彭佳乐 计量经济学作业

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1、《计量经济学》课程作业专业金融班级金融1212学号1201151204姓名彭佳乐计量经济学第二版（庞浩）第二章一元线性相关2.1研究深圳市地方预算收入与国内生产总值的关系DependentVariable:YMethod:LeastSquaresDate:06/19/13Time:16:36Sample:19902001Includedobservations:12VariableCoefficientStd.Errort-StatisticProb.  C-3.6111514.161790-0.8676920.4059X0.1345820.

2、00386734.800130.0000R-squared0.991810    Meandependentvar119.8793AdjustedR-squared0.990991    S.D.dependentvar79.36124S.E.ofregression7.532484    Akaikeinfocriterion7.027338Sumsquaredresid567.3831    Schwarzcriterion7.108156Loglikelihood-40.16403    F-statistic1211.049Durbi

3、n-Watsonstat2.051640    Prob(F-statistic)0.0000001）设回归模型为：由图可知-3.611151+0.134582（4.161790）（0.003867）t=（-0.867692）（34.80013）=0.991810F=1211.049n=122）经济意义：所估计的参数=-3.611151，=0.134582，说明国内生产总值每增加1亿元，地方预算内财政收入平均增加0.315亿元。3）拟合优度的度量：由表中可以看出，本题中的可决系数=0.991810，说明所建的模型整体上对样本数据拟合较好，即解

4、释变量“国内生产总值”对被解释变量“地方预算内财政收入”的绝大部分差异做出了解释。4）预测：点预测2008年GDP为3600亿元，则地方预算内财政收入为480.884049亿元。=-3.611151+0.134582*3600=480.884049第五章异方差性5.4个人储蓄与个人收入关系1）DependentVariable:YMethod:LeastSquaresDate:06/21/13Time:17:12Sample:19011931Includedobservations:31VariableCoefficientStd.Error

5、t-StatisticProb.  C-648.1236118.1625-5.4850180.0000X0.0846650.00488217.341640.0000R-squared0.912050    Meandependentvar1250.323AdjustedR-squared0.909017    S.D.dependentvar820.9407S.E.ofregression247.6234    Akaikeinfocriterion13.92404Sumsquaredresid1778203.    Schwarzcrite

6、rion14.01655Loglikelihood-213.8226    F-statistic300.7324Durbin-Watsonstat0.911579    Prob(F-statistic)0.000000由图可得到一元回归函数　　　　　　　　　　se=（118.1625）（0.004882）　　　　　　　　　用white检验其异方差性WhiteHeteroskedasticityTest:F-statistic7.840687    Probability0.001977Obs*R-squared11.12883    Pr

7、obability0.003832TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:06/21/13Time:17:16Sample:19011931Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.  C11957.4969304.550.1725350.8643X-1.0850046.784670-0.1599200.8741X^20.0001190.0001470.8086230.

8、4255R-squared0.358995    Meandependentvar57361.38AdjustedR-squared0.313208    S.D.