统计学2班
第六次作业 1、⑴①模型一 ：PCEt
AzPDIt 叫
Dependent Variable: PCE
Method: Least Squares Date: 11/12/14 Time; 21;52 Sample: 1970 19S7 Included observations: 18
Variable C PDI
R-squar&d
Adjusted R-squared S-E of regression Sum squared resid Log likelihood F-stati stic: Prob(F-statistic)
Coefficient -216.4269 1.008106 0 996455 0 996233 16 8862S 5707.065 -77.37269 4-496.936 0.000000
Std Error 32.69425 0.015033
t-Statistic -6 619723 67.05920
Prab. 0.0000 0.0000 T955.6O6 307.7170 3 619188 8.913118 8 S32829 1.366654
Mean depencient var
S.D. depencJentvmr Ak^i ke in To criterion Schwarz criterion Mannan - Quinn criter.
Durtoin-A1 atson stat
PCfet =『216.4269 1.008106PDIt
t
2
(-6.619723) ( 67.05920)
R 0.996455 F=4496.936 DW=1.366654
美国个人消费支出受个人可支配收入影响，通过回归可知，个人可支配收入 个单位，个人消费支出平均增加
二：
PDI每增加一
1.008106个单位。
②模型
PCEt = B1 B，PDI t 比 PCEt」t
Dependent var iable. FOE Method: Least Squares
Dale: 11/12/14 Time: 22:00 Sample (adjusled)： d 1 9S7
InclLided observations: 1 T after adjustments
Vana Die c
PDI 户 CEC-1)
R-SQuared
Adjustsd R-squared S.E. of regression Sum squared resicJ Log likelihood F-sta廿石廿u
Frob Coefficient -233.2736 0.982382 0.037158 O.99G5-12 O 996048 1 8.47783 ^730.022 -72 05335 2Q17 064 0.000000 Sta. Error 45-55736 0.140926 0.1440^6 t-StatiStic -5-120436 6.970617 0.257997 Prob. 0.0002 0.0000 0.8002 19?2 S76 293.9125 8.8298OS 8.976S43 3 84442V J 570195 Mesn die pendent var S.D. dependent var Akaiike info criterion Schwarz, criteri on Hannan-Quinn criter Durbj n-Wats on stat PCEt =-233.2736 0.982382PDI t 0.037158PCEt4 T 2 ( -5.120436)( 6.970817) F=2017.064 ( 0.257997) DW=1.570195 PDI影响，还受滞后一期个人消费支出 R 0.996542 美国个人消费支出 PCE不仅受当期个人可支配收入 PCEt-1自身影响。 ⑵从模型一得MPC=1.008106 从模型二可得短期 MPC=0.982382. 从库伊特模型= ■ （^-） -oXr -Yts GV ' Jtj）可得，为PEC的系数即 =0.037158 s 因为，长期MPC即长期乘数为：￡屛，根据库伊特模型 邑=悅於（0< X <1）,。当SToo i卫 2、Y :固定资产投资 Q0 1「0「1 i z0 X :销售额 时，、 旳 ■???=飞「1' 「2'2 ?…八 0^ i _1 1 」八0 1 B 0 1 —丸 1 —丸 所以长期 MPC= MPC °.982382 1.02023 1 —0.037158 ⑴设定模型为：Y =a + 0Xt +片,Yt*为被解释变量的预期最佳值 运用局部调整假定，模型转换为：Y 八*「0xt「；Y」」； 其中：：* —「匚打=1 -「X Dependent Variable: Y Method： Leest 3口tiares Date: 1/14/14 Time: 20:53 Sample (adjusted): 1981 2001 Included observations： 21 after adjustmenls Variable C X V(-1) R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Pro b(F-stati Stic) CoelTi cient -15.10403 0.629273 0.271676 0.987125 0.985695 &193728 690.5208 -6 6.473-41 69O.05G1 0.000000 Std. Error 4 729450 0.097819 O11485S t-Statistic -3.193613 6.433031 2.365315 Prob 0.0050 0.0000 D 02 94 109.2167 51.78550 6 616515 6.765733 6.643399 1 513595 fvlean dependent var S.D. dependent var AKaike info criterion Schwarz criterion Hannan-Quinn enter. Durbin-Watson stat (-3.193613) 2 (6.433031) (2.365315) DW=1.518595 八1， 1 R =0.987125 F=690.0561 =1 - 1； =1 -0.271676 = 0.728324 062927 & 0.728324 心03「20.7381 -^ =0.864 0.728324 W = -15.10403 0.629273Xt 0.271676/^
庞皓计量经济学课后答案第七章
