计量经济学作业 结构检验

1、教材P107，例4-5，用1980-2013年数据，要有数据表。年度农村居民家庭平均每人消费支出(元)C农村居民家庭人均纯收入(元)Y农村居民消费物价指数CP1985317.4397.61001986357423.8106.11987398.3462.6112.71988476.7544.9132.41989535.4601.5157.91990584.6686.3165.11991619.8708.6168.91992659784176.81993769.7921.620119941016.8122124819951310.41577.7291.419961572.11926.1314.41

2、9971617.22090.1322.319981590.32162319.119991577.42210.3314.320001670.12253.431420011741.12366.4316.520021834.32475.6315.220031943.32622.2320.220042184.72936.4335.620052555.43254.9343200628293587348.120073223.94140.4366.920083660.74760.6390.720093993.55153.2389.520104381.85919403.520115221.16977.3426

3、.9201259087916.6437.6有上述数据可以看出，在1994年农村居民消费物价指数增幅最大，故选择1997年作为结点考察1997年前后中国农村居民的消费状况有没有变化。在区间1985年到1994年间：年份C/CPY/CP19853.1743.976019863.3647502363.994319873.5341614914.104719883.6004531724.115619893.3907536423.809419903.5408843134.156919913.6696269984.195419923.7273755664.434419933.8293532344.58511

4、9944.14.9234以上数据经过回归得到：Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 22:59Sample: 1985 1994Included observations: 10VariableCoefficientStd. Errort-StatisticProb.C0.5064510.4520971.1202280.2951X0.7297970.1065996.8461800.0001R-squared0.854201Mean dependent var3.593136Adjusted R-square

5、d0.835977S.D. dependent var0.260691S.E. of regression0.105579Akaike info criterion-1.481854Sum squared resid0.089176Schwarz criterion-1.421337Log likelihood9.409271Hannan-Quinn criter.-1.548241F-statistic46.87019Durbin-Watson stat0.875001Prob(F-statistic)0.000131模型估计为：(CCP)=0.5064+0.7297(YCP) （1.120

6、2）（6.8461）R2=0.8542 R2=0.8359 S=0.1055 DW=0.875残差平方和RSS1=0.0892在区间1995年到2012年间：19954.4969114625.4142 19965.0003180666.1263 19975.0176853866.4850 19984.9837041686.7753 19995.0187718747.0325 20005.3187898097.1764 20015.5011058457.4768 20025.8194796957.8541 20036.0690193638.1893 20046.5098331358.7497 2

7、0057.4501457739.4895 20068.12697500710.3045 20078.78686290511.2848 20089.36959303812.1848 200910.2528883213.2303 201010.8594795514.6691 201112.230264716.3441 201213.5009140818.0910以上数据经过回归得到：Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 23:13Sample: 1995 2012Included observations: 1

8、8VariableCoefficientStd. Errort-StatisticProb.C0.1504050.1603370.9380550.3622X0.7440480.01531248.592130.0000R-squared0.993269Mean dependent var7.461819Adjusted R-squared0.992849S.D. dependent var2.779063S.E. of regression0.235012Akaike info criterion0.046081Sum squared resid0.883692Schwarz criterion

9、0.145011Log likelihood1.585275Hannan-Quinn criter.0.059722F-statistic2361.195Durbin-Watson stat0.682185Prob(F-statistic)0.000000模型估计为：(CCP)=0.1504+0.7441(YCP) （0.9380）（48.5921）R2=0.9933 R2=0.9929 S=0.235 DW=0.681残差平方和RSS2=0.8837H0:在“1=1*，2=2*” 成立的条件下，对整个区间1985年到2012年进行模型估计得到估计结果为：Dependent Variable:

10、 YMethod: Least SquaresDate: 11/26/14 Time: 23:25Sample: 1985 2012Included observations: 28VariableCoefficientStd. Errort-StatisticProb.C0.4465050.0928454.8091610.0001X0.7197160.01058767.982880.0000R-squared0.994406Mean dependent var6.080146Adjusted R-squared0.994191S.D. dependent var2.906700S.E. of regression0.221546Akaike info criterion-0.107622Sum squared resid1.276151Schwarz criterion-0.012464Log likelihood3.506705Hannan-Quinn criter.-0.078531F-statistic4621.672Durbin-Watson stat0.526198Prob(F-statistic)0.000000模型估计为：(CCP)=0.4465+0.7197(YC