计量经济学答案南开大学张晓峒.docx

1、计量经济学答案南开大学张晓峒计量经济学答案-南开大学-张晓峒LT第七题1第三单元课后第三题答案Dependent Variable: YMethod: Least SquaresDate: 04/03/13 Time: 17:41Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb. C1.127108481530.333755688.0371*0.970849896287X1104.1584009716.4115444255616.24544634776.26433325989e-1

2、1X20.4001346319060.1163920030083.437818935720.00366225249927R-squared0.979630987789 Mean dependent var755.65Adjusted R-squared0.976915119495 S.D. dependent var258.174979992S.E. of regression39.22635618 Akaike info criterion10.3275865878Sum squared resid23080.6052874 Schwarz criterion10.4759818807Log

3、 likelihood-89.9482792898 F-statistic360.706367713Durbin-Watson stat2.55148301832 Prob(F-statistic)2.0762266629e-13obsYX1X21450.54171.22507.74174.23613.95204.34563.44218.75510.54219.46781.57240.47541.84273.58611.15294.891222.110330.210793.27333.111660.8536612792.76350.913580.84357.914612.7535915890.

4、87371.91611219435.3171094.28523.918125310604.1第六题Dependent Variable: YMethod: Least SquaresDate: 04/04/13 Time: 23:44Sample: 1955 1984Included observations: 30VariableCoefficientStd. Errort-StatisticProb. C0.4303784.0489100.1062950.9162X10.9194720.2357893.8995560.0006X22.9333511.6555641.7718130.0881

5、X30.1506670.0833201.8082880.0821R-squared0.600311 Mean dependent var22.13167Adjusted R-squared0.554193 S.D. dependent var14.47259S.E. of regression9.663176 Akaike info criterion7.498088Sum squared resid2427.801 Schwarz criterion7.684914Log likelihood-108.4713 F-statistic13.01685Durbin-Watson stat1.1

6、53145 Prob(F-statistic)0.000022obsYX1X2X319557.965.330.934.08195615.346.822.98.3195713.558.173.8410.76195810.949.483.398.0319596.398.031.074.4719601.493.580.461.3919610.61.170.50.919620.660.920.50.4319636.041.630.394.61196415.417.731.439.11196515.39.460.9211.89196619.3213.970.6616.51196735.7617.321.

7、1320.79196835.0317.360.2230.01196935.5819.690.4438.15197031.0321.130.6734.29197114.3332.340.8924.46197213.8819.570.1313.61197314.6616.391.3413.51197419.3717.961.7311.59197535.4718.391.613.79197635.4918.833.1915.03197732.7721.151.7813.63197832.219.81.4313.33197938.534.863.3222.41198053.7222.962.843.89198151.317.453.773.73198234.0416.053.1688.33198316.0317.381.6577.5198421.7916.791.3771.34