计量经济学作业.doc

本文档系作者精心整理编辑，实用价值高。3.6（1）答：建立家庭书刊消费的计量经济模型：（2）答：Eviews估计模型参数，结果为Dependent Variable: YMethod: Least SquaresDate: 10/29/11 Time: 21:27Sample(adjusted): 1 18Included observations: 18 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C-50.0163849.46026-1.0112440.3279X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000R-squared0.951235 Mean dependent var755.1222Adjusted R-squared0.944732 S.D. dependent var258.7206S.E. of regression60.82273 Akaike info criterion11.20482Sum squared resid55491.07 Schwarz criterion11.35321Log likelihood-97.84334 F-statistic146.2974Durbin-Watson stat2.605783 Prob(F-statistic)0.000000即， （49.46026） （0.02936） （5.20217） t= (-1.011244) (2.944186) (10.06702) R2=0.951235 F=146.297（3）答：检验户主受教育年数对家庭书刊消费是否有显著影响:由估计检验结果, 户主受教育年数参数对应的t 统计量为10.06702, 明显大于t的临界值，同时户主受教育年数参数所对应的P值为0.0000，明显小于，均可判断户主受教育年数对家庭书刊消费支出确实有显著影响。（4）答：本模型说明家庭月平均收入和户主受教育年数对家庭书刊消费支出有显著影响，家庭月平均收入增加1元，平均说来家庭书刊年消费支出将增加0.086元，户主受教育年数增加1年，平均说来家庭书刊年消费支出将增加52.37元。3.7（1）答：Eviews估计模型参数，结果为Dependent Variable: YMethod: Least SquaresDate: 10/30/11 Time: 21:57Sample(adjusted): 1 10Included observations: 10 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C62650.934013.01015.611950.0000X1-979.0570319.7843-3.0616170.0183X20.2861820.0583804.9020300.0017R-squared0.902218 Mean dependent var67033.00Adjusted R-squared0.874281 S.D. dependent var4904.504S.E. of regression1738.985 Akaike info criterion18.00332Sum squared resid21168473 Schwarz criterion18.09409Log likelihood-87.01658 F-statistic32.29408Durbin-Watson stat1.650804 Prob(F-statistic)0.000292根据上表，所以， （4013.010） （319.7843） （0.05838） t=（15.61195） （-3.061617） （4.902030）R2=0.902218 F=32.29408（2）答： 所以，在显著性水平为0.05的情况下，回归方程是显著的。（3）答：关于：，因此，在显著性水平为0.05的情况下，是显著的。 关于：，因此，在显著性水平为0.05的情况下，是显著的。3.9（1）答：Eviews估计模型参数，结果为Dependent Variable: YMethod: Least SquaresDate: 10/31/11 Time: 15:59Sample(adjusted): 1 18Included observations: 18 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C-0.97556830.32236-0.0321730.9748X1104.31466.40913616.275920.0000X20.4021900.1163483.4567760.0035R-squared0.979727 Mean dependent var755.1500Adjusted R-squared0.977023 S.D. dependent var258.6859S.E. of regression39.21162 Akaike info criterion10.32684Sum squared resid23063.27 Schwarz criterion10.47523Log likelihood-89.94152 F-statistic362.4430Durbin-Watson stat2.561395 Prob(F-statistic)0.000000根据上表，所以，（30.32236） （6.409136） （0.116348）t=（-0.032173） （16.27592） （3.456776）R2=0.979727 F=362.4430（2）答：关于：，因此，在显著性水平为0.05的情况下，是显著的。 关于：，因此，在显著性水平为0.05的情况下，是显著的。 关于： 关于：（3）答： 预测区间：, 取，得到 在的显著性水平下， 所以，Y的置信度为95%的预测区间为，即，4.3（1）答：表示收入需求弹性，即x每上升1%，y上升0.5%；表示价格需求弹性，即p每上升1%，y下降0.2%。（2）答：将需求函数的两边微分，得 因此，在收入条件不变的情况下，价格上涨10%，需求下降2%。（3）答：根据上题的微分形式，若要保持需求水平不变，价格上涨10%，收入要增加4%。4.4（1）答：Dependent Variable: YMethod: Least SquaresDate: 10/31/11 Time: 23:45Sample(adjusted): 1 17Included observations: 17 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C38.969073.85635110.105170.0000X0.2608780.01666415.654900.0000R-squared0.942325 Mean dependent var96.41176Adjusted R-squared0.938480 S.D. dependent var19.72216S.E. of regression4.891751 Akaike info criterion6.123109Sum squared resid358.9385 Schwarz criterion6.221134Log likelihood-50.04642 F-statistic245.0760Durbin-Watson stat0.629301 Prob(F-statistic)0.000000，C和X的t值均大于该值，故C和X满足显著性要求，。（2）答：Dependent Variable: Y1Method: Least SquaresDate: 10/31/11 Time: 23:52Sample(adjusted): 1 17Included observations: 17 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C1.4040510.1568138.9536490.0000X10.5889650.02931720.089810.0000R-squared0.964166 Mean dependent var4.547848Adjusted R-squared0.961777 S.D. dependent var0.213165S.E. of regression0.041675 Akaike info criterion-3.407698Sum squared resid0.026052 Schwarz criterion-3.309673Log likelihood30.96543 F-statistic403.6007Durbin-Watson stat0.734161 Prob(F-statistic)0.000000，C和X1的t值均大于该值，故C和X1满足显著性要求，。