《计量经济学综合实验》实验报告.docx

计量经济学综合实验实验报告2013-2014学年第一学期班级:姓名:学号:课程编码：0123100320课程类型：综合实训实时间：笫16周至第18周实验地点：实验目的和要求；熟悉eviews软件的根本功能，能运用eviews软件进行一元和多元模型的参数估计、统计检验和预测分析，能运用eviews软件进行异方差、自相关、多重共线性的检验和处理，并最终将操作结果进行分析。能熟悉运用eviews软件对时间序列进行单位根、协整和格兰杰因果关系检验。料所用软件，eviews实验内容和结论：见第2页一第39页计量经济学综合实验实验一第二章第6DependentVariab1.e:YMethod:1.eastSquaresDate:12/17/13Time:09:13Sanp1.e:19851998Inc1.udedobservations:MVariab1.eCoefficientStd.Errort-StatisticProb.C12596.271244.56710.121010.0000GDP26.954154.1203006.5417920.OOOOR-squared0.781002Meandependentvar20168.57AdjustedRsquared0.762752S.D.dependentvar3512.487SE.ofregression1710.865Akaikeinfocriterion17.85895SunsquaredresidSchwarzcriterion17.950241.og1.ike1.ihood-123.0126F-statiscic42.79505Durbin-Vatsonstat0.859998Prob(F-Statistic)0.000028(1)Yf=12596.27÷2f>.95GDPt+ef(10.(12) (6.54)K2=0.7«<2)=26.95是样本回归方程的斜率.它表示GDP每增加1亿元.货物运给址将增加26.9577IXfe.A=1259627是样本网归方程的截距，友示Gi)P不变价时的货物运输量.(3)Rz=0.78.说明离差平方和的78E被样本回归H戏解林，还有22未被解择,因此，样本回归至西安对样本点的拟合优度是较高的，给出显著水平=0Q5,查自由度Y=I4-2=12的t分布表，得临界值0g(12)=218.Z11=10.12>023(1.2),t1.=6.54>Z0023(12),故回归系数均显著不为零，回归模型中英包含常数项，X对丫有显著影响.<4)2000年的国内生产总值为620亿元，货物运输累按测值为29307.84力吨.ForecastYFActua1.:YForecastsamp1.e:19351999IfK1.udedobservations14RootMeanSquaredEnor1583953MeanAbso1.uteError1382.688MeanAbsPercentError7214921Thei1.Inequa1.ityCoefficierrt0038785BiasProportionI.I-I-IHJVarianceProportion061716CovarianceProportion093B284实验二第二章第7J1.X1.DependentVariab1.e:0Method:1.eastSquaresDate:12/17/13Time:10:57Sanp1.e:19781998Inc1.udedobservations:21Variab1.eCoefficientStd.Brrort-StatisticProb.C40772.471S89.79529.337040.OOOOX1.0.OO1.2200.0019090.6391940.5303R-SqUared0.021051Meandependentvar40996.12AdjustedR-squared-0.030473S.D.dependentvar6071.868S.E.ofreression6163.687Akaikeinfocriterion20.38113Sunsquaredresid7.22E08Schwarzcriterion20.480611.or1.ike1.ihood-212.0019F-statistic0.408568Durbin-ITatsonstat0.206201Prob(F-Statistic)0.530328Q1=40772.11+0.OO1.X1.1.-e,X2DependentVariab1.e:QMethod:1.eastSquaresDate:12/17/13Time:10:58Sanp1.e:19781998Inc1.udedobservations:21Variab1.eCoefficientStd.ErrorI-StacisticProb.C26925.65915.865729.399120.0000X25.9125340.35M2316.588510.0000Rsquared0.935413Meandependentvar40996.12AdjustedR-squared0.932011S.D.dependentvar6071.868S.E.ofregression1583.185Akaikeinfocriterion17.66266SunsquaredresidSchwarzcriterion17.762141.og1.ikeIihCad-183.4579F-statistic275.1787Durbin-Matsonstat1.264400Prob(F-Statistic)0.OOOOOOQ,26925.65+5.91Xu+4X3DependentVariab1.e:QMethod:1.eastSquaresDate:12/17/13Time:10:58Sanp1.e:19781998Inc1.udedobservations:21Variab1.eCoefficientStd