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时间:2019-08-27
《作业4-回归模型的函数形式(1)》由会员上传分享,免费在线阅读,更多相关内容在工程资料-天天文库。
1、习题4回归模型的函数形式姓名:万瑜;学号:11571209.卜面的模型是畚数线性的吗?如果不是用什么方法可以使他们成为参数线性模型?Xi14表5・13给出了德国1971年T980年消费者价格指数Y(1980年=100)及货币供给X(10亿德国马克)的数据。A做如下回归:1.Y对X2.lnY对InX3°lnY对X4.Y对InX解:1.Y对XOEquation:UNHTLEDWorkfile:UNTITLED::UntitledView
2、Proc
3、Object
4、Print
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6、Freeze
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10、ats
11、Resids
12、DependentVariable:YFvlethod:LeastSquaresDate:10/25/13Time:18:52Sample:19711987Ineludedobservations:17VariableCoefficientStd.Errort-StatisticProbC38.969073.85635110.105170.0000X0.2608780.01666415.6549000000R-squared0.942325Meandependentvar96.41176AdjustedR-squ
13、ared0.938480S.D.dependentvar19.72216S.E.ofregression4.891751Akaikeinfocriterion6.123109Sumsquaredresid358.9385Schwarzcriterion6.221134Loglikelihood-50.04642Hannan-Quinncriter.6.132853F-statistlc245.0760Durbin-Watsonstat0.629301Prob(F-statistic)0.0000002」nY对InXOEquation:
14、UNTITLEDWorkfile:UNTITLED::Untitled[-OView
15、Proc
16、Object
17、Print
18、Name
19、Freeze
20、Estimate
21、Forecast
22、Stats
23、Resids
24、DependentVariable:LOG(Y)Method:LeastSquaresDate:10/25/13Time:18:55Sample:19711987Includedobservations:17VariableCoefficientStd.Errort-StatlsticProb.C1.4040510.156813
25、8.9536490.0000LOGQC)0.5889650.02931720.089810.0000R-squared0.964166Meandependentvar4.547848AdjustedR-squared0.961777S.D.dependentvar0.213165S.Eofregression0041675Akaikeinfocriterion・3407698Sumsquaredresid0.026052Schwarzcriterion•3.309673Loglikelihood30.96543Hannan-Quinn
26、criter.-3.397954F-statistic4036007DurbirvWmtsonstat0734161Prob(F-statistic)00000003.InY对X□Equation:UNTITLEDWorkfile:UNTITLED::UntitledView
27、Proc
28、Object
29、Print
30、Name
31、Frwzw
32、Estimate
33、Forecast
34、Stats
35、Resids
36、DependentVariable:LOG(Y)Method:LeastSquaresDate:10/25/13Time:19:01Samp
37、le:19711987Ineludedobservations:17VariableCoefficientStd.Errort-StatisticProb.C3.9315780.04643084.677640.0000X0.0027990.00020113.949720.0000R-squared0.928433Meandependentvar4.547848AdjustedR-squared0.923662S.D.dependentvar0.213165S.E.ofregression0.058896Akaikeinfocriter
38、ion・2.715956Sumsquaredresid0.052031Schwarzcriterion-2.617930Loqlikelihood25.08562HannarvQuinncriter.-2.706212F
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