计量经济学庞皓第三版课后答案

第二章简单线性回归模型21（1）首先分析人均寿命与人均GDP的数量关系，用EVIEWS分析DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/27/14TIME2100SAMPLE122INCLUDEDOBSERVATIONS22VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBC56647941960820288899200000X101283600027242471183400001RSQUARED0526082MEANDEPENDENTVAR6250000ADJUSTEDRSQUARED0502386SDDEPENDENTVAR1008889SEOFREGRESSION7116881AKAIKEINFOCRITERION6849324SUMSQUAREDRESID1013000SCHWARZCRITERION6948510LOGLIKELIHOOD7334257HANNANQUINNCRITER6872689FSTATISTIC2220138DURBINWATSONSTAT0629074PROBFSTATISTIC0000134有上可知，关系式为Y56647940128360X1关于人均寿命与成人识字率的关系，用EVIEWS分析如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/26/14TIME2110SAMPLE122INCLUDEDOBSERVATIONS22VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBC38794243532079109834000000X203319710046656711530800000RSQUARED0716825MEANDEPENDENTVAR6250000ADJUSTEDRSQUARED0702666SDDEPENDENTVAR1008889SEOFREGRESSION5501306AKAIKEINFOCRITERION6334356SUMSQUAREDRESID6052873SCHWARZCRITERION6433542LOGLIKELIHOOD6767792HANNANQUINNCRITER6357721FSTATISTIC5062761DURBINWATSONSTAT1846406PROBFSTATISTIC0000001由上可知，关系式为Y38794240331971X2关于人均寿命与一岁儿童疫苗接种率的关系，用EVIEWS分析如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/26/14TIME2114SAMPLE122INCLUDEDOBSERVATIONS22VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBC31799566536434486497100001X303872760080260482528500001RSQUARED0537929MEANDEPENDENTVAR6250000ADJUSTEDRSQUARED0514825SDDEPENDENTVAR1008889SEOFREGRESSION7027364AKAIKEINFOCRITERION6824009SUMSQUAREDRESID9876770SCHWARZCRITERION6923194LOGLIKELIHOOD7306409HANNANQUINNCRITER6847374FSTATISTIC2328338DURBINWATSONSTAT0952555PROBFSTATISTIC0000103由上可知，关系式为Y31799560387276X3（2）关于人均寿命与人均GDP模型，由上可知，可决系数为0526082，说明所建模型整体上对样本数据拟合较好。对于回归系数的T检验T（1）4711834T0025202086，对斜率系数的显著性检验表明，人均GDP对人均寿命有显著影响。关于人均寿命与成人识字率模型，由上可知，可决系数为0716825，说明所建模型整体上对样本数据拟合较好。对于回归系数的T检验T（2）7115308T0025202086，对斜率系数的显著性检验表明，成人识字率对人均寿命有显著影响。关于人均寿命与一岁儿童疫苗的模型，由上可知，可决系数为0537929，说明所建模型整体上对样本数据拟合较好。对于回归系数的T检验T（3）4825285T0025202086，对斜率系数的显著性检验表明，一岁儿童疫苗接种率对人均寿命有显著影响。22（1）对于浙江省预算收入与全省生产总值的模型，用EVIEWS分析结果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/03/14TIME1700SAMPLEADJUSTED133INCLUDEDOBSERVATIONS33AFTERADJUSTMENTSVARIABLECOEFFICIENTSTDERRORTSTATISTICX017612400040724325639C154306339081963948274RSQUARED0983702MEANDEPENDENTVARADJUSTEDRSQUARED0983177SDDEPENDENTVARSEOFREGRESSION1752325AKAIKEINFOCRITERIONSUMSQUAREDRESID9518997SCHWARZCRITERIONLOGLIKELIHOOD2162751HANNANQUINNCRITERFSTATISTIC1871115DURBINWATSONSTATPROBFSTATISTIC0000000PROB0000000004902514813510091322880133194913259310100021由上可知，模型的参数斜率系数0176124，截距为1543063关于浙江省财政预算收入与全省生产总值的模型，检验模型的显著性1）可决系数为0983702，说明所建模型整体上对样本数据拟合较好。