自相关问检验的Eviews的操作方法.doc

计量经济学实验报告 实验目的：掌握自相关问题的检验以及相关的Eviews的操作方法。实验内容：消费总量的多少主要有GDP决定。为了考察GDP对消费总额的影响，可使用如下模型：Y=；其中，X表示GDP，Y表示消费总量。下表列出了中国1990-2000的GDP的X与消费总额Y的统计数据。年份GDP（X）消费总额（Y）年份GDP（X）消费总额（Y）199018319.511365.2199879003.346405.9199121280.413145.9199982673.249722.8199225863.715952.1200089112.554617.2199334500.720182.1200198592.958927.4199446690.7267962002107897.662798.5199558510.5336352003121730.367493.5199668330.440003.92004142394.275439.7199774894.243579.4一、估计回归方程OLS法的估计结果如下：Y=2329.401+0.546950X（1.954322）（36.71110）R=0.990446，=0.989711，SE=2091.475，D.W.=0.478071。二、进行序列相关性检验（1）图示检验法（2）回归检验法一阶回归检验二阶回归检验=1.144406e0.343796e+3）拉格朗日乘数（LM）检验法Breusch-Godfrey Serial Correlation LM Test:F-statistic29.41781 Probability0.000038Obs*R-squared12.63731 Probability0.001802Test Equation:Dependent Variable: RESIDMethod: Least SquaresDate: 12/17/12 Time: 21:51VariableCoefficientStd. Errort-StatisticProb. C37.31393644.33150.0579110.9549X-0.0020080.009377-0.2141440.8344RESID(-1)1.7440860.2343267.4429980.0000RESID(-2)-1.0882430.315853-3.4454080.0055R-squared0.842487 Mean dependent var4.37E-12Adjusted R-squared0.799529 S.D. dependent var2015.396S.E. of regression902.3726 Akaike info criterion16.67111Sum squared resid8957040. Schwarz criterion16.85992Log likelihood-121.0333 F-statistic19.61188Durbin-Watson stat2.360720 Prob(F-statistic)0.000101C=37.31393 x=-0.002008 RESID(-1)=1.744086 RESID(-2)= -1.088243三、序列相关的补救Dependent Variable: DYMethod: Least SquaresDate: 12/17/12 Time: 22:07Sample(adjusted): 1991 2004Included observations: 14 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C2369.885789.98442.9999140.0111DX0.4658800.02932815.885200.0000R-squared0.954604 Mean dependent var13875.68Adjusted R-squared0.950821 S.D. dependent var5320.847S.E. of regression1179.971 Akaike info criterion17.11593Sum squared resid16707973 Schwarz criterion17.20722Log likelihood-117.8115 F-statistic252.3397Durbin-Watson stat0.521473 Prob(F-statistic)0.000000（2）科克伦-奥科特法估计模型Dependent Variable: YMethod: Least SquaresDate: 12/17/12 Time: 22:09Sample(adjusted): 1991 2004Included observations: 14 after adjusting endpointsConvergence achieved after 16 iterationsVariableCoefficientStd. Errort-StatisticProb. C55169.4154542.801.0114880.3335X0.3452920.0577545.9786750.0001AR(1)0.9612530.04200422.884910.0000R-squared0.998047 Mean dependent var43478.53Adjusted R-squared0.997691 S.D. dependent var19591.16S.E. of regression941.3171 Akaike info criterion16.71985Sum squared resid9746856. Schwarz cri