第四章练习题.doc

1.根据搜集到的我国19832001年19年的民航客运量y、国内生产总值x1、实际利用外资额x2 、民航里程x3 、来华旅游入境人数x4数据资料进行分析，下面是其Eviews的案例分析结果： Dependent Variable: YMethod: Least SquaresDate: 09/22/08 Time: 21:11Sample: 1 19Included observations: 19VariableCoefficientStd. Errort-StatisticProb.C-139.1572232.6374-0.5981720.5593X10.0363970.014217（1）0.0227X2（2）1.4674691.0979130.2908X37.505461（3）0.7855040.4452X40.2122160.1426291.4878910.1590R-squared0.988977Mean dependent var3329.789Adjusted R-squared(4)S.D. dependent var2370.662S.E. of regression282.2216Akaike info criterion14.34420Sum squared resid1115086.Schwarz criterion14.59273Log likelihood-131.2699F-statistic314.0201Durbin-Watson stat1.890784Prob(F-statistic)0.000000White Heteroskedasticity Test:F-statistic2.633628Probability0.076698Obs*R-squared12.88458Probability0.115883Test Equation:Dependent Variable: RESID2Method: Least SquaresDate: 10/13/08 Time: 22:56Sample: 1 19Included observations: 19VariableCoefficientStd. Errort-StatisticProb.C-80010.10106191.3-0.7534520.4685X14.65632914.882230.3128780.7608X126.53E-050.0001490.4372550.6712X2-117.8830903.4451-0.1304820.8988X22-0.6221131.052638-0.5910040.5676X33006.4996347.7150.4736350.6459X32-16.6394028.98757-0.5740180.5786X41.82572465.471750.0278860.9783X42-0.0090940.008874-1.0248480.3296R-squared0.678136Mean dependent var58688.75Adjusted R-squared0.420645S.D. dependent var70617.55S.E. of regression53750.83Akaike info criterion24.92762Sum squared resid2.89E+10Schwarz criterion25.37499Log likelihood-227.8124F-statistic2.633628Durbin-Watson stat2.990826Prob(F-statistic)0.076698（1）将上边表中的所缺数值（1）-（4）补齐；（2）检验各回归系数的统计显著性。（3）利用经典判断法你认为该模型中是否存在多重共线性的可能性。（4）检验模型是否存在自相关。（ (5) 检验模型是否存在异方差.2.为了考察我国农村家庭从事农业劳动的收入（x1）和农业以外的其他收入(x2)变动对农村家庭人均消费(y)增长的影响，现对三个变量进行回归分析得到如下结果。根据输出结果完成下列要求：1）. 用标准记法写出样本回归方程，并解释各回归系数的经济含义；2）. 对模型进行异方差检验，说明模型是否存在异方差；3）对模型进行自相关检验，说明模型是否存在序列自相关；4）计算模型的方差扩大因子，说明模型是否存在多重共线性。（=0.05，=1.30，=1.57）Dependent Variable: LOG(Y)Method: Least SquaresDate: 11/09/07 Time: 21:34Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb. C1.6025280.8609781.8612880.0732LOG(X1)0.3254160.1037693.1359550.0040LOG(X2)0.5070780.04859910.433850.0000R-squared0.796506 Mean dependent var7.448704Adjusted R-squared0.781971 S.D. dependent var0.364648S.E. of regression0.170267 Akaike info criterion-0.611128Sum squared resid0.811747 Schwarz criterion-0.472355Log likelihood12.47249 F-statistic54.79806Durbin-Watson stat1.964720 Prob(F-statistic)0.000000White Heteroskedasticity Test:F-statistic4.920995 Probability0.004339Obs*R-squared13.35705 Probability0.009657Test Equation:Dependent Variable: RESID2Method: Least SquaresDate: 11/09/07 Time: 21:53Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb. C3.9821372.8828511.3813190.1789LOG(X1)-0.5792890.916069-0.6323640.5327(LOG(X1)20.0418390.0668660.6257100.5370LOG(X2)-0.5636560.203228-2.7735140.0101(LOG(X2)20.0402800.0138792.9021730.0075Dependent Variable: LOG(X1)Method: Least SquaresDate: 11/09/07 Time: 22:03Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb. C7.6305610.60502012.612090.0000LOG(X2)-0.1033320.084825-1.2181730.2330R-squared0.048680 Mean dependent var6.896563Adjusted R-squared0.015875 S.D. dependent var0.307141S.E. of regression0.304694 Akaike info criterion0.523321Sum squared resid2.692309 Schwarz criterion0.615837Log likelihood-6.111482 F-statistic1.483946Durbin-Watson stat1.269696 Prob(F-statistic)0.2329773. Eviews分析结果(局部）。 