计量经济学第三版课后详解

1、2.1（1） 首先先分析人均寿寿命与人均GGDP的数量量关系，用EEviewss分析：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 112/27/14 Tiime: 221:00Sample: 1 222Includeed obsservattions: 22VariablleCoefficcientStd. Errrort-StatiisticProb.C56.6479941.960822028.8899920.0000X10.12836600.02724424.71183340.0001R-squarred0.5260882Mea

2、an deppendennt varr62.500000Adjusteed R-ssquareed0.5023886S.DD. deppendennt varr10.088889S.E. off regrressioon7.1168881Akaaike iinfo ccriterrion6.8493224Sum squuared residd1013.0000Schhwarz criteerion6.9485110Log likkelihoood-73.342257Hannnan-QQuinn criteer.6.8726889F-statiistic22.201338Durrbin-WWat

3、sonn statt0.6290774Prob(F-statiistic)0.0001334有上可知，关系系式为y=556.647794+0.1283660 x1关于人均寿命命与成人识字字率的关系，用用Eviewws分析如下下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 111/26/14 Tiime: 221:10Sample: 1 222Includeed obsservattions: 22VariablleCoefficcientStd. Errrort-StatiisticProb.C38.7942243.53207791

4、0.9834400.0000X20.33197710.04665567.11530080.0000R-squarred0.7168225Meaan deppendennt varr62.500000Adjusteed R-ssquareed0.7026666S.DD. deppendennt varr10.088889S.E. off regrressioon5.5013006Akaaike iinfo ccriterrion6.3343556Sum squuared residd605.28773Schhwarz criteerion6.4335442Log likkelihoood-67.

5、677792Hannnan-QQuinn criteer.6.3577221F-statiistic50.627661Durrbin-WWatsonn statt1.8464006Prob(F-statiistic)0.0000001由上可知，关系系式为y=338.794424+0.3319771x2关于人均寿命命与一岁儿童童疫苗接种率的关系系，用Eviiews分析析如下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 111/26/14 Tiime: 221:14Sample: 1 222Includeed obsservattion

6、s: 22VariablleCoefficcientStd. Errrort-StatiisticProb.C31.7995566.53643344.86497710.0001X30.38727760.08026604.82528850.0001R-squarred0.5379229Meaan deppendennt varr62.500000Adjusteed R-ssquareed0.5148225S.DD. deppendennt varr10.088889S.E. off regrressioon7.0273664Akaaike iinfo ccriterrion6.8240009Su

7、m squuared residd987.67770Schhwarz criteerion6.9231994Log likkelihoood-73.064409Hannnan-QQuinn criteer.6.8473774F-statiistic23.283338Durrbin-WWatsonn statt0.9525555Prob(F-statiistic)0.0001003由上可知，关系系式为y=331.799956+0.3872776x3（2）关于人人均寿命与人人均GDP模型，由上可知，可可决系数为00.5260082，说明明所建模型整整体上对样本本数据拟合较较好。 对于回归系系数的t

8、检验：t（1）=4.7111834tt0.0255(20)=2.0866，对斜率系系数的显著性性检验表明，人人均GDP对人均均寿命有显著著影响。关于人均寿命命与成人识字字率模型，由由上可知，可可决系数为00.7168825，说明所建模模型整体上对对样本数据拟拟合较好。对于回归系数的的t检验：t（2）=7.1155308tt0.0255(20)=2.0866，对斜率系系数的显著性性检验表明，成成人识字率对对人均寿命有有显著影响。关于人均寿命命与一岁儿童童疫苗的模型型，由上可知知，可决系数数为0.5337929，说说明所建模型型整体上对样样本数据拟合合较好。 对于回归系系数的t检验：t（3）=4.

