eviews的相关计量经济学操作

Wew/运用于计童霾济学的裁个拳逵检验:首先做出相应的Is模型,□Equation:UNTITLEDWorkfile:UNTITLED::Untitled\叵S3View|Proc|Object|Print|Name|Freeze|EstimateForecast|Stats|ResidsDependentVariable:YMethod:LeastSquaresDate:10/17/12Time:19:45Sample:19912010Includedobservations:20VariableCoefficientStd.Errort-StatisticF「Ot)・CX272.22500755152159.64391.7052010.02331132.394510.10540.0000R-squaredAdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodF-statisticProb(F-statistic)0.9831370.982200216.8400846352.2-134.90841049.4040.000000MeandependentvarS.D.dependentvarAkaikeinfocriterionSchwarzcriterionHannan^Quinncriter.Durbin-Watsonstat5199.5151625.27513.6908413.7904113.710271.365194White检验：在HeteroskedasticityTest:White中检验p值，如果p・f值小T0.05则表示有异方星反之没有异方差。

23HeteroskedasticityTests23HeteroskedasticityTests□Equation:UNTITLEDWorkfile:UNTITLED::Untitled\|~^~||~^序View|Proc|Object|Print|Name|Freeze|EstimateForecast|StatsResids|Heteroskedasticity*Test:WhiteF-statistic14.62196Prob.F(2,17)0.0002Obs^R-squared12.64768Prob.Chi-Square(2)0.0018ScaledexplainedSS5.563250Prob.Chi-Square(2)0.0619\_ITestEquation:DependentVariable:RESIDEMethod:LeastSquaresDate:10/17/12Time:19:46Sample:19912010Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.C-180508.7103270.4-1.7479220.0985X49.2939828.925851.7041500.1066XA2-0.0021070.001846-1.1410190.2697R-squared0.632384Meandependent回42317.61AdjustedR-squared0.589135S.D.dependent炖45247.09S.E.ofregression29002.81Akaikeinfocriterion23.52565Sumsquaredresid1.43E*10Schwarzcriterion23.67501G—Q检验20对数据中在上方输入sortxsmpl17Isyex承排序承选出1-7承做回归得出Sumsquaredresid同样再输入smpl1420/lsycx得出第二个rss用rss⑴/rss(2)做f检验其他检验方式中用genr定义变量进行回归分析确定最人的r2等值来确定其异方差形式修正方法加权最小2定义el为相应的resid(e)在Is规划时将opion中的weight设为abs(el)进行来说规划即可这时会去掉其异方差性对数据建模Is分析数据看哪个每个解释变量的f值，检验其是否有多重共线性求其相关系数矩阵“Quick'GroupStatistics'Correlations"得出后和0.8比较，如果大于0.8说明两者之间有激情。修正方法:

