好文档 - 专业文书写作范文服务资料分享网站

计量经济学第三版庞浩版课后答案全

天下 分享 时间: 加入收藏 我要投稿 点赞

第二章

2.2 (1)

①对于浙江省预算收入与全省生产总值的模型,用Eviews分析结果如下: Dependent Variable: Y Method: Least Squares Date: 12/03/14 Time: 17:00 Sample (adjusted): 1 33

Included observations: 33 after adjustments

Variable

X C

R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic

Coefficie

nt Std. Error t-Statistic Prob.?? 0.176124 0.004072 43.25639 0.0000 -154.306

3 39.08196 -3.948274 0.0004 ????Mean 902.514

0.983702 dependent var 8

????S.D. dependent 1351.00

0.983177 var 9

????Akaike info 13.2288

175.2325 criterion 0

????Schwarz 13.3194

951899.7 criterion 9 -216.275????Hannan-Quinn 13.2593

1 criter. 1 ????Durbin-Watson 0.10002

1871.115 stat 1

Prob(F-statistic) 0.000000

②由上可知,模型的参数:斜率系数0.176124,截距为—154.3063 ③关于浙江省财政预算收入与全省生产总值的模型,检验模型的显着性:

1)可决系数为0.983702,说明所建模型整体上对样本数据拟合较好。 2)对于回归系数的t检验:t(β2)=43.25639>t0.025(31)=2.0395,对斜率系数的显着性检验表明,全省生产总值对财政预算总收入有显着影响。 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,财政预算总收入增加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分析: ?Mean ?Median ?Maximum ?Minimum ?Std. Dev. ?Skewness ?Kurtosis X Y ?6000.441 ?902.5148 ?2689.280 ?209.3900 ?27722.31 ?4895.410 ?123.7200 ?25.87000 ?7608.021 ?1351.009 ?1.432519 ?1.663108 ?4.010515 ?4.590432 ?Jarque-Bera ?12.69068 ?18.69063 ?Probability ?0.001755 ?0.000087 ?Sum ?Sum Sq. Dev. ?198014.5 ?29782.99 ?1.85E+09 ?Observations ?33 ?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

当Xf=32000时,将相关数据代入计算得到:

即Yf的置信区间为(5481.6617—64.9649, 5481.6617+64.9649)

(3) 对于浙江省预算收入对数与全省生产总值对数的模型,由Eviews分析结果如下:

Dependent Variable: LNY Method: Least Squares Date: 12/03/14 Time: 18:00 Sample (adjusted): 1 33

Included observations: 33 after adjustments

Variable LNX C

R-squared Adjusted R-squared S.E. of regression Sum squared resid

Log likelihood

Coefficie

nt Std. Error t-Statistic Prob.?? 0.980275 0.034296 28.58268 0.0000 -1.91828

9 0.268213 -7.152121 0.0000 ????Mean 5.57312

0.963442 dependent var 0

????S.D. dependent 1.68418

0.962263 var 9

????Akaike info 0.66202

0.327172 criterion 8

????Schwarz 0.75272

3.318281 criterion 6 -8.92346????Hannan-Quinn 0.69254

F-statistic

8 criter. 5 ????Durbin-Watson 0.09620

816.9699 stat 8

Prob(F-statistic) 0.000000

①模型方程为:lnY=0.980275lnX-1.918289

②由上可知,模型的参数:斜率系数为0.980275,截距为-1.918289 ③关于浙江省财政预算收入与全省生产总值的模型,检验其显着性: 1)可决系数为0.963442,说明所建模型整体上对样本数据拟合较好。 2)对于回归系数的t检验:t(β2)=28.58268>t0.025(31)=2.0395,对斜率系数的显着性检验表明,全省生产总值对财政预算总收入有显着影响。 ④经济意义:全省生产总值每增长1%,财政预算总收入增长0.980275% 2.4

(1)对建筑面积与建造单位成本模型,用Eviews分析结果如下: Dependent Variable: Y Method: Least Squares Date: 12/01/14 Time: 12:40 Sample: 1 12

Included observations: 12

Variable X C

R-squared Adjusted R-squared

Coefficie

nt Std. Error t-Statistic Prob.?? -64.1840

0 4.809828 -13.34434 0.0000

1845.475 19.26446 95.79688 0.0000 ????Mean 1619.33

0.946829 dependent var 3

????S.D. dependent 131.225

0.941512 var 2

S.E. of regression Sum squared resid Log likelihood F-statistic ????Akaike info 9.90379

31.73600 criterion 2

????Schwarz 9.98461

10071.74 criterion 0 -57.4227????Hannan-Quinn 9.87387

5 criter. 1 ????Durbin-Watson 1.17240

178.0715 stat 7

Prob(F-statistic) 0.000000

由上可得:建筑面积与建造成本的回归方程为: Y=1845.475--64.18400X

(2)经济意义:建筑面积每增加1万平方米,建筑单位成本每平方米减少64.18400元。 (3)

①首先进行点预测,由Y=1845.475--64.18400X得,当x=4.5,y=1556.647 ②再进行区间估计: 用Eviews分析: ?Mean ?Median ?Maximum ?Minimum ?Std. Dev. ?Skewness ?Kurtosis

Y X ?1619.333 ?3.523333 ?1630.000 ?3.715000 ?1860.000 ?6.230000 ?1419.000 ?0.600000 ?131.2252 ?1.989419 ?0.003403 -0.060130 ?2.346511 ?1.664917 ?Jarque-Bera ?0.213547 ?0.898454 ?Probability ?0.898729 ?0.638121 ?Sum ?Sum Sq. ?19432.00 ?42.28000 ?189420.7 ?43.53567

计量经济学第三版庞浩版课后答案全

第二章2.2(1)①对于浙江省预算收入与全省生产总值的模型,用Eviews分析结果如下:DependentVariable:YMethod:LeastSquaresDate:12/03/14Time:17:00Sample(adjusted):133Included
推荐度:
点击下载文档文档为doc格式
6km0m7r95u7d82u9zjlx7yogl1itk200ipc
领取福利

微信扫码领取福利

微信扫码分享