计量经济学作业

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1、3.2（1）用Eviews分析如下DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:25Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838    Meandependent

2、var6619.191AdjustedR-squared0.983950    S.D.dependentvar5767.152S.E.ofregression730.6306    Akaikeinfocriterion16.17670Sumsquaredresid8007316.    Schwarzcriterion16.32510Loglikelihood-142.5903    Hannan-Quinncriter.16.19717F-statistic522.0976    Durbin-Watsonstat1.173432Prob(F-statistic)0.000

3、000由表可知模型为：Y=0.135474X2+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1.928512，小于t（15）=2.131，说明此系数是不显著的。（2）（2）表内数据ln后重新输入数据：DependentVariable:LNYMethod:LeastSquaresDate:10/25/15T

4、ime:22:18Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  C-10.810901.698653-6.3643970.0000LNX21.5737840.09154717.191060.0000X30.0024380.0009362.6053210.0199R-squared0.986373    Meandependentvar8.400112AdjustedR-squared0.984556    S.D.dependentvar0.941530S.E

5、.ofregression0.117006    Akaikeinfocriterion-1.302176Sumsquaredresid0.205355    Schwarzcriterion-1.153780Loglikelihood14.71958    Hannan-Quinncriter.-1.281714F-statistic542.8930    Durbin-Watsonstat0.684080Prob(F-statistic)0.000000模型为lny=-10.81090+1.573784lnx2+0.002438x3检验：经济意义为其他条件不变的情况下，工业增

6、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^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=0.05F(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=0.05t（15）=2.131当j=2时t>t(15)显著，当j=3时t>t(15)显著。(3)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DependentVariabl

7、e:YMethod:LeastSquaresDate:12/01/14Time:20:30Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235    Me