计量经济学习题课综合练习.doc

本文档系作者精心整理编辑，实用价值高。综合练习一、Dependent Variable: DEBTMethod: Least SquaresDate: 05/31/06 Time: 08:35Sample: 1980 1995Included observations: 16VariableCoefficientStd. Errort-StatisticProb. C155.6083 （ ）0.2690420.7921INCOME（ ）0.06357312.990030.0000COST-56.4332931.45720 （ ） 0.0961R-squared0.989437 Mean dependent var2952.175Adjusted R-squared（ ） S.D. dependent var1132.051S.E. of regression（ ） Akaike info criterion12.66156Sum squared resid203062.2 Schwarz criterion12.80642Log likelihood-98.29245 F-statistic（ ）Durbin-Watson stat0.42201 Prob(F-statistic)0.000000注：DEBT抵押贷款债务，单位亿美元；INCOME个人收入，单位亿美元；COST抵押贷款费用，单位%。1. 完成Eviews回归结果中空白处内容。 2. 写出回归分析报告，并解释参数的意义。3.上述模型可能存在什么问题，如何修正二、分析财政支农资金结构对农民收入的影响，令Y（元）表示农民人均纯收入。X1（亿元）表示财政用于农业基本建设的支出，X2（亿元）表示财政用于农村基本建设支出，X3（亿元）表示农业科技三项费用，X4（亿元）表示农村救济费。建立如下回归模型Eviews输出结果如下：表1：Dependent Variable: YSample: 1985 2003Included observations: 19VariableCoefficientStd. Errort-StatisticProb. C134.5734200.64290.6707110.5133X11.6474470.6098502.7013980.0172X2-0.3540372.199568-0.1609580.8744X314.73859127.54320.1155580.9096X415.076487.9863291.8877860.0800R-squared0.920517 Mean dependent var1391.353Adjusted R-squared0.897807 S.D. dependent var822.1371S.E. of regression262.8173 Akaike info criterion14.20173Sum squared resid967021.0 Schwarz criterion14.45027Log likelihood-129.9164 F-statistic40.53451Durbin-Watson stat0.507406 Prob(F-statistic)0.000000表2：Dependent Variable: YSample: 1985 2003Included observations: 19VariableCoefficientStd. Errort-StatisticProb. C159.6613114.22261.3978090.1813X11.6280360.3905284.1688050.0007X414.851556.8869522.1564760.0466R-squared0.920351 Mean dependent var1391.353Adjusted R-squared0.910394 S.D. dependent var822.1371S.E. of regression246.1002 Akaike info criterion13.99329Sum squared resid969044.5 Schwarz criterion14.14242Log likelihood-129.9363 F-statistic92.44012Durbin-Watson stat0.542200 Prob(F-statistic)0.000000表3：White Heteroskedasticity Test:F-statistic5.668786 Probability0.006293Obs*R-squared11.74713 Probability0.019334Dependent Variable: RESID2Sample: 1985 2003Included observations: 19VariableCoefficientStd. Errort-StatisticProb. C32945.3352208.470.6310340.5382X168.27213434.51690.1571220.8774X12-0.0779200.279599-0.2786860.7846X4-2938.7807375.757-0.3984380.6963X4278.4699068.936751.1382880.2741R-squared0.618270 Mean dependent var51002.34Adjusted R-squared0.509204 S.D. dependent var80097.16S.E. of regression56113.51 Akaike info criterion24.92908Sum squared resid4.41E+10 Schwarz criterion25.17761Log likelihood-231.8262 F-statistic5.668786Durbin-Watson stat2.872506 Prob(F-statistic)0.006293表4：Dependent Variable: LOG(Y)Sample: 1985 2003Included observations: 19VariableCoefficientStd. Errort-StatisticProb. C2.1209820.2701817.8502210.0000LOG(X1)0.6563810.1142575.7447830.0000LOG(X4)0.3172810.1485442.1359390.0485R-squared0.971233 Mean dependent var7.036373Adjusted R-squared0.967637 S.D. dependent var0.683879S.E. of regression0.123028 Akaike info criterion-1.208867Sum squared resid0.242175 Schwarz criterion-1.059745Log likelihood14.48424 F-statistic270.0943Durbin-Watson stat0.679633 Prob(F-statistic)0.000000表5：White Heteroskedasticity Test:F-statistic2.767883 Probability0.069259Obs*R-squared8.390358 Probability0.078281Dependent Variable: RESID2Sample: 1985 2003Included observations: 19VariableCoefficientStd. Errort-StatisticProb. C-0.0079910.245682-0.0325270.9745LOG(X1)0.0039990.1264100.0316320.9752(LOG(X1)2-0.0020280.010324-0.1964730.8471LOG(X4)-0.0010510.145599-0.0072150.9943(LOG(X4)20.0064710.0202990.3187850.7546R-squared0.441598 Mean dependent var0.012746Adjusted R-squared0.282054 S.D. dependent var0.017859S.E. of regression0.015132 Akaike info criterion-5.323050Sum squared resid0.003206 Schwarz criterion-5.074514Log likelihood55.56898 F-statistic2.767883Durbin-Watson stat2.009847 Prob(F-statistic)0.069259表6：Dependent Variable: LOG(Y)Sample(adjusted): 1989 2003Included observations: 15 after adjusting endpointsConvergence achieved after 6 iterationsVariableCoefficientStd. Errort-StatisticProb. C1.5741420.2582166.0962330.0001LOG(X1)0.9094980.069043（1）0.0000LOG(X4)0.032630（2）6.4846390.0001AR(1)0.8380050.1315846.3685970.0001AR(4)-0.5881520.170344-3.4527230.0062R-squared0.990491 Mean dependent var7.281261Adjusted R-squared（3） S.D. dependent var0.540474S.E. of regression0.062359 Akaike info criterion-2.450609Sum squared resid0.038887 Schwarz criterion-2.214592Log likelihood23.37957 F-statistic260.4156Durbin-Watson stat2.112045 Prob(F-statistic)0.000000问题：1.通过表1的结果能初步发现什么问题？为什么？应该用什么方法处理该问题？（5分）2.如果