我国国债规模的计量经济学研究Word下载.docx

1、1115269.7662.89198282.865294.711241153.3279.2655.52198379.415934.512491292.5339.7142.47198477.3471711501.91546.442128.91198589.858964.41866.41844.8407.839.561986138.2510202.22260.32330.8455.6250.161987223.5511962.52368.92448.5496.6479.831988270.784928.326282706.6431.9676.751989407.9716909.22947.9304

2、0.2366.0572.361990375.4518547.9937.13083.59393.03190.071991461.421617.83149.483386.62380.43246.81992669.6826638.13483.373742.2347.46438.571993739.2234634.44348.954642.3483.67336.2219941175.2546759.45218.15792.62529.57499.3619951549.7658478.16242.26823.72621.05882.9619961967.2867884.67407.997937.5562

3、5.881355.0319972476.8274462.68651.149233.56696.741918.3719983310.9378345.29875.9510798.181197.392352.9219993715.0382067.511444.0813187.671852.141910.5320004180.189468.113395.2315886.52109.451579.822001460497314.816386.0418902.582546.422007.7320025679105172.318903.6422053.153160.962563.1320036153.531

4、17251.921715.2524649.952687.822952.24各变量X与Y的散点图 通过上面的各散点图可看出,我国国债规模与财政收入、财政支出、GDP、预算内固定资产投资、还本付息支出都呈一定的线性关系。模型：四 模型的估计与分析 对各模型的T、F检验值检验的列表五元回归分析VariableCoefficientt-statisticProbF-statisticR-squaredD.W是否通过C-X1-X2-X3-X4-X5-345.5537-8.9922550.00001858.0170.9979591.810501否0.0067302.2623460.0356-0.01613

5、9-0.3225310.75060.1218012.3633320.02890.5156684.2211270.00050.5492466.232881OLS五元回归结果：Dependent Variable: YMethod: Least SquaresDate: 12/15/07 Time: 15:12Sample: 1979 2003Included observations: 25Std. Errort-StatisticProb.C38.427930.0029750.0500380.051538X40.122164X50.088121Mean dependent var1543.15

6、4Adjusted R-squared0.997422S.D. dependent var1931.091S.E. of regression98.05162Akaike info criterion12.21443Sum squared resid182668.3Schwarz criterion12.50696Log likelihood-146.6804Durbin-Watson statProb（F-statistic）0.000000一元回归分析C-X1-448.5850-3.1525260.0045362.17760.9402870.292977 是0.04962319.03096

7、C-X2-364.5689-5.3916071567.6550.9855411.259156是0.31714439.59362C-X3-332.6220-5.4165291870.8440.9878550.6477640.27571243.25325C-X4-346.0281-2.0910960.0478250.06470.9157710.5962182.15225015.81343C-X516.087480.1189230.9064309.52620.9308330.6403161.93096417.59336二元回归分析C-X1-X2-407.7123-6.474013976.53780.

8、9888611.2679500.0106172.5609600.01780.2534779.794750C-X1-X3-386.8159-7.1724901342.4240.9918720.8692290.0112023.2975170.21759211.816650.0033C-X1-X4-530.8702-9.1672491171.8240.9907001.2609650.02889413.313771.04160210.92059C-X1-X5-280.4862-1.8277990.0812212.16280.9507090.3136680.0291632.9784590.00690.8

9、258682.1566910.0422C-X2-X3-343.7450-5.464196927.83280.9882830.7465550.0899740.8963920.37970.1977952.2693650.0334C-X2-X4-377.2239-5.517876790.41350.9862741.0874270.28896510.630370.2075301.0844370.2899C-X2-X5-307.8153-5.5952581280.1030.9914801.4486660.24464912.514180.47966033.9162850.0007C-X3-X4-326.7

10、281-5.105252902.42160.9879570.6913420.28609411.48361-0.087182-0.4316250.6702C-X3-X5-282.4807-7.5321232639.6110.9958501.1574760.20736018.565350.5246136.510090C-X4-X5-279.4430-5.0398761214.6650.9910251.5311341.09487312.147111.08942313.58210三元回归分析C-X1-X2-X3-387.6445-6.984257855.04600.9918800.8755190.01

