欧阳道创编 2024.03.06
第二章
时间:2024.03.06 创作:欧阳道 2.2 (1)
①对预算收入与全省生产总值的模型,用Eviews阐发结果如下:
Dependent Variable: Y Method: Least Squares
Date: 12/03/14 Time: 17:00 Sample (adjusted): 1 33
Included observations: 33 after adjustments
Variable Coefficient Std. Error XC Rsquared
Adjusted Rsquared S.E. of regression Sum squared resid Log likelihood Fstatistic
Prob(Fstatistic)
tStatistic
Prob. 0.0000 0.0004 902.5148 1351.009 13.22880 13.31949 13.25931 0.100021
②由上可知,模型的参数:斜率系数0.176124,截距为—154.3063
③关于财务预算收入与全省生产总值的模型,检验模型的显著性:
1)可决系数为0.983702,说明所建模型整体上对样本数
0.176124 0.004072 43.25639 154.3063 39.08196 3.948274 0.983702 Mean dependent var0.983177 S.D. dependent var 175.2325 Akaike info criterion 951899.7 Schwarz criterion 216.2751 HannanQuinn criter. 1871.115 DurbinWatson stat 0.000000
欧阳道创编 2024.03.06
欧阳道创编 2024.03.06
据拟合较好。
2)对回归系数的
t
检验:t(β2)
=43.25639>t0.025(31)=2.0395,对斜率系数的显著性检验标明,全省生产总值对财务预算总收入有显著影响。 ④用规范形式写出检验结果如下:
Y=0.176124X—154.3063
(0.004072) (39.08196)
t= (43.25639) (3.948274) R2=0.983702 F=1871.115 n=33
⑤经济意义是:全省生产总值每增加1亿元,财务预算总收入增加0.176124亿元。 (2)当x=32000时,
①进行点预测,由上可知Y=0.176124X—154.3063,代入可得:
Y= Y=0.176124*32000—154.3063=5481.6617 ②进行区间预测: 先由Eviews阐发:
Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis X 6000.441 2689.280 27722.31 123.7200 7608.021 1.432519 4.010515 Y 902.5148 209.3900 4895.410 25.87000 1351.009 1.663108 4.590432 欧阳道创编 2024.03.06
欧阳道创编 2024.03.06
JarqueBera Probability Sum Sum Sq. Dev. Observations 12.69068 0.001755 198014.5 1.85E+09 33 18.69063 0.000087 29782.99 58407195 33 由上表可知,
∑x2=∑(Xi—X)2=δ2x(n—1)= 7608.0212 x (33—1)=1852223.473
(Xf—X)2=(32000— 6000.441)2=675977068.2 当Xf=32000时,将相关数据代入计算获得:
5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤
Yf≤5481.6617+2.0395x175.2325x√1/33+1852223.473/675977068.2 即
Yf
的置信区间为(5481.6617—64.9649,
5481.6617+64.9649)
(3) 对预算收入对数与全省生产总值对数的模型,由Eviews阐发结果如下:
Dependent Variable: LNY Method: Least Squares
Date: 12/03/14 Time: 18:00 Sample (adjusted): 1 33
Included observations: 33 after adjustments
Variable Coefficient Std. Error
tStatistic
Prob.
欧阳道创编 2024.03.06