eviews面板数据实例分析包会.docx

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1、(2)定义序列名并入数据CrossSectionIdentifierff:028Time.13:35Sample:19962002Includedobservations.7Cross-sectionsincluded15Totalpool(balanced)observations:105VariableCoefficientStdErrort-StatisticProb.C515614281.596656.3190610IP2069756100126925496029oooFixedEffects(Cross)AH-C-36.305B3BJ-C537班EOFJ-C-47.64515HB-C

2、-154.2367H1.PC-1697015J1.-C24.50427JS-C-35.19587JX-C-31969601.NC1064273NMG-C-2095484SD-C1341145SH-C2669059SX-C-74.88901TJ-C47,22940ZJ-C1566202EffectsSpecificationCross-sectionfixed(dummyvariables)Rsquafd0992488MeandependentVar4917.6C6AdjustedR-squared0991222SDdependentvar1704704SE.ofregression159718

3、4Akaikeinfocriterion13.12414Sumsquaredresid2270386Schwarzc11te11on1352561.oglikelihood-673.0173F-statistic783.8902Durbm-Watsonstat1609517Prob(F-StatiStic)o相应的表达式为：C=5l5.6+0.70i-36M+537.6+198.6/%(6.3)(55)R:=0.99.SSE,=2270386其中虚拟变卬R，%的定义是：Jl,如果属于第个个体,i=12-51.O,其他餐距项的Randomeffects（个体Bt机效应）得到如下部分输出结果:-5

4、文单位根枪融过程如下:5511553l区2?BSt3PryltH35*!伞。卬VbrsBJCPFJCPHBCPHUCPJ1.Spreedibeet4011.775319733929046872833321371：ADUdDM*TtHt4053441386831930779993286432pl*phs)5314.52141042613596瞄3736HB5522762436165538905804077961Smptv9Su1.to.CorrelationsCoZkr、gc。；1.rincipalexponentsCorrelocrw(I)Cr2stCrrltckQ).CoHQCr3i7i7x

5、t.HRqRT”Q55$。Ctuttlity.1.*blvE5EViewsGroup:UITTT1.EDVorkfile:CASEl3:Casel3CDElEdItQj*cty】cfroc2CORtlQNWindowHlpOPtth三cdcmntsMdsetticsxlrayiiydocumentsDB三mmYF三c*sel36169101112812189879371317846886396天40.058.237.91.2.967.7.102.8.553.津50470256961536445264344564859796650725479589166河61.484.779.69.39.39.

6、51.19.07.99.北16782568280677311809673941474153236247705179568963山24.891.034.10.05.05.02.54.13.42.西11705136960338861591633941内512755956048705481629169蒙29.735.651.59.12.19.22.19.36.28.古05589200889014992679604346535657546553726080659173辽57.097.424.42.40.77.07.43.07.69.宁7960125264589256285527484053436249

7、705478608667吉10.2040.3760.73.05.92.40.68.90.94.743883159166997317813287福32.713.189.31.99.56.5.361.1.394.建264081366854267151413638512355946345694975538661江03.506.535.49.01.14.59.37.19.09.西5860216432425564846639505210642271527655836094667474山89.001.414.96.99.69.37.73.4.757.东970081363291358075931384147

8、3052106245694977528660河66.767.145.04.26.41.04.94.67.38.南26142740681260901997024648554458046756735980638767湖24.555.788.08.21.63.22.98.85.36.北540989529298257552945662526755695576608668957556601112湖18.1880.4658.74.74.82.17.84.23.04.南73.756.2567220624861979992801080111213101411971641991389389662697680广6

9、1.95.1.67.288.0.436.7.64.79.99.8东5719304832759474852585266247354775786649270广34.365.715.13.85.63.89.45.86.32.西43173332440450997370804043538258676854725577588159海58.538.822.59.59.02.35.02.23.28.南3268457264254378409479555810626967737263807192792486重75.821.638.60.93.18.20.73.3.423.庆98409904246706960562

10、94851585563766654705777638368四94.760.110.13.41.59.09.71.85.91.517854735945654973548161费22.251.944.98.69.48.22.94.51.59.州21891008282398054513295152638567527258766088689269云24.397.640.27.43.23.70.37.65.96.南64171056925756880190905559745478948069878091839486西26.469.379.52.65.45.06.38.31.17.藏322169124445

11、34072118114246517654376353685674628266陕24.683.730.78.06.66.92.33.72.56.西24773484043554470702464144492653206150665273598065甘16.482.351.64.57.98.76.37.86.29.肃2579114424249174308220514158466150675473578062424269.8553.9870.42.45.00.19.58.57.45.海96.772.55252322467958526394245490055956051655372588064宁12.5

12、44.467.04.30.30.17.21.93.04.夏40017044924834873864314449562263316856715575577962新44.995.499.36.73.40.03.73.90.07.疆8630406440546142621552It先建立工作文件，打开工作文件后，过程如下:Otorkfile:UNTIT1.EDF回留3乎EGB3Ew?PgIE空及搜混33：（?力宏3m弱IRange:IwObject.DisplayFilter*SampleS11rtSeries3JcresidBnak1.inksEetchrooDB.JfpdMeselectedfrc