Dependent Variable: YMethod: Least SquaresDate: 10/28/07 Time: 11:07Sample(adjusted): 120Included observations: 20 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProb. C4.8267899.2173660.5236630.6193X10.1783810.308178（1）0.5838X20.688030（2）3.2779100.0169X3（3）0.156400-1.4235560.2044R-squared0.852805 Mean dependent var41.90000Adjusted R-squared（4） S.D. dependent var34.28783S.E. of regression16.11137 Akaike info criterion8.686101Sum squared resid1557.457 Schwarz criterion8.807135Log likelihood-39.43051 F-statistic11.58741Durbin-Watson stat3.579994 Prob(F-statistic)0.0065791）.填上（1）、（2）、（3）、（4）位置所缺数据；2.)以标准记法写出回归方程；3)检验各个偏回归系数的统计显著性；4）检验回归模型线性关系的显著性；5). 检验模型是否存在自相关（=0.05， =1.00，=1.68）4.下面是某案例的Eviews局部分析结果,根据输出结果完成下列要求（写出判断或检验的依据）:1说明模型是否存在多重共线性。2. 对模型进行异方差检验，说明模型是否存在异方差；3对模型进行自相关检验，说明模型是否存在序列自相关；（=0.05，=0.71，=2.06）Dependent Variable: YMethod: Least SquaresDate: 10/03/08 Time: 22:13Sample: 1983 2000Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C-12815.9614076.42-0.9104560.3805X16.2121400.7408098.3856190.0000X20.4213730.1268973.3205800.0061X3-0.1662530.059222-2.8072710.0158X4-0.0977260.067638-1.4448400.1741X5-0.0284030.202333-0.1403790.8907R-squared0.982801Mean dependent var44127.11Adjusted R-squared0.975635S.D. dependent var4409.100S.E. of regression688.2328Akaike info criterion16.16733Sum squared resid5683973.Schwarz criterion16.46412Log likelihood-139.5060F-statistic137.1430Durbin-Watson stat3.405930Prob(F-statistic)0.000000White Heteroskedasticity Test:F-statistic1.109456Probability0.459143Obs*R-squared11.03658Probability0.354675Test Equation:Dependent Variable: RESID2Method: Least SquaresDate: 10/03/08 Time: 22:50Sample: 1983 2000Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C3.49E+089.56E+080.3652070.7257X18408.8049356.7730.8986860.3987X12-1.1452781.445158-0.7924930.4541X2-10576.5016836.58-0.6281860.5498X220.0476850.0756730.6301380.5486X3474.4214369.75061.2830850.2403X32-0.0095780.007231-1.3245590.2269X4-926.4577599.5460-1.5452650.1662X420.0109930.0076801.4315250.1954X514742.439595.3931.5364070.1683X52-0.2306820.147639-1.5624680.1622R-squared0.613143Mean dependent var315844.5Adjusted R-squared0.060491S.D. dependent var533410.1S.E. of regression517025.2Akaike info criterion29.42733Sum squared resid1.87E+12Schwarz criterion29.97145Log likelihood-253.8460F-statistic1.109456Durbin-Watson stat2.375909Prob(F-statistic)0.4591435.某个案例的Eviews分析结果(局部）如下，根据输出结果完成下列要求（写出判断或检验的依据）：1说明模型是否存在多重共线性。2. 对模型进行异方差检验，说明模型是否存在异方差；3对模型进行自相关检验，说明模型是否存在序列自相关；（=0.05，=0.93，=1.69）Dependent Variable: YMethod: Least SquaresDate: 10/03/08 Time: 22:52Sample: 1983 2000Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C30538.0212311.202.4805070.0264X16.8937051.5334064.4956820.0005X4-0.2193800.130389-1.6825000.1146X50.0205140.4010290.0511530.9599R-squared0.911936Mean dependent var44127.61Adjusted R-squared0.893065S.D. dependent var4409.147S.E. of regression1441.833Akaike info criterion17.57835Sum squared resid29104338Schwarz criterion17.77621Log likelihood-154.2051F-statistic48.32494Durbin-Watson stat1.989729Prob(F-statistic)0.000000White Heteroskedasticity Test:F-statistic1.384302Probability0.302559Ob