计量经济学第二版庞皓第二章答案.doc

2.1Dependent Variable: GDPMethod: Least SquaresDate: 04/02/11 Time: 11:47Sample: 1990 2007Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C18205.582212.0598.2301500.0000M20.5669440.01201547.185680.0000R-squared0.992865Mean dependent var99944.23Adjusted R-squared0.992419S.D. dependent var67032.57S.E. of regression5836.402Akaike info criterion20.28606Sum squared resid5.45E+08Schwarz criterion20.38499Log likelihood-180.5745Hannan-Quinn criter.20.29970F-statistic2226.489Durbin-Watson stat0.375677Prob(F-statistic)0.000000CovarianceCorrelationGDPM2GDP4.24E+091.000000M27.43E+091.31E+100.9964261.000000经济意义: 这说明中国货币供应量与国内生产总值(GDP)的线性相关系数为0.996426,线性相关程度相当高。22Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 12:51Sample: 1 7Included observations: 7VariableCoefficientStd. Errort-StatisticProb.C-12.7785396.98004-0.1317650.9003X14.403591.36916610.519980.0001R-squared0.956774Mean dependent var852.6714Adjusted R-squared0.948128S.D. dependent var596.5637S.E. of regression135.8696Akaike info criterion12.89622Sum squared resid92302.73Schwarz criterion12.88077Log likelihood-43.13679Hannan-Quinn criter.12.70521F-statistic110.6699Durbin-Watson stat1.438932Prob(F-statistic)0.000134相关系数：CovarianceCorrelationXYX1406.8071.000000Y20263.07305047.00.9781481.000000说明美国软饮料公司的广告费用X与销售数量Y的正相关程度相当高。2.3（1）Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 13:17Sample: 1990 2007Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C20.461069.8674402.0735930.0546X0.0849650.00325526.103760.0000R-squared0.977058Mean dependent var215.9467Adjusted R-squared0.975624S.D. dependent var174.6014S.E. of regression27.26021Akaike info criterion9.553172Sum squared resid11889.90Schwarz criterion9.652103Log likelihood-83.97855Hannan-Quinn criter.9.566814F-statistic681.4064Durbin-Watson stat0.982033Prob(F-statistic)0.000000Y=20.461060.084965X （9.867440）（0.003255）t =（2.073593）（26.10376）R=0.977058 F=681.4064 n=18（2）斜率系数的经济意义：斜率系数0.084965表示深圳市本市生产总值每增加1亿元，平均来说可导致地方预算内财政收入增加0.084965亿元。（3）检验：t=26.1038说明,深圳市的GDP对地方财政收入确有显著影响。，说明GDP解释了地方财政收入变动的近98%，模型拟合程度较好。（4）预测：Yf=700.1826 这是当2008年Xf=8000时地方预算内财政收入的点预测值。YXMean215.94672300.773Median174.30001669.375Maximum658.06006801.570Minimum21.70000171.6700Std. Dev.174.60142031.266Skewness1.0397980.863095Kurtosis3.4564702.605700Jarque-Bera3.3998112.351403Probability0.1827010.308602Sum3887.04041413.91Sum Sq. Dev.518256.070142696Observations1818 预测值及标准误差2.4（1）Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 18:02Sample: 1978 2007Included observations: 30VariableCoefficientStd. Errort-StatisticProb.C3044.344895.40423.3999660.0020X0.5301120.00967054.820750.0000R-squared0.990769Mean dependent var36584.59Adjusted R-squared0.990440S.D. dependent var36622.87S.E. of regression3580.904Akaike info criterion19.26896Sum squared resid3.59E+08Schwarz criterion19.36237Log likelihood-287.0344Hannan-Quinn criter.19.29884F-statistic3005.314Durbin-Watson stat0.128755Prob(F-statistic)0.000000=3044.344+0.530112所估计的参数： =3044.344 =0.530112（2）标准误差=3580.904 可决系数=0.990769 （3）回归估计的标准误差即估计的随机扰动项的标准误差,估计参数和检验结果得, 可决系数为0.990769. )由t分布表可查得，由于 ，或由P值=0.000可以看出, 对回归系数进行显著性水平为5%的显著性检验表明, 国民总收入对最终消费有显著影响。（4）=162433.2XYMean63270.0736584.59Median31098.6519551.60Maximum251483.2128444.6Minimum3645.2172239.100Std. Dev.68765.5136622.87Skewness1.2002970.927104Kurtosis3.5478992.777592Jarque-Bera7.5788024.359443Probability0.0226090.113073Sum1898102.1097538.Sum Sq. Dev.1.37E+113.89E+10Observations3030 预测值及标准误差如果2008年全年国民总收入为300670亿元，预测可能达到的最终消费水平为:(亿元)2.5（1）散点图（2）由图形看出航班正点到达比率和每10 万名乘客投诉次数呈现负相关关系,计算线性相关系数为-0.882607（3）建立描述投诉率（Y）依赖航班按时到达正点率（X）的回归方程：Y=+（4）Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 18:57Sample: 1 9Included observations: 9VariableCoefficientStd. Errort-StatisticProb.C6.0178321.0522605.7189610.0007X-0.0704140.014176-4.9672540.0016R-squared0.778996Mean dependent var0.797778Adjusted R-squared0.747424S.D. dependent var0.319991S.E. of regression0.160818Akaike info criterion-0.623958Sum squared resid0.181037Schwarz criterion-0.580130Log likelihood4.807811Hannan-Quinn criter.