逐步回归先对每一个进行Is分析建模然后取出对y影响最人的做为基础然后更具其相关系数人小排序，用EquationEstimation做出先关的检验，选择加入的元素EquationEstimation做出先关的检验，选择加入的元素口Equation;UNTITLEDWorkfile;UNTITLED;;Untitled\口Equation;UNTITLEDWorkfile;UNTITLED;;Untitled\|a||E)||S3|口Equation;UNTITLEDWorkfile;UNTITLED;;Untitled\口Equation;UNTITLEDWorkfile;UNTITLED;;Untitled\|a||E)||S3|View|Proc|Object|Print|NameFreeze|EstimateForecastStatsResids|DependentVariable:YMethod:StepwiseRegressionDate:10/17/12Time:19:04Sample：19741987Includedobservations:14Numberofalwaysineludedregressors:2Numberofsearchregressors:4Selectionmethod:StepwiseforwardsStoppingcriterion:p-valueforwards/backwards=0.5/0.5VariableCoefficientStd.Errort-StatisticProb*C-39.7947925.01570-1.5907930.1400X10.2115430.0453024.6695810.0007X31.9092460.7241532.6365230.0231R-squared0.95394-5Meandependerrt炖142.7129AdjustedR-squared0.945571S.D.depend©nt回26.09805S.E.ofregression6.088671Akaikeinfocriterion6.638146Sumsquaredresid407.7910Schwarzeriterion6.775087Loglikelihood-43.46702HmnnNn-Quinncriter.6.625470「statistic113.9220Durbin-Watsonstat1.655554Prob(「statistic)0.000000SelectionSummaryAddedX3^Note:p-values汕dsubsequenitesisdonotaccountfoestepwiseselection.如上图就是加入了x3同样的Is对其d.w做出分析，如呆接近2则没有一次相关，若出了范闱则有相应的相关性其他次的相关性可以由Im检验得到（小于0.05即有序列相关性）。自相关的检验还有view/residual/con——Q-——做出如图所示的表Date:10/17/12Time:20:42Sample:19902009Ineludedobservations:20ACPAGQ-StatProbAutocorrelationPmrtialCorrelationACPAGQ-StatProb10.2130.21310.2130.2131.04830.30620.039-0.0071.08480.5813-0.058-0.0681仃130.7604-0.029-0.002119370.8795-0.235-0.2372.80870.7296-0.275-0.2025.19040.5207-0.231-0.1566.99060.4308-0.186-0.1798.25850.40990.0750.1088.48120.48610-0.069-0.2088.69240.562110.056-0.0338.84550.63612-0.039-0.2108.92890.709修正方法杜宾两步法：进行如卜的Is估计Z=0o(l_Q)+0i(X厂QX—J+%+修正方法杜宾两步法：进行如卜的Is估计Z=0o(l_Q)+0i(X厂QX—J+%+片EquationEstimationI22ISpecificationOptions]Equationspeci£icationDependentvariablefoilowedbylistofregressorsandPDLterms;ORexplicitq.uationlik«elog(y)cLogty(-1))logCx)log(x(-1))Estim^tioxisettingsththod：~~-~~LeastSquares~ftILSandARMA)▼|Sample:119802000~确定取消可得:□Equation:UNTITLEDWorkfile:UNTITLED::Untitled\|~^||~^|□Equation:UNTITLEDWorkfile:UNTITLED::Untitled\|~^||~^|匡□Equation:UNTITLEDWorkfile:UNTITLED::Untitled\\\~W||~^□Equation:UNTITLEDWorkfile:UNTITLED::Untitled\\\~W||~^View|P「x|Qbj^c:t|Prin11Name：|Freeze：|EstimateForEGast|Stats|R亡sidsDependentVariable:LOG(Y)Method:LeastSquaresDate:10/17/12Time:19:27Sample(adjusted):19812000Includedobservations:20afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.C0.4568710.1570642.9088170.0103LOG(Y(-1))0.6278730.0874307.1814730.0000LOG(X)0.4657910.0799945.8228360.0000LOG(X(-1))-0.1247940.116974-1.0668570.3019R-squared0.998506Meandependentvar9.102328AdjustedR-squared0.998226S.D.dependentvar1.035997S.E.ofregression0.043633Akaikeinfocriterion-3.249153Sumsquaredresid0.030461Schwarzcriterion-3.050006Loglikelihood36.49153Hannan-Quinncriter.-3.210277「statistic3565.099Durbin-Watsonstat1.119350Prob(F-statistic)0.000000将p的值带入查分模型如下输入：EquationEstimationSpecificationOptions|Equationspeci£icationDependentvariablefoilowedbylistofregressorsandPDLterms;ORexplicit-eq.uationlik«elog(y)"0.68*log(y1))clog：G«)-0.68*logG«("1))Estim^tioxisettingsththod：~~-~~LeastSquares~ftILSandARMA)▼|Sample:119802000~取消确定取消结果如下:

View|P「ou|ObjEut|P「int|Nam亡|Fr亡皂ze|EstimateFonecest|Stats|R^sidsDependentVariable:LOG(Y}-0.627873TOG(Y(-1))Method:LeastSquaresDate:10/17/12Time:19:30Sample(adjusted):19812000Includedobservations:20afteradjustmentsVariableCoefficientStd.Errort-StatisticProt>.C0.4255690.1301073.2709200.0042LOGOO-O.627873*LOG(X(-1))0.9017320.03810223.666440.0000R-squared0.968864Meandependentvar3.480985AdjustedR-squared0.967134S.D.dependentvar0.397883S.E.ofregression0.072132Akaikeinfocriterion-2.325987Sumsquaredresid0.093655Schwarzcriterion-2.226414Loglikelihood25.25987Hannan・Quinncriter.-2.306550F-statistic560.1004Durbin-Watsonstat1.393211Prob(F-statistic)0.000000d.w含糊可以用Im检验其是否任然具有相关性。用b(贝塔)0/(l・p)p二之前的0.6278或者是第一次的：Ld・w/2最小二乘法输入如下EquationEstimationEquationEstimationSpecificationOptions]EquationspecificationDependentvariaLLefollowedbylistofregressorsandPDLteririE^ORanexpliciteq^uationlikelog(y)c“g仗)h(1)3Estimationsettings3Method：|lS~LeastSquares(NLSandAEWA)1980200019802000确走结呆如卜

View|P「x|°bj&:t|Print|Name：|Fr•亡亡ze：|EstimateForecast|Stats|R亡sidsDependentVariable:LOG(Y)Method:LeastSquaresDate:10/17/12Time:19:38.Sample(adjusted):19812000Incl