计量经济学答案-南开大学---张晓峒教程文件

1、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Dependent Variable: 丫Method: Least SquaresDate: 04/05/13 Time: 00:07Sample: 1985 1998Included observations: 14VariableCoefficientStd. ErrorProb.t-StatisticCGDP12596.2726.954151244.56710.121014.1203006.5417920.00000.0000R-squared0.781002Mean dependent var20168.57Adju

2、sted R-squared0.762752S.D.dependent var3512.487S.E. of regression1710.865Akaike info criterion17.85895Sum squared resid35124719Schwarz criterion17.95024Log likelihood-123.0126F-statistic42.79505Durbin-Watson stat0.859998Prob(F-statistic)0.000028obs丫GDP198518249161.69198618525171.07198718400184.07198

3、816693194.75198915543197.86199015929208.55199118308221.06199217522246.92199321640276.8199423783316.38199524040363.52199624133415.51199725090465.78199824505509.1巨回亘 Group: UNTITLED Workfile; UNTITLEDSample I SheetStats|SpecIVi ewI Procs IObjectsJ PrintHome I Freeze产 vna 111 uclz W5 Kmtr; urw 111 lclz

4、=一“ gn qView ProcsObjects | Print |Ham包| Friazg | Sample； Shit |Statw|Sprc|GDP vs. YY28000 -2600024000 -2200020000 -18000 -16000 -1400085 86 87 88 89 90 91 92 93 94 95 96 97 98YYF7第七题Dependent Variable: Q Method: Least Squares Date: 04/05/13 Time: 13:31 Sample: 1978 1998 Included observations- 21Var

5、iableCoefficientStd. Errort-StatisticProb.C46837 68U811 423 1622680.0057X10 0767090 2529100.3033060.7653X26.3983402.8536552 2421660.0386X3-0.4947500.355390-1.3921310.1818R-squared0.943796Mean dependent var41000 89Adjusted R-squared0.933878S.D. dependent var6069.284S E. of regression1560670Akaike inf

6、o critenon17 71326Sum squared resid41406759Schwarz critenon17 91222Log likelihood-181 9892F-statistic95.15673Durbin-Watson stat1.689129Pro b(F-stati Stic)0.000000Dependent Variable: Q Method: Least Squares Date: 04/05/13 Time: 13:32 Sample: 1978 1998 Included observations: 21VariableCoefficientStd.

7、Error t-StatisticProbC25107.081085.94023.120120.0000X10.6080260.03910215.549720.0000R-squared0.927146Mean dependent var41000 89Adjusted R.-squared0.923311S.D. dependent var6069.284S.E. of regression1680.753Akaike info critenon17.78226Sum squared resid53673653Schwarz criterion17.88174Log likelihood-1

8、847138F-statistic2417938Durbin-Watson stat1.364650Prob(F-statistic0.000000Dependent VariaN&i QMethod Least SquaresDate 04/05/13 Tme: 13:33Sample: 1978 1998Included ftbsetvaiions： 21VariableCoefficientStd Error t StatisticProbC2G937.G991G.G97259.3S559o.cocoX259094730 35674716 5G4880 oocoR-squared

9、0.935241Mean dependent 问41000.69Adjusted R-s(juared0.931833S.D. dependent 汨6069.264S.E of regression1534 623Akaike info critencn17.&6447Sum squared resid47709&47Schwarz criterion1776395Log likelihood-153.4770F-statistic2743953Durbin-Wat son stat1 247710Pro bfF-st atistic0.000000Dependent Var

10、iable: Q Method: Least Squares Date: 04/05/13 Time: 13:33Sample: 1S76 1 的8Included observations： 21VariableCoefficientStd Error t-StatisticProb.CX3口9773621 94687712650.60 -3.9346450.2708957.1368270 00090 0000R-squaredAdjusUd R-gquarvd SE ofegression Sum squared resid Log likelihochd Durbin-Watson st

11、at0731070 0716916 3225.199 1.&8E+08 -19342660300947Mean dependent var S.D. dependentvar Akaike info g rite ri on Sclrwarz criterion F-statistic Prob(F-statistic)410tM £9 6069 284 19.08825 1913773 51.650480.W00D11第三单元课后第三题答案Dependent Variable: YMethod: Least SquaresDate: 04/03/13 Time: 17:41

12、Sample: 1 18Included observations: 18VariableCoeffici entStd. Errort-StatisticProb.C1.1271030.333750.0371560.9708848155688905102649896287X1104.1586.41154416.245446.2643X24009710.40013463190642556634770.116392 3.437818003008935723325989e-11 0.00366225249927R-squared0.97963Mean dependent755.650987789v

13、arAdjusted R-0.97691S.D. dependent var258.17squared51194954979992S.E. of regression39.2263Akaike info10.3275618criterion5865878Sum squared resid23080.6Schwarz criterion10.4750528749818807Log likelihood-F-statistic360.7089.94826367717928983Durbin-Watson2.55148Prob(F-statistic)2.0762stat301832266629e-

14、13obsYX1X21450.54171.22507.74174.23613.95204.34563.44218.75510.54219.46781.57240.47541.84273.58611.15294.891222.110330.210793.27333.111660.8536612792.76350.913580.84357.914612.7535915890.87371.91611219435.3171094.28523.918125310604.1140012001000-eoo600400200-Forecast- YFActual YForecast sample r 18I

15、ncluded observations. 13Root Mean Squared Error Mean Absolute Error Mean Abs. Parcenl Error Theil Inequality CoefficientBi日5 Proportion Variance Proportion Covariance Proportion35,80360 3。184434 245101 0.0224980 0000000 0051450 99355第六题Dependent Variable: Y Method: Least SquaresDate: 04/04/13 Time:

16、23:44Sample: 1955 1984Included observations: 30VariableCoefficientStd. Errort-StatisticProb.C0.4303784.0489100.1062950.9162X10.9194720.2357893.8995560.0006X22.9333511.6555641.7718130.0881X30.1506670.0833201.8082880.0821R-squared0.600311Mean dependent var22.13167Adjusted R-squared0.554193S.D.dependen

17、t var14.47259S.E. of regression9.663176Akaike info criterion7.498088Sum squared resid2427.801Schwarz criterion7.684914Log likelihood-108.4713F-statistic13.01685Durbin-Watson stat1.153145Prob(F-statistic)0.000022obsYX1X2X319557.965.330.934.08195615.346.822.98.3195713.558.173.8410.76195810.949.483.398

18、.0319596.398.031.074.4719601.493.580.461.3919610.61.170.50.919620.660.920.50.4319636.041.630.394.61196415.417.731.439.11196515.39.460.9211.89196619.3213.970.6616.51196735.7617.321.1320.79196835.0317.360.2230.01196935.5819.690.4438.15197031.0321.130.6734.29197114.3332.340.8924.46197213.8819.570.1313.61197314.6616.391.3413.51197419.3717.961.7311.59197535.4718.391.613.79197635.4918.833.191