自相关问检验的Eviews的操作方法

1、计经 济 学 实 验 报 告实验目的：掌握白相关问题的检验以及相关的Eviews的操作方法。实验内容：消费总量的多少主要有 GDPfe定。为了考察GDP对消费总额的影响，可使用如下模型：Yi=E°+EiXi；其中，X表示GDP,Y表示消费总量。下表列出了中国 1990-2000的GDP的X与消费总额Y的统计数据。年份GDP (X)消费总额（Y）年份GDP (X)消费总额（Y）199018319.511365.2199879003.346405.9199121280.413145.9199982673.249722.8199225863.715952.1200089112.554617

2、.2199334500.720182.1200198592.958927.4199446690.7267962002107897.662798.5199558510.5336352003121730.367493.5199668330.440003.92004142394.275439.7199774894.243579.4一、估计回归方程EVievjs - Equation： UNTITLED Workfile: UNTITLEDO File Edit ObjectsView Procs Quick Options Window HelpZEEVi ew | Qhj eczts | Friu

3、li | Tame | Freeze | Foreczast 1 珏就七 |Dependent Variable' YMethod' Least SquaresDate. 12/17/12 Time 21:21Sample. 1990 2004Included observations' 1SVariableCoefficientStd. Error t-StatisticProbC2329 40111919231 &S43220 0725X05469500 01499936.711100 OQOQR-squared0.990446Mean dependent

4、var41337.64Adjusted R-squared0 9B9711S 0 dependent var20619 15S E of regression2091 475Akaike info criterion18.25269Sum squared resid56865498Schwarz criterion18 34710Log likelihood*134.8952F-statistic1347705Dufbiri'VVatson slat0 478071Prob(F-staiistic)0 000000LFath = £：临时文件'新建文件夹DB = n0

5、MIF =皿titledJOLS法的估计结果如下:Y=2329.401+0.546950X(1.954322) (36.71110R2 =0.990446, R 2 =0.989711, SE=2091.475, D.W.=0.478071二、进行序列相关性检验(1)图示检验法(2)回归检验法一阶回归检验0 EViews - EquMim UNTITLED Workfih： UNTITLED| 回£3IO File Edrt Objects Vitw Procs Quick Options Window HelpTj xVinr|PrmF|(bj"td 直int|8

6、1;n.|Firy| jEwtit.|Fcrwt迪Dependent Variable EMethod: Least SquaresDate： 12/17/12 Time: 21:43Sample(adjusted)1992 2004Included observations' 13 after adjusting end pointsVariableCoefficientStd Error VStatisticProbE(F1.0157610.2536674 0043090 0017R-squared0.566501Mean dependent var-268.8560Adjuste

7、d Rquared0.566501S.D dependent var1472 71SS.E of regression930.7665Akaike info criterion1B.68835Sum squared resid115428跚Schwarz cnterion16.73181Log likelihood-107. J 74 3Durbin-Watson stat1 &44036二阶回归检验E EViews * Equation： UN1HLED Workfile： UNTITLED d | 回Dependent Variable' EMethod: Least Sq

8、uaresDate： 12/17/12 Time： 21:41Sample(adiustedj 1993 2004Included observations' 12 after adjusting endpointsVariableCoefficientStd. Errort-StatisticProbE(叫1 14440603201703 6743710 0051E(-2)-0 3437960 456400-0 7532790 4686R-squared0.576666Mean dependent var-310 7970Adjusted R-squared0 634332S O d

9、ependent var1530 073S E of regression1044 120Akaike info criterion16 89075Sum squared resid10901862Schwarz criterion16 97157Log likelihood-99.34449Durbin-Watson stat2.036538I I jlL 一空匚EllJ ZM-tE1FTk _ 11 n x - >1 _ JIet =1.144406et-1 0.343796et_2 + &3）拉格朗日乘数（LM）检验法Breusch-Godfrey Serial Corre

10、lation LM Test:F-statisticObs*R-squared29.4178112.63731Probability0.0000380.001802ProbabilityTest Equation:Dependent Variable: RESIDMethod: Least SquaresDate: 12/17/12Time: 21:51VariableCoefficientStd. Errort-StatisticProb.C37.31393644.33150.0579110.9549X-0.0020080.009377-0.2141440.8344RESID(-1)1.74

11、40860.2343267.4429980.0000RESID(-2)-1.0882430.315853-3.4454080.0055R-squared0.842487Mean dependent var4.37E-12Adjusted R-squared0.799529S.D.dependent var2015.396S.E. of regression902.3726Akaike info criterion16.67111Sum squared resid8957040.Schwarz criterion16.85992Log likelihood-121.0333F-statistic

12、19.61188Durbin-Watson stat2.360720Prob(F-statistic)0.000101-1.088243C=37.31393 x=-0.002008 RESID(-1)=1.744086 RESID(-2)=三、序列相关的补救Dependent Variable: DYMethod: Least SquaresDate: 12/17/12 Time: 22:07Sample(adjusted): 1991 2004Included observations: 14 after adjusting endpointsVariableCoefficientStd.

13、Errort-StatisticProb.C2369.885789.98442.9999140.0111DX0.4658800.02932815.885200.0000R-squared0.954604Mean dependent var13875.68Adjusted R-squared0.950821S.D.dependent var5320.847S.E. of regression1179.971Akaike info criterion17.11593Sum squared resid16707973Schwarz criterion17.20722Log likelihood-11

14、7.8115F-statistic252.3397Durbin-Watson stat0.521473Prob(F-statistic)0.000000(2)科克伦-奥科特法估计模型Dependent Variable: YMethod: Least SquaresDate: 12/17/12 Time: 22:09Sample(adjusted): 1991 2004Included observations: 14 after adjusting endpointsConvergence achieved after 16 iterationsVariableCoefficientStd. Errort-StatisticProb.C55169.4154542.801.0114880.3335X0.3452920.0577545.9786750.0001AR(1)0.9612530.04200422.884910.0000R-squared0.998047Mean dependent var43478.53Adjusted R-squared0.997691S.D.dependen