计量经济学内容答案解析南开大学

计量经济学答案

第二单元课后第六题答案

DependentVariable:Y

Method:LeastSquares

Date:04/05/13Time:00:07

Sample:19851998

Includedobservations:14

VariableCoefficientStd.Errort-StatisticProb.

C12596.271244.56710.121010.0000

GDP26.954154.1203006.5417920.0000

R-squared0.781002Meandependentvar20168.57

AdjustedR-squared0.762752S.D.dependentvar3512.487

S.E.ofregression1710.865Akaikeinfocriterion17.85895

Sumsquaredresid35124719Schwarzcriterion17.95024

Loglikelihood-1230126F-statistic42.79505

Durbin-Watsonstat0.859998Prob(F-statistic)0.000028

obsYGDP

198518249161.69

198618525171.07

198718400184.07

198816693194.75

198915543197.86

199015929208.55

199118308221.06

199217522246.92

199321640276.8

199423783316.38

199524040363.52

199624133415.51

199725090465.78

199824505509.1

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第七题

DependentVariableQ

Method:LeastSquares

Date:04/05/13Time13:31

Sample19781998

Includedobservations21

VanableCoefficientStdErrort-StatisticProb

C46837681481142316226800057

X100767090252910030330607653

X263983402853655224215600386

X3■04947500355390•139213101818

R-squared09437%Meandependentvar4100089

AdjustedR-squared0933878SDdependentvar6069284

S.Eofregression1560670Akaikeinfocntenon1771326

Sumsquaredresid41406759Schwarzcntenon1791222

Loglikelihood-1819892F-statistic95.15673

Durbin-Watsonstat1689129Prob(F-statistic)0000000

DependentVariable:Q

Method.LeastSquares

Date:04/05/13Time:13:32

Sample:19781998

Includedobservations:21

VariableCoefficientStdErrort-StatisticProb

C25107081085940231201200000

X106080260039102155497200000

R-squared0927146Meandependentvar4100089

AdjustedR-squared0923311S.Ddependentvar6069.284

S.Eofregression1680753Akaikeinfocriterion1778226

Sumsquaredresid53673653Schwarzcriterion17.88174

Loglikelihood-1847138F-statistic241.7938

Durbin-Watsonstat1364650Prob(F-statistic)0000000

DependentVariable:Q

Method:LeastSquares

Date:04/05/13Time:13:33

Sample:19781998

Includedobservations21

VariableCoefficientStdErrort-StatisticProb

C26937699166972293855900000

X259094730356747165648800000

R-squared0935241Meandependentvar4100089

AdjustedR-squared0931833SDdependentvar6069284

SEofregression1584623Akaikeinfocntenon1766447

Sumsquaredresid47709547Schwarzcntenon17.76395

Loglikelihood-1834770F-statistic2743953

Durbin-Watsonstat1247710Prob(F-statistic)0000000

DependentVanableQ

Method:LeastSquares

Date:04/05/13Time13:33

Sample:19781998

Includedobservations:21

VariableCoefficientStdErrort-StatisticProb

C49775621265060-393464500009

X31.9468770270895718682700000

R-squared0731070Meandependentvar4100089

AdjustedR-squared0716916SDdependentvar6069284

SEofregression3229199Akaikeinfocntenon1908825

Sumsquaredresid198E+08Schwarzcntenon1918773

Loglikelihood-1984266F-statistic6165048

Durbin-Watsonstat0300947Prob(F-statistic)0000001

1第三单元课后第三题答案

DependentVariable:Y

Method:LeastSquares

Date:04/03/13Time:17:41

Sample:118

Includedobservations:18

VariableCoefficieStd.Errort-StatisticProb.

nt

C1J27I0830.3337550.03715690.97084

48156880510269896287

XI104.15846.411544416.2454466.26433

0097125563477325989c

-11

X2C.4001340.11639203.43781890.00366

6319060300835722252499

27

R-squared0.979630Meandependentvar755.65

987789

AdjustedR-squared0.976915S.D.dependentvar258.174

119495979992

S.E.ofregression39.22635Akaikeinfo10.3275

618criterion865878

Sumsquaredresid23080.60Schwarzcriterion10.4759

52874818807

Loglikelihood-89.94827F-slatistic360.706

92898367713

Durbin-Watsonstat2.551483Prob(F-statistic)2.07622

0183266629e-

13

obsYXIX2

1450.54171.2

2507.74174.2

3613.95204.3

4563.44218.7

5510.54219.4

6781.57240.4

7541.84273.5

8611.15294.8

91222.110330.2

10793.27333.1

11660.85366

12792.76350.9

13580.84357.9

14612.75359

15890.87371.9

1611219435.3

171094.28523.9

Forecast:YF

Actual:Y

Forecastsample:118

Includedobservations:18

RootMeanSquaredError35.80860

MeanAbsoluteError30.18443

MeanAbs.PercentError4.245101

ThftilInAqiJAlityCcaffieiant002249fi

BiasProportion0.000000

VarianceProportion0.0051必

CovarianceProportion0.994855

第六题

DependentVariable:Y

Method:LeastSquares

Date:04/04/13Time:23:44

Sample:19551984

Includedobservations:30

VariableCoefficientStd.Errort-StatisticProb.

C0.4303784.0489100.1062950.9162

X10.9194720.2357893.8995560.0006

X22.9333511.6555641.7718130.0881

X30.1506670.0833201.8082880.0821

R-squared0.600311Meandependentvar22.13167

AdjustedR-squared0.554193S.D.dependentvar14.47259

S.E.ofregression9.663176Akaikeinfocriterion7.498088

Sumsquaredresid2427.801Schwarzcriterion7.684914

Loglikelihood-108.4713F-statistic13.01685

Durbin-Watsonstat1.153145Prob(F-statistic)0.000022

ObsYX1X2X3

19557.965.330.934.08

195615.346.822.98.3

195713.558.173.8410.76

195810.949.483.398.03

19596.398.031.074.47

19601.493.580.461.39

19610.61.170.50.9

19620.660.920.50.43

19636.041.630.394.61

196415.417.731.439.11

196515.39.460.9211.89

196619.3213.970.6616.51

196735.7617.321.1320.79

196835.0317.360.2230.01

196935.5819.690.4438.15

197031.0321.130.67