第十章练习题参考解答

第十章习题的参考解答练习题10.1下表显示某国宏观经济数据(GDP国内生产总值，单位： 10亿美元； PDI人可以控制收入，单位： 10亿美元PCE个人消费支出，单位： 10亿美元利润公司的税后利润，单位： 10亿美元利润公司的纯利润支出，单位： 10亿美元)。某国1980-2001年宏观经济季度数据季度国内生产总值PDIPCE利润奖金季度国内生产总值PDIPCE利润奖金Jan-80战斗机28788.81990.61800.544.724.5Jan-91战斗机3860.52783.72475.5159.3564Feb-80战斗机2860.32020.11087.544.423.9Feb-91战斗机3844.42776.72476.1143.768.4Mar-80战斗机2896.62045.31824.744.923.3Mar-91战斗机3864.52814.12487.4147.671.9Apr-80战斗机2873.72045.21821.242.123.1Apr-91战斗机3803.12808.82468.8140.372.4Jan-81战斗机2942.92073.91849.948.823.8Jan-92战斗机3756.127952484114.470Feb-81战斗机2947.420981863.550.723.7Feb-92战斗机3771.12824.82488.911468.4Mar-81战斗机29662106.61876.954.223.8Mar-92系列3754.428292502.5114.669.2Apr-81战斗机2980.82121.11904.655.723.7Apr-92战斗机3759.62832.62539.3109.972.5Jan-82战斗机3037.32129.71929.359.425Jan-93战斗机3783.32843.62556.5113.677Feb-82战斗机3089.72149.11963.360.125.5Feb-93战斗机3886.52867260413380.5Mar-82战斗机3125.82193.91989.162.826.1Mar-93战斗机3944.429032639145.783.1Apr-82战斗机3175.322722032.168.326.5Apr-93战斗机4012.12960.62678.2141.684.2Jan-83战斗机32553.32300.72063.979.127Jan-94战斗机4221.83123.62824.3125.287.2Feb-83战斗机3267.62315.2206281.227.8Feb-94战斗机41443065.92741152.682.2Mar-83战斗机3264.32337.92073.781.328.3Mar-94战斗机4166.43102.72754.6141.881.7Apr-83战斗机3289.12382.72067.48529.4Apr-94战斗机4194.23118.52784.8136.383.4Jan-84战斗机3259.42334.72050.88929.8Jan-95战斗机4221.83123.62824.9125.287.2Feb-84战斗机3267.72304.5205991.230.4Feb-95战斗机4254.83189.62849.7124.890.8Mar-84战斗机3239.123152065.597.130.9Mar-95战斗机43093156.52893.3129.894.1Apr-84战斗机3226.42313.72039.986.830.5Apr-95战斗机4333.53178.72895.313497.4Jan-85战斗机31542282.52051.875.830Jan-96战斗机4390.53227.52922.4109.2105.1Feb-85战斗机3190.42390.32086.98129.7Feb-96战斗机4387.73281.42947.9106110.7Mar-85战斗机3249.92354.42114.497.830.1Mar-96战斗机4412.63272.62993.4111112.3Apr-85战斗机3292.52389.42137103.430.6Apr-96战斗机4427.13266.23012.5119.2111Jan-86战斗机3356.72424.52179.3108.432.6Jan-97战斗机446032595.23011.5140.2108Feb-86战斗机3369.22434.92194.7109.235Feb-97战斗机4515.33241.73045.8157.9105.5Mar-86战斗机33812444.7221311036.6Mar-97战斗机4559.33285.73075.8169.1105.1Apr-86战斗机3416.32459.52242110.338.3Apr-97战斗机4625.53335.83074.6176106.3Jan-87战斗机2466.424632271.3121.539.2Jan-98战斗机4655.33380.13128.2195.5109.6Feb-87战斗机35252490.32280.8129.740Feb-98战斗机4704.83386.33147.8207.2113.3Mar-87战斗机3574.425412302.6135.141.4Mar-98战斗机4779.73443.13170.6213.4117.5Apr-87战斗机3567.22556.22331.6134.842.4Apr-98战斗机4779.73473.93202.9226121Jan-88战斗机3591.82587.32347.1137.543.5Jan-99战斗机4809.83473.93200.9221.3124.6Feb-88战斗机3707.72631.9239415444.5Feb-99战斗机4832.43450.93208.6206.2127Mar-88战斗机3735.62653.22404.515846.6Mar-99战斗机4845.63446.93241.1195.7129Apr-88战斗机3779.62680.92421.6167.848.9Apr-99战斗机4859.734933241.6203130.7Jan-89战斗机3780.82699.22437.9168.250.5Jan-00战斗机4880.83531.43258.8199.1132.3Feb-89战斗机3784.32697.62435.4174.151.8Feb-00战斗机4832.43545.332558.6193.7132.5Mar-89战斗机3807.52715.32454.7178.152.7Mar-00战斗机4903.335473281.2196.3133.8Apr-89战斗机3814.62728.12465.4173.457.6Apr-00战斗机4855.13529.53251.8199136.2Jan-90战斗机3830.82742.92464.6174.357.6Jan-01战斗机48243514.83241.1189.7137.8Feb-90战斗机3732.626922414.2144.558.7Feb-01战斗机4840.73537.432552.4182.7136.7Mar-90战斗机3733.52722.52440.315159.3Mar-01战斗机4862.73539.93271.2189.6138.1Apr-90战斗机3808.527772469.2154.660.5Apr-01战斗机48683547.53271.1190.3138.5(1)画利润和红利的散布图，直观地考察这两个时间是否稳定。(2)应用单位根检验分别验证两个时间序列是否稳定。10.2下表数据为1970年至1991年美国制造业固定现场设备投资y和销售量x，以10亿美元进行评价，经季节调整，根据该数据判断现场支出和销售量序列是否稳定。年固定现场的设备投资销售额年固定现场的设备投资销售额197036.9952.8051981128.68168.129197133.655.9061982123.97163.351197235.4263.0271983117.35172.547197342.3572.0271984139.61190.682197452.4884.791985182.88194.538197553.6686.5891986137.95194.657197658.5398.7971987141.06206.326197767.48113.2011988163.45223.541197878.13126.9051989183.8232.724197995.13143.9361990192.61239.4591980112.6154.391991182.81235.14210.3根据练习题10.1的数据，回答以下问题(1)利润和红利的时间序列不平稳，如果利润回归红利，回归的结果是虚假的吗？ 为什么要如何判断，说明必要的计算。(2)取得利润和分红两个时间序列的一次差分，确定一次差分时间序列是否稳定。10 .取得4中国统计年鉴-1978-2005年全国全社会固定资产投资额的时间序列数据，验证其是否稳定，确定单一整数次数。10.5下表是1978年至2003年中国财政收入y和税收x的数据(单位：亿元)，判断lnY和lnX的稳定性，如果是同级别的单一性，则验证它们之间是否存在协调关系，如果协调，则构建相应的协调模型。年度财政收入y税收x年度财政收入y税收x19781132.26519.2819956242.26038.0419801159.93571.719967407.996909.8219852004.822040.7919978651.148234.0419892664.92727.419989875.959262.819902937.12821.86199911444.0810682.5819913149.4829902312581.5119923483.3732596.91200116386.0415301.3819934348.954255.3200218903.6417636.4519945218.15126.88200321715.2520017.31(1) 10.6下表是构建某地区消费模型所需的数据，关于实际人均年消费支出c和人均年收入y (单位：元)年人均消费支出c人均年收入y年人均消费支出c人均年收入y195092.28151.2