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1、1(1)680CPI(2)S&P500与CPI大致上呈线性关系⑶DependentVariable:SPMethod:LeastSquaresDate:05/20/13Time:17:24Sample:19901996Includedobservationsi7VariableCoefficientStd.Errort-StatisticProb.C-1137.826177.9488-6.3941220.0014CPI11.083611.2285559.0216620.0003R-squared0.942123Meandependentvar46
2、4.3886AdjustedR-squared0.930548S.D.dependentvar112.3728SEof「egression29.61448Akaikeinfocriterion9.849360Sumsquaredresid4385.086Schwarzcriterion9.833906Loglikelihood・32.47276F-statistic81.39039Durbin-Watsonstat1.187041Prob(F-statistic)0.000279EstimationCommand:LSSPCCPIEstimati
3、onEquation:SP=C(l)+C(2)*CPISubstitutedCoefficients:SP=-1137.826376+11.08360968*CPI从表中可得：拟合优度很高，CPI的系数JF统计量显苦，DW值符合，不存在口相关,所以回归结果可信。从英经济意义看，S&P500指数与CPI线性相关，其取值的人小随CPI变化而变化。2(1)Sample:20012010Includedobservationsi10VariableCoefficientStd.Errort-StatisticProb.C62650.934013.0101
4、5.611950.0000X1-979.0570319.7843-3.0616170.0183X22.8618160.5838024.9020300.0017R-squared0.902218Meandependentvar67033.00AdjustedR-squared0.874281S.D.dependentvar4904.504S.E_ofregression1738.985Akaikeinfocriterion18.00332Sumsquaredresid21168473Schwarzcriterion18.09409Loglikeli
5、hood-87.01658F-statistic32.29408Durbin-Watsonstat1.650804Prob(F-statistic)0.000292EstimationCommand:LSYCXIX2EstimationEquation:Y=C(l)+C(2)*X1+C(3)*X2SubstitutedCoefficients:Y=62650^92847-979l0570097*X1+2.861815879*X2⑵Y的总变差屮未被X
6、和卷解釋的部分为残差平方和EeA2=ESS=TSS-RSS=21154003由上表F统计量值为32
7、.3,给定显著性水平5%下，查表F0.05(2,7)=4.74<23.3,F统计量显著；DW二1.65,查表，DL=0.697,DU=1.641,由此，DW符合标准，不存在自相关。(3)由上面知XI,X2系数的t统计量值分别为-3.06,4.92给定显著性水平5%,査表可得,10.025(7)=2.365由此,xl的t统计量值小于t-0.025(7),x2的t统计量值大于10.025(7),即t检验显著3(1)VariableCoefficientStd.Errort-StatisticProb.c-1.4547500.214146-679326
8、10.0000X0.1762830.001445122.01700.0000R-squared0.998792Meandependentvar24.56900AdjustedR-squared0.998725S.D.dependentvar2.410396S.E.ofregression0.086056Akaikeinfocriterion-1.972991Sumsquaredresid0.133302Schwarzcriterion-1.873418Loglikelihood21.72991F-statistic14888.14Durbin-W
9、atsonstat0.734726Prob(F-statistic)0.000000EstimationCommand:LSYCXEst