9、8255285tt0.0255(20)=2.0866，对斜率系系数的显著性性检验表明，一一岁儿童疫苗苗接种率对人人均寿命有显显著影响。2.2（1）对于浙江省预预算收入与全全省生产总值值的模型，用用Eviewws分析结果如下下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 112/03/14 Timee: 17:00Sample (adjuusted): 1 333Includeed obsservattions: 33 aafter adjusstmenttsVariablleCoefficcientStd. Errrort-Stat

10、iisticProb.X0.17612240.004077243.2563390.0000C-154.3006339.081996-3.94822740.0004R-squarred0.9837002Meaan deppendennt varr902.51448Adjusteed R-ssquareed0.9831777S.DD. deppendennt varr1351.0009S.E. off regrressioon175.23225Akaaike iinfo ccriterrion13.228880Sum squuared residd951899.7Schhwarz criteeri

11、on13.319449Log likkelihoood-216.27751Hannnan-QQuinn criteer.13.259331F-statiistic1871.1115Durrbin-WWatsonn statt0.1000221Prob(F-statiistic)0.0000000由上可知，模模型的参数：斜率系数00.1761124，截距为154.33063关于浙江省财财政预算收入入与全省生产产总值的模型型，检验模型型的显著性：1）可决系数为为0.9833702，说说明所建模型型整体上对样样本数据拟合合较好。2）对于回归系系数的t检验：t（2）=43.255639tt0.0255

12、(31)=2.03995，对斜率率系数的显著著性检验表明明，全省生产产总值对财政政预算总收入入有显著影响响。用规范形式写写出检验结果果如下：Y=0.1766124X154.33063 (0.0044072) (39.088196)t= (43.256399) （-3.9448274）R2=0.9883702 F=18871.1115 n=33经济意义是：全省生产总总值每增加11亿元，财政政预算总收入入增加0.11761244亿元。（2）当x=332000时时，进行点预测，由由上可知Y=0.1766124X154.33063，代代入可得：Y= Y=0.1761224*320000154.3306

13、3=55481.66617进行区间预测测：先由Eviewws分析：XYMean6000.4441902.51148Mediann2689.2280209.39900Maximuum27722.314895.4410Minimuum123.7220025.870000Std. DDev.7608.00211351.0009Skewneess1.43255191.6631108Kurtossis4.01055154.5904432Jarquee-Beraa12.69006818.690063Probabbilityy0.00177550.0000087Sum1980144.529782.99Sum

14、 Sqq. Devv.1.85E+09584071195Observvationns3333由上表可知，x2=（XXiX）2=2x(n1)= 76608.02212 x (3331)=18522223.4773(XfX)22=(32000066000.4441)2=67599770688.2当Xf=320000时，将将相关数据代代入计算得到到：5481.666172.0395xx175.22325x1/33+188522233.473/6759777068.2Yf54811.66177+2.03395x1775.23225x1/33+188522233.473/6759777068.2即Yf的

15、置信区区间为（54481.66617644.96499, 54881.66117+64.9649）(3) 对于浙浙江省预算收收入对数与全全省生产总值值对数的模型型，由Eviewws分析结果如下下：Dependeent Vaariablle: LNNYMethod: Leasst SquuaresDate: 112/03/14 Timee: 18:00Sample (adjuusted): 1 333Includeed obsservattions: 33 aafter adjusstmenttsVariablleCoefficcientStd. Errrort-StatiisticProb.L

16、NX0.98027750.034299628.5826680.0000C-1.91822890.2682113-7.15211210.0000R-squarred0.9634442Meaan deppendennt varr5.5731220Adjusteed R-ssquareed0.9622663S.DD. deppendennt varr1.6841889S.E. off regrressioon0.3271772Akaaike iinfo ccriterrion0.6620228Sum squuared residd3.3182881Schhwarz criteerion0.75272

17、26Log likkelihoood-8.9234468Hannnan-QQuinn criteer.0.6925445F-statiistic816.96999Durrbin-WWatsonn statt0.0962008Prob(F-statiistic)0.0000000模型方程为：lnY=0.9800275lnnX-1.99182899由上可知，模模型的参数：斜率系数为为0.9800275，截距为-1.9182889关于浙江省财财政预算收入入与全省生产产总值的模型型，检验其显显著性：1）可决系数为为0.9633442，说说明所建模型型整体上对样样本数据拟合合较好。2）对于回归系系数的t

