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1、2、多元线性回归模型1）计算相关系数打开Eviews…file…new—workfile…workcreate,截图如下:WorkfileCreate点击OK,出现workfile:untitled,截图如下:OWorkfile:UNTITLED
2、<=)
3、
4、SllaEaalView
5、Proc
6、Object
7、Print]Save
8、Details+/•(Show
9、Fetch
10、Store
11、Delete
12、Genr
13、Sample
14、Range1980199819obsDisplayFilter:*Sample:1980
15、199819obsQDc0residQuick…emptygroup,录入数据:IJGroup:UNTITLEDWorkfile;UNTITLEDUntitled1_,B
16、obsSER01ISER02SER03
17、SER04
18、SE19802795600I1600400824000011.270001--198131313001756.10090.9000013.45000“一198232592001911200965000012760001(-19833534900212780099600001118000
19、819843932700231170010390001241000919854213.0002497.400107.600010.790007.198644529002734000109600077800005.198747425002832800113600085900005■1988ACCC厂,ccrcc€w.cfCCCLView
20、Proc
21、Objeut]Print]Freeze]
22、DefaultSort
23、Transpose]Smpl+/・
24、Inst将serOl命名为gdp,ser02命名为m2,ser
25、03命名为cpi,ser04命名为Itrate,ser05命名为tbrate2)OLS估计点击quick—generateseries,编写函数，出现下而的截图:点击0K,得到真实的rgdp,同时也会出现在列表中RGDPLastupdated:04/11/12-20:364Modified:19801998//rgdp=gdp/cpiL198033.9271819813444774198233.77409198335.4909619843785082•1985nnatacc4!h再计算真实的货币供给：同样点
26、击quick—generateseries,编写函数，截图如下:Vorkfile:UN7GenerateSeriesbyEquationEnt@rionrm2=m2/cpi
27、
28、Proc
29、Object]
30、—L—J空gef198019nple:198019Sample点击OK,也会得到真实的货币供给「m2,同时出现在列表中DWorewlProlange:Jampie3gdp3Itrat(3m23resic3rgdp3tbratLastupdated04/11/12-2040▲Modified19801998II
31、rm2=m2/cpPl19801942233II198119.3190319821980518I198321.36345II198422249281985nnn-4nn4〃1_.rrt4CC厂—-—1rrm2RM2长期利率：点击quick…estimateequation,编写函数，截图如下:EquationEstimationSpocificationOptionsE工timdt1onttingsMethod:[15-""LeastSquaresOILSandAKMA)Somplo119801998Equ
32、^tionspecificationDopondontvmtifollovadbylistofrogrozzorzandPDLORexpliciIequationlike点击确定并币:新命名为eqOlt截图如卜:cObjectI198019:198019Includedobservations:19VariableCoefficientStd.Errort-StatisticProbc1.4145321.3174901.0736560.2989LOG(RGDP)0.4945860.2686451.84103
33、80.0842LOG(LTRATE)-0.0515790.150143-0.34353507357Vj&/v
34、Proc]objEct
35、Print]Name[FreezeEstimate]ForecastStatsR皂sids
36、DependentVariable:LOG(RM2)Method:LeastSquaresDate:04/11/12Time:20:46Sample:19801998短期利率：点击quick
