我国货币需求函数的相关因素分析

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1、我国货币需求函数的相关因素分析根据货币学派的主张，认为只要保持货币供给量满足社会经济的发展需要，就不必需要政府来干预市场。在此选取我国1991年至2007年的数据进行了简单的分析。(一)DependentVariable:MMethod:LeastSquaresDate:11/29/09Time:18:54Sample:19902007Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  C-98709.9838422.13-2.5690920.0223GDP1.8160570.03682349.318200

2、.0000CPI-1051.408700.5245-1.5008860.1556PPI1684.814636.73922.6460030.0192R-squared0.995112    Meandependentvar144174.3AdjustedR-squared0.994064    S.D.dependentvar117812.4S.E.ofregression9076.764    Akaikeinfocriterion21.25795Sumsquaredresid1.15E+09    Schwarzcriterion21.45581Loglikelihood-187.3216

3、    Hannan-Quinncriter.21.28524F-statistic949.9916    Durbin-Watsonstat1.033051Prob(F-statistic)0.000000DependentVariable:LNMMethod:LeastSquaresDate:11/29/09Time:19:16Sample:19902007Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  C-3.4661660.331511-10.455670.0000LNGDP1.2830420.

4、01680376.359200.0000CPI-0.0038910.003713-1.0477950.3125PPI0.0091110.0034782.6197310.0202R-squared0.998039    Meandependentvar11.48442AdjustedR-squared0.997619    S.D.dependentvar0.999851S.E.ofregression0.048786    Akaikeinfocriterion-3.009620Sumsquaredresid0.033321    Schwarzcriterion-2.811760Logli

5、kelihood31.08658    Hannan-Quinncriter.-2.982338F-statistic2375.508    Durbin-Watsonstat1.115451Prob(F-statistic)0.000000由上表知，F检验通过，但是CPI的t检验未通过。又考虑到CPI与PPI都是经济发展状况的反映，可能存在较强的多重共线性。求出CPI与PPI的相关系数矩阵，见下表：CorrelationLNGDPCPIPPILNGDP1-0.4302-0.4570CPI-0.430210.8874PPI-0.45700.88741由上表可知，CPI与PPI存在多重共线性，

6、运用逐步回归法：1、保留CPI,去掉PPI，对数据进行回归，如下：DependentVariable:LNMMethod:LeastSquaresDate:11/29/09Time:19:08Sample:19902007Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  C-3.2994310.383694-8.5991230.0000LNGDP1.2750860.01949065.422860.0000CPI0.0044790.0022322.0061900.0632R-squared0.997078 

7、   Meandependentvar11.48442AdjustedR-squared0.996689    S.D.dependentvar0.999851S.E.ofregression0.057536    Akaikeinfocriterion-2.721812Sumsquaredresid0.049655    Schwarzcriterion-2.573417Loglikelihood27.49