18、检验：t（2）=28.588268tt0.0255(31)=2.03995，对斜率率系数的显著著性检验表明明，全省生产产总值对财政政预算总收入入有显著影响响。经济意义：全全省生产总值值每增长1%，财政预算算总收入增长长0.9800275%2.4（1）对建筑面面积与建造单单位成本模型型，用Eviewws分析结果果如下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 112/01/14 Time: 12:40Sample: 1 122Includeed obsservattions: 12VariablleCoefficcientStd.

19、Errrort-StatiisticProb.X-64.1844004.8098228-13.3444340.0000C1845.477519.26444695.7968880.0000R-squarred0.9468229Meaan deppendennt varr1619.3333Adjusteed R-ssquareed0.9415112S.DD. deppendennt varr131.22552S.E. off regrressioon31.736000Akaaike iinfo ccriterrion9.9037992Sum squuared residd10071.774Schh

20、warz criteerion9.9846110Log likkelihoood-57.422275Hannnan-QQuinn criteer.9.8738771F-statiistic178.07115Durrbin-WWatsonn statt1.1724007Prob(F-statiistic)0.0000000由上可得：建筑筑面积与建造造成本的回归归方程为：Y=1845.475-64.118400XX（2）经济意义义：建筑面积积每增加1万平方米，建建筑单位成本本每平方米减减少64.118400元元。（3）首先进行点预预测，由Y=1845.475-64.118400XX得，当x=44.

21、5，y=15556.6477再进行区间估估计：用Eviewss分析：YXMean1619.33333.5233333Mediann1630.00003.7150000Maximuum1860.00006.2300000Minimuum1419.00000.6000000Std. DDev.131.222521.9894419Skewneess0.0034403-0.0601130Kurtossis2.34655111.6649917Jarquee-Beraa0.21355470.8984454Probabbilityy0.89877290.6381121Sum19432.0042.280000

22、Sum Sqq. Devv.1894200.743.535567Observvationns1212由上表可知，x2=（XXiX）2=2x(n1)= 1.98941192 x (1221)=433.53577(XfX)22=(4.53.5223333)2=0.9533878433当Xf=4.55时，将相关关数据代入计计算得到：1556.64472.2288x31.733600 x1/12+43.53357/0.9533878433Yf15566.647+2.228x31.733600 x1/12+43.53357/0.9533878433即Yf的置信区区间为（15556.6447478.112

23、31, 1556.647+478.11231）3.1（1）对百户拥有家家用汽车量计计量经济模型型，用Eviewws分析结果果如下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 111/25/14 Tiime: 112:38Sample: 1 311Includeed obsservattions: 31VariablleCoefficcientStd. Errrort-StatiisticProb.X25.99686651.40605584.26502200.0002X3-0.52400270.1792880-2.92299500.0

24、069X4-2.26566800.5188337-4.36688420.0002C246.8544051.9750004.74947760.0001R-squarred0.6660662Meaan deppendennt varr16.773555Adjusteed R-ssquareed0.6289557S.DD. deppendennt varr8.2525335S.E. off regrressioon5.0268889Akaaike iinfo ccriterrion6.1873994Sum squuared residd682.27995Schhwarz criteerion6.37

25、24224Log likkelihoood-91.904460Hannnan-QQuinn criteer.6.2477009F-statiistic17.951008Durrbin-WWatsonn statt1.1472553Prob(F-statiistic)0.0000001得到模型得：Y=246.88540+5.9966865X2-0.5244027 XX3-2.2665680 X4对模型进行检检验：可决系数是0.6660662，修正的的可决系数为为0.6288957，说说明模型对样样本拟合较好好F检验，F=117.951108F（3,27）=3.655，回归方程程显著。3）t检验，

