计量经济学论文(同名10080)

计量经济学论文影响粮食产量的因素分析姓名：易士桢班级：金融1502学号：20153035影响粮食产量的因素分析我国土地资源稀缺，人口多而粮食需求量大，因此粮食产量的稳定增长，直接影响着人民生活和社会的稳定与发展。本文严格按照计量经济分析方法,以1996-2015年中国粮食产量及其重要因素的时间序列数据为样本,对影响中国粮食生产的多种因素进行了分析。一、模型的建立以Yi=粮食产量、X1=粮食播种面积、X2=农用化肥施用量、X3=农用机械总动力、X4=农、林、牧、渔业劳动力、X5=耕地灌溉面积，设定Yi=c+β1X1i+β2X2i+β3X3i+β4X4i+β5X5i+ui理论模型。由经济规律知β1、β2、β3、β4、β5都应大于零。二、数据的收集（资料来源于中国各年统计年鉴）年份粮食产量（万吨）粮食播种面积（千公顷）农用化肥施用量（万吨）农用机械总动力（万千瓦）农、林、牧、渔业劳动力（万人）耕地灌溉面积（千公顷）199650453.51125483827.938546.93291050381.4199749417.11129123980.742015.63309551238.5199851229.51137874083.745207.73323252295.6199950838.61131614124.3489964200046217.51084634146.452573.63335553820.3200145263.71060804253.8551724200245705.81038914339.457929.93248754354.9200343069.5994104411.657929.9484.554014.2200446946.91016064636.664027.9466.154478.4200548402.21042784766.268397.8446.355029.3200649804.21049584927.772522.1435.255750.5200750160.31056385107.876589.6426.356518.3200852870.9106793523982190.4410.158471.7200953082.11089865404.487496.1373.759261.4201054647.71098765561.792780.5375.760347.7201157120.81105735704.297734.7359.561681.62012589581112055838.8102559338.962490.5201360193.81119565911.9103906.8294.863473.3201460702.61127235995.9108056.6284.664539.5201562143.91133436022.6111728.127065872.6三、模型的参数估计利用Eviews8得到结果如下：DependentVariable:YMethod:LeastSquares4、加入X4，重新估计方程得到回归结果为：YΛ=-67319.59+0.564664X5+0.812037X1-0.104856X4t=（-12.02244）（6.356567）（11.44358）(-4.100895)R2=0.985263，F=233.9970可以发现X4的系数估计值为负，参数经济意义不合理，予以剔除。综上保留X1、X5两个解释变量，最终得：DependentVariable:YMethod:LeastSquaresDate:06/01/17Time:20:55Sample:19962015Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.

C-64569.787723.957-8.3596770.0000X50.8700470.06729212.929460.0000X10.6148310.0725008.4804480.0000R-squared0.950698

Meandependentvar51861.43AdjustedR-squared0.944897

S.D.dependentvar5548.066S.E.ofregression1302.352

Akaikeinfocriterion17.31921Sumsquaredresid28834031

Schwarzcriterion17.46857Loglikelihood-170.1921

Hannan-Quinncriter.17.34837F-statistic163.9052

Durbin-Watsonstat0.842832Prob(F-statistic)0.000000YΛ=-64569.78+0.870047X5+0.614831X1t=（-8.359677）（12.92946）（8.480448）R2=0.950698，修正R2=0.944897，F=163.9052，D-W值=0.842832（二）自相关性检验（利用拉格朗日乘数检验法）结果如下：Breusch-GodfreySerialCorrelationLMTest:F-statistic3.000670

Prob.F(2,15)0.0801Obs*R-squared5.715197

Prob.Chi-Square(2)0.0574TestEquation:DependentVariable:RESIDMethod:LeastSquaresDate:06/01/17Time:21:00Sample:19962015Includedobservations:20Presamplemissingvaluelaggedresidualssettozero.VariableCoefficientStd.Errort-StatisticProb.

C3405.8487926.9100.4296560.6736X50.0030610.0605690.0505430.9604X1-0.0330240.073925-0.4467170.6615RESID(-1)0.5904170.2539592.3248530.0345RESID(-2)-0.0982700.280190-0.3507250.7307R-squared0.285760

Meandependentvar-8.73E-12AdjustedR-squared0.095296

S.D.dependentvar1231.901S.E.ofregression1171.734

Akaikeinfocriterion17.18268Sumsquaredresid20594423

Schwarzcriterion17.43161Loglikelihood-166.8268

Hannan-Quinncriter.17.23127F-statistic1.500335

Durbin-Watsonstat1.929589Prob(F-statistic)0.251886由上表可知，TR2=20*0.285760=5.7152,P=0.0574,接受原假设，即不存在自相关性。五、预测假设2016年耕地灌溉面积为67000千公顷，粮食播种面积114400千公顷，对2016年粮食产量进项预测。在新生成的文件夹中可知YΛ2016=64060.07,S.E=1498.08。Y的置信区间为：YΛ2016-ta/2*S.E<Y2016<YΛ2016+ta/2*S.E，ta/2(n-k-1)=ta/2(14)=2.1448,(64060.07-2.1448*1498.08,64060.07+2.1448*1498.08)=(60846.988016,67273.151984)保留两位小数，最终得置信区间为（6084