影响我国财政收入因素的统计分析

精选优质文档-----倾情为你奉上/r/n精选优质文档-----倾情为你奉上/r/n专心---专注---专业/r/n专心---专注---专业/r/n精选优质文档-----倾情为你奉上/r/n专心---专注---专业/r/n计量经济学期末课程设计/r/n09/r/n级/r/n管理学院/r/n院/r/n题目：/r/n影响我国财政收入因素的统计分析/r/n学生姓名/r/n学号/r/n专/r/n/r/n业/r/n班级/r/n2012/r/n年/r/n5/r/n月/r/n21/r/n日/r/n

/r/n目/r/n/r/n录/r/nTOC\o"1-2"\h\z\u/r/n

/r/n影响我国财政收入因素的统计分析/r/n摘要/r/n：影响一国财政收入的因素有很多，比如税收收入、三大产业的产值、固定资产投资、从业人员数量等等。本文针对我国财政收入影响因素建立了计量经济模型，并利用/r/nEviews/r/n软件对收集到的数据进行相关回归以及多重共线性分析，建立了财政收入影响因素的模型，分析了影响财政收入主要因素及其影响程度，并提出了相关政策建议。/r/n关键字/r/n：财政收入/r/n/r/n财政收入影响因素/r/n一、引言/r/n财政作为一个政府的活动，是政府职能的具体体现，主要有资源配置、收入再分配和宏观经济调控三大职能。财政收入是政府部门的公共收入，是国民收入分配中用于保证政府行使其公共职能、实施公共政策以及提供公共服务的资金需求。财政收入的增长情况关系着一个国家经济的发展和社会的进步。因此，研究财政收入的增长就显得尤为必要。财政收入的主要来源是各项税收收入，此外还有政府其他收入和基金收入等。同时，一个国家财政收入的规模还要受到经济规模等诸多因素的影响。因此我们以财政收入为因变量，/r/n国内生产总值/r/n、年末从业人员数、全社会固定资产投资总额、国家财政决算中的各项税收/r/n4/r/n个经济指标为自变量，利用软件进行回归分析，建立财政收入影响因素模型，分析/r/n影响我国财政收入的主要因素为如何，合理有效的制定我国的财政收入计划提供一些政策建议。/r/n二、最近研究成果：/r/n北京市财政科研所完成了局级重点课题《北京市征地超转人员的社会保障问题研究》，为市政府科学决策提供了重要的研究支撑；天津市财政科研所牵头完成的《天津市政府投融资平台风险防范研究》课题，获得了市政府多位主要领导的批示河北省财政科研所、江苏省财政科研所等单位主动参与财政部业务司局的研究工作，完成预算司、外经办等单位委托的《中国地区间基本公共服务均等化问题研究》、《中美地方层级经济合作前景研究》等成果多项；安徽省财政科研所、宁波市财税研究室等单位结合实际形成了《财政促进会展经济发展的研究与思考》、《促进宁波居民收入分配结构调整的财税政策研究》等研究成果多项，直接服务于政府决策/r/n三、财政收入影响因素的定量分析/r/n3/r/n.1/r/n变量选择/r/n研究财政收入的影响因素离不开一些基本的经济变量。大多数相关的研究文献中都把总税收、国内生产总值这两个指标作为影响财政收入的基本因素，还有一些文献中也提出了其他一些变量，比如从业人员数、固定资产投资等。影响财政收入的因素众多复杂，本文从国内生产总值、税收收入、从业人员数、固定资产投资四方面进行分析。/r/n3/r/n.2/r/n数据说明/r/n（/r/n1/r/n）、财政收入：是指政府为履行其职能、实施公共政策和提供公共物品与服务需要而抽泣的一切资金的总和。财政收入表现为政府部门在一定时期内（一般为一个财政年度）所取得的货币收入。财政收入是衡量一国政府财力的重要指标，政府在社会经济活动中提供公共物品和服务的范围和数量，在很大程度上决定于财政收入的充裕状况。财政就是为了满足社会公共需要，弥补市场失灵，以国家为主体参与的社会产品分配活动。它既是政府的集中性分配活动，又是国家进行宏观调控的重要工具。/r/n（/r/n2/r/n）、国内生产总值：是指在一定时期内/r/n(/r/n一个季度或一年/r/n)/r/n，一个国家或地区的经济中所生产出的全部最终产品和劳务的价值，常被公认为衡量国家经济状况的最佳指标。它不但可反映一个国家的经济表现，更可以反映一国的国力与财富。