《计量经济学》实验报告自相关

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1、《计量经济学》实验报告自相关（六）一、实验内容根据某地区1994-2014年国内牛产总值与出口总额的数据资料，其屮X表示国内主产总值（人民币亿元），Y表示出口总额（人民币亿元）。试建立一元线性回归函数。检验是否存在自相关，若存在并采取补救措施。设模型函数形式为：乙=01+02“?+儿obsXY199448459.610421.80199561129.812451.80199671572.312576.40199779429.515160.70199884883.715223.60199990187.716159.8020

2、0099776.320634.402001110270.422024.4020021210()226947.902003136564.636287.902004160714.449103.302005185898.862648.102006217656.677597.202007268019.493563.602008316751.7100394.942009345629.282029.692010408903107022.842011484123.5123240.602012534123129359.252013588

3、018.8137131.432014635910.2143883.7二、实验目的1、掌握自相关出现的来源、后果、检验及修正的原理，以及相关的EVicws软件操作方法。2、利用广义最小二乘法修止自相关。三.实验步骤(简要写明实验步骤)1、川OLS估计方法求模型的参数估计值2、自相关检验(1)、图示法(2)、DW检验3、自相关的修正AGENRDY二Y-q*Y(-1)AGENRDX二X-p*X(-l)

4、ViewProclObjectIIPrintINameIFreeze

5、EstimateIForecastIStatsIResi

6、dsIDependentVariable:YMethod:LeastSquaresDate:05^8/16Time:15:28Sample:19942014Ineludedobservations:21VariableCoefficientStd.Errort-StatisticProb.C2733.7994168.4710.6558280.5198X0.2448900.01376917.785300.0000R-squared0.943337Meandependentvar61612.54AdjustedR-squar

7、ed0.940355S.Ddependentvar47530.58S.E.ofregression11608.08Akaikeinfocriterion21.64718Sumsquaredresid2.56E+09Schwarzcriterion21.74666Loglikelihood-225.2954Hannan-Quinncriter.21.66877F-statistic316.3168Durbin-Watsonstat0.420894Prob(F-statistic)0.000000[=)Equation:UN

8、TITLEDWorkfile:UNTITLED::Untitled-nX

9、View

10、ProcObjectPrint(NameFreezeEstimateForecastStatsResidsResioualFittedActual在图形对话框中输入：xx(-1),再点击SCATTERDIOGRAMo得结杲如下,输入GENRDY=Y-0.789553*Y(-1)GENRDX=X-0.789553*X(-1)0Series:DYWorkfile:UNTITLED::UntitledViewProcObjectProper

11、tiesPrintNameFreezeIDYLastupdated:05/28/16-16:(Modified:19942014//dy=y-0.7895Modified:19942014//dy=y-0.78951994NA19954223.23719962745.04419975230.96619983253.42419994139.96120007875.38120015732.44820029558.469200315011.10200420452.08200523878.44200628133.20200732

12、296.50200826521.5220092762.564201042256.05CC"A■0Series:DXWorkfile:UNTITLED::Untitled

13、ViewProcObject

14、PropertiesPrintNameFreezeDefaultDXLastupdated:05/28/16-16: