计量经济学作业 结构检验.doc

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1、教材P107，例4-5，用1980-2013年数据，要有数据表。年度农村居民家庭平均每人消费支出(元)C农村居民家庭人均纯收入(元)Y农村居民消费物价指数CP1985317.4397.61001986357423.8106.11987398.3462.6112.71988476.7544.9132.41989535.4601.5157.91990584.6686.3165.11991619.8708.6168.91992659784176.81993769.7921.620119941016.81221248

2、19951310.41577.7291.419961572.11926.1314.419971617.22090.1322.319981590.32162319.119991577.42210.3314.320001670.12253.431420011741.12366.4316.520021834.32475.6315.220031943.32622.2320.220042184.72936.4335.620052555.43254.9343200628293587348.120073223.94140.

3、4366.920083660.74760.6390.720093993.55153.2389.520104381.85919403.520115221.16977.3426.9201259087916.6437.6有上述数据可以看出，在1994年农村居民消费物价指数增幅最大，故选择1997年作为结点考察1997年前后中国农村居民的消费状况有没有变化。在区间1985年到1994年间：年份C/CPY/CP19853.1743.976019863.3647502363.994319873.5341614914.10

4、4719883.6004531724.115619893.3907536423.809419903.5408843134.156919913.6696269984.195419923.7273755664.434419933.8293532344.585119944.14.9234以上数据经过回归得到：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:22:59Sample:19851994Includedobservations:10Variab

5、leCoefficientStd.Errort-StatisticProb.  C0.5064510.4520971.1202280.2951X0.7297970.1065996.8461800.0001R-squared0.854201    Meandependentvar3.593136AdjustedR-squared0.835977    S.D.dependentvar0.260691S.E.ofregression0.105579    Akaikeinfocriterion-1.481854S

6、umsquaredresid0.089176    Schwarzcriterion-1.421337Loglikelihood9.409271    Hannan-Quinncriter.-1.548241F-statistic46.87019    Durbin-Watsonstat0.875001Prob(F-statistic)0.000131模型估计为：（1.1202）（6.8461）残差平方和在区间1995年到2012年间：19954.4969114625.414219965.0003180666

7、.126319975.0176853866.485019984.9837041686.775319995.0187718747.032520005.3187898097.176420015.5011058457.476820025.8194796957.854120036.0690193638.189320046.5098331358.749720057.4501457739.489520068.12697500710.304520078.78686290511.284820089.36959303812.1

8、848200910.2528883213.2303201010.8594795514.6691201112.230264716.3441201213.5009140818.0910以上数据经过回归得到：DependentVariable:YMethod:LeastSquaresDate:11/26/14Time:23:13Sample:19952012Includedobservations:18V