26、tt统计量分别别为4.7449476，4.2655020，-2.9222950，-4.3666842，均均大于t（27）=22.05188，所以这些些系数都是显显著的。依据：可决系数越大，说说明拟合程度度越好F的值与临界值值比较，若大大于临界值，则则否定原假设设，回归方程程是显著的；若小于临界界值，则接受受原假设，回回归方程不显显著。t的值与临界值值比较，若大大于临界值，则则否定原假设设，系数都是是显著的；若若小于临界值值，则接受原原假设，系数数不显著。（2）经济意义义：人均增加万万元，百户拥拥有家用汽车车增加5.99968655辆，城镇人人口比重增加加个百分点点，百户拥有有家用汽车减减少0.

27、5224027辆辆，交通工具具消费价格指指数每上升，百户拥有有家用汽车减减少2.2665680辆辆。（3）用EViiews分析析得：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 112/08/14 Time: 17:228Sample: 1 311Includeed obsservattions: 31VariablleCoefficcientStd. Errrort-StatiisticProb.X25.13567701.01027705.08346650.0000LNX3-22.8100056.7718220-3.36833780

28、.0023LNX4-230.8448149.467991-4.66666240.0001C1148.7558228.291175.03197740.0000R-squarred0.6919552Meaan deppendennt varr16.773555Adjusteed R-ssquareed0.6577225S.DD. deppendennt varr8.2525335S.E. off regrressioon4.8280888Akaaike iinfo ccriterrion6.1066992Sum squuared residd629.38118Schhwarz criteerion

29、6.2917223Log likkelihoood-90.653373Hannnan-QQuinn criteer.6.1670008F-statiistic20.216224Durrbin-WWatsonn statt1.1500990Prob(F-statiistic)0.0000000模型方程为：Y=5.1355670 XX2-22.881005 LNX3-230.8481 LNX4+1148.758此分析得出的可可决系数为00.69199520.6666062，拟拟合程度得到到了提高，可可这样改进。3.2（）对出口货货物总额计量量经济模型，用用Eviewws分析结果果如下：Depend

30、eent Vaariablle: YMethod: Leasst SquuaresDate: 112/01/14 Time: 20:25Sample: 19944 20111Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.X20.13547740.012799910.5845540.0000X318.8534489.77618811.92851120.0729C-18231.588638.2116-2.11055730.0520R-squarred0.9858338Meaan deppen

31、dennt varr6619.1991Adjusteed R-ssquareed0.9839550S.DD. deppendennt varr5767.1552S.E. off regrressioon730.63006Akaaike iinfo ccriterrion16.176770Sum squuared residd80073166.Schhwarz criteerion16.325110Log likkelihoood-142.59903Hannnan-QQuinn criteer.16.197117F-statiistic522.09776Durrbin-WWatsonn stat

32、t1.1734332Prob(F-statiistic)0.0000000由上可知，模模型为：Y = 0.11354744X2 + 18.853488X3 - 182231.588对模型进行检检验：1）可决系数是是0.9855838，修修正的可决系系数为0.99839500，说明模型型对样本拟合合较好2）F检验，FF=522.00976FF（2,15）=4.777，回归方程程显著3）t检验，tt统计量分别别为X2的系数对对应t值为10.558454，大于t（15）=2.1331，系数是是显著的，XX3的系数对对应t值为1.9228512，小于t（15）=2.1331，说明此此系数是不显显著的。

33、 （2）对于对数数模型，用Eviewws分析结果果如下：Dependeent Vaariablle: LNNYMethod: Leasst SquuaresDate: 112/01/14 Time: 20:25Sample: 19944 20111Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.LNX21.56422210.088988817.5778890.0000LNX31.76069950.68211152.58122290.0209C-20.5200485.4324887-3.77

34、733630.0018R-squarred0.9862995Meaan deppendennt varr8.4001112Adjusteed R-ssquareed0.9844667S.DD. deppendennt varr0.9415330S.E. off regrressioon0.1173443Akaaike iinfo ccriterrion-1.2964424Sum squuared residd0.2065440Schhwarz criteerion-1.1480029Log likkelihoood14.667882Hannnan-QQuinn criteer.-1.27599

