计量经济学第二版庞皓第二章答案

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1、2.1DependentVariable:GDPMethod:LeastSquaresDate:04/02/11Time:11:47Sample:19902007Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.c18205.582212.0598.2301500.0000M20.5669440.01201547.185680.0000R-squared0.992865Meandependentvar99944.23AdjustedR-squared0.992419S・D

2、.dependentvar67032.57S.E・ofregression5836.402Akaikeinfocriterion20.28606Sumsquaredresid5.45E+08Schwarzcriterion20.38499Loglikelihood-180.5745Hannan-Quinncriter.20.29970F-statistic2226.489Durbin-Watsonstat0.375677Prob(F-statistic)0.000000CovarianeeCorrelationGDPM2GDP4.24E+091.0000

3、00M27.43E+091.31E+100.9964261.000000经济意义：这说明中国货币供应量与国内生产总值(GDP)的线性相关系数为0.996426,线性相关程度相当高。2.2DependentVariable:YMethod:LeastSquaresDate:04/02/11Time:12:51Sample:17Ineludedobservations:7VariableCoefficientStd.Errort-StatisticProb.c-12.7785396.98004-0.1317650.9003X14.403591.3691661

4、0.519980.0001R-squared0.956774Meandependentvar852.6714AdjustedR-squared0.948128S・D.dependentvar596.5637S.E・ofregression135.8696Akaikeinfocriterion12.89622Sumsquaredresid92302.73Schwarzcriterion12.88077Loglikelihood-43.13679Hannan-Quinncriter.12.70521F-statistic110.6699Durbin-Wats

5、onstat1.438932Prob(F-statistic)0.0001342,000-300q,!!!11234567ResidualActualFitted相关系数:CovarianceCorrelationXYX1406.8071.000000Y20263.070.978148305047.01.000000说明美国软饮料公司的广告费用X与销售数量Y的正相关程度相当高。2.3(1)DependentVariable:YMethod:LeastSquaresDate:04/02/11Time:13:17Sample:19902007Ineluded

6、observations:18VariableCoefficientStd.Errort-StatisticProb.c20.461069.8674402.0735930.0546X0.0849650.00325526.103760.0000R-squared0.977058Meandependentvar215.9467AdjustedR-squared0.975624S・D.dependentvar174.6014S・E.ofregression27.26021Akaikeinfocriterion9.553172Sumsquaredresid118

7、89.90Schwarzcriterion9.652103Loglikelihood-83.97855Hannan-Quinncriter.9.566814F-statistic681.4064Durbin-Watsonstat0.982033Prob(F-statistic)0.000000Y=20.46106+0.084965X(9.867440)(0.003255)t=(2.073593)(26.10376)R2R=0.977058F=681.4064n=18ResidualActualFitted(2)斜率系数的经济意义：斜率系数0.084965

8、农示深圳市本市生产总值每增加1亿元，半均来说可导致地方预算内财政收入増加0.08