn criter.9.001744F-statistic138519.0Durbin-Watson stat0.654497Prob(F-statistic)0.000000Dependent Variable: YMethod: Least SquaresDate: 12/20/13 Time: 10:37Sample: 1963 2012Included observations: 50VariableCoefficientStd. Errort-StatisticProb.C-5.7176226.401640-0.8931500.3765X11.0596420.03906827.122940.0000X41.2174630.07347416.570040.0000X50.8907390.0909729.7913930.0000X3-1.7596830.557141-3.1584140.0028R-squared0.999844Mean dependent var1576.837Adjusted R-squared0.999830S.D. dependent var2132.110S.E. of regression27.77431Akaike info criterion9.580740Sum squared resid34713.55Schwarz criterion9.771942Log likelihood-234.5185Hannan-Quinn criter.9.653551F-statistic72177.37Durbin-Watson stat0.804851Prob(F-statistic)0.000000 通过以上两个表看出加入x2、x3后虽然都通过了t检验但是系数均为负值，不符合经济意义的检验，所以看出是x2、x3存在多重共线性，应予以剔除。2.4.3 最后结果为Dependent Variable: YMethod: Le