35、62F-statiistic539.73664Durrbin-WWatsonn statt0.6866556Prob(F-statiistic)0.0000000由上可知，模模型为：LNY=-200.520448+1.5644221 LLNX2+1.7600695 LLNX3对模型进行检检验：1）可决系数是是0.9866295，修修正的可决系系数为0.99844677，说明模型型对样本拟合合较好。2）F检验，FF=539.7364 F（2,15）=4.777，回归方程程显著。3）t检验，tt统计量分别别为-3.77773633，17.577789，2.5811229，均均大于t（15）=2.1

36、311，所以这些些系数都是显显著的。（3）（1）式中的的经济意义：工业增加11亿元，出口口货物总额增增加0.1335474亿亿元，人民币币汇率增加11，出口货物物总额增加118.853348亿元。（2）式中的的经济意义：工业增加额额每增加1%，出口货物物总额增加11.5642221%，人民币汇汇率每增加11%，出口货货物总额增加加1.7600695%3.3（1）对家庭书书刊消费对家家庭月平均收收入和户主受受教育年数计计量模型，由由Eviewws分析结果果如下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 112/01/14 Time:

37、 20:30Sample: 1 188Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.X0.08645500.02936632.94418860.0101T52.3703315.202166710.0670020.0000C-50.01663849.460226-1.01122440.3279R-squarred0.9512335Meaan deppendennt varr755.12222Adjusteed R-ssquareed0.9447332S.DD. deppendennt va

38、rr258.72006S.E. off regrressioon60.822773Akaaike iinfo ccriterrion11.204882Sum squuared residd55491.007Schhwarz criteerion11.353221Log likkelihoood-97.843334Hannnan-QQuinn criteer.11.225228F-statiistic146.29774Durrbin-WWatsonn statt2.6057883Prob(F-statiistic)0.0000000模型为：Y = 0.00864500X + 522.370331

39、T-50.001638对模型进行检检验：1）可决系数是是0.9511235，修修正的可决系系数为0.99447322，说明模型型对样本拟合合较好。2）F检验，FF=539.7364 F（2,15）=4.777，回归方程程显著。3）t检验，tt统计量分别别为2.9444186，10.066702，均均大于t（15）=2.1331，所以这这些系数都是是显著的。经济意义：家家庭月平均收收入增加1元，家庭书书刊年消费支支出增加0.0864550元，户主主受教育年数数增加1年，家庭书书刊年消费支支出增加522.370331元。（2）用Eviiews分析析：Dependeent Vaariablle: Y

40、Method: Leasst SquuaresDate: 112/01/14 Time: 22:330Sample: 1 188Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.T63.0167764.548588113.8541160.0000C-11.58117158.022990-0.19966060.8443R-squarred0.9230554Meaan deppendennt varr755.12222Adjusteed R-ssquareed0.9182445S.DD. dep

41、pendennt varr258.72006S.E. off regrressioon73.975665Akaaike iinfo ccriterrion11.549779Sum squuared residd87558.336Schhwarz criteerion11.648772Log likkelihoood-101.94481Hannnan-QQuinn criteer.11.563443F-statiistic191.93777Durrbin-WWatsonn statt2.1340443Prob(F-statiistic)0.0000000Dependeent Vaariablle

42、: XMethod: Leasst SquuaresDate: 112/01/14 Time: 22:334Sample: 1 188Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.T123.1511631.8415503.86764440.0014C444.58888406.178861.09456650.2899R-squarred0.4831882Meaan deppendennt varr1942.9333Adjusteed R-ssquareed0.4508881S.DD. de

43、ppendennt varr698.83225S.E. off regrressioon517.85229Akaaike iinfo ccriterrion15.441770Sum squuared residd42907466.Schhwarz criteerion15.540663Log likkelihoood-136.97753Hannnan-QQuinn criteer.15.455334F-statiistic14.958667Durrbin-WWatsonn statt1.0522551Prob(F-statiistic)0.0013664以上分别是y与与T，X与T的一元回归归模