/r/n（/r/n3/r/n）、固定资产投资：是建造和购置固定资产的经济活动，即固定资产再生产活动。固定资产再生产过程包括固定资产更新（局部和全部更新）、改建、扩建、新建等活动。/r/n（/r/n4/r/n）从业人员数：人口中参加经济活动的人口数。不包括从事家务劳动人口、就学人口、长期患病不能工作人口、年老或退休人口等。/r/n（/r/n5/r/n）税收收入：税收收入是指国家按照预定标准，向经济组织和居民无偿地征收实物或货币所取得的一种财政收入。是国家预算资金的重要来源。在我国的税收收入结构中，流转税和所得税居于主体地位。具体有以下来源：、消费税、、企业所得税、、外国投资企业和外国企业所得税、城市维护建设税、车船使用税、房产税、、筵席税、印花税等/r/n四/r/n、模型建立/r/n4/r/n.1/r/n模型说明/r/n财政收入一般由以下几部分构成/r/n:/r/n税收收入、国有企业上缴的利润收入、债务收入以及费用等其他收入，其中税收收入是财政收入的主要来源。同时，财政收入还受到经济规模、/r/n从业人员数、固定资产投资/r/n等诸多因素的影响，这里可以用国内生产总值的变化来说明除税收以外的其他因素的变动对财政收入的影响。/r/n4/r/n.2/r/n模型数据说明/r/n本研究报告的数据来源于/r/n“/r/n中经网统计数据库/r/n”/r/n采集数据的区间为/r/n1980/r/n年～/r/n2010/r/n年/r/n附/r/n1980/r/n～/r/n2010/r/n全国财政决算收入及相关数据表：/r/n年份/r/n国家财政决算收入中各项税收（亿元）/r/n国家财政决算收入（亿元）/r/n年末从业人员数（万人）/r/n全社会固定资产投资总额（亿元）/r/n国内生产总值（现价）（亿元）/r/n1980/r/n571.7/r/n1159.93/r/n42361/r/n910.9/r/n4545.6/r/n1981/r/n629.89/r/n1175.8/r/n43725/r/n961/r/n4891.6/r/n1982/r/n700.02/r/n1212.3/r/n45295/r/n1230.4/r/n5323.4/r/n1983/r/n775.59/r/n1367/r/n46436/r/n1430.1/r/n5962.7/r/n1984/r/n947.35/r/n1642.9/r/n48197/r/n1832.9/r/n7208.1/r/n1985/r/n2040.79/r/n2004.82/r/n49873/r/n2543.2/r/n9016/r/n1986/r/n2090.73/r/n2122/r/n51282/r/n3120.6/r/n10275.2/r/n1987/r/n2140.36/r/n2199.4/r/n52783/r/n3791.7/r/n12058.6/r/n1988/r/n2390.47/r/n2357.2/r/n54334/r/n4753.8/r/n15042.8/r/n1989/r/n2727.4/r/n2664.9/r/n55329/r/n4410.4/r/n16992.3/r/n1990/r/n2821.86/r/n2937.1/r/n64749/r/n4517/r/n18667.8/r/n1991/r/n2990.17/r/n3149.48/r/n65491/r/n5594.5/r/n21781.5/r/n1992/r/n3296.91/r/n3483.37/r/n66152/r/n8080.1/r/n26923.5/r/n1993/r/n4255.3/r/n4348.95/r/n66808/r/n13072.3/r/n35333.9/r/n1994/r/n5126.88/r/n5218.1/r/n67455/r/n17042.1/r/n48197.9/r/n1995/r/n6038.04/r/n6242.2/r/n68065/r/n20019.3/r/n60793.7/r/n1996/r/n6909.82/r/n7407.99/r/n68950/r/n22913.5/r/n71176.6/r/n1997/r/n8234.04/r/n8651.14/r/n69820/