-0.718538F-statistic24.67361Durbin-Watson stat2.526971Prob(F-statistic)0.001624即 i i Y = 6.017832 0.070414X（1.017832）（-0.014176）t=(5.718961) (-4.967254)R2=0.778996 F=24.67361CovarianceCorrelationXYX14.300001.000000Y-1.0069260.091017-0.8826071.000000这说明当航班正点到达比率每提高1 个百分点, 平均说来每10 万名乘客投诉次数将下降0.07 次。（5）Mean74.133330.797778Median73.800000.740000Maximum81.800001.250000Minimum68.500000.210000Std. Dev.4.0109230.319991Skewness0.485286-0.184059Kurtosis2.5828182.625684Jarque-Bera0.4185190.103359Probability0.8111850.949633Sum667.20007.180000Sum Sq. Dev.128.70000.819156Observations99每10万名乘客投诉的次数为：=0.384630（次）2.6（1）CovarianceCorrelationYXY52.429381.000000X3.4806170.5774690.6325641.000000每股帐面价值和当年红利的相关系数为0.632564 （2）建立每股帐面价值X和当年红利Y的回归方程：Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 19:15Sample: 1 16Included observations: 16VariableCoefficientStd. Errort-StatisticProb.C6.4795583.5605641.8198120.0902X6.0273691.9723543.0559260.0085R-squared0.400138Mean dependent var16.34937Adjusted R-squared0.357290S.D. dependent var7.478280S.E. of regression5.995276Akaike info criterion6.536289Sum squared resid503.2067Schwarz criterion6.632863Log likelihood-50.29031Hannan-Quinn criter.6.541235F-statistic9.338684Durbin-Watson stat1.490968Prob(F-statistic)0.008549(3)回归系数的经济意义：平均说来公司的股票每股红利增加1元，当年帐面价值将增加6.027369元2.7（1）(1)建立回归模型: 用OLS法估计参数: 22估计结果为: 说明该百货公司销售收入每增加1元,平均说来销售成本将增加0.7863元。(2)计算可决系数和回归估计的标准误差可决系数为： 由R 可得 =(1-0.999834)*262855.25=43.63397回归估计的标准误差: =(3) 对进行显著水平为5%的显著性检验= = 查表得 时,（12-1） =2.228245.4189 表明显著不为0,销售收入对销售成本有显著影响.(4) 假定下年1月销售收入为800万元，利用拟合的回归方程预测其销售成本，并给出置信度为95%的预测区间。=40.3577+0.7863=669.3977(万元)2.8（1）人均寿命与人均GDP关系 Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 20:08Sample: 1 22Included observations: 22VariableCoefficientStd. Errort-StatisticProb.C56.647941.96082028.889920.0000X10.1283600.0272424.7118340.0001R-squared0.526082Mean dependent var62.50000Adjusted R-squared0.502386S.D. dependent var10.08889S.E. of regression7.116881Akaike info criterion6.849324Sum squared resid1013.000Schwarz criterion6.948510Log likelihood-73.34257Hannan-Quinn criter.6.872689F-statistic22.20138Durbin-Watson stat0.629074Prob(F-statistic)0.000134人均寿命与成人识字率关系Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 20:11Sample (adjusted): 1 21Included observations: 21 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.C41.135643.03243513.565220.0000X20.3180380.0407517.8044330.0000R-squared0.762230Mean dependent var63.42857Adjusted R-squared0.749716S.D. dependent var9.325081S.E. of regression4.665189Akaike info criterion6.008527Sum squared resid413.5159Schwarz criterion6.108005Log likelihood-61.08953Hannan-Quinn criter.6.030116F-statistic60.90918Durbin-Watson stat1.516430Prob(F-statistic)0.000000人均寿命与一岁儿童疫苗接种率关系Dependent Variable: YMethod: Least SquaresDate: 04/02/11 Time: 20:12Sample (adjusted): 1 21Included observations: 21 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.C43.388397.7077145.6292160.0000X30.2558320.0957372.6722430.0151R-squared0.273169Mean dependent var63.42857Adjusted R-squared0.234915S.D. dependent var9.325081S.E. of regression8.156569Akaike info criterion7.125917Sum squared resid1264.063Schwarz criterion7.225395Log likelihood-72.82213Hannan-Quinn criter.7.147506F-statistic7.140884Durbin-Watson stat1.188729Prob(F-statistic)0.015064（2）对所建立的多个回归模型进行检验由人均GDP、成人识字率、一岁儿童疫苗接种率分别对人均寿命回归结果的参数t检验值均明确大于其临界值,而且从对应的P值看,均小于0.05,所以人均GDP、成人识字率、一岁儿童疫苗接种率分别对人均寿命都有显著影响.（3）分析对比各个简单线性回归模型人均寿命与人均GDP回归的可决系数为0.526082人均寿命与成人识字率回归的可决系数为0.762230人均寿命与一岁儿童疫苗接种率的可决系数为0.273169相对说来,人均寿命由成人识字率作出解释的比重更大一些2.9没有截距项的过原点回归模型为: 因为 那么最小值的点应该