44、型分别是：Y = 63.016766T - 111.581171X = 1233.15166T + 4444.58888（3）对残差进进行模型分析析，用Eviiews分析析结果如下：Dependeent Vaariablle: E11Method: Leasst SquuaresDate: 112/03/14 Timee: 20:39Sample: 1 188Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.E20.08645500.02843313.04074420.0078C3.96E-

45、11413.8808832.85E-1151.0000R-squarred0.3662339Meaan deppendennt varr2.30E-114Adjusteed R-ssquareed0.3266229S.DD. deppendennt varr71.766993S.E. off regrressioon58.891336Akaaike iinfo ccriterrion11.093770Sum squuared residd55491.007Schhwarz criteerion11.192664Log likkelihoood-97.843334Hannnan-QQuinn c

46、riteer.11.107335F-statiistic9.2461111Durrbin-WWatsonn statt2.6057883Prob(F-statiistic)0.0077888模型为：E1 = 0.0864550E2 + 3.96e-14参数：斜率系数数为0.00864500，截距为3.96e-14（3）由上可知知，2与2的系数是一一样的。回归归系数与被解解释变量的残残差系数是一一样的，它们们的变化规律律是一致的。3.6（1）预期的符符号是X1，X2,X3,X4,X5的符号为正正，X6的符号为负负（2）根据Evviews分分析得到数据据如下：Dependeent Vaariabl

47、le: YMethod: Leasst SquuaresDate: 112/04/14 Timee: 13:24Sample: 19944 20111Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.X20.00138820.00110021.25433300.2336X30.00194420.00396600.49050010.6326X4-3.57900903.5599449-1.00533770.3346X50.00479910.00503340.95167710.3600X60.04

48、554420.09555520.47662210.6422C-13.77773215.733666-0.87566590.3984R-squarred0.9948669Meaan deppendennt varr12.766667Adjusteed R-ssquareed0.9927331S.DD. deppendennt varr9.7466331S.E. off regrressioon0.8309663Akaaike iinfo ccriterrion2.7287338Sum squuared residd8.2859993Schhwarz criteerion3.0255229Log

49、likkelihoood-18.558865Hannnan-QQuinn criteer.2.7696662F-statiistic465.36117Durrbin-WWatsonn statt1.5532994Prob(F-statiistic)0.0000000与预期不相符符。评价：可决系数为0.9948669，数据相相当大，可以以认为拟合程程度很好。F检验，F=4465.36617F（5.12）=3,899，回归方程显显著T检验，X1，X2,X3,X4,X5，X6 系数对应应的t值分别为：1.2544330，0.4900501，-1.0005377，0.9511671，0.4766621

50、，均均小于t（12）=2.1779，所以所所得系数都是是不显著的。（3）根据Evviews分分析得到数据据如下：Dependeent Vaariablle: YMethod: Leasst SquuaresDate: 112/03/14 Time: 11:12Sample: 19944 20111Includeed obsservattions: 18VariablleCoefficcientStd. Errrort-StatiisticProb.X50.00103322.20E-00546.7994460.0000X6-0.05499650.0311884-1.76255810.0983C4

51、.20548813.33560021.26078860.2266R-squarred0.9936001Meaan deppendennt varr12.766667Adjusteed R-ssquareed0.9927448S.DD. deppendennt varr9.7466331S.E. off regrressioon0.8300118Akaaike iinfo ccriterrion2.6162774Sum squuared residd10.333996Schhwarz criteerion2.7646669Log likkelihoood-20.546646Hannnan-QQu