2）对于回归系数的T检验T（2）4325639T00253120395，对斜率系数的显著性检验表明，全省生产总值对财政预算总收入有显著影响。用规范形式写出检验结果如下Y0176124X154306300040723908196T4325639（3948274）R20983702F1871115N33经济意义是全省生产总值每增加1亿元，财政预算总收入增加0176124亿元。（2）当X32000时，进行点预测，由上可知Y0176124X1543063，代入可得YY017612432000154306354816617进行区间预测X2（XIX）22XN176080212X3311852223473XFX232000600044126759770682当XF32000时，将相关数据代入计算得到5481661720395X1752325X1/331852223473/6759770682YF5481661720395X1752325X1/331852223473/6759770682即YF的置信区间为（54816617649649,54816617649649）3对于浙江省预算收入对数与全省生产总值对数的模型，由EVIEWS分析结果如下DEPENDENTVARIABLELNYMETHODLEASTSQUARESDATE12/03/14TIME1800SAMPLEADJUSTED133INCLUDEDOBSERVATIONS33AFTERADJUSTMENTSVARIABLECOEFFICIENTSTDERRORTSTATISTICPROBLNX09802750034296285826800000C19182890268213715212100000RSQUARED0963442MEANDEPENDENTVAR5573120ADJUSTEDRSQUARED0962263SDDEPENDENTVAR1684189SEOFREGRESSION0327172AKAIKEINFOCRITERION0662028SUMSQUAREDRESID3318281SCHWARZCRITERION0752726LOGLIKELIHOOD8923468HANNANQUINNCRITER0692545FSTATISTIC8169699DURBINWATSONSTAT0096208PROBFSTATISTIC0000000模型方程为LNY0980275LNX1918289由上可知，模型的参数斜率系数为0980275，截距为1918289关于浙江省财政预算收入与全省生产总值的模型，检验其显著性1）可决系数为0963442，说明所建模型整体上对样本数据拟合较好。2）对于回归系数的T检验T（2）2858268T00253120395，对斜率系数的显著性检验表明，全省生产总值对财政预算总收入有显著影响。经济意义全省生产总值每增长1，财政预算总收入增长098027524（1）对建筑面积与建造单位成本模型，用EVIEWS分析结果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/01/14TIME1240SAMPLE112INCLUDEDOBSERVATIONS12VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX64184004809828133443400000C18454751926446957968800000RSQUARED0946829MEANDEPENDENTVAR1619333ADJUSTEDRSQUARED0941512SDDEPENDENTVAR1312252SEOFREGRESSION3173600AKAIKEINFOCRITERION9903792SUMSQUAREDRESID1007174SCHWARZCRITERION9984610LOGLIKELIHOOD5742275HANNANQUINNCRITER9873871FSTATISTIC1780715DURBINWATSONSTAT1172407PROBFSTATISTIC0000000由上可得建筑面积与建造成本的回归方程为Y18454756418400X（2）经济意义建筑面积每增加1万平方米，建筑单位成本每平方米减少6418400元。（3）首先进行点预测，由Y18454756418400X得，当X45，Y1556647再进行区间估计由上表可知，X2（XIX）22XN119894192X121435357XFX24535233332095387843当XF45时，将相关数据代入计算得3173600X1/12435357/095387843Y3173600X1/12435357/095387843即YF的置信区间为（15566474781231,15566474781231）31（1）对百户拥有家用汽车量计量经济模型，用EVIEWS分析结果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE11/25/14TIME1238SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX259968651406058426502000002X305240270179280292295000069X422656800518837436684200002C24685405197500474947600001RSQUARED0666062MEANDEPENDENTVAR1677355ADJUSTEDRSQUARED0628957SDDEPENDENTVAR8252535SEOFREGRESSION5026889AKAIKEINFOCRITERION6187394SUMSQUAREDRESID6822795SCHWARZCRITERION6372424LOGLIKELIHOOD9190460HANNANQUINNCRITER6247709FSTATISTIC1795108DURBINWATSONSTAT1147253PROBFSTATISTIC0000001得到模型得Y24685405996865X20524027X32265680X4对模型进行检验1）可决系数是0666062，修正的可决系数为0628957，说明模型对样本拟合较好2）F检验，F1795108F（3,27）365，回归方程显著。