计量经济学答案南开大学张晓峒.docx

计量经济学答案南开大学张晓峒.docx

《计量经济学答案南开大学张晓峒.docx》由会员分享，可在线阅读，更多相关《计量经济学答案南开大学张晓峒.docx（9页珍藏版）》请在冰点文库上搜索。

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

DependentVariable:

Y

Method:

LeastSquares

Date:

04/03/13Time:

17:

41

Sample:

118

Includedobservations:

18

Variable

Coefficient

Std.Error

t-Statistic

Prob.

C

1.1271084815

30.333755688

.0371********

0.970849896287

X1

104.158400971

6.41154442556

16.2454463477

6.26433325989e-11

X2

0.400134631906

0.116392003008

3.43781893572

0.00366225249927

R-squared

0.979630987789

Meandependentvar

755.65

AdjustedR-squared

0.976915119495

S.D.dependentvar

258.174979992

S.E.ofregression

39.22635618

Akaikeinfocriterion

10.3275865878

Sumsquaredresid

23080.6052874

Schwarzcriterion

10.4759818807

Loglikelihood

-89.9482792898

F-statistic

360.706367713

Durbin-Watsonstat

2.55148301832

Prob（F-statistic）

2.0762266629e-13

obs

Y

X1

X2

1

450.5

4

171.2

2

507.7

4

174.2

3

613.9

5

204.3

4

563.4

4

218.7

5

510.5

4

219.4

6

781.5

7

240.4

7

541.8

4

273.5

8

611.1

5

294.8

9

1222.1

10

330.2

10

793.2

7

333.1

11

660.8

5

366

12

792.7

6

350.9

13

580.8

4

357.9

14

612.7

5

359

15

890.8

7

371.9

16

1121

9

435.3

17

1094.2

8

523.9

18

1253

10

604.1

第六题

DependentVariable:

Y

Method:

LeastSquares

Date:

04/04/13Time:

23:

44

Sample:

19551984

Includedobservations:

30

Variable

Coefficient

Std.Error

t-Statistic

Prob.

C

0.430378

4.048910

0.106295

0.9162

X1

0.919472

0.235789

3.899556

0.0006

X2

2.933351

1.655564

1.771813

0.0881

X3

0.150667

0.083320

1.808288

0.0821

R-squared

0.600311

Meandependentvar

22.13167

AdjustedR-squared

0.554193

S.D.dependentvar

14.47259

S.E.ofregression

9.663176

Akaikeinfocriterion

7.498088

Sumsquaredresid

2427.801

Schwarzcriterion

7.684914

Loglikelihood

-108.4713

F-statistic

13.01685

Durbin-Watsonstat

1.153145

Prob（F-statistic）

0.000022

obs

Y

X1

X2

X3

1955

7.96

5.33

0.93

4.08

1956

15.34

6.82

2.9

8.3

1957

13.55

8.17

3.84

10.76

1958

10.94

9.48

3.39

8.03

1959

6.39

8.03

1.07

4.47

1960

1.49

3.58

0.46

1.39

1961

0.6

1.17

0.5

0.9

1962

0.66

0.92

0.5

0.43

1963

6.04

1.63

0.39

4.61

1964

15.41

7.73

1.43

9.11

1965

15.3

9.46

0.92

11.89

1966

19.32

13.97

0.66

16.51

1967

35.76

17.32

1.13

20.79

1968

35.03

17.36

0.22

30.01

1969

35.58

19.69

0.44

38.15

1970

31.03

21.13

0.67

34.29

1971

14.33

32.34

0.89

24.46

1972

13.88

19.57

0.13

13.61

1973

14.66

16.39

1.34

13.51

1974

19.37

17.96

1.73

11.59

1975

35.47

18.39

1.6

13.79

1976

35.49

18.83

3.19

15.03

1977

32.77

21.15

1.78

13.63

1978

32.2

19.8

1.43

13.33

1979

38.5

34.86

3.32

22.41

1980

53.72

22.96

2.8

43.89

1981

51.3

17.45

3.7

73.73

1982

34.04

16.05

3.16

88.33

1983

16.03

17.38

1.65

77.5

1984

21.79

16.79

1.37

71.34