r/n24941.1/r/n78973/r/n1998/r/n9262.8/r/n9875.95/r/n70637/r/n28406.2/r/n84402.3/r/n1999/r/n10682.58/r/n11444.08/r/n71394/r/n29854.7/r/n89677.1/r/n2000/r/n12581.51/r/n13395.23/r/n72085/r/n32917.7/r/n99214.6/r/n2001/r/n15301.38/r/n16386.04/r/n72797/r/n37213.5/r/n.2/r/n2002/r/n17636.45/r/n18903.64/r/n73280/r/n43499.9/r/n.7/r/n2003/r/n20017.31/r/n21715.25/r/n73736/r/n55566.6/r/n.8/r/n2004/r/n24165.68/r/n26396.47/r/n74264/r/n70477.4/r/n.3/r/n2005/r/n28778.54/r/n31649.29/r/n74647/r/n88773.6/r/n.4/r/n2006/r/n34804.35/r/n38760.2/r/n74978/r/n.2/r/n.4/r/n2007/r/n45621.97/r/n51321.78/r/n75321/r/n.9/r/n.3/r/n2008/r/n54223.79/r/n61330.35/r/n75564/r/n.4/r/n.4/r/n2009/r/n59521.59/r/n68518.3/r/n75828/r/n.8/r/n.8/r/n2010/r/n73210.79/r/n83101.51/r/n76105/r/n.9/r/n4/r/n.3/r/n模型建立/r/n以国家财政决算收入为被解释变量，/r/n国内生产总值（现价）、国家财政决算收入中各项税收、年末从业人员数、全社会固定资产投资总额/r/n作为解释变量建立/r/n线性回归模型：/r/nY/r/nt/r/n=/r/nβ/r/n0/r/n+/r/nβ/r/n1/r/nX/r/n1t/r/n+/r/nβ/r/n2/r/nX/r/n2t/r/n+/r/nβ/r/n3/r/nX/r/n3t+/r/nβ/r/n4/r/nX/r/n4t/r/n+/r/nu/r/ni/r/n其中，/r/nY/r/nt/r/n——/r/n国家财政决算收入/r/n/r/nX/r/n1t/r/n——/r/n表示国内生产总值（现价）/r/n/r/n/r/nX/r/n2t/r/n——/r/n国家财政决算收入中各项税收/r/n/r/nX/r/n3t/r/n——/r/n表示年末从业人员数/r/nX/r/n4t/r/n——/r/n表示全社会固定资产投资总额/r/n/r/nβ/r/n0/r/n、/r/nβ/r/n1/r/n、/r/nβ/r/n2/r/n、/r/nβ/r/n3/r/n、/r/nβ/r/n4/r/n、/r/nβ/r/n5/r/n——/r/n表示待定系数/r/nu/r/ni/r/n/r/n——/r/n表示随机误差项/r/n4/r/n.4/r/n回归模型/r/n利用/r/neviews/r/n软件，用/r/nOLS/r/n法回归可得如下结果/r/nOLS/r/n回归结果/r/nDependentVariable:Y/r/nMethod:LeastSquares/r/nDate:05/20/12Time:11:41/r/nSample:1980201/r/n0/r/nIncludedobservations:3/r/n1/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n2231.738/r/n552.6750/r/n4./r/n0.0004/r/nX1/r/n0./r/n0./r/n0./r/n0.8963/r/nX2/r/n1./r/n0./r/n22.30264/r/n0.0000/r/nX3/r/n-0./r/n0./r/n-3./r/n0.0006/r/nX4/r/n0./r/n0./r/n3./r/n0.0018/r/nR-squared/r/n0./r/n