3）T检验，T统计量分别为4749476，4265020，2922950，4366842，均大于T（27）20518，所以这些系数都是显著的。依据1）可决系数越大，说明拟合程度越好2）F的值与临界值比较，若大于临界值，则否定原假设，回归方程是显著的；若小于临界值，则接受原假设，回归方程不显著。3）T的值与临界值比较，若大于临界值，则否定原假设，系数都是显著的；若小于临界值，则接受原假设，系数不显著。（2）经济意义人均增加万元，百户拥有家用汽车增加5996865辆，城镇人口比重增加个百分点，百户拥有家用汽车减少0524027辆，交通工具消费价格指数每上升，百户拥有家用汽车减少2265680辆。（3）用EVIEWS分析得DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/08/14TIME1728SAMPLE131INCLUDEDOBSERVATIONS31VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX251356701010270508346500000LNX322810056771820336837800023LNX423084814946791466662400001C11487582282917503197400000RSQUARED0691952MEANDEPENDENTVAR1677355ADJUSTEDRSQUARED0657725SDDEPENDENTVAR8252535SEOFREGRESSION4828088AKAIKEINFOCRITERION6106692SUMSQUAREDRESID6293818SCHWARZCRITERION6291723LOGLIKELIHOOD9065373HANNANQUINNCRITER6167008FSTATISTIC2021624DURBINWATSONSTAT1150090PROBFSTATISTIC0000000模型方程为Y5135670X22281005LNX32308481LNX41148758此分析得出的可决系数为06919520666062，拟合程度得到了提高，可这样改进。32（）对出口货物总额计量经济模型，用EVIEWS分析结果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/01/14TIME2025SAMPLE19942011INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX201354740012799105845400000X318853489776181192851200729C18231588638216211057300520RSQUARED0985838MEANDEPENDENTVAR6619191ADJUSTEDRSQUARED0983950SDDEPENDENTVAR5767152SEOFREGRESSION7306306AKAIKEINFOCRITERION1617670SUMSQUAREDRESID8007316SCHWARZCRITERION1632510LOGLIKELIHOOD1425903HANNANQUINNCRITER1619717FSTATISTIC5220976DURBINWATSONSTAT1173432PROBFSTATISTIC0000000由上可知，模型为Y0135474X21885348X31823158对模型进行检验1）可决系数是0985838，修正的可决系数为0983950，说明模型对样本拟合较好2）F检验，F5220976F（2,15）477，回归方程显著3）T检验，T统计量分别为X2的系数对应T值为1058454，大于T（15）2131，系数是显著的，X3的系数对应T值为1928512，小于T（15）2131，说明此系数是不显著的。（2）对于对数模型，用EVIEWS分析结果如下DEPENDENTVARIABLELNYMETHODLEASTSQUARESDATE12/01/14TIME2025SAMPLE19942011INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBLNX215642210088988175778900000LNX317606950682115258122900209C20520485432487377736300018RSQUARED0986295MEANDEPENDENTVAR8400112ADJUSTEDRSQUARED0984467SDDEPENDENTVAR0941530SEOFREGRESSION0117343AKAIKEINFOCRITERION1296424SUMSQUAREDRESID0206540SCHWARZCRITERION1148029LOGLIKELIHOOD1466782HANNANQUINNCRITER1275962FSTATISTIC5397364DURBINWATSONSTAT0686656PROBFSTATISTIC0000000由上可知，模型为LNY20520481564221LNX21760695LNX3对模型进行检验1）可决系数是0986295，修正的可决系数为0984467，说明模型对样本拟合较好。2）F检验，F5397364F（2,15）477，回归方程显著。3）T检验，T统计量分别为3777363，1757789，2581229，均大于T（15）2131，所以这些系数都是显著的。（3）（1）式中的经济意义工业增加1亿元，出口货物总额增加0135474亿元，人民币汇率增加1，出口货物总额增加1885348亿元。