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

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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

计量经济学答案

第二单元课后第六题答案

DependentVariable:

Y

Method:

LeastSquares

Date:

04/05/13Time:

00:

07

Sample:

19851998

Includedobservations:

14

VariableCoefficientStd.Errort-StatisticProb.

C12596.271244.56710.121010.0000

GDP26.954154.1203006.5417920.0000R-squared0.781002Meandependentvar20168.57AdjustedR-squared0.762752S.D.dependentvar3512.487S.E.ofregression1710.865Akaikeinfocriterion17.85895Sumsquaredresid35124719Schwarzcriterion17.95024Loglikelihood-123.0126F-statistic42.79505Durbin-Watsonstat0.859998Prob（F-statistic）0.000028obsYGDP

198518249161.69

198618525171.07

198718400184.07

198816693194.75

198915543197.86

199015929208.55

199118308221.06

199217522246.92

199321640276.8

199423783316.38

199524040363.52

199624133415.51

199725090465.78

199824505509.1

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

VariableCoefficie

nt

Std.Errort-StatisticProb.

C1.127108

481530.333755

688

0.0371569

051026

0.97084

9896287

X1104.15846.411544416.2454466.26433

0097125563477325989e

-11

X20.400134

6319060.1163920

03008

3.4378189

3572

0.00366

2252499

27

R-squared0.979630

987789

Meandependentvar755.65

AdjustedR-squared0.976915

119495S.D.dependentvar258.174

979992

S.E.ofregression39.22635

618

Akaikeinfo

criterion

10.3275

865878

Sumsquaredresid23080.60

52874Schwarzcriterion10.4759

818807

Loglikelihood-89.94827

92898F-statistic360.706

367713

Durbin-Watsonstat2.551483

01832Prob（F-statistic）2.07622

66629e-

13

obsYX1X2

1450.54171.2

2507.74174.2

3613.95204.3

4563.44218.7

5510.54219.4

6781.5

7240.4

7541.84273.5

8611.15294.8

91222.110330.2

10793.27333.1

11660.85366

12792.76350.9

13580.84357.9

14612.75359

15890.87371.9

1611219435.3

171094.28523.9

18125310604.1

第六题

DependentVariable:

Y

Method:

LeastSquares

Date:

04/04/13Time:

23:

44

Sample:

19551984

Includedobservations:

30

VariableCoefficientStd.Errort-StatisticProb.

C0.4303784.0489100.1062950.9162

X10.9194720.2357893.8995560.0006

X22.9333511.6555641.7718130.0881

X30.1506670.0833201.8082880.0821R-squared0.600311Meandependentvar22.13167AdjustedR-squared0.554193S.D.dependentvar14.47259S.E.ofregression9.663176Akaikeinfocriterion7.498088Sumsquaredresid2427.801Schwarzcriterion7.684914Loglikelihood-108.4713F-statistic13.01685Durbin-Watsonstat1.153145Prob（F-statistic）0.000022

obsYX1X2X3

19557.965.330.934.08

195615.346.822.98.3

195713.558.173.8410.76195810.949.483.398.03

19596.398.031.074.47

19601.493.580.461.3919610.61.170.50.919620.660.920.50.4319636.041.630.394.61196415.417.731.439.11196515.39.460.9211.89196619.3213.970.6616.51196735.7617.321.1320.79196835.0317.360.2230.01196935.5819.690.4438.15197031.0321.130.6734.29197114.3332.340.8924.46197213.8819.570.1313.61197314.6616.391.3413.51197419.3717.961.7311.59197535.4718.391.613.79197635.4918.833.1915.03197732.7721.151.7813.63197832.219.81.4313.33197938.534.863.3222.41198053.7222.962.843.89198151.317.453.773.73198234.0416.053.1688.33198316.0317.381.6577.5198421.7916.791.3771.34