（3）答：Dependent Variable: YMethod: Least SquaresDate: 10/31/11 Time: 23:56Sample(adjusted): 1 17Included observations: 17 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C-192.966116.38000-11.780590.0000X154.212573.06227817.703350.0000R-squared0.954325 Mean dependent var96.41176Adjusted R-squared0.951280 S.D. dependent var19.72216S.E. of regression4.353186 Akaike info criterion5.889824Sum squared resid284.2535 Schwarz criterion5.987849Log likelihood-48.06350 F-statistic313.4086Durbin-Watson stat0.610822 Prob(F-statistic)0.000000，C和X1的t值均大于该值，故C和X1满足显著性要求，。（4）答：Dependent Variable: Y1Method: Least SquaresDate: 10/31/11 Time: 23:59Sample(adjusted): 1 17Included observations: 17 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C3.9315780.04643084.677640.0000X0.0027990.00020113.949720.0000R-squared0.928433 Mean dependent var4.547848Adjusted R-squared0.923662 S.D. dependent var0.213165S.E. of regression0.058896 Akaike info criterion-2.715956Sum squared resid0.052031 Schwarz criterion-2.617930Log likelihood25.08562 F-statistic194.5946Durbin-Watson stat0.529132 Prob(F-statistic)0.000000，C和X的t值均大于该值，故C和X满足显著性要求，。综上所述，以上各个模型均通过了显著性检验，因此，应以拟合优度最高的模型为最优模型，即，的变量处理下的模型为最优模型。4.6(1)答：对数需求函数为的回归方程为： 根据Eviews求解得，Dependent Variable: LNYMethod: Least SquaresDate: 11/01/11 Time: 16:33Sample(adjusted): 1 23Included observations: 23 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C1.5495040.09011317.195080.0000LNX10.9969230.01911052.166340.0000LNX2-0.3313640.024310-13.630860.0000R-squared0.994130 Mean dependent var4.412077Adjusted R-squared0.993543 S.D. dependent var0.224107S.E. of regression0.018008 Akaike info criterion-5.074916Sum squared resid0.006486 Schwarz criterion-4.926808Log likelihood61.36153 F-statistic1693.652Durbin-Watson stat0.807846 Prob(F-statistic)0.000000说明在其他条件不变的情况下，实际GDP指数增加1%，能源需求指数将增长0.9969%；在其他条件不变的情况下，能源价格指数增加1%，能源需求指数将降低0.3314%。通过观察P值，发现三个P值均为0，说明实际GDP指数和能源价格指数对能源需求指数的影响是显著的。（2）答：线性需求函数为的回归方程为：根据Eviews求解得，Dependent Variable: YMethod: Least SquaresDate: 11/01/11 Time: 17:00Sample(adjusted): 1 23Included observations: 23 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C28.255061.42148819.877090.0000X10.9808490.01945450.419000.0000X2-0.2584260.015282-16.910310.0000R-squared0.993890 Mean dependent var84.34348Adjusted R-squared0.993279 S.D. dependent var17.50999S.E. of regression1.435479 Akaike info criterion3.681982Sum squared resid41.21199 Schwarz criterion3.830090Log likelihood-39.34279 F-statistic1626.707Durbin-Watson stat0.977840 Prob(F-statistic)0.000000说明在其他条件不变的情况下，实际GDP指数增加1个单位，能源需求指数将增长0.9808个单位；在其他条件不变的情况下，能源价格指数增加1个单位，能源需求指数将降低0.2584个单位。通过观察P值，发现三个P值均为0，说明实际GDP指数和能源价格指数对能源需求指数的影响是显著的。（3）答：若两个模型结论不同，我选择第一个对数需求模型。因为，双对数模型在处理非线性数据时，不仅在拟合优度上更加完美，而且其回归系数即是自变量对因变量的弹性，具有实际的经济意义。4.7答：根据Eviews，解得Dependent Variable: YMethod: Least SquaresDate: 11/01/11 Time: 20:19Sample(adjusted): 1 15Included observations: 15 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C-0.4526001.351478-0.3348920.7430X1.3337850.4467062.9858210.0105R-squared0.406802 Mean dependent var3.580020Adjusted R-squared0.361172 S.D. dependent var0.237450S.E. of regression0.189786 Akaike info criterion-0.362270Sum squared resid0.468245 Schwarz criterion-0.267863Log likelihood4.717025 F-statistic8.915129Durbin-Watson stat1.803048 Prob(F-statistic)0.010522所以，可知，。假设，所以，应接受，拒绝，即在显著性水平为0.05的情况下，它和1统计上无显著差异。4.9（1）答：Dependent Variable: ZMethod: Least SquaresDate: 11/01/11 Time: 21:32Sample: 1 10Included observations: 10VariableCoefficientStd. Errort-StatisticProb. C0.0139310.00091915.166340.0000X7.68E-051.78E-054.3182470.0026R-squared0.699781 Mean dependent var0.016918Adjusted R-squared0.662254 S.D. dependent var0.003289S.E. of regression0.001912 Akaike info criterion-9.504937Sum squ