Meandependentvar/r/n16520.73/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n22001.07/r/nS.E.ofregression/r/n282.4520/r/n

Akaikeinfocriterion/r/n14.27158/r/nSumsquaredresid/r/n./r/n

Schwarzcriterion/r/n14.50287/r/nLoglikelihood/r/n-216.2096/r/n

Hannan-Quinncriter./r/n14.34698/r/nF-statistic/r/n45498.54/r/n

Durbin-Watsonstat/r/n1./r/nProb(F-statistic)/r/n0./r/nQUOTE/r/n/r/n=/r/n2231.738/r/n+/r/n0.X/r/n1/r/n+1./r/nX/r/n2/r/n-0./r/nX/r/n3/r/n+/r/n0./r/nX/r/n4/r/nt=/r/n（/r/n4./r/n）（/r/n0./r/n）（/r/n22.30264/r/n）（/r/n-3./r/n）（/r/n3./r/n）/r/nR/r/n2/r/n=0./r/nQUOTE/r/n/r/n=/r/n0./r/nF=/r/n45498.54/r/nDW=/r/n1./r/n五、模型检验/r/n5/r/n.1/r/n经济检验/r/n模型估计结果说明，在假定其他变量不变的情况下，国家财政决算收入中各项税收每增长/r/n1%/r/n，平均来说国家财政决算收入中各项税收会增长/r/n0.096%/r/n；在假定其他变量不变的情况下，年末从业人员数增长/r/n1%/r/n，平均来说国家财政决算收入会增长/r/n106.5%;/r/n在假定其他变量不变的情况下，全社会固定资产投资总额增长/r/n1%/r/n，平均来说国家财政决算收入会降低/r/n4.19%/r/n；在假定其他变量不变的情况下，国内生产总值（现价）增长/r/n1%/r/n，平均来说国家财政决算收入会增长/r/n2.27%/r/n。这与理论分析与经验判断相一致。/r/n5/r/n.2./r/n统计检验/r/n1/r/n）拟合优度检验/r/n由4/r/n.4/r/n中数据可以得到/r/nR/r/n2/r/n=0./r/n，修正的可决系数/r/nQUOTE/r/n/r/n=0./r/n，这说明模型对样本的拟合很好。/r/n2)/r/n变量的显著性检验/r/n(t/r/n检验/r/n)/r/n分别针对/r/nH/r/n0/r/n：/r/nβ/r/nj/r/n=0/r/n（/r/nj=1/r/n，/r/n2/r/n，/r/n3/r/n，/r/n4/r/n，/r/n5/r/n），给定显著性水平/r/nα=0.05/r/n，查/r/nt/r/n分布表得自由度为/r/nn-k=26/r/n的临界值/r/nt/r/nα/2/r/n（/r/nn-k/r/n）/r/n=2.056/r/n。由/r/n3.4/r/n中数据可得/r/nQUOTE/r/n/r/n对应/r/nt/r/n统计量分别为/r/n4./r/n，/r/n0./r/n，/r/n22.30264/r/n，/r/n-3./r/n，/r/n3./r/n，其中/r/nQUOTE/r/n/r/n的/r/nt/r/n统计量绝对值大于/r/n2.056/r/n，都应当拒绝原假设，/r/nQUOTE/r/n/r/n的/r/nt/r/n统计量绝对值小于/r/n2.056/r/n，应该拒绝备择假设，也就是说/r/n国家财政决算收入，全社会固定资产投资总额，国内生产总值（现价）分别对被解释变量国家财政决算收入都有显著的影响，而年末从业人员数对被解释变量国家财政决算收入没有显著的影响。/r/n3)/r/n方程的显著性检验/r/n(F/r/n检验/r/n)/r/n针对/r/nH/r/n0/r/n：/r/nβ/r/nj/r/n=0/r/n（/r/nj=2/r/n，/r/n3/r/n，/r/n4/r/n，/r/n5/r/n），给定显著性水平/r/nα=0.05/r/n，在/r/nF/r/n分布表中查出自由度/r/nk-1=4/r/n和/r/nn-k=26/r/n的临界值/r/nF/r/nα/r/n（/r/n4/r/n，/r/n26/r/n）/r/n=2.74./r/n由/r/n3.4/r/n中得到/r/nF=/r/n45498.54/r/n，由于/r/nF=/r/n45498.54>/r/nF/r/nα/r/n（/r/n4/r/n，/r/n26/r/n）/r/n=2.74/r/n，应拒绝原假设/r/nH/r/n0/r/n：/r/nβ/r/nj/r/n=0/r/n（/r/nj=2/r/n，/r/n3/r/n，/r/n4/r/n，/r/n5/r/n），说明回归方程显著，即国家财政决算收入，年末从业人员数，全社会固定资产投资总额，国内生产总值（现价）等变量联合起来对国家财政决算收入有显著影响。/r/n六、多重共线性检验及其修正/r/n6/r/n.1/r/n多重共线性检验/r/n从回归结果的系数以及/r/nt/r/n值我们可以看出模型可能存在多重共线性，下面我们计算出解释变量的相关系数。解释变量的相关系数矩阵如下：/r/n/r/n变量/r/nX1/r/nX2/r/nX3/r/nX4/r/nX1/r/n

1./r/n

0./r/n

0./r/n

0./r/nX2/r/n

0./r/n

1./r/n

0./r/n

0./r/nX3/r/n

0./r/n

0./r/n

1./r/n

0./r/nX4/r/n

0./r/n

0./r/n

0./r/n

1./r/n

/r/n由各相关系数值可知/r/n,/r/n解释变量之间都高度相关，模型/r/n存在严重的多重共线性。/r/n6/r/n.2/r/n多重共线性的修正/r/n采用逐步回归法，来检验并解决多重共线性问题。分别作/r/ny/r/n对/r/nx1/r/n、/r/nx2/r/n、/r/nx3/r/n、/r/nx4/r/n的一元回归/r/n一元回归估计结果/r/n变量/r/nX1/r/nX2/r/nX3/r/nX4/r/n参数估计值/r/n0./r/n1.35062/r/n1./r/n0./r/nt/r/n统计量/r/n40.02286/r/n220.1308/r/n4./r/n47.46135/r/nR/r/n2/r/n0./r/n0./r/n0./r/n0./r/n0./r/n0./r/n0./r/n0./r/n可见加入/r/nX2/r/n的修正可决系数最大，应该以/r/nX2/r/n为基础，顺次加入其他变量逐步回归。/r/n加入新变量的回归结果（一）/r/n变量/r/nX1/r/nX2/r/nX3/r/nX4/r/nX2,X1/r/n-0./r/n（/r/n-4./r/n）/r/n1./r/n（/r/n39.24898/r/n）/r/n0./r/nX2,X3/r/n1./r/n（/r/n280.8435/r/n）/r/n-0./r/n（/r/n-7./r/n）/r/n0./r/nX2,X4/r/n0./r/n（/r/n31.40165/r/n）/r/n0./r/n（/r/n4./r/n）/r/n0./r/n比较可得，当加入/r/nX3/r/n时方程的/r/nQUOTE/r/n/r/n改进最大，而且个参数的/r/nt/r/n检验显著，因此选择保留/r/nX3/r/n，再继续加入其他新变量逐步回归。/r/n加入新变量的回归结果（二）/r/nX1/r/nX2/r/nX3/r/nX4/r/nX2,x3,x1/r/n-0./r/n（/r/n-0./r/n）/r/n1./r/n（/r/n26.52868/r/n）/r/n-0./r/n（/r/n-3./r/n）/r/n0./r/nX2,x3,x4/r/n1./r/n（/r/n44.93790/r/n）/r/n-0./r/n（/r/n-6./r/n）/r/n0./r/n（/r/n3./r/n）/r/n0./r/n在加入/r/nX2/r/n、/r/nX3/r/n的基础上加入/r/nX4/r/n后方程的/r/nQUOTE/r/n/r/n有所改善，且各个参数的/r/nt/r/n检验均显著，所以应当保留/r/nX4/r/n。/r/n加入新变量的回归结果（三）/r/nX1/r/nX2/r/nX3/r/nX4/r/nX2,x3,x4,x1/r/n0./r/n（/r/n0./r/n）/r/n1./r/n（/r/n22.30264/r/n）/r/n-0./r/n（/r/n-3./r/n）/r/n0./r/n（/r/n3./r/n）/r/n0./r/n当加入/r/nX1/r/n时，/r/nQUOTE/r/n/r/n没有提高，其参数的/r/nt/r/n检验不显著。因此去除/r/nX1/r/n最后修正严重多重共线性影响后的回归结果为：/r/nQUOTE/r/n/r/n=2178.690+1.X/r/n2/r/n-0.X/r/n3/r/n+0.X/r/n4/r/nt=/r/n（/r/n5./r/n）（/r/n44.93790/r/n）（/r/n-6./r/n）（/r/n3./r/n）/r/nR/r/n2/r/n=0./r/nQUOTE/r/n/r/n=0.F=62956.07DW=1./r/n七、异方差检验及其修正/r/n7/r/n.1/r/n异方差检验/r/n7/r/n.1.1/r/n绘制/r/ne2/r/n对/r/nX2/r/n、/r/nX3/r/n、/r/nX4/r/n的散点图/r/n从图上看，散点集中于左下角，模型可能存在异方差。下面我们运用其他方法进一步检验模型的异方差是否存在。/r/n7/r/n.1.2Goldfeld-Quanadt/r/n检验/r/n由于/r/nn=31/r/n删除四分之一的观测值，也就是大约/r/n7/r/n个观测值，余下部分平分得到两个样本区间：/r/n1980~1991/r/n和/r/n1999~2010/r/n，它们的样本个数均为/r/n12/r/n个，即/r/nn/r/n1/r/n=n/r/n2/r/n=12/r/n。采用/r/nOLS/r/n进行估计。/r/nDependentVariable:Y/r/nMethod:LeastSquares/r/nDate:05/20/12Time:13:53/r/nSample:19801991/r/nIncludedobservations:12/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n-787.7499/r/n299.0150/r/n-2./r/n0.0300/r/nX2/r/n0./r/n0./r/n4./r/n0.0033/r/nX3/r/n0./r/n0./r/n5./r/n0.0008/r/nX4/r/n0./r/n0./r/n0./r/n0.4625/r/nR-squared/r/n0./r/n

