计量经济学实验报告

1、计量经济学实验报告某年中国部分省市城镇居民家庭人均年可支配收入(X)与消费性支出(Y)统计数据地区可支配收入(X)消费庄支出(丫)地区可支配收入(X)消费庄支出 (Y)北京10349.698493.49浙江9279.167020.22天津8140.506121.04山东6489.975022.00河北5661.164348.47河南4766.263830.71山西4724.113941.87湖北5524.544644.5内家占5129.053927.75湖南6218.735218.79辽宁5357.794356.06广东9761.578016.91吉林4810.004020.87陕西5124.

2、244276.67黑龙江4912.883824.44甘肃4916.254126.47上海11718.018868.19青海5169.964185.73江苏6800.235323.18新疆5644.864422.93二，理论模型的设计解释变量：可支配收入 X被解释变量：消费性支出 Y软件操作：(1) X与Y散点图9,0008,00。07,0006,000 -5,000 -4,000 -3,000 -4,0006,0008,00010,00012,000可支配收入(X)从散点图可以粗略的看出，随着可支配收入的增加，消费性支出也在增加，大致呈线性 关系。因此，建立一元线性回归模型：Yi01Xii(2

3、)对模型做OLS估计叵I Equation: UNITTLED Woridile:样表:;Unthkdtif a P|: OrfE 1? 11 NrLi=., r- jk =i ：-.i-.l 9L-4“,M,Dependent Variable: YM 9t卜; L 日3 st Sq ua resDats: 06/05/13 Time: 16:43Sample 1 20Included observations: 20VariableCoefficientStd. Error t-StatisticProb.C272,3635159.67731.7057130.1053X0.75512500

4、2331B3 之 3&69U0.0000R-squared口983129Mean dependent 忡5199 515Adjusted0 9021523.D dependentvar1625 275S E of regression216 8900Akaike info criterion13 69130Sum scuered resid846743.0SehAarz criterion13,79087Log likelihDOti-134 9130Hannan-Quinn enter.13 71073F-statlstlc104&.912Durbln-Waisati Mat1.301654

5、Prab(F-statistic)oooooooOLS估计结果为Y 272.3635 0.7551X b 1.7057t1 32.3869_2 _R0.9831DW. 1.3017F 1048.912三，模型检验从回归估计结果看， 模型拟合较好，可决系数为0.98,表明家庭人均年可消费性支出变 化白98.31%可由支配性收入的变化来解释。t检验:在5%的显著性水平下1不显著为0,表明可支配收入增加 1个单位，消费性支出平均增加0.7551单位。1,预测现已知2018年人均年可支配收入为 20000元，预测消费支出预测值为Y0 272.3635 0.7551 20000 15374.3635E(

6、X)=6222.209 , Var(X)=1994.033则在95%的置信度下，E(Y0)的预测区间为(874.28,16041.68)2,异方差性检验对于经济发达地区和经济落后地区，消费支出的决定因素不一定相同甚至差异很大。如经济越落后储蓄率越高，可能出现异方差性问题。G-Q检验对样本进彳T处理，X按从大到小排序，去掉中间4个，分为两组数据，n1n2 8分别回归叵:Equation: UNPILED Workfile: 1;:1- 0 乂,Vie*prpcjQfcjecifpiifH)Name Freeze 前1T1a.Focecgsh flats.即录 sDependent Variabl

7、e: Y1Method: Least Squ 3resate: 05/018 Tim就 17:42Sample: 1 8included cbservaticris： 0VariableCoefficientStd. Error t-SiatistlcProb.c212.211853O.BB920.399729Q.7Q32Xi3 7618930 06034S12 625050箕00Rsq Jared0.963723Mean dependent var6760.478Adjusted R-squared0.957676S.D dependent v+r1556.S14S.E Of regress

8、ion320,2790Atolke info enterion14,58858Sum squared resid815472.0Schwarz criterion14.0a44Log liKeliihood-56 35432Hannan-Qjinn criter14,45453F-statistic159.3919Durbin-Watson stat1 722960ProbfF*siatistic)3 000015r=l Equation; UNTITLED Workfik： 2;2r ( I f -1 I - H -1 - I - -View Pr凸匚 Ohjrr Print Narre F

9、rff? | FCrraT|F口Stats Resi dsCependent Variable. Y2Meihod: Lee st SquaresDate: 05/D5/1B Time 21;33Sarnpls 1 8Included observations 8VariableCoefficientStd Error t-StatistlcProb.C1277.1611540.6040.aza 0000.4363X20.554126C 3114321 77S2S70 1255R-squared0 345397Mear cependent var4016.B14Adju&iad R-squared0.236296S.C.dependent var166.1712S.E of regressior145 2172Akaike Info criterion13 00666Sum squared resid126528.3Schwarz criterior*13 02652Log HkellbDCd-50.02663Hannan-Quinn crlt&r.12.87271F-statistic3165861urbin-Wat