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1、老师您好，我是李莹，学号17号，由于上机时电脑故障，所以我和16号的叶建同学的表是一起做的。第十一章8、（1）农村居民消费水平X和城镇居民消费水平Y的散点图农村居民消费水平X与时间关系的散点图如下：城镇居民消费水平Y与时间关系的散点图如2rh散点图得知，农村居民消费水平x和城镇居民消费水平Y都是不平稳的时间序列。（2）用单位根检验分别检验这两个时间序列是否是平稳的①农村居民消费水平x的平稳性判断如下:NullHypothesis:XhasaunitrootExogenousConstant.LinearTrendLagLength:0(Fixed)t-StatisticProb?Aug

2、mentedDickey-Fullerteststatistic0.2907040.9976Testcriticalvalues:1%level-4.3098245%level-3.57424410%level-3.221728"MacKinnon(1996)one-sidedp-values.AugmentedDickey-FullerTestEquationDependentVariable:D(X)Method:LeastSquaresDate:06/09/14Time:09:08Sample(adjusted):19792007Includedobservations:29af

3、teradjustmentsVariableCoefficientStd,Errort-StatisticProb.x(-1)0.0215180.0740190.2907040.7736c-6.95969642.95301-0.1620300.8725@TREND(1978)6.1094567.3549950.8306540.4137R-squared0.402320Meandependentvar107.8276AdjustedR-squared0.356345S.D.dependentvar109.9461SEofregression88.20772Akaikeinfocriter

4、ion11.89496Sumsquaredresid2022956Schwarzcriterion12.03641Loglikelihood-169.4770Hannan-Quinnenter.11.93926F・statistic8.750770Du「bin-Watsonstat0.655222Prob(F-statistic)0.001242NullHypothesis:XhasaunitrootExogenous:Constant,LinearTrendLagLength:1(Fixed)t-StatisticProb.*AugmentedDickey-Fullerteststa

5、tistic-0.6857640.9644Testcriticalvalues:1%level5%level10%level-4.323979-3.580623-3.225334^MacKinnon(1996)one-sidedp-values.AugmentedDickey-FullerTestEquationDependentVariable:D(X)Method:LeastSquaresDate:06/09/14Time:09:10Sample(adjusted):19802007Includedobservations:28afteradjustmentsVariableCoe

6、fficientStd.Errort-StatisticProb.x(-1)C@TREND(1978)-0.0431750.768195-32.995407.5798680.0629580.17540838.567516.302323■0.6857644.379484-0.8555231.2027100.49940.00020.40070.2408R-squaredAdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodF-statisticProb(F-statiStic)0.6607500.61834466.3667

7、2112176.2-155.869015.581460.000008MeandependentvarSDdependentvarAkaikeinfocriterionSchwarzcriterionHannan-Quinncriter.Durbin-Watsonstat110.9286110.664611.4192111.6095311.477391.378814NullHypothesis:XhasaunitrootExogenous:Con