（2）式中的经济意义工业增加额每增加1，出口货物总额增加1564221，人民币汇率每增加1，出口货物总额增加176069533（1）对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型，由EVIEWS分析结果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/01/14TIME2030SAMPLE118INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX00864500029363294418600101T52370315202167100670200000C50016384946026101124403279RSQUARED0951235MEANDEPENDENTVAR7551222ADJUSTEDRSQUARED0944732SDDEPENDENTVAR2587206SEOFREGRESSION6082273AKAIKEINFOCRITERION1120482SUMSQUAREDRESID5549107SCHWARZCRITERIONLOGLIKELIHOOD9784334HANNANQUINNCRITERFSTATISTIC1462974DURBINWATSONSTATPROBFSTATISTIC0000000模型为Y0086450X5237031T5001638113532111225282605783对模型进行检验1）可决系数是0951235，修正的可决系数为0944732，说明模型对样本拟合较好。2）F检验，F5397364F（2,15）477，回归方程显著。3）T检验，T统计量分别为2944186，1006702，均大于T（15）2131，所以这些系数都是显著的。经济意义家庭月平均收入增加1元，家庭书刊年消费支出增加0086450元，户主受教育年数增加1年，家庭书刊年消费支出增加5237031元。（2）用EVIEWS分析DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/01/14TIME2230SAMPLE118INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBT63016764548581138541600000C11581715802290019960608443RSQUARED0923054MEANDEPENDENTVAR7551222ADJUSTEDRSQUARED0918245SDDEPENDENTVAR2587206SEOFREGRESSION7397565AKAIKEINFOCRITERION1154979SUMSQUAREDRESID8755836SCHWARZCRITERION1164872LOGLIKELIHOOD1019481HANNANQUINNCRITER1156343FSTATISTIC1919377DURBINWATSONSTAT2134043PROBFSTATISTIC0000000DEPENDENTVARIABLEXMETHODLEASTSQUARESDATE12/01/14TIME2234SAMPLE118INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBT12315163184150386764400014C44458884061786109456502899RSQUARED0483182MEANDEPENDENTVAR1942933ADJUSTEDRSQUARED0450881SDDEPENDENTVAR6988325SEOFREGRESSION5178529AKAIKEINFOCRITERION1544170SUMSQUAREDRESID4290746SCHWARZCRITERION1554063LOGLIKELIHOOD1369753HANNANQUINNCRITER1545534FSTATISTIC1495867DURBINWATSONSTAT1052251PROBFSTATISTIC0001364以上分别是Y与T，X与T的一元回归模型分别是Y6301676T1158171X1231516T4445888（3）对残差进行模型分析，用EVIEWS分析结果如下DEPENDENTVARIABLEE1METHODLEASTSQUARESDATE12/03/14TIME2039SAMPLE118INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBE200864500028431304074200078C396E141388083285E1510000RSQUARED0366239MEANDEPENDENTVAR230E14ADJUSTEDRSQUARED0326629SDDEPENDENTVAR7176693SEOFREGRESSION5889136AKAIKEINFOCRITERION1109370SUMSQUAREDRESID5549107SCHWARZCRITERION1119264LOGLIKELIHOOD9784334HANNANQUINNCRITER1110735FSTATISTIC9246111DURBINWATSONSTAT2605783PROBFSTATISTIC0007788模型为E10086450E2396E14参数斜率系数为0086450，截距为396E14（3）由上可知，2与2的系数是一样的。回归系数与被解释变量的残差系数是一样的，它们的变化规律是一致的。