Meandependentvar/r/n1999.403/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n697.8872/r/nS.E.ofregression/r/n70.65790/r/n

Akaikeinfocriterion/r/n11.61478/r/nSumsquaredresid/r/n39940.31/r/n

Schwarzcriterion/r/n11.77641/r/nLoglikelihood/r/n-65.68867/r/n

Hannan-Quinncriter./r/n11.55494/r/nF-statistic/r/n355.0346/r/n

Durbin-Watsonstat/r/n2./r/nProb(F-statistic)/r/n0./r/n

/r/nDependentVariable:Y/r/nMethod:LeastSquares/r/nDate:05/20/112Time:13:55/r/nSample:19992010/r/nIncludedobservations:12/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n9743.162/r/n14283.10/r/n0./r/n0.5144/r/nX2/r/n1./r/n0./r/n19.55373/r/n0.0000/r/nX3/r/n-0./r/n0./r/n-0./r/n0.4748/r/nX4/r/n0./r/n0./r/n1./r/n0.3444/r/nR-squared/r/n0./r/n

Meandependentvar/r/n36910.18/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n23848.43/r/nS.E.ofregression/r/n360.5755/r/n

Akaikeinfocriterion/r/n14.87448/r/nSumsquaredresid/r/n./r/n

Schwarzcriterion/r/n15.03612/r/nLoglikelihood/r/n-85.24689/r/n

Hannan-Quinncriter./r/n14.81464/r/nF-statistic/r/n16037.13/r/n

Durbin-Watsonstat/r/n2./r/nProb(F-statistic)/r/n0./r/n有结果计算/r/nF/r/n统计量：/r/n

/r/nF=/r/nQUOTE/r/n/r/n=/r/nQUOTE/r/n/r/n=26.04181/r/n判断/r/n在/r/nα/r/n=0.05/r/n下，分子分母的自由度都是/r/n（/r/n31-7/r/n）/r/n/2-4=8/r/n，查/r/nF/r/n分布表得到临界值/r/nF/r/n0.05/r/n（/r/n8/r/n，/r/n8/r/n）/r/n=3.44/r/n，因为/r/nF=26.04181>F/r/n0.05/r/n（/r/n8/r/n，/r/n8/r/n）/r/n=3.44/r/n，/r/n所以拒绝原假设，表明模型存在异方差。/r/n7/r/n.1.3White/r/n检验/r/n使用/r/nEViews/r/n得到以下结果：/r/nHeteroskedasticityTest:White/r/nF-statistic/r/n28.71478/r/n

Prob.F(9,21)/r/n0.0000/r/nObs*R-squared/r/n28.67028/r/n

Prob.Chi-Square(9)/r/n0.0007/r/nScaledexplainedSS/r/n22.91936/r/n

Prob.Chi-Square(9)/r/n0.0064/r/nTestEquation:/r/nDependentVariable:RESID^2/r/nMethod:LeastSquares/r/nDate:05/20/12Time:16:49/r/nSample:19802010/r/nIncludedobservations:31/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n-./r/n.8/r/n-1./r/n0.1208/r/nX2/r/n290.0531/r/n148.9116/r/n1./r/n0.0649/r/nX2^2/r/n0./r/n0./r/n2./r/n0.0274/r/nX2*X3/r/n-0./r/n0./r/n-2./r/n0.0509/r/nX2*X4/r/n-0./r/n0./r/n-2./r/n0.0230/r/nX3/r/n40.11611/r/n26.50572/r/n1./r/n0.1451/r/nX3^2/r/n-0./r/n0./r/n-1./r/n0.2061/r/nX3*X4/r/n0./r/n0./r/n3./r/n0.0026/r/nX4/r/n-174.5875/r/n51.71831/r/n-3./r/n0.0029/r/nX4^2/r/n0./r/n0./r/n2./r/n0.0228/r/nR-squared/r/n0./r/n