52、inn criteer.2.6367336F-statiistic1164.5667Durrbin-WWatsonn statt1.3418880Prob(F-statiistic)0.0000000得到模型的方方程为：Y=0.0011032 XX5-0.0554965 X6+4.2055481评价：可决系数为0.9936001，数据相相当大，可以以认为拟合程程度很好。F检验，F=11164.5567F（5.12）=3,899，回归方程程显著T检验，X5 系数对应的的t值为46.779946，大大于t（12）=2.1779，所以系系数是显著的的，即人均GGDP对年底底存款余额有有显著影响。 X

53、6 系数对应的t值为-1.762581，小于t（12）=2.179，所以系数是不显著的。4.3（1）根据Evviews分分析得到数据据如下：Dependeent Vaariablle: LNNYMethod: Leasst SquuaresDate: 112/05/14 Timee: 11:39Sample: 19855 20111Includeed obsservattions: 27VariablleCoefficcientStd. Errrort-StatiisticProb.LNGDP1.33853330.088611015.1058820.0000LNCPI-0.42177910.2

54、332995-1.80799750.0832C-3.11144860.4630110-6.72011260.0000R-squarred0.9880551Meaan deppendennt varr9.4847110Adjusteed R-ssquareed0.9870555S.DD. deppendennt varr1.4255117S.E. off regrressioon0.1621889Akaaike iinfo ccriterrion-0.6956670Sum squuared residd0.6313226Schhwarz criteerion-0.5516689Log likke

55、lihoood12.391555Hannnan-QQuinn criteer.-0.6528857F-statiistic992.25882Durrbin-WWatsonn statt0.5226113Prob(F-statiistic)0.0000000得到的模型方程程为：LNY=1.33385333 LNGDDPt-0.4221791 LNCPIIt-3.1111486（2）该模型的可决系系数为0.99880511，可决系数数很高，F检验值为9992.25882，明显显著。但当当=0.005时，t（24）=2.0664，LNCPII的系数不显显著，可能存存在多重共线线性。得到相关系数数矩阵

56、如下：LNYLNGDPLNCPILNY1.00000000.99311890.9351116LNGDP0.99311891.00000000.9537740LNCPI0.93511160.95377401.0000000LNGDP， LNCPII之间的相关关系数很高，证证实确实存在在多重共线性性。（3）由Eviiews得：a）Dependeent Vaariablle: LNNYMethod: Leasst SquuaresDate: 112/03/14 Time: 14:441Sample: 19855 20111Includeed obsservattions: 27VariablleCo

57、efficcientStd. Errrort-StatiisticProb.LNGDP1.18573390.027822242.6193330.0000C-3.75066700.3122555-12.0111560.0000R-squarred0.9864223Meaan deppendennt varr9.4847110Adjusteed R-ssquareed0.9858880S.DD. deppendennt varr1.4255117S.E. off regrressioon0.1693889Akaaike iinfo ccriterrion-0.6420056Sum squuared

58、 residd0.7173112Schhwarz criteerion-0.5460068Log likkelihoood10.667776Hannnan-QQuinn criteer.-0.6135514F-statiistic1816.4007Durrbin-WWatsonn statt0.4711111Prob(F-statiistic)0.0000000b)Dependeent Vaariablle: LNNYMethod: Leasst SquuaresDate: 112/03/14 Time: 14:441Sample: 19855 20111Includeed obsservat

59、tions: 27VariablleCoefficcientStd. Errrort-StatiisticProb.LNCPI2.93929950.222755613.1951110.0000C-6.85455351.2422443-5.51788710.0000R-squarred0.8744442Meaan deppendennt varr9.4847110Adjusteed R-ssquareed0.8694119S.DD. deppendennt varr1.4255117S.E. off regrressioon0.5151224Akaaike iinfo ccriterrion1.

60、5823668Sum squuared residd6.6338110Schhwarz criteerion1.6783556Log likkelihoood-19.361196Hannnan-QQuinn criteer.1.6109110F-statiistic174.11008Durrbin-WWatsonn statt0.1370442Prob(F-statiistic)0.0000000c)Dependeent Vaariablle: LNNGDPMethod: Leasst SquuaresDate: 112/05/14 Timee: 11:11Sample: 19855 2011