36（1）预期的符号是X1，X2,X3,X4,X5的符号为正，X6的符号为负（2）根据EVIEWS分析得到数据如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/04/14TIME1324SAMPLE19942011INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX200013820001102125433002336X300019420003960049050106326X435790903559949100537703346X500047910005034095167103600X600455420095552047662106422C13777321573366087565903984RSQUARED0994869MEANDEPENDENTVAR1276667ADJUSTEDRSQUARED0992731SDDEPENDENTVAR9746631SEOFREGRESSION0830963AKAIKEINFOCRITERION2728738SUMSQUAREDRESID8285993SCHWARZCRITERION3025529LOGLIKELIHOOD1855865HANNANQUINNCRITER2769662FSTATISTIC4653617DURBINWATSONSTAT1553294PROBFSTATISTIC0000000与预期不相符。评价1）可决系数为0994869，数据相当大，可以认为拟合程度很好。2）F检验，F4653617F（512）3,89，回归方程显著3）T检验，X1，X2,X3,X4,X5，X6系数对应的T值分别为1254330，0490501，1005377，0951671，0476621，均小于T（12）2179，所以所得系数都是不显著的。（3）根据EVIEWS分析得到数据如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/03/14TIME1112SAMPLE19942011INCLUDEDOBSERVATIONS18VARIABLECOEFFICIENTSTDERRORTSTATISTICX50001032220E054679946X6005496500311841762581C420548133356021260786PROB000000098302266RSQUARED0993601MEANDEPENDENTVAR1276667ADJUSTEDRSQUARED0992748SDDEPENDENTVAR9746631SEOFREGRESSION0830018AKAIKEINFOCRITERION2616274SUMSQUAREDRESID1033396SCHWARZCRITERION2764669LOGLIKELIHOOD2054646HANNANQUINNCRITER2636736FSTATISTIC1164567DURBINWATSONSTAT1341880PROBFSTATISTIC0000000得到模型的方程为Y0001032X50054965X64205481评价1）可决系数为0993601，数据相当大，可以认为拟合程度很好。2）F检验，F1164567F（512）3,89，回归方程显著3）T检验，X5系数对应的T值为4679946，大于T（12）2179，所以系数是显著的，即人均GDP对年底存款余额有显著影响。X6系数对应的T值为1762581，小于T（12）2179，所以系数是不显著的。43（1）根据EVIEWS分析得到数据如下DEPENDENTVARIABLELNYMETHODLEASTSQUARESDATE12/05/14TIME1139SAMPLE19852011INCLUDEDOBSERVATIONS27VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBLNGDP13385330088610151058200000LNCPI04217910233295180797500832C31114860463010672012600000RSQUARED0988051MEANDEPENDENTVAR9484710ADJUSTEDRSQUARED0987055SDDEPENDENTVAR1425517SEOFREGRESSION0162189AKAIKEINFOCRITERION0695670SUMSQUAREDRESID0631326SCHWARZCRITERION0551689LOGLIKELIHOOD1239155HANNANQUINNCRITER0652857FSTATISTIC9922582DURBINWATSONSTAT0522613PROBFSTATISTIC0000000得到的模型方程为LNY1338533LNGDPT0421791LNCPIT3111486（2）该模型的可决系数为0988051，可决系数很高，F检验值为9922582，明显显著。但当005时，T（24）2064，LNCPI的系数不显著，可能存在多重共线性。得到相关系数矩阵如下LNGDP，LNCPI之间的相关系数很高，证实确实存在多重共线性。（3）由EVIEWS得A）DEPENDENTVARIABLELNYMETHODLEASTSQUARESDATE12/03/14TIME1441SAMPLE19852011INCLUDEDOBSERVATIONS27VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBLNGDP11857390027822426193300000C37506700312255120115600000RSQUARED0986423MEANDEPENDENTVAR9484710ADJUSTEDRSQUARED0985880SDDEPENDENTVAR1425517SEOFREGRESSION0169389AKAIKEINFOCRITERION0642056SUMSQUAREDRESID0717312SCHWARZCRITERION0546068LOGLIKELIHOOD1066776HANNANQUINNCRITER0613514FSTATISTIC1816407DURBINWATSONSTAT0471111PROBFSTATISTIC0000000BDEPENDENTVARIABLELNYMETHODLEASTSQUARESDATE12/03/14TIME1441SAMPLE19852011INCLUDEDOBSERVATIONS27VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBLNCPI29392950222756131951100000C68545351242243551787100000RSQUARED0874442MEANDEPENDENTVAR9484710ADJUSTEDRSQUARED0869419SDDEPENDENTVAR1425517SEOFREGRESSION0515124AKAIKEINFOCRITERION1582368SUMSQUAREDRESID6633810SCHWARZCRITERION1678356LOGLIKELIHOOD1936196HANNANQUINNCRITER1610910FSTATISTIC1741108DURBINWATSONSTAT0137042PROBFSTATISTIC0000000CDEPENDENTVARIABLELNGDPMETHODLEASTSQUARESDATE12/05/14TIME1111SAMPLE19852011INCLUDEDOBSERVATIONS27VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBLNCPI25110220158302158622700000C27963810882798316763400040RSQUARED0909621MEANDEPENDENTVAR1116214ADJUSTEDRSQUARED0906005SDDEPENDENTVAR1194029SEOFREGRESSION0366072AKAIKEINFOCRITERION0899213SUMSQUAREDRESID3350216SCHWARZCRITERION0995201LOGLIKELIHOOD1013938HANNANQUINNCRITER0927755FSTATISTIC2516117DURBINWATSONSTAT0099623PROBFSTATISTIC0000000得到的回归方程分别为1）LNY1185739LNGDPT37506702）LNY2939295LNCPIT68545353）LNGDPT2511022LNCPIT2796381对多重共线性的认识单方程拟合效果都很好，回归系数显著，判定系数较高，GDP和CPI对进口的显著的单一影响，在这两个变量同时引入模型时影响方向发生了改变，这只有通过相关系数的分析才能发现。（4）建议如果仅仅是作预测，可以不在意这种多重共线性，但如果是进行结构分析，还是应该引起注意的。44（1）按照设计的理论模型，由EVIEWS分析得DEPENDENTVARIABLECZSRMETHODLEASTSQUARESDATE12/03/14TIME1140SAMPLE19852011INCLUDEDOBSERVATIONS27VARIABLECOEFFICIENTSTDERRORTSTATISTICCZZC009011400443672031129GDP002533400050694998036SSZE117689400621621893271C221854013065321698038RSQUARED0999857MEANDEPENDENTVARADJUSTEDRSQUARED0999838SDDEPENDENTVARSEOFREGRESSION3530540AKAIKEINFOCRITERIONSUMSQUAREDRESID2866884SCHWARZCRITERIONLOGLIKELIHOOD1945455HANNANQUINNCRITERFSTATISTIC5349393DURBINWATSONSTATPROBFSTATISTIC0000000PROB00540000000000001030225725627739491470707148990514764161458128从回归结果可见，可决系数为0999857，校正的可决系数为0999838，模型拟合的很好。F的统计量为5349393，说明在005,水平下，回归方程回归方程整体上是显著的。但是T检验结果表明，国内生产总值对财政收入的影响显著，但回归系数的符号为负，与实际不符合。由此可得知，该方程可能存在多重共线性。（2）得到相关系数矩阵如下由上表可知，CZZC与GDP，CZZC与SSZE，GDP与SSZE之间的相关系数都非常高，说明确实存在多重共线性。方差扩大因子均大于10，存在严重多重共线性。并且通过以上分析，两两被解释变量之间相关性都很高。（4）解决方式分别作出财政收入与财政支出、国内生产总值、税收总额之间的一元回归。52（1）用图形法检验绘制E2的散点图，用EVIEWS分析如下由上图可知，模型可能存在异方差，GOLDFELDQUANADT检验1）定义区间为17时，由软件分析得DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/10/14TIME1452SAMPLE17INCLUDEDOBSERVATIONS7VARIABLECOEFFICIENTSTDERRORTSTATISTICT352066449014927182843X010994900619651774380C771258882328440936807RSQUARED0943099MEANDEPENDENTVARADJUSTEDRSQUARED0914649SDDEPENDENTVARSEOFREGRESSION3163265AKAIKEINFOCRITERIONSUMSQUAREDRESID4002499SCHWARZCRITERIONLOGLIKELIHOOD3215324HANNANQUINNCRITERFSTATISTIC3314880DURBINWATSONSTATPROBFSTATISTIC00032382得E1I40024992）定义区间为1218时，由软件分析得PROB000200150704019