计量经济学论文

课程论文中国猪肉需求计量经济模型分析在此处键入文档的摘要。摘要通常是对文档内容的简短总结。在此处键入文档的摘要。摘要通常是对文档内容的简短总结。SAMSUNG2010/7/2中国猪肉需求计量经济模型分析MAJESTY摘要文章运用了时间序列分析方法对中国猪肉需求情况进行分析，主要研究了人均猪肉消费量的影响因素，分析了相关因素，建立了人均猪肉消费量线性回归方程，并对所建立方程进行了平稳性检验、多重线性相关检验、自相关检验等，修复了回归方程。关键词人均猪肉消费量计量经济学模型一、引言猪肉是我国重要的畜产品之一，也是我国城乡居民动物性蛋白的主要来源之一。自1985年以来，猪肉市场从计划流通体制向国家宏观调控下的自由流通体制过渡。始于06年6月的这一轮价格的大幅波动，由于其幅度和速度都是前所未见的，更引起了社会各界的高度关注。而在市场经济条件下，猪肉价格有各自的供需均衡决定，本文目的在于研究猪肉需求的影响因素。二、文献综述这是一个具有挑战性的课题。DAMODARNGUJARATI教授著的经济计量学精要中有一习题题是关于美国鸡肉需求的分析，比较有创新性，给笔者了很大启发。习题的模型是人均鸡肉消费和人均实际收入、鸡肉零售价格、猪肉实际价格、牛肉实际价格、可替代品实际综合价格进行的线性回归分析。查阅了国内相关网站，并未发现中国市场历年肉类价格的统计，于是针对可查阅数据修改了模型。查阅文献资料，徐瑜青张云静写的西部大开发农产品流通四川省猪肉需求计量经济模型分析文章研究了四川省人均猪肉产量与城镇居民家庭人均可支配收入、人均食品加工业和食品制造业产值、肉畜收购价格指数的关系。对笔者建立模型具有重要参考意义。另外相关的文献有关于我国城乡两市场的猪肉价格的影响因素分析基于均衡转移模型、我国城乡两市场的猪肉价格的影响因素分析基于均衡转移模型我国城乡两市场的猪肉价格的影响因素分析基于均衡转移模型、中国猪肉消费现状与展望，都对猪肉的需求，价格等进行了分析。三、计量模型1、模型的数学形式和变量的确定需求函数是以商品的需求量作为被解释变量，用影响需求量的因素，如收入、价格等作为解释变量的计量经济学模型。中国猪肉需求函数即选择收入和价格作为解释变量，同时考虑到，猪肉需求主要包括国内需求和国外需求，影响猪肉需求的因素主要是可替代品的产量。因此，笔者将上述对猪肉影响因素作为解释变量。收入选择的是城镇居民家庭每年人均可支配收入。价格选择的是猪肉生产价格指数即猪肉收购价格指数。模型中的被解释变量为国内人均猪肉消费量（Y）。根据其影响因素的大小和资料的可用性以及查阅的相关文献，本文选择以下指标作为模型的解释变量城镇居民家庭人均可支配收入指数（X1）、猪肉收购价格指数（X2）、猪肉替代品牛羊肉人均产量（X3）、生猪出口量（X4）。参照单方程线性需求的表达式，国内猪肉需求函数模型的形式确定为Y01X12X23X34X4其中Y代表国内人均猪肉消费量（千克）；X1代表城镇居民家庭人均可支配收入指数（1978100）；X2代表猪肉收购价格指数（1978100）；X3代表猪肉替代品牛羊肉人均产量（千克）；X4代表生猪出口量（万头）；为随机误差项，描述变量外的因素对模型的干扰；0为常数虚拟变量，包含政策等难以量化的因素的影响。2、样本数据收集整理通过中国国家统计局查询1996年2009年统计年鉴得到了相关数据年份猪肉消费量（万吨）牛肉（万吨）羊肉（万吨）人口（万人）出口（万头）城镇居民家庭人均可支配收入指数猪肉生产价格指数1985162844675931058510315073911211198617767589622107507031008996104419871814979271910930003020100221186198820006958802111026030271181415061989210251072962112704029851375711051990225731256106811433302999151029291991242551535118011582302850170069661992262361803125011717102913202661063199328394233613731185170274425774114519943186732701609119850027043496215461995363824154201512112102400428301160199631447355718101223890228148389102219973577644092128123626022815160311011998386944799234612476102204542518291999399705054251312578601961585408522000395815131264112674302039628001002200140370508627181276270197368596106520024101552192835128453018897702898020034211354253087129227018878472210292004430105604332912998801973942161128200545139568135011307560176910493097620064605157673638131448017231175959062007427266134382613212901609137858145920084635761323803132802016451578081308整理得到所需数据年份人均猪肉消费量（千克）城镇居民家庭人均可支配收入指数猪肉生产价格指数（收购价格指数）猪肉替代品人均产量出口（万头）19851547391121110315019861658996104411310019871661002211861430201988180118141506163027198918713757110518298519901971510292920299919912091700696623285019922242026610632629131993240257741145312744199426634962154641270419953004283011605124001996257483891022442281199728951603110153228119983105425182957220419993185854085260196120003126280010026120392001316685961065611973200231977028980631889200332684722102966188720043319421611286919732005345104930976701769200635011759590672172320073231378581459751609200834915780813087516453、模型的建立利用EVIEWS软件建立回归方程，结果如下DEPENDENTVARIABLEYMETHODLEASTSQUARESDATE07/02/10TIME1345SAMPLE19852008INCLUDEDOBSERVATIONS24VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBX1972E050000117083400704146X200221360009965222144300387X343848220419079104630100000X400597930021670275921400125C43046566837869062953205365RSQUARED0989764MEANDEPENDENTVAR2680417ADJUSTEDRSQUARED0987609SDDEPENDENTVAR6653634SEOFREGRESSION0740642AKAIKEINFOCRITERION2420454SUMSQUAREDRESID1042247SCHWARZCRITERION2665882LOGLIKELIHOOD2404545HANNANQUINNCRITER2485566FSTATISTIC4593042DURBINWATSONSTAT2137881PROBFSTATISTIC0000000模型的参数估计对于理论模型运用OLS进行参数估计，再用EVIEWS软件进行运算得到的结果SUBSTITUTEDCOEFFICIENTSY971811839598E05X100221364206268X2438482166958X300597926879061X4430465630693（0834007）（2221443）（1046301）（2759214）（0629532）R20989764DW2137881F45930424、统计检验异方差检验用EVIEWS软件进行WHITE检验结果为HETEROSKEDASTICITYTESTWHITEFSTATISTIC2022628PROBF14,901450OBSRSQUARED1821172PROBCHISQUARE1401973SCALEDEXPLAINEDSS6221619PROBCHISQUARE1409606TESTEQUATIONDEPENDENTVARIABLERESID2METHODLEASTSQUARESDATE07/02/10TIME1700SAMPLE19852008INCLUDEDOBSERVATIONS24VARIABLECOEFFICIENTSTDERRORTSTATISTICPROBC35046122293940015277708819X100035790005181069087605071X12871E08551E08158052401484X1X2114E05944E06121035402570X1X300005160000355145605001794X1X4306E06162E05018837108548X200845860412295020516008420X2200002890000351082423204311X2X300067260019157035107907336X2X400005320001355039286007036X376187902897193026297107985X3205492230958339057309905806X3X400159940090892017596808642X402331851460337015967908767X4200004490002328019297108513RSQUARED0758822MEANDEPENDENTVAR0434270ADJUSTEDRSQUARED0383655SDDEPENDENTVAR0463180SEOFREGRESSION0363632AKAIKEINFOCRITERION1083820SUMSQUAREDRESID1190052SCHWARZCRITERION1820104LOGLIKELIHOOD1994156HANNANQUINNCRITER1279157FSTATISTIC2022628DURBINWATSONSTAT2161194PROBFSTATISTIC0144991查卡方分布表得2（23）352T序列不平稳。一阶差分NULLHYPOTHESISDYHASAUNITROOTEXOGENOUSCONSTANT,LINEARTRENDLAGLENGTH1AUTOMATICBASEDONSIC,MAXLAG5TSTATISTICPROBAUGMENTEDDICKEYFULLERTESTSTATISTIC508096300029TESTCRITICALVALUES1LEVEL44678955LEVEL364496310LEVEL3261452MACKINNON1996ONESID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ROBABILITIESANDCRITICALVALUESCALCULATEDFOR20OBSERVATIONSANDMAYNOTBEACCURATEFORASAMPLESIZEOF19AUGMENTEDDICKEYFULLERTESTEQUATIONDEPENDENTVARIABLEDX4,3METHODLEASTSQUARESDATE07/02/10TIME1813SAMPLEADJUSTED19902008INCLUDEDOBSERVATIONS19AFTERADJUSTMENTSVARIABLECOEFFICIENTSTDERRORTSTATISTICPROBDX41,236861810646823569889800001DX41,315314000481617317970100067DX42,306132320229847266799500184C33900077274617046600506484TREND198501951700484657040269706933RSQUARED0899544MEANDEPENDENTVAR1047368ADJUSTEDRSQUARED0870842SDDEPENDENTVAR3208687SEOFREGRESSION1153157AKAIKEINFOCRITERION7948987SUMSQUAREDRESID1861678SCHWARZCRITERION8197524LOGLIKELIHOOD7051538HANNANQUINNCRITER7991050FSTATISTIC3134100DURBINWATSONSTAT1792524PROBFSTATISTIC0000001ADF56988984532598，序列平稳。有上述单位根检验可知，在1的条件下X1不服从二阶单整，导致回归方程可能存在伪相关，因此剔除X1对模型进行修正，考虑Y与X2X3X4的都服从一阶单整，因此对其进行协整分析NULLHYPOTHESISEEHASAUNITROOTEXOGENOUSCONSTANTLAGLENGTH0AUTOMATICBASEDONSIC,MAXLAG5TSTATISTICPROBAUGMENTEDDIC