计量经济学作业结构检验

1、教材p107，例4-5，用1980-2013年数据，要有数据表。年度农村居民家庭平均每人消费支出(元)c农村居民家庭人均纯收入(元)y农村居民消费物价指数cp1985317.4397.61001986357423.8106.11987398.3462.6112.71988476.7544.9132.41989535.4601.5157.91990584.6686.3165.11991619.8708.6168.91992659784176.81993769.7921.620119941016.8122124819951310.41577.7291.419961572.11926.1314.41

2、9971617.22090.1322.319981590.32162319.119991577.42210.3314.320001670.12253.431420011741.12366.4316.520021834.32475.6315.220031943.32622.2320.220042184.72936.4335.620052555.43254.9343200628293587348.120073223.94140.4366.920083660.74760.6390.720093993.55153.2389.520104381.85919403.520115221.16977.3426

3、.9201259087916.6437.6有上述数据可以看出，在1994年农村居民消费物价指数增幅最大，故选择1997年作为结点考察1997年前后中国农村居民的消费状况有没有变化。在区间1985年到1994年间：年份c/cpy/cp19853.1743.976019863.3647502363.994319873.5341614914.104719883.6004531724.115619893.3907536423.809419903.5408843134.156919913.6696269984.195419923.7273755664.434419933.8293532344.58511

4、9944.14.9234以上数据经过回归得到：dependent variable: ymethod: least squaresdate: 11/26/14 time: 22:59sample: 1985 1994included observations: 10variablecoefficientstd. errort-statisticprob.c0.5064510.4520971.1202280.2951x0.7297970.1065996.8461800.0001r-squared0.854201mean dependent var3.593136adjusted r-square

5、d0.835977s.d. dependent var0.260691s.e. of regression0.105579akaike info criterion-1.481854sum squared resid0.089176schwarz criterion-1.421337log likelihood9.409271hannan-quinn criter.-1.548241f-statistic46.87019durbin-watson stat0.875001prob(f-statistic)0.000131模型估计为：(ccp)=0.5064+0.7297(ycp) （1.120

6、2）（6.8461）r2=0.8542 r2=0.8359 s=0.1055 dw=0.875残差平方和rss1=0.0892在区间1995年到2012年间：19954.4969114625.4142 19965.0003180666.1263 19975.0176853866.4850 19984.9837041686.7753 19995.0187718747.0325 20005.3187898097.1764 20015.5011058457.4768 20025.8194796957.8541 20036.0690193638.1893 20046.5098331358.7497 2

7、0057.4501457739.4895 20068.12697500710.3045 20078.78686290511.2848 20089.36959303812.1848 200910.2528883213.2303 201010.8594795514.6691 201112.230264716.3441 201213.5009140818.0910以上数据经过回归得到：dependent variable: ymethod: least squaresdate: 11/26/14 time: 23:13sample: 1995 2012included observations: 1

8、8variablecoefficientstd. errort-statisticprob.c0.1504050.1603370.9380550.3622x0.7440480.01531248.592130.0000r-squared0.993269mean dependent var7.461819adjusted r-squared0.992849s.d. dependent var2.779063s.e. of regression0.235012akaike info criterion0.046081sum squared resid0.883692schwarz criterion

9、0.145011log likelihood1.585275hannan-quinn criter.0.059722f-statistic2361.195durbin-watson stat0.682185prob(f-statistic)0.000000模型估计为：(ccp)=0.1504+0.7441(ycp) （0.9380）（48.5921）r2=0.9933 r2=0.9929 s=0.235 dw=0.681残差平方和rss2=0.8837h0:在“1=1*，2=2*” 成立的条件下，对整个区间1985年到2012年进行模型估计得到估计结果为：dependent variable:

10、 ymethod: least squaresdate: 11/26/14 time: 23:25sample: 1985 2012included observations: 28variablecoefficientstd. errort-statisticprob.c0.4465050.0928454.8091610.0001x0.7197160.01058767.982880.0000r-squared0.994406mean dependent var6.080146adjusted r-squared0.994191s.d. dependent var2.906700s.e. of regression0.221546akaike info criterion-0.107622sum squared resid1.276151schwarz criterion-0.012464log likelihood3.506705hannan-quinn criter.-0.078531f-statistic4621.672durbin-watson stat0.526198prob(f-statistic)0.000000模型估计为：(ccp)=0.4465+0.7197(yc