.Errort-StatisticProb.C-49865.3912658.40-3.945M50.0009X31.9487000.2706347.2001980.0000R-SquarCd0.731817Meandependentvar10996.12AdjustedR-squared0.717702S.D.dependentvar6071.868S.E.ofregression3226.087Akaikeinfocriterion19.08632Sumsquaredresid1.98E÷08Schvarzcriterion19.185801.ogIike1.ihood-198.4064E-Statistic51.84718Durbin-Vatsonstat0.3(M603Prob(F-Statistic)O.oooQ1-19865.39,1.95Xj，c(1)Q1=d0+aiX1.1.+etef-40772.470.001×x,e,Q,=B>+BXz+aQ26925.65+5.91X2f+e,。,=>+RX*+e,Q1-49865.391.95Xjq（2）A&o=o.ooi为样本I可归方程的斜率，表示边际农业机械总动力,说明农业机械总动力每增加1万千瓦，粮食产爵增加1万吨.£1=40072.47是强矩，表示不受农业机械总动力影响的板食产量.ra=0.02.说明总离差平方和的2%被样本回归宜线解探,有98%未被解择,因此样本I可归直线对样本点的拟合优底是很低的.给出的显著水平=0.05,杳自由度v=21-2=19的I分布衣，得临界假'。侬（凶）=2.09,=29.34>Qms（19）,O=OG，3（19）.A4=5.9】为样本【可归方程的斜率，表示边际化肥施用fit说明化肥使用fit每增加1万吨，粮食产量增加1万吨.户】=26925.65是俄矩，表示不受化肥使用用极响的粮色产量.r¼.94,说明总离港平方和的94%被样本回灯宜线解择.有6%未被解拜.因此样本回归宣线对样本点的拟合优度是很高的.给出的显著水平4.05.g自由度v=21.2=19的t分布表，得临界仁。皿"9）=2.09.%=2940小（19）.A-16.6>4ms（19）收回妇系数均不为零，回归模里中应包含常数项，X对丫有显著影响。九=1.95为样本回归方程的斜率，表示边际土地灌溉面枳，说明土地湫混面积增加1公顷，粮食产兴增加1万吨。力=-49万5.39是:距,表示不受土地灌溉面积影响的机食产演,r'=0.73,说明总离差平方和的73%被样本回归出城例科.有27%未被解择.因此样本回归出线对样本点的拟合优度是技高的.给出显著性水平=0.05,查自由度V*=21-2=I9的t分布表，得临界值4叫（19）=209,£0=_3.95&13（19）,4=72包309）故回归系数包含零，回归模型中不应包含常数项，X对丫有无显著的响.（3）根据分析，X2得拟合优度以高，模型最好，所以选择X2得预测值,Q,-26925.65+5.91X2e,1505.91011240162E8800018184ocooo00166900983310ForecastQFActua1.:QForecastsamp1.e:19782002Adjustedsamp1.e19781999Inc1.udedobservations21RootMeanSquaredErTOrMeanAbso1.uteErrorMeanAbsPefcemErTofTe1.Inequa1.ityCoefficientBiasProportionVarianceProportionCovarianceProportion)=52349.54实验三P8593ffDependentVariab1.e:YMethod:1.eastSquaresDate:12/19/13Time:09:10Sanp1.o:118Inc1.udedobservations:18Variab1.eCoefficientStd.Errort-StatisticProb.C-0.97556830.32236-0.0321730.9718X1.(KI.31466.40913616.275920.OOOOX20.4021900.1163183.4567760.0035R-squared0.979727Meandependentvar755.1500AdjustedR-squared0.977023S.D.dependentvar258.6859S.E.ofregression39.21162Akaikeinfocriterion10.32684Sunsquaredresid23063.27Schwarzcriterion10.475231.og1.ike1.ihood-89.91152F-Statistic362.4430Durbin-Watsonstat2.561395Prob(F-Statistic)0.OOOOOO(1) P=-0,98+104.32X1÷0.40X2(2)提出检脸的原假设为设°=/?J=(U=I,2°给出显著水平a=0.05查自由度V=18-2=16的t分布表，得临界值&os(15)=2.13./,=16.28>rny25(1.5).所以否认“0,4显不不等于零，即可以认为受教育年眼对购置书籍及课外读物支出行显著影响。t2=3.46>qi,2,(15),所以否认“，自显著不等于零，即可以家庭月可支配权入对购置书籍及课外读物支出有显著影响.R2-O.9797.表示丫中的变异性能被估计的网灯方程解择的局部越多,估计的网归方程对样本观测优就拟介的越好，同样，R2=0.9770.很接近】，表示模里拟合度很好，<4)把X=IO,X480代入V=-0.98+12.32X+0.40X2Yitm=-0.98+1()4.32*10+0.40*48()=1234.22实验四P86第6题DependentVariab1.e:YMethod:1.eastSquaresDate:12/19/13T加。