11、10593.0497450.00610.0122760.1375620.89190.2077002.7940130.0109C-X1-X2-X4-478.3601-9.1729121082.8470.9935771.1854130.0186494.8864010.00010.1206793.0669230.00590.6232303.9266800.0008C-X1-X2-X5-322.1222-4.944750812.88470.9915551.4079130.0021300.4311770.67070.23909410.078220.4318982.5881220.0172C-X1-X3-

12、X4-450.0931-8.0915601088.9760.9936131.0053500.0176124.3122280.00030.1275013.0946730.00550.4772542.3922260.0262C-X1-X3-X5-284.3679-6.2404341680.2270.9958511.1524940.0002680.0768950.93940.20678215.116120.5183944.4876480.0002C-X1-X4-X5-407.1286-8.8642841709.8650.9959231.8300680.0151895.0224620.99565515

13、.260400.5901095.186461C-X2-X3-X4-341.4010-5.071613590.84160.9882910.753386-0.0852370.7737960.44770.2049951.9019650.0710-0.026009-0.118955C-X2-X3-X5-271.2831-6.9402931761.8020.9960431.227619-0.065103-1.0107000.32370.2594464.9203420.5575656.416653C-X2-X4-X5-318.6732-8.3286151778.1990.9960791.5969520.1

14、349505.2023990.5782914.9627470.6859297.246348C-X3-X4-X5-296.2823-9.6331112664.2430.9973791.5338770.1441787.1358920.3881693.5009820.00210.6547758.689441四元回归分析C-X1-X2-X3-X4-459.1911-7.981618799.60490.9937861.0545070.0174004.2052100.00040.0614630.7456880.46450.0709270.8195400.42210.5145822.4767440.0223

15、C-X1-X2-X3-X5-273.9660-5.8556571259.2060.9960451.2200170.0003860.1108580.9128-0.065354-0.9898740.33410.2588134.7650080.5487164.589391C-X1-X2-X4-X5-384.4703-9.9872801888.2190.9973591.8162830.0094623.1135600.0876613.2978980.00360.6795016.6297490.5162645.351632C-X1-X3-X4-X5-349.2579-9.7447092431.4200.9

16、979481.7823400.0068152.3534200.1072104.4424190.5248494.5202950.5421746.499667C-X2-X3-X4-X5-291.3452-8.8310181924.8880.9974091.578071-0.026197-0.4786500.63740.1671113.2045870.00440.3760413.2480730.00400.6639688.389671通过检验的方程如下：一元回归模型： YX1: Y=-3.152526+19.03096X1+e YX2: Y=-5.391607+39.59362X2+e YX3: Y

17、=-5.416529+43.25325X3+e YX4: Y=-2.091096+15.81343X4+e YX5: Y=0.118923+17.59336X5+e二元回归模型：YX1X2:Y=-6.474013+2.560960X1+9.794750X2+eYX1X3:Y=-7.172490+3.297517X1+11.81665X3+eYX1X4:Y=-9.167249+13.31377X1+10.92059X4+eYX1X5:Y=-1.827799+2.978459X1+2.156691X5+eYX2X5;Y=-5.595258+12.51418X2+3.916285X5+eYX3X5:

18、Y=-7.532123+18.56535X3+6.510090X5+eYX4X5:Y=-5.039876+12.14711X4+13.58210X5+e三元回归模型：YX1X2X4:Y=-9.172912+4.886401X1+3.066923X2+3.926680X4+eYX1X3X4:Y=-450.0931+0.017612X1+0.127501X3+0.477254X4+eYX1X4X5:Y=-407.1286+0.015189X1+0.995655X4+0.590109X5+eYX3X4X5:Y=-296.2823+0.144178X3+0.388169X4+0.654775X5+eY

19、X2X4X5:Y=-318.6732+0.134950X2+0.578291X4+0.685929X5+e四元回归模型：YX1X2X4X5:Y=-384.4703+0.009462X1+0.087661X2+0.679501X4+0.516264X5+eYX1X3X4X5:Y=-349.2579+0.006815X1+0.107210X3+0.524849X4+0.542174X5+e经选取最优的方程:：（-9.633111） （7.135892） （3.500982） （8.689441）R=0.997379 DW=1.533877 F=2664.243从经济意义方面检验参数估计量，各值均大于零,没有明显的错误。从统计检验来看，方程拟合优度很高，总体显著性很好；至于变量的显著性，k=3、n