#计量经济学论文(eviews分析)-中国食品价格指数的影响因素分析.docx
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1、关键词:食品价格指数多因素分析预测模型模型检测与修正二、模型设定在本文中,我们选取粮食价格指数、肉禽及制品价格指数、水产品价格指数、蔬菜价格指数作为解释变量,选取食品价格指数作为被解释变量,构建多元线性回归模型:Y二BOB1X1+B2X2+B3X3+B4X4+ui其中:Y食品价格指数Xl粮食价格指数X2肉禽价格指数X3水产品价格指数X4蔬菜价格指数三、模型的估计与调整通过使用Eviews计量经济学分析软件,得到了一下回归分析结果DependentVariableiYMethodzLeastSquaresDate:05/03/14Time:19:50Sample:2014:012014:04In
2、cludedobservations:27VariableCoefficientStd.Errort-StatisticProb.C7.2991204.8192871.5145640.1441Xl0.4531110.0604837.4915(X)().()(MX)X20.2255630.02100210.740120.0000X30.1764920.()642352.7475760.0118X40.0593710.0123924.7909120.0001R-squared0.990031Meandependentvar108.2515AdjustedR-squared0.988219S.D.d
3、ependentvar4.152074S.E.ofregression0.450673Akaikeinfbcriterion1.409427Sumsquaredresid4.468336Schwarzcriterion1.649396Loglikelihood-14.02726F-546.2222Durbin-Watsonstat0.901780Prob(F-Statistic)0.0000001.多重共线性检验。CorreIationMatrixYXlX2X3X4Y1.0000000804G1209393210963383-0S3928GX10.8046121.0000000.6162700
4、.79G154-0.6G6700X20.9-39-32106162701.0000000S32967-0.742045X30.363-3830.7961540.S829G71.000000-0.590632X4-0.63928B-0666700-074204-6-06908321.000000(1)直观的来看,xl、X3的相关系数达到了0.80,x2、x3的相关系数达到了0.88o所以可以认为存在较严重的多重共线性。(2)修正多重共线性现剔除x3进行回归,结果如下:DependentVariableiYMethodiLeastSquaresDate:05/03/14Time:21:40Samp
5、le:2014:012014:04InCIUdedobSerValionS:27VariableCoefficientStd.Error1-StatisticProb.C5.2102285.3941020.9659120.3441Xl0.5787620.04486712.899600.0000X20.2749320.01232422.308120.0000X40.0758200.0122986.165094().(XX)()R-squared0.986610Meandependentvar108.251AdjustedR-squared0.984864S.D.dependentvar4.152
6、07S.E.ofregression0.510823Akaikeinfocriterion1.63036Sumsquaredresid6.001621Schwarzcrilerion1.82234Loglikelihood-18.00994F-statistic564.920Durbin-Watsonstat0.921999Prob(F-Statistic)().(X)(MX)由上图可看出,剔除x3后,拟合优度非常好,且显著性明显。再剔除l进行回归,结果入下:DependentVariable:YMethodiLeastSquaresDate:05/03/14Time:21:43Sample:
7、2014:012014:04lncludedobservations:27VariableCoefficientSld.Error1-StatisticProb.C32394936.3853025.073358().(MX)()X20.1426790.0329004.3367320.0002X30.54()3430.0774786.974153().(XX)0X40.0144350.0199850.7222650.4774R-squaredAdj us ted R- sq uared0.9646010.959983Meandependentvar108.2515S.D.dependentvar
8、4.152074S.E.ofregression0.830589Akaikeinfbcriterion2.602589Sumsquaredresicl15.86718Schwarzcriterion2.794565Loglikelihood-31.13496F-statistic208.9094Durbin-Watsonstat1.044482Prob(F-Statistic)0.000000由上图可以看剔除Xl导致x4通不过t检验。剔除x2进行回归,结果如下:DependentVariabIerYMethodzLeastSquaresDate:05/03/14Time:21:41Sample
9、:2014:012014:04Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.C16.3409511.595881.4092020.1722Xl().11()9050.1256320.8827720.3865X30.7667330.0812689.4346090.0000X4-0.0321650.021984-1.4630590.1570R-squared0.937763varMeandependent108.2515AdjustedR-Squared0.929645S.D.dependentvar4.152
10、074S.E.ofregressionI.101317Akaikeinfo3.166844criterionSumsquaredresid27.89668Schwarzcriterion3.358820Loglikelihood-38.75239F-statistic115.5183Durbin-Watsonstat1.495176Prob(F-Statislic)0.000000由上图可知,剔除x2后,导致xl,x4都通不过t检验,且可决系数大幅降低。剔除x4进行回归,结果入下:DependentVariablerYMethodzLeastSquaresDate:05/03/14Time:2
11、1:44Sample:2014:012014:04Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.C21.060075.4100843.8927440.0007Xl0.3128540.0739924.2282150.0003X20.1563630.0213157.3358800.0000R-squared0.979631Meandependentvar108.2515AdjustedR-Squared0.976974S.D.dependentvar4.152074S.E.ofregression0.63005
12、2Akaikeinfocriterion2.049924Sumsquaredresid9.130200Schwarzcriterion2.241900Loglikelihood-23.67397F-statistic368.7162Durbin-Watsonstat2.010366Prob(F-Statistic)0.000000X303251700.0786274.1355880.00()4由上图可看出,x4的存在不影响本文的分析结果,没必要剔除。所以综上所述,剔除x3,得到一下回归分析结果:DependentVariable:YMethodrLeastSquaresDate:05/31/1
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- 关 键 词:
- 计量 经济学论文 eviews 分析 中国食品 价格指数 影响 因素
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