：10:14Sanp1.e:19551984Inc1.udedobservations:30Variab1.eCoefficientStd.Errort-StatisticProb.C0.2089324.3722180.0477860.9623X1.1.0814070.2341394.6186490.0001X23.6465651.6998492.1152290.0414X30.0012120.0116610.3610710.7210R-squared0.552290Meandependentvar22.13467AdjustedR-squared0.500632SD.dependentvar14.17115S.E.ofregression10.22618Akaikeinfocriterion7.611345Sunsquaredresid2718.941Schwarzcriterion7.7981711.ogIikOIihaad-110.1702F-statistic10.69112DurbinWatsonstat1.250501Prob(F-Statistic)0.000093r=0.2()89÷1.0814X1+3.6466X.+0.(X¼2X,I*A4=1.0814.表示该地区某农产品收账Jm的若俯竹珏的浦加而增加.产2-3.617表示农产品收明量随出1.1.盘的A增加而增加.A-3.617表示农产品收购量的库存量的增加而增加.该回归方程系数的符号和大小均符合经济理论和实际情况.统计检验a.回归方程的显著性检验F检般：J=O55表示和M和入3联合起来对丫的解择能力到达55%,因此,样本回归方程的拟合优度是高的。显著性水平d=0.05,变自由度v=30-3-1.=27,的F分布表的崎界值Fooi(3.27)=2.96.F=10.69>Foa(3,27)=2.96,说明回归方程在总体上是显著的，b.回归系数的显著性检物t检验：显著性水平&=0.05,查自由度v=30-3-1.=26的t分布表的临界值t0.02S(26)=2.06.At1.=4.62>tO«5(26),所以6】显著不为零,即销伸量对农产品收购量有显著影响；t2=2.15>隔必(26),所以42显著不为零，即出口量对农产品收购崎有显著影响：13=0.36<I。0(26),故33显著为等，即库存Ift对农产品收购地无显著影响，于足，建立回归模型时,库存量3Ur以不予考虑。史=0.5523,表示丫中的变异性能被估计的回”方程解择的局滞越多,估计的回打方程对样本观TSS冽位就拟合的越好.同样，R2=O.5006,表示模型拟合度一般.实验五P107第四章第IJiDependentVariab1.e:1.OGYMethod:1.eastSquaresDate:12/19/13T加b:12:07Sanp1.e:19901998Inc1.udedobservations:9Variab1.eCoefficientStd.Errort-StatisticProb.C1.1309310.01952957.911360.O(KX)T0.2818370.00347081.213390.O(KX)R-squared0.998940Ueandependentvar2.5IOH7AdjustedR-squared0.998788S.I).dependentvar0.772253S.E.ofregression0.026881Akaikeinfocriterion-4.201659Sunsquaredresid0.005058Schwarzcriterion-4.1578311.or1.ike1.ihood20.90746F-statistic6595.614DurbinHatsonstat1.128588Prob(F-Statistic)0.OOO(KK)1.ny=1.13+0.28t÷e(57,91)<81.21)火2=0999产=0.999结构分析：%=0.28表示1990年到1998年期间，皮鞋箱售Si的年增长率为28%.给出显著性水平=0.05,看自由度U=30-4=26的I分布表，得临界值4筋（7）=2.37,4=57.91>£0叱（7）,4=81.21>%»5（7）故4'Ait著不为零,则I可归模型中应包含常数项,可以认为时间对箱华额有显著影响，RU"眄.0999RU"RSSfN-K7.Q999TSS,TSS1.N-I,我示Y能对估计的I可归方程进行很岛解糕，所以估计的回归方程对样本观测值就拟合的程度很1.T=10,UIy=3.949y=49.4024则预测得该商场1999年的皮鞋销售额为49.4024万元实验六P107第四章第2期DependentVariab1.e:1.OCYMethod:1.eastSquaresDate:12/20/13Time:15:08Sanp1.e:121Inc1.udedobservations:21Variab1.eCoefficientStd.Errort-StatisticProb.C-35.404251.637922-21.615350.0000T0.0207660.00086623.974010.OOOOR-squarcd0.968000Meandependentvar3.843167AdjustedR-Sqwed0.966316S.D.dependentvar1.309610S.E.ofregression0.2<IO355Akaikcinfocriterion0.076997Sunsquaredresid1.097641Schwarzcriterion0.176751.og1.ike1.ihood1.191533F-Statistic574.7531Durbin-Vatsonstat0.110127Prob(F-Statistic)0.O(X)OOO1.nY=-35.4012÷0.0208X1w1.Forecast:1.OGYFActua1.1.OGYForecastsamp1.e121Inc1.udedobservations:21O.226240.207164719450028