Meandependentvar/r/n66956.09/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n98811.72/r/nS.E.ofregression/r/n32376.52/r/n

Akaikeinfocriterion/r/n23.86395/r/nSumsquaredresid/r/n2.20E+10/r/n

Schwarzcriterion/r/n24.32653/r/nLoglikelihood/r/n-359.8912/r/n

Hannan-Quinncriter./r/n24.01474/r/nF-statistic/r/n28.71478/r/n

Durbin-Watsonstat/r/n1./r/nProb(F-statistic)/r/n0./r/n

/r/n从表可看出/r/nnR/r/n2/r/n=/r/n28.67028/r/n，而在/r/n5%/r/n的显著性水平下，查表得临界值/r/nΧ/r/n2/r/n（/r/n9/r/n）/r/n=16.919/r/n。因为/r/nnR/r/n2/r/n=/r/n28.67028/r/n>Χ/r/n2/r/n（/r/n9/r/n）/r/n=16.919,/r/n所以，表明模型/r/n存在异方差。/r/n/r/n从上述几种方法检验结果可以看出模型存在异方差性，那么我们将对其进行修正。/r/n7/r/n.2/r/n异方差的修正/r/n运用加权最小二乘法估计过程中，我们分别使用权/r/nw1=1/x2,w2=1/x2^2,w3=1/sqr(x2)/r/n，。经比较发现用权数/r/nw3/r/n的效果比较好，下面给出权数/r/nw1/r/n、/r/nw2/r/n、/r/nw3/r/n的回归结果/r/nDependentVariable:Y/r/nMethod:LeastSquares/r/nDate:05/20/12Time:14:27/r/nSample:19802010/r/nIncludedobservations:31/r/nWeightingseries:W1/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n1615.115/r/n315.3826/r/n5./r/n0.0000/r/nX2/r/n0./r/n0./r/n6./r/n0.0000/r/nX3/r/n-0./r/n0./r/n-2./r/n0.0066/r/nX4/r/n0./r/n0./r/n4./r/n0.0004/r/nWeightedStatistics/r/nR-squared/r/n0./r/n

Meandependentvar/r/n3109.770/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n766.5424/r/nS.E.ofregression/r/n215.2590/r/n

Akaikeinfocriterion/r/n13.70148/r/nSumsquaredresid/r/n./r/n

Schwarzcriterion/r/n13.88651/r/nLoglikelihood/r/n-208.3729/r/n

Hannan-Quinncriter./r/n13.76179/r/nF-statistic/r/n939.7561/r/n

Durbin-Watsonstat/r/n1./r/nProb(F-statistic)/r/n0./r/nUnweightedStatistics/r/nR-squared/r/n0./r/n

Meandependentvar/r/n16520.73/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n22001.07/r/nS.E.ofregression/r/n976.8039/r/n

Sumsquaredresid/r/nDurbin-Watsonstat/r/n0./r/nDependentVariable:Y/r/nMethod:LeastSquares/r/nDate:05/20/12Time:14:28/r/nSample:19802010/r/nIncludedobservations:31/r/nWeightingseries:W2/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n269.4737/r/n327.9155/r/n0./r/n0.4184/r/nX2/r/n0./r/n0./r/n2./r/n0.0277/r/nX3/r/n0./r/n0./r/n1./r/n0.1540/r/nX4/r/n0./r/n0./r/n3./r/n0.0037/r/nWeightedStatistics/r/nR-squared/r/n0./r/n

Meandependentvar/r/n1503.341/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n2477.187/r/nS.E.ofregression/r/n113.5166/r/n

Akaikeinfocriterion/r/n12.42169/r/nSumsquaredresid/r/n.4/r/n

Schwarzcriterion/r/n12.60672/r/nLoglikelihood/r/n-188.5362/r/n

Hannan-Quinncriter./r/n12.48200/r/nF-statistic/r/n131.1561/r/n

Durbin-Watsonstat/r/n1./r/nProb(F-statistic)/r/n0./r/nUnweightedStatistics/r/nR-squared/r/n0./r/n

Meandependentvar/r/n16520.73/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n22001.07/r/nS.E.ofregression/r/n3751.096/r/n

