《计量经济学》eviews实验报告一元线性回归模型详解

1、 计量经济学实验报告一元线性回归模型、实验内容（一）eviews基本操作（二）1、利用EViews软件进行如下操作：（1）EViews软件的启动（2）数据的输入、编辑（3）图形分析与描述统计分析（4）数据文件的存贮、调用2、查找2000-2014年涉及主要数据建立中国消费函数模型中国国民收入与居民消费水平:表1年份X(GDP)Y（社会消费品总量）200099776.339105.72001110270.443055.42002121002.048135.92003136564.652516.32004160714.459501.02005185895.868352.62006217656.67

2、9145.22007268019.493571.62008316751.7114830.12009345629.2132678.42010408903.0156998.42011484123.5183918.62012534123.0210307.02013588018.8242842.82014635910.0271896.1数据来源： HYPERLINK 二、实验目的掌握eviews的基本操作。掌握一元线性回归模型的基本理论，一元线性回归模型的建立、估计、检验及预测的方法，以及相应的EViews软件操作方法。三、实验步骤（简要写明实验步骤）1、数据的输入、编辑2、图形分析与描述统计分析3、

3、数据文件的存贮、调用4、一元线性回归的过程点击view中的Graph-scatter-中的第三个获得在上方输入lsycx回车得到下图DependentVariablesMethod:LeastSquaresate:O3J27/16Time:20:15Sample:20002014Includedobservations:15VariableCoefficient&td.Errort-StatisticProb.C-8373.702翱20535-2.1917610.0472X04167160.01075828.73544a.ooaoR-squared0.991410Meandependentwa

4、r119790.2AdjustedR.-squared0.990750S.D.riependlentwar7692177S.E.ofregression73S3L292Akaikeinfocriterion20.77945Sumsquaredresid7.12E*08Schwafzcriterion20.37386Loglikzelihood-1&3.8459Hannan-Quinncriter.20.77845F-atatistic1I3&0-435Durbin-Watsonstat0.477498Prob(F-statistic)a.ooaooo在上图中view处点击view-中的actu

5、al,Fitted,Residual中的第一个得到回归残差fiewPfQCObjectPrintNameFreezeEstimateForecastStatsResidsobActualFittedResidualResidualPlotobsActualFittedResidualResidualPlot200039105.7332D475901.02I200143055.437577.75477.66I200248135.942049.86086.13I200S5251634S5S5.0398134I/1200459501.058598.6902.431I厂1200568352.66909

6、2.1-739.4621200679145.2S2S27.3-3132.101200793571.6103314.-9742.6812008114830.123622.-3791.72120091S2673.135656.-2977.1312010156998.162023.-50243412011183919.193363.-9449.7312012210307.214204.-38Ml931201324羽斗工236663.6179.6312014271S96.256620.15275.91I打开Resid中的view-descriptivestatistics得到残差直方图凹Uroup:U

7、INIIILtDWorkTile:UNIIILtD:Unti1ViewPlQCObjectPrintNmeFreezeDefaultvt)E托200099776.3039105.702001110270.4-43055.402002121002.048135.9020031365-64.652516302004160714.4-59501.002005135895.868352.6020062176564-9S571.602000316751.7114S30.12009345629.21267S.42010409903.0156998.420114S41

8、23.&1S391S.62012534123.0210307.02013583015.8242S42820U635910.0271S96.12015607S7S.ONAJI丄丄JIDependentVariable:YMethod:LeastSquaresate:0327/16Time:20:27Sample(adjusted):20002014Includedobservations:15afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.C-8373.7023820.535-2.1917610.0472X0.4167160

9、.010758S8.7S5440.0000R-squared0.991410Meandependentvar119790.3AdjustedR-squared0.990750S.D.dependentvar76921.77S.E.ofregression7390.292Akaikeinfocriterion20.77945Sumsquaredresid7.12E+08Schwarzcriterion20.87336Loglikelihood-153U8459Hannan-Quinncriter.20.77S45F-statistic1500.435Durbin-Watsonstat0.4774

10、98ProbfF-statistic)0.000000在回归方程中有Forecast,残差立为yfse,点击ok后自动得到下图rore5!；Yr軽訓YF0resaQU囲邑20SQ2015理lustedafnpfe：2oaa301i300M01msiudadobservactirEi：15RtwlktenScQradError空2WiesnfeoLteError151S-45fll/feanW3&.PercanError5.451330Thenifk圈aiiGo已佃已1CI.Q20血BtsPrepcniwiaoanooVartancePnoportori0.00152-15s甘任ProporJon947在上方空白处输入lsycs之后点击proc中的forcase根据公式Y0e（Y1Xo）得到2015估计量-1.771seC)22Bb+1.77