247000000008131099195RootMeanSquaredErrorMeanAbso1.uteErrorMeanAbsPercentErrorThei1.InequaMyCoefficientBiasProportionVananceProportionCovananceProportion1.nyf=6.127Y=458,0599实验七P108第四章第3f1.!DependentVariab1.e:1.NMMethod:1.eastSquaresDate:12/20/13Time:16:35Sanp1.e:19481964Inc1.udedobservations:17Variab1.eCoefficientSid.ErrorI-StatisticProb.1.NP1.2658790.4313932.9311020.0116I.NR0.86I5950.5172281.6715930.11851.NY0.2062100.3087200.6679520.5158C-2.0950901.790906-1.1698500.2631R-squarcd0.859355Meandependentvar5.481567AdjustedR-squared0.826899S.D.dependentvar0.269308SEofregression0.112047Akaikeinfocriterion-1.337475Sunsquaredresid0.163208Schwarzcriterion1.1414251.ogIikiHihaodIS.36854F-statistic26.47717Durbin-Uatsonstat0.743910Prob(F-Statistic)0.000008hB)=In%+%1.nX+%1.nE+ai11R1+utInW=-2.0951+1.26591.nP,+0.86461.nr1.+Q.2062Y1.(-1.1699)(2.93-M)(1.6716)(0.6680)-=08594Ri=0.8269(2) 1.检验：黄设“：4=。，显著性水平=0.05,杏自由度v=17-3-1.=13的t分布表的临界(ft10025(13)=2.16.t1.=2.9344>t0.025(13),所以凡显著不为零，即内含价格缩减指数对名义货币存量有显著影响：=i.671.6<tOS(13),所以显苫为零,叩长期利率对名义货币存量无显著影响：J=0.6680(t0.9(13)，所以由显著为零，即长期利率对名义货币存量无显著影响.F依脸：假设=,=,=0%；至少有一个四不等于零(i=1.,2,31J=O.86表示%和%和小联合起来对加厂的解称能力到达86%,因此，样本回归方程的拟合优度是很高的。显岳性水平=0.05,在自由度v=17-3-1.=13,的F分布去的临界值6必(3,13)=3.11.F=26.1772>FoOS(3,13)-3.41,所以否认H».说明回归方程在总体上是显著的.即内含价格缩减指数,名义国名收入和长期利率与名义货而存量之间的关系是线性的.羟济意义分析：a1,=1.2659表示内含价格缩减指数每增加1%,名义货币存Ift就增加1.2659%,a,=0.2062表示名义国民收入短增加1亿,名义货币存量就增加0.2062亿,a2=。.8616表示长期利率每增加居，名义货币存量就增加0.86-16%.(3)DependentVariab1.e:1.NMMethod:1.eastSquaresDate:12/20/13Time:16:41Sanp1.e:19481964Inc1.udedobservations:17Variab1.eCoefficientStd.Errort-StatisticProb.1.NR0.9442530.4896021.9286140.07431.NY0.2265850.3000690.7551100.4627C-1.0065270.289766-3.4735840.0037R-squared0.751490Meandependentvar0.802225AdjustedRsquared0.715989S.D.dependentvar0.205539S.E.ofregression0.109537Akaikeinfocriterion1.426321Sunsquaredresid0.167977Schwarzcriterion-1.2792831.ogIike1.ihood15.12373F-statistic21.16793Durbin-Matsonstat0.656255Prob(F-Statistic)0.Oo0059InM,=-1.0065+0.9443In+0.2266Y1(-3.4736)(1.9286)(0.7551)t检验;假设，o：4=0,显著性水平=0.05,存自由度V=17-2T=M的t分布我的临界值tagJ(M)=2.15.I,=1.9286<t0025(14),所以工显著为零，即长期利率对名义货币存收有显著影响：r=0.7551<tO三(14),所以8显著为等，即名义国民收入时名义货币存H无显著影响.F检验：假设，0：4=凡=0/,：至少有一个4不等于等(i=1.,2,3)Jq75表示力和四联合起来对%的解样能力到达75%.因此.样本回归方程的拟合优度是很高的.显著性水平&=0.05,查自由度v=17-2-1.=14.的F分布表的格界假人必(3,14)=3.34,F=21.1679>FoOS(3,14)-3.3%所以否认“。.说明回归方程在总体上是显著的.即名义国名收入和长期利率与名义货币存fit之间的关系是线性的.经济意义分析：4=0.9443衣示长期利率部熠加1%.名义货币存城就增加0.9143%,4=0.2266表示名义国民收入每增加I亿，名义货币存取就增加02266%.(4)DependentVariab1.e:1.NMMethod:1.eastSquaresDate:12/20/13T加。