计量案例分析

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1、一、异方差的检验与修正模型一：DependentVariable:LOG(Y)Method:LeastSquaresDate:05/31/28Time:18:38Sample:131Ineludedobservations:31VariableCoefficientStd.Errort-StatisticProb.c3.2660681.0415913.1356530.0040LOG(X1)0.1502140.1085381.3839750.1773LOG(X2)0.4774530.0515959.2538530.0000R-squared0.779878Meandependentvar7

2、.928613AdjustedR-squared0.764155S.D.dependentvar0.355750S.E.ofregression0.172766Akaikeinfocriterion-0.581995Sumsquaredresid0.835744Schwarzcriterion-0.443222Loglikelihood12.02092F-statistic49.60117Durbin-Watsonstat1.780981Prob(F-statistic)0.000000WhiteHeteroskedasticityTest:F-statistic12.61602Prob

3、ability0.000008Obs*R-squared20.45911Probability0.000405TestEquation:DependentVariable:RESIDA2Method:LeastSquaresDate:05/31/28Time:18:48Sample:131Ineludedobservations:31VariableCoefficientStd.Errort-StatisticProb.c7.7632751.3753245.6446900.0000LOG(X1)-1.8511230.446727-4.1437430.0003(LOG(X1))A20.12

4、61600.0307674.1005120.0004LOG(X2)-0.2581660.157160-1.6426970.1125(LOG(X2))A20.0172140.0103111.6695110.1070R-squared0.659971Meandependentvar0.026959AdjustedR-squared0.607659S.D.dependentvar0.042129S・E・ofregression0.026389Akaikeinfocriterion-4.285087Sumsquaredresid0.018105Schwarzcriterion-4.053798L

5、oglikelihood71.41884F-statistic12.61602Durbin-Watsonstat2.111206Prob(F-statistic)0.000008模型二：DependentVariable:LOG(Y)Method:LeastSquaresDate:05/31/28Time:18:41Sample:112Includedobservations:12VariableCoefficientStd.Errort-StatisticProb.c3.1412081.1223582.7987570.0208LOG(X1)0.3983850.0787915.05623

6、40.0007LOG(X2)0.2347510.1097472.1390090.0611R-squared0.739693Meandependentvar7.700532AdjustedR-squared0.681847S.D・dependentvar0.156574S.E・ofregression0.088316Akaikeinfocriterion-1.803481Sumsquaredresid0.070197Schwarzcriterion-1.682255Loglikelihood13.82089F-statistic12.78726Durbin-Watsonstat1.2984

7、49Prob(F-statistic)0.002343模型三：DependentVariable:LOG(Y)Method:LeastSquaresDate:05/31/28Time:18:42Sample:2031Includedobservations:12VariableCoefficientStd.Errort-StatisticProb.c3.9936441.8840542.1197080.0631LOG(X1)-0.11