计量经济学张晓峒第三版课后作业

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1、7、已知我国粮食产量Q（万吨、农业机械总动力（万千瓦）、化肥施用量（万吨）、土地灌溉面积（千公顷）。（1）试估计一元线性回归模型DependentVariable:QMethod:LeastSquaresDate:10/09/12Time:21:20Sample:19781998Includedobservations:21CoefficientStd.Errort-StatisticProb.  X10.6080260.03910215.549720.0000C25107.081085.94023.120120.000

2、0R-squared0.927146    Meandependentvar41000.89AdjustedR-squared0.923311    S.D.dependentvar6069.284S.E.ofregression1680.753    Akaikeinfocriterion17.78226Sumsquaredresid53673653    Schwarzcriterion17.88174Loglikelihood-184.7138    Hannan-Quinncriter.17.80385F-sta

3、tistic241.7938    Durbin-Watsonstat1.364650Prob(F-statistic)0.000000则样本回归方程为（23.12）（15.55）r2=0.93括号内的数字为回归系数对应的t统计量的值，以下同。DependentVariable:QMethod:LeastSquaresDate:10/09/12Time:21:21Sample:19781998Includedobservations:21CoefficientStd.Errort-StatisticProb.  X25.

4、9094730.35674716.564880.0000C26937.69916.697229.385590.0000R-squared0.935241    Meandependentvar41000.89AdjustedR-squared0.931833    S.D.dependentvar6069.284S.E.ofregression1584.623    Akaikeinfocriterion17.66447Sumsquaredresid47709547    Schwarzcriterion17.76395

5、Loglikelihood-183.4770    Hannan-Quinncriter.17.68606F-statistic274.3953    Durbin-Watsonstat1.247710Prob(F-statistic)0.000000则样本回归方程为(29.39)(16.56)r2=0.94DependentVariable:QMethod:LeastSquaresDate:10/09/12Time:21:23Sample:19781998Includedobservations:21Coefficie

6、ntStd.Errort-StatisticProb.  X31.9468770.2708957.1868270.0000C-49775.6212650.60-3.9346450.0009R-squared0.731070    Meandependentvar41000.89AdjustedR-squared0.716916    S.D.dependentvar6069.284S.E.ofregression3229.199    Akaikeinfocriterion19.08825Sumsquaredresid1

7、.98E+08    Schwarzcriterion19.18773Loglikelihood-198.4266    Hannan-Quinncriter.19.10984F-statistic51.65048    Durbin-Watsonstat0.300947Prob(F-statistic)0.000001(-3.93)(7.19)r2=0.73(2)对以上三个模型的估计结果进行结构分析和统计检验。①对回归方程的结构分析：α1=0.61是样本回归方程的斜率，它表示我国粮食产量的边际消费倾向，说明农业机械总动

8、力每消耗1万千瓦，将生产0.61万吨粮食。α0=25107.08，是样本回归方程的截距，它表示不受农业机械总动力的影响的粮食产量。他们的大小，均符合经济理论及目前的实际情况。②统计检验：r2=0.93,说明总离差平方和的93%被样本回归直线解释，仅有7%未被解释，因此，样本回归直线对样本的拟合优度是很高的。给出显著水