：16:51S<11p1.e:19181964Inc1.udedobservations:17Variab1.eCoefficientStd.ErrorI-StatisticProb.1.NR-0.2094110.232757-0.8996960.3825C-1.2876770.314926T0888230.0010R-squared0.051201Meandependentvar-I.569623AdjustedR-squared-0.012053S.0.dependentvar0.127733S.1.ofregression0.128501Akaikeinfocriterion-1.155637Sunsquaredresid0.247686Schwarzcriterion-1.05761.)1.og1.ike1.ihood11.82291I7-Statistic0.809453DurbinWatsonstat1.474376Prob(F-Statistic)0.382499InWz=-1.2877-0.2094In/;<-4.088B)(-0.8997)t检验:假设“0：4=0,显著性水平a=0.05,查自由度v=17-1.-1.=15的t分布衣的临界(ft10025(15)=2.13.工,=-0.8997<tO<ns(15),所以A必若为零，即长期利率时名义货币存量无显著影啊。F检险:锻设“°:/7=0W1sG/=0.05,因此,样本回归方程的拟合优度是很低的,显著性水平=0.05,杳自由度v=17-1.-1.=15,的F分布表的够界伯尼0/3,15)=3.29,F=08095<FO%(3,15)=3.29,所以肯定“，说明回归方程在总体上是显芒的。即实际货币存量和长期利率之间的关系是不存在戏性的。经济意义分析：#=-0.2094我示长期利率每增加1%,名义货币存量就减少0.2094%.实验八P133第五章第2JRDependentVariab1.e:YMethod:1.eastSquaresDate:12/24/13Timo:09:44Sanp1.e:129InC1.Udedobservations:29Variab1.eCoefficientStd.ErrorI-S1.HtiSIiCProb.C58.3179149.049351.1889640.2448X0.7955700.01837343.301930.00R-squared0.985805Meandependentvar2111.931AdjustedR-SqUared0.985279S.D.dependentvar555.5470S.E.ofregression67.4(M36kaikeinfocriterion11.32577Sunsquaredresid122670.4Schwarxcriterion11.420061.og1.ike1.ihood-162.2236F-statistic1875.057Durbin-Vatsonstat1.893970Prob(F-Statistic)0.OOOOOOK=%+X+%Y1=58.3179+0.7956X1+%(1.18)<43.3)R2=0985830.9852F=1875.057(I)斯皮尔殳等级相关系数检验XX的等级残差残差的等级等级差等级差的平方35472659.7952320-63627692160.748721OO23341417.178347-7491957455.2484418141961893120.66804874923141377.73306229811953316.066164111960542.364851498142972853.1177117-H12127742245.7708515-74936262787.0548123-4162248I1.0.7593161-1010028392324.058810-13169191928.0167792OO251518112.1765279811963611.021863-3924501740.5355413-416268820109.81012663646322933.6017512-1728928952458.4931219-52530722598.3090125OO24211549.6070716I123131222.471379-3926531917.034826-131692102816.606095-392003728.15534I1.41621279119.5047281936121711091.499582414196242316150.98412913169等级差平方和2334D16*2334R=I-：=291-291.140()4243601-0.57=0.43伊设，“：p=O修：p0rN(0.N-T=N(0,28)=0.43*5.2915=2.27534528给定显著性水平a=0.05.查正太分布货.得Z“=1.96.因为2=2.275345>1.96,所以拒绝原假设,接受乩,即等级相关系数是显普的，说明城钺居民人均生活费模里的陋机误差存在异方差。(2)图示法Y对X的敞点图200100-(75-100-20040005000残差与X的散点图(3)DependentVariab1.e:YMethod:1.eastSquaresDate:12/26/13Time:10:32Sanp1.e:I29Inc1.udedobservations:29Variab1.eCoefficientStd.Errort-StatisticProb.C58.3179149.049351.1889640.2448X0.7955700.01837343.301930.OOOOR-Sq1.mrQd0.985805Meandependentvar2111.931AdjustedR-squared0.985279S.D.dependentvar555.5470S.1.ofregression67.40436Akaikeinfocriterion11.32577Sunsquaredres