Sumsquaredresid/r/n3.80E+08/r/nDurbin-Watsonstat/r/n0./r/n

/r/nDependentVariable:Y/r/nMethod:LeastSquares/r/nDate:05/20/12Time:14:29/r/nSample:19802010/r/nIncludedobservations:31/r/nWeightingseries:W3/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nC/r/n2179.146/r/n265.3987/r/n8./r/n0.0000/r/nX2/r/n0./r/n0./r/n18.41153/r/n0.0000/r/nX3/r/n-0./r/n0./r/n-6./r/n0.0000/r/nX4/r/n0./r/n0./r/n2./r/n0.0065/r/nWeightedStatistics/r/nR-squared/r/n0./r/n

Meandependentvar/r/n6966.490/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n4843.265/r/nS.E.ofregression/r/n255.0939/r/n

Akaikeinfocriterion/r/n14.04105/r/nSumsquaredresid/r/n./r/n

Schwarzcriterion/r/n14.22609/r/nLoglikelihood/r/n-213.6363/r/n

Hannan-Quinncriter./r/n14.10137/r/nF-statistic/r/n9043.425/r/n

Durbin-Watsonstat/r/n1./r/nProb(F-statistic)/r/n0./r/nUnweightedStatistics/r/nR-squared/r/n0./r/n

Meandependentvar/r/n16520.73/r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n22001.07/r/nS.E.ofregression/r/n343.5156/r/n

Sumsquaredresid/r/n./r/nDurbin-Watsonstat/r/n1./r/n

/r/n经比较可知，用权数/r/nw3/r/n的效果最好，修正后的模型为：/r/nQUOTE/r/n/r/n=2179.146+0.X/r/n2/r/n-0.X/r/n3/r/n+0.X/r/n4/r/nt=/r/n（/r/n8./r/n）（/r/n18.41153/r/n）（/r/n-6./r/n）（/r/n2./r/n）/r/nR/r/n2/r/n=0./r/nQUOTE/r/n/r/n=0.F=9043.425DW=1./r/n八、自相关的检验及其修正/r/n8/r/n.1/r/n自相关的检验/r/n1%/r/n的显著性水平，查/r/nDW/r/n统计表可知，/r/nd/r/nL/r/n=0.960d/r/nU/r/n1.510/r/n。此模型/r/nDW/r/n值为/r/n1./r/n。/r/n为无法判断的区域。此时只能改用图示法来检验。/r/n通过/r/nEViews/r/n软件得出该模型的残差图如下/r/n上图表明模型显然存在自相关。在这里我们使用广义差分法进行弥补。/r/n8/r/n.2/r/n自相关修正/r/nDependentVariable:E/r/nMethod:LeastSquares/r/nDate:05/20/12Time:14:47/r/nSample(adjusted):19812010/r/nIncludedobservations:30afteradjustments/r/nVariable/r/nCoefficient/r/nStd.Error/r/nt-Statistic/r/nProb.

/r/nE(-1)/r/n0./r/n0./r/n1./r/n0.0677/r/nR-squared/r/n0./r/n

Meandependentvar/r/n0./r/nAdjustedR-squared/r/n0./r/n

S.D.dependentvar/r/n331.4580/r/nS.E.ofregression/r/n312.6166/r/n

Akaikeinfocriterion/r/n14.36060/r/nSumsquaredresid/r/n./r/n

Schwarzcriterion/r/n14.40730/r/nLoglikelihood/r/n-214.4090/r/n

Hannan-Quinncriter./r/n14.37554/r/nDurbin-Watsonstat/r/n1./r/n

/r/nQUOTE/r/n/r/n=0.e/r/nt-1/r/n由此可知/r/nQUOTE/r/n/r/n=0./r/n，对原模型进行广义差分，得到广义差分方程为：/r/nY/r/nt/r/n-0.Y/r/nt-1/r/n=β/r/n0/r/n(1-0.)+β/r/n2/r/n(X/r/n2t/r/n-0.X/r/n2t-1/r/n)+β/r/n3/r/n(X/r/n3t/r/n-0.X/r/n3t-1/r/n)+β/r/n4/r/n(X/r/n4t/r/n-0.X/r/n4t-1/r/n)/r/n对广义差分方程进行回归/r/nDependentVariable:Y-0.*Y(-1)/r/nMethod:LeastSquares/r/nDate:05/20/12Time: