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ID:6369704
大小:429.50 KB
页数:17页
时间:2018-01-11
《《计量经济学》课程实验报告》由会员上传分享,免费在线阅读,更多相关内容在行业资料-天天文库。
1、《计量经济学》课程实验报告实验序号2实验名称Eviews的异方差检验与校正实验组别12模拟角色实验地点2教602指导老师刘冬萍实验日期11月29日实验时间16:05——17:45一、实验目的及要求学会使用计量学分析软件Eviews的异方差检验与校正功能。二、实验环境2教602,经管学院电脑实验室三、实验内容与步骤 DATAYXSORTX1.生成相关图SCATXY根据相关图随着X的增大Y的取值范围不断增大,所以方程存在异方差.2.方程的异方差检验(1)WHITE检验建立回归模型LSYCXDependentVariable:YMet
2、hod:LeastSquaresDate:11/22/12Time:17:06Sample:120Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.C0.8594690.7090571.2121300.2411X0.0363400.0096333.7723930.0014R-squared0.441531Meandependentvar3.100000AdjustedR-squared0.410504S.D.dependentvar2.25598
3、6S.E.ofregression1.732115Akaikeinfocriterion4.031203Sumsquaredresid54.00399Schwarzcriterion4.130776Loglikelihood-38.31203F-statistic14.23095Durbin-Watsonstat2.111232Prob(F-statistic)0.001395进行WHITE检验WhiteHeteroskedasticityTest:F-statistic6.172459Probability0.009656Ob
4、s*R-squared8.413667Probability0.014893TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:11/22/12Time:17:07Sample:120Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.C-0.8401623.268547-0.2570450.8002X0.0346910.0966160.3590620.7240X^20.000
5、2590.0005500.4703750.6441R-squared0.420683Meandependentvar2.700200AdjustedR-squared0.352528S.D.dependentvar5.061699S.E.ofregression4.072927Akaikeinfocriterion5.784082Sumsquaredresid282.0085Schwarzcriterion5.933442Loglikelihood-54.84082F-statistic6.172459Durbin-Watson
6、stat2.196613Prob(F-statistic)0.009656Nr^2=8.413677因为检验的P=0.014893小于0.05,所以存在异方差.(2)PARK检验LSYCXDependentVariable:YMethod:LeastSquaresDate:11/22/12Time:17:13Sample:120Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.C0.8594690.7090571.2121300.2411X0.0
7、363400.0096333.7723930.0014R-squared0.441531Meandependentvar3.100000AdjustedR-squared0.410504S.D.dependentvar2.255986S.E.ofregression1.732115Akaikeinfocriterion4.031203Sumsquaredresid54.00399Schwarzcriterion4.130776Loglikelihood-38.31203F-statistic14.23095Durbin-Wats
8、onstat2.111232Prob(F-statistic)0.001395GENRE2=LOG(RESID2)GENRLNX=LOG(X)LSLNE2CLNXDependentVariable:LNE2Method:LeastSquaresDate:11/2
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