计量经济学论文(eviews分析)-中国食品价格指数的影响因

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1、关键词：食品价格指数多因素分析预测模型模型检测与修正二、模型设定在本文中，我们选取粮食价格指数、肉禽及制品价格指数、水产品价格指数、蔬菜价格指数作为解释变量，选取食品价格指数作为被解释变量，构建多元线性回归模型：Y=β0+β1X1+β2X2+β3X3+β4X4+μi其中：Y食品价格指数X1粮食价格指数X2肉禽价格指数X3水产品价格指数X4蔬菜价格指数三、模型的估计与调整通过使用Eviews计量经济学分析软件，得到了一下回归分析结果DependentVariable:YMethod:LeastSquaresDate:05/03/14Time:19:50

2、Sample:2014:012014:04Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.C7.2991204.8192871.5145640.1441X10.4531110.0604837.4915000.0000X20.2255630.02100210.740120.0000X30.1764920.0642352.7475760.0118X40.0593710.0123924.7909120.0001R-squared0.990031Meandependentv

3、ar108.2515AdjustedR-squared0.988219S.D.dependentvar4.152074S.E.ofregression0.450673Akaikeinfocriterion1.409427Sumsquaredresid4.468336Schwarzcriterion1.649396Loglikelihood-14.02726F-statistic546.2222Durbin-Watsonstat0.901780Prob(F-statistic)0.0000001.多重共线性检验。8（1）直观的来看，x1、x3的相关系数

4、达到了0.80，x2、x3的相关系数达到了0.88。所以可以认为存在较严重的多重共线性。（2）修正多重共线性现剔除x3进行回归，结果如下：DependentVariable:YMethod:LeastSquaresDate:05/03/14Time:21:40Sample:2014:012014:04Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.C5.2102285.3941020.9659120.3441X10.5787620.04486712.899600.0

5、000X20.2749320.01232422.308120.0000X40.0758200.0122986.1650940.0000R-squared0.986610Meandependentvar108.2515AdjustedR-squared0.984864S.D.dependentvar4.152074S.E.ofregression0.510823Akaikeinfocriterion1.630366Sumsquaredresid6.001621Schwarzcriterion1.822342Loglikelihood-18.00994F

6、-statistic564.9205Durbin-Watsonstat0.921999Prob(F-statistic)0.000000由上图可看出，剔除x3后，拟合优度非常好，且显著性明显。再剔除x1进行回归，结果入下：DependentVariable:YMethod:LeastSquaresDate:05/03/14Time:21:43Sample:2014:012014:04Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.8C32.394936.385302

7、5.0733580.0000X20.1426790.0329004.3367320.0002X30.5403430.0774786.9741530.0000X40.0144350.0199850.7222650.4774R-squared0.964601Meandependentvar108.2515AdjustedR-squared0.959983S.D.dependentvar4.152074S.E.ofregression0.830589Akaikeinfocriterion2.602589Sumsquaredresid15.86718Schw

8、arzcriterion2.794565Loglikelihood-31.13496F-statistic2