565685710827551004378100206097572671426262DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/10/14TIME1350SAMPLE1218INCLUDEDOBSERVATIONS7VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBT52405886923378756940900016X00686890053763127763502705C87892657992542010996809177RSQUARED0984688MEANDEPENDENTVAR8876143ADJUSTEDRSQUARED0977032SDDEPENDENTVAR2744148SEOFREGRESSION4158810AKAIKEINFOCRITERION1059103SUMSQUAREDRESID6918280SCHWARZCRITERION1056785LOGLIKELIHOOD3406861HANNANQUINNCRITER1030451FSTATISTIC1286166DURBINWATSONSTAT2390329PROBFSTATISTIC00002342得E2I69182803）根据GOLDFELDQUANADT检验，F统计量为FE2I2/E1I26918280/400249917285在005水平下，分子分母的自由度均为4，查分布表得临界值F005（4,4）639，因为F17285F005（10,10）298，所以拒绝原假设，此检验表明模型存在异方差。（3）1）采用WLS法估计过程中，用权数W11/X,建立回归得DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE12/09/14TIME1113SAMPLE131INCLUDEDOBSERVATIONS31WEIGHTINGSERIESW1VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX14258590119104119715700000C33481313443523097229803389WEIGHTEDSTATISTICSRSQUARED0831707MEANDEPENDENTVAR3946082ADJUSTEDRSQUARED0825904SDDEPENDENTVAR5361907SEOFREGRESSION5366796AKAIKEINFOCRITERION1547102SUMSQUAREDRESID8352726SCHWARZCRITERION1556354LOGLIKELIHOOD2378008HANNANQUINNCRITER1550118FSTATISTIC1433184DURBINWATSONSTAT1369081PROBFSTATISTIC0000000UNWEIGHTEDSTATISTICSRSQUARED0875855MEANDEPENDENTVAR4443526ADJUSTEDRSQUARED0871574SDDEPENDENTVAR1972072SEOFREGRESSION7067236SUMSQUAREDRESID14484289DURBINWATSONSTAT1532908对此模型进行WHITE检验得HETEROSKEDASTICITYTESTWHITEFSTATISTIC0299395PROBF2,2807436OBSRSQUARED0649065PROBCHISQUARE207229SCALEDEXPLAINEDSS1798067PROBCHISQUARE204070TESTEQUATIONDEPENDENTVARIABLEWGT_RESID2METHODLEASTSQUARESDATE12/10/14TIME2113SAMPLE131INCLUDEDOBSERVATIONS31COLLINEARTESTREGRESSORSDROPPEDFROMSPECIFICATIONVARIABLECOEFFICIENTSTDERRORTSTATISTICPROBC61927891045682005922209532WGT259392791173622050606406168XWGT228244077479780037760607086RSQUARED0020938MEANDEPENDENTVAR2694428ADJUSTEDRSQUARED0048995SDDEPENDENTVAR6891665SEOFREGRESSION7058476AKAIKEINFOCRITERION2986395SUMSQUAREDRESID140E13SCHWARZCRITERION3000273LOGLIKELIHOOD4598913HANNANQUINNCRITER2990919FSTATISTIC0299395DURBINWATSONSTAT1922336PROBFSTATISTIC0743610从上可知，NR20649065，比较计算的统计量的临界值，因为NR20649065F005（11,11）447，所以拒绝原假设，此检验表明模型存在异方差。WHITE检验用EVIEWS软件分析得HETEROSKEDASTICITYTESTWHITEFSTATISTIC1036759PROBF2,3100004OBSRSQUARED1362701PROBCHISQUARE200011SCALEDEXPLAINEDSS7613635PROBCHISQUARE200000TESTEQUATIONDEPENDENTVARIABLERESID2METHODLEASTSQUARESDATE12/11/14TIME1256SAMPLE134INCLUDEDOBSERVATIONS34VARIABLECOEFFICIENTSTDERRORTSTATISTICC115811126117110443430X276990127865400994029X2001223000051562371861RSQUARE