第十章时间序列计量经济模型思考题

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1、第十章吋间序列计量经济模型思考题10.1对吋间序列进行分析，为什么提出平稳性问题？10.2简述模型出现〃伪冋归”的含义。10.3什么是非平稳？为什么随机游走过程是非平稳的？10.4试述单位根检验的基木步骤。10.5怎样判断变量之间是否存在协整关系。10.6什么是误差修正机制？误差修正模型的特点是什么？》练习题10-1表10•10是某国的宏观经济数据。其中，GDP为国内生产总值,PDT为个人口J支配收入，PCE为个人消费支岀，利润为公司税后利润，红利为公司净红利支出。表10.10某国1980年到2001年宏观经济季度数据季度GDPPDIPCE利润红

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6、2680.92421.6167.848.9Jan-893780.82699.22437.9168.250.5Feb-893784.32697.62435.4174.151.8Mar-893807.52715.32454.7178」52.7Apr-893814.62728.12465.4173.457.6Jan-903830.82742.92464.6174.357.6Feb-903732.626922414.2144.558.7Mar-903733.52722.52440.315159.3Apr-903808.527772469.2154.660

7、.5Jan-913860.52783.72475.5159.3564Feb-913844.42776.72476.1143.768.4Mar-913864.52814.12487.4147.671.9Apr-913803.12808.82468.8140.372.4Jan-923756」27952484114.470Feb-923771.12824.82488.911468.4Mar-923754.428292502.5114.669.2Apr-923759.62832.62539.3109.972.5Jan-933783.32843.62556

8、.5113.677Feb-933886.52867260413380.5Mar-933944.429032639145.783.1Apr