分析回归法分析研究试题.docx
3.2(1)用Eviews分析如下Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.X20.1354740.01279910.58454X318.853489.7761811.928512C-18231.588638.216-2.1105730.00000.07290.0520R-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statistic0.985838 Mean dependent var0.983950 S.D. dependent var730.6306 Akaike info criterion8007316. Schwarz criterion-142.5903 Hannan-Quinn criter.522.0976 Durbin-Watson stat6619.1915767.15216,1767016,3251016,197171.173432Prob(F-statistic)0.000000由表可知模型为：Y = 0.135474X2 4- 18.85348X3- 18231.58检验：可决系数是0.985838,修正的可决系数为0.983950,说明模型对样本拟合较好。F 检验，F=522.0976>F (2,15) =4.77,回归方程显著。t检验，t统计量分别为X2的系数对应t值为10.58454,大于t(15) =2.131,系数是显著的，X3的系数对应t值为L928512,小于t (15) =2.131,说明此系数是不显著的。(16) (2)表内数据In后重新输入数据：Dependent Variable: LNYMethod: Least SquaresDate: 10/25/15 Time: 22:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Error t-Statistic Prob.c-10.810901.698653-6.3643970. 0000LNX21.5737840.09154717.191060. 0000X30. 0024380.0009362. 6053210.0199R-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statisticProb(F-statistic)8.4001120.941530-1.302176-1.153780-1.2817140.684080Mean dependent0. 986373varS. D. dependent0.984556varAkaike info0.117006criterionSchwarz0.205355criterionHannan-Quinn14.71958criter.0.000000Durbin-Watson542. 8930stat模型为 Iny=10.81090+l.5737841nx2+0.002438x3检验：经济意义为其他条件不变的情况下，工业增加值每增加一个单位百分比出口货物总和增加1.57单位百分比，汇率每增加一单位百分比，出口总额增加0.0024个单位百分比。拟合优度检验，R八2=0.986373修正可决系数为0.984556,拟合很好。F检验对于H0:X2=X3=0,给定显著性水平a=0.05 F(2,15)=4.77F=542.8930>F(2,15)显著t检验对于H0:Xj=0 (j=2,3),给定显著性水平a=0.05 t (15) =2.131当j=2时t>t(15)显著,当j=3时t>t(15)显著。两个模型表现出的汇率对Y的印象存在巨大差异3.3(1)用Eviews分析如下Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:30Sample: 1 18Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statistic755.1222258.720611,2048211.3532111,225282.6057830.951235 Mean dependent var0.944732 S.D. dependent var60.82273 Akaike info criterion55491.07 Schwarz criterion-97.84334 Hannan-Quinn criter.146.2974 Durbin-Watson statProb(F-statistic)0.000000由表可知模型为：Y = 0.086450X + 52.37031T-50.01638检验：可决系数是0.951235,修正的可决系数为0.944732,说明模型对样本拟合较好。F 检验，F=539.7364>F (2,15) =4.77,回归方程显著。t检验，t统计量分别为2.944186,10.06702,均大于t( 15)=2.131,所以这些系数都是显著的。经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031 元。(2)用Eviews分析如下Y与T的一元回归Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 22:30Sample: 1 18Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.T63.016764.54858113.854160.0000C-11.5817158.02290 -0.1996060.8443R-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statistic0.923054 Mean dependent var0.918245 S.D. dependent var73.97565 Akaike info criterion87558.36 Schwarz criterionProb(F-statistic)0.000000755.1222258.720611.5497911.6487211,563432.134043-101.9481 Hannan-Quinn criter.191.9377 Durbin-Watson stat模型：Y = 63.01676T- 11.58171X与T的一元回归Dependent Variable: XMethod: Least SquaresDate: 12/01/14 Time: 22:34Sample: 1 18Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.123.151631.841503.8676440.0014444.5888406.17861.0945650.2899R-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statistic0.483182 Mean dependent var0.450881 S.D.dependent var517.8529 Akaike info criterion4290746. Schwarz criterion-136.9753 Hannan-Quinn criter.Prob(F-statistic)0.0013641942.933698.832515.4417015.5406315.455341.05225114.95867 Durbin-Watson statR-squaredAdjusted R-squaredS.E. of regressionSum squared residLog likelihoodF-statisticProb(F-statistic)0.0077882.30E-1471,7669311,0937011.1926411.107352.605783模型:X= 123.1516T +444.5888(3)对残差模型进行分析,用Eviews分析如下Dependent Variable: ElMethod: Least SquaresDate: 12/03/14 Time: 20:39Sample: 1 18Included observations: 18Variable Coefficient Std. Error t-Statistic Prob.E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.00000.366239 Mean dependent var0.326629 S.D. dependent var58.89136 Akaike info criterion55491.07 Schwarz criterion-97.84334 Hannan-Quinn criter.9.246111 Durbin-Watson stat模型：Ei = 0.086450E2 + 3.96e-14参数：斜率系数a为0.086
