中级计量经济学第四章知识题以及解答思路EViewsWord文件下载.docx
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14151
162781
14001
140976
15949
176057
12213
137828
14024
172419
12820
145645
14315
183327
1967-I
11349
136989
1970-I
12381
170415
12615
145126
13991
181313
11014
141536
12174
176712
12730
151776
10985
180370
Quarterly65-70
Quick-EquationEstimation
Ycx@seas
(1)@seas
(2)@seas(3)
DependentVariable:
Y
Method:
LeastSquares
Date:
11/26/14Time:
18:
38
Sample:
1965Q11970Q4
Includedobservations:
24
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
6868.015
1892.766
3.628559
0.0018
X
0.038265
0.011483
3.332252
0.0035
@SEAS
(1)
-182.1690
654.3568
-0.278394
0.7837
@SEAS
(2)
1140.294
630.6806
1.808038
0.0865
@SEAS(3)
-400.3371
636.1128
-0.629349
0.5366
R-squared
0.525596
Meandependentvar
12838.54
AdjustedR-squared
0.425721
S.D.dependentvar
1433.284
S.E.ofregression
1086.160
Akaikeinfocriterion
17.00174
Sumsquaredresid
22415107
Schwarzcriterion
17.24716
Loglikelihood
-199.0208
F-statistic
5.262563
Durbin-Watsonstat
0.388380
Prob(F-statistic)
0.005024
T和P在5%情况下都不通过,第二季度相对还好一点
假设第二季度显著,结果的经济含义是什么?
Ycx@seas
(2)@seas(3)@seas(4)
47
6685.846
1711.618
3.906155
0.0009
1322.463
638.4258
2.071444
0.0522
-218.1681
632.1991
-0.345094
0.7338
@SEAS(4)
182.1690
0.278394
第二季度依旧显著影响
四种都试一下(去掉一个季节),选一个最显著的
124
51
6467.678
1789.178
3.614888
218.1681
0.345094
1540.632
628.3419
2.451900
0.0241
400.3371
0.629349
134
52
8008.309
1827.543
4.382009
0.0003
-1322.463
-2.071444
-1540.632
-2.451900
-1140.294
-1.808038
(2)
Y=c+βx+α1D1X+α2D2X+α3D3X
D1=1(第一季度)0(其他)
Ycx@seas
(1)*x@seas
(2)*x@seas(3)*x
19:
00
6965.852
1753.642
3.972220
0.0008
0.037363
0.011139
3.354215
0.0033
@SEAS
(1)*X
-0.000893
0.004259
-0.209588
0.8362
@SEAS
(2)*X
0.007712
0.003962
1.946502
0.0665
@SEAS(3)*X
-0.002291
0.004041
-0.566985
0.5774
0.528942
0.429771
1082.323
16.99466
22257030
17.24009
-198.9359
5.333675
0.418713
0.004722
10
11
0.035072
0.011790
2.974675
0.0078
0.001398
0.004241
0.329736
0.7452
0.010003
0.004068
2.458823
0.0237
@SEAS(4)*X
0.002291
0.566985
0.036471
0.012353
2.952415
0.0082
0.008604
0.004237
2.030539
0.0565
-0.001398
-0.329736
0.000893
0.209588
习题二
表2给出了某地区某行业的库存
和销售
的统计资料。
假设库存额依赖于本年销售额与前三年的销售额,试用Almon变换估计以下有限分布滞后模型:
表2
库存Y
(万元)
销售额X
1980
11267
8827
1990
17053
13668
1981
12661
9247
1991
19491
14956
1982
12968
9579
1992
21164
15483
1983
12518
9093
1993
22719
16761
1984
13177
10073
1994
24269
17852
1985
13454
10265
1995
25411
17620
1986
13735
10299
1996
25611
18639
1987
14553
11038
1997
26930
20672
1988
15011
11677
1998
30218
23799
1989
15846
12445
1999
36784
27359
Y=α+α0ΣXt-i+α1ΣXt-i+α2ΣXt-i+μt
↑3,i=0笔记11,26)
在最上面输入
genrz0=x+x(-1)+x(-1)+x(-3)
genrz1=x(-1)+2*x(-2)+3*x(-3)
genrz2=x(-1)+4*x(-2)+9*x(-3)
ycz0z1z2
Sample(adjusted):
19831999
17afteradjustments
-1928.495
503.5272
-3.829972
0.0021
Z0
0.344027
0.091848
3.745615
0.0024
Z1
0.815758
0.351519
2.320667
0.0372
Z2
-0.339041
0.128632
-2.635739
0.0206
0.996564
20467.29
0.995771
6997.995
455.0907
15.28119
2692398.
15.47724
-125.8902
1256.768
1.985515
0.000000
YcPDL(x,3,2)
重新回归
46
17after