13、oDB.StoreselectedtoDB.Copyzlctd.R*nsselected.*letselected1.rintSelectedEntitledXNewPage/建立面板数据库，并命名为XYoWewObjectKgQorobjectTypeofobjectPoolEquationGraphGroup1.oc1.Matrix-Vector-Coe:MQdeISori”1.inkSeriesAlphaSSpACttSystenTableTextVJMWVAX输入不网省市（包括全国）的标根，如下:电EViC，宠-Pool:XTVorkfile:11三TIT1.ED:UntitledOE

14、ilKditQbjctJSvOoc2uicktinsXn4v|1g,IF*r5CoZ:八川13七ImIES|匚TKy5谷1311CrossSectionIdentifiers:(Enteridentifiersbelovthisline)OOQGDIBJ32TJJ3HB34SXKNMGX1.ND7J1.IBH1.JBSHIWS11ZJ12AH13FJ14JX15SD16HN17HU818HUN19GD20GXOPth三c:docsenrgdsetticszhyix7docwetsDB=gneR7三entitled点击sheet健，定义变ItX和Y.CrossSectionIdentifiers

15、:(Enteridentifiersbelovthisline)OOQG01BJ02TJ03HB04SX05NMG061.N07J1.08HU09SH10JSIIzJ12AH13FJSEViewsPool:XTorkfle:UBTIT1.ED:0ntitled14JX15SD16HN17HUB18HUN19GD20GX工OPath三cdcmnttMd(1*rhuyxdoonbtsDB三non*”三unitQd点击Edit+/-后，在数据窗口健入数据即可。对模蜜进行估计，立立个体固定效应回来模型，过程如下:EVievs-(Pool:IYVorkfile:U!TTIT1.ED:Untitled!J

16、r”ftxndORt-CIndX艮号也此可国?!PBESHJ?登W98ObS26XZ226XZM26XZ226XZ226XZ227SHX2027SHX2027SHX2027SHx2027SHX2027SHX2028GS2(X28G$20(28GS20(28G$20(28GS20(28GS20(29QH2CCC1.Jnnr得到如下输出结果：DependentVariable:Y?MethodPooled1.eastSquaresDate:07BU8Time:19:12Sample20002005IncludedObseivations:6Cross-sectionsincluded:32Tota

17、lpool(balanced)observations.192VariableCoefficientStd.Errort-StatisticProb.C34.353486.217677357500.0000X?0.699629001063366.421030,00FixedEffects(Cross)00QG-C459141501BJ-C566.338802TJ-C40.1904603HB-C-295.061704SX-C-338.856605NMG-C-155.4494061.N-C188.093107J1.-C110739208HU-C-292.515409SHC117.831810JS-

18、C-385.983611ZJC541720612AH-C-164.883913FJ-C348.122514JX-C-563.378615SD-C-428.007416HN-C-462.75817HB-C126.052818HUNC163.560519GD-C500.365320GX-C160.124521HN-C-240.730322CQ-C712.423723SC-C212.307724GZ-C-171843425YN-C566968426XZ-C706747127SH-C233394029GS-C97.4401229QH-C297155930NX-C134794131XJ-C3107324

19、EffectsSpecificationCross-sectionfixed(dummyvariables)R-squared0990663Meandependentvar6275055AdjustedRsquared0988783S.D.dependentvar1947.162SEofregression2062222AkaikeinfoCrrterion1365094Sumsquaredresid67618B5.Schwarzcriterion14.210831.oglikelihood-1277491F-Statistic527.1602Durbin-Watsonstat1.129356

20、Prob(F-Statistic)0.00从估计结果可以看出，对于32M市来说，虽它们的城慎居民消费候向相同，但是其城慎居民的自发洎费存在显著的差异，其中重庆的城健居民自发清费，高，其次为西餐、北京、广东；城修居民自发消费低的是江西，其次是河南、山东。留意几点：(I)个体固定效应模型的EVieWS输出结果中也可以有公共截距项；(2)EViews输出结果中没有给出描述个体效应的极距项相应的标准型和t值。不认为截距项是模型中的重要参数。(3)当对个体固定效应模蜜逸算加权估计时，出结果将给出加权估计和非加权估计两种端计=W结果.(4)输出结果的联立方程组形式可以通过点击View选Representations功能获得。(5)点击ViE逸WaIdCoefficientTests功能可以对模型的斜率进行Wald检购.点击VieW逸ReSidUalTable,Graphs,CovarianceMatrix,CoITdatiOnMatriX功能可以分别得到按个体计算的残差序列表，残差序列图，残差序列的方差协方差矩阵，残差序列的相关系数矩阵。（7）点击ProC选MakeMOdel功能，将会出现估计结果的联立方程形式，进一步点击SOIVe健，在随后出现的对话框中可以进行动态和静态预料。