计量经济学实训-考卷

华南农业大学珠江学院期末考试试卷2011-2012学年度下学期 考试科目： 计量经济学实训考试年级:2幽级考核方式：（上机）A卷考试时间：120分钟学号姓名年级专业得分评卷人注意：运用计量软件EViews完成以下内容，每题要附上相应的EViews输出结果，作业提交时必须保存文件名为“学号+姓名”。1、经研究发现，学生用于购买书籍及课外读物的支出与本人受教育年限和其家庭收入水平有关，对18名学生进行调查的统计资料如表1所示。（50分）表118名学生的调查资料学生序号购买书籍及课外读物支出丫（元/年）受教育年限X1（年）家庭月可支配收入X2（元/月）1450.54171.22507.74174.23613.95204.34563.44218.75501.54219.46781.57240.47541.84273.58611.15294.891222.110330.210793.27333.111660.85366.012792.76350.913580.84357.914612.75359.015890.87371.9161121.09435.3171094.28523.9181253.010604.1(1)试求出学生购买书籍及课外读物的支出丫与受教育年限X1和家庭收入水平X2的估计人 人 人 人回归方程Y—p+pX+pXi0 11i 22iDependentVariable:YMethod:LeastSquaresDate:01/05/13Time:10:26Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.C-0.97556830.32236 -0.0321730.9748X1104.31466.409136 16.275920.0000X20.4021900.116348 3.4567760.0035R-squared0.979727Meandependentvar755.1500AdjustedR-squared0.977023S.D.dependentvar258.6859S.E.ofregression39.21162Akaikeinfocriterion10.32684Sumsquaredresid23063.27Schwarzcriterion10.47523Loglikelihood-89.94152F-statistic362.4430Durbin-Watsonstat2.561395Prob(F-statistic)0.000000Y=-0.9755677936+104.3145898*X1+0.402189905*X2(2)对总体参数P1,P2的显著性进行t检验；P1,P2所对应的T检验分别得16.27592 3.456776因为a=0.05,查自由度得15得t分布表，得临界值t0.025(15)=2.13,t1=16.27592,t2=3.456776,均大于临界值t0.025=2.13，故回归系数显著不为零，X对Y有显著影响。（3）对该回归模型总体显著性进行F检验；F值为362.4430因为a=0.05,F0.05（2,15）=3.68,又因为F=362.4430>3.68，所以拒绝原假设，总体回归方程存在显著的线性关系。（4）计算拟合优度R2和调整拟合优度R2；R2值为0.979727R2值为0.977023（5）假设有一学生的受教育年限S=11年，家庭月可支配收入％=550元/月，试预测该学生全年购买书籍及课外读物的支出。该预测值为1367.6892、已知某行业的年销售额（人，万元）以及该行业内某公司的年销售额（Yt，万元）数据如表2所示。（50分）表2销售额表（单位：万元）年份Yt年份XtYt1991127.320.962001148.324.541992130.021.402002146.424.301993132.721.962003150.225.001994129.421.522004153.125.641995135.022.392005157.326.361996137.122.762006160.726.981997141.223.482007164.227.521998142.823.662008165.627.781999145.524.102009168.728.242000145.324.012010171.728.78（1）做人与Yt的散点图。29-1 TOC\o"1-5"\h\z28- ,“27- 「26- *25- 024- 丁23- 「22- -21-120-| , , , , , 120 130 140 150 160 170 180(2)以Xt为解释变量，Yt为被解释变量，建立一元线性回归模型。DependentVariable:YMethod:LeastSquaresDate:01/05/13Time:10:59Sample:19912010Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.C-1.4547500.214146 -6.7932610.0000X0.1762830.001445 122.01700.0000R-squared0.998792Meandependentvar24.56900AdjustedR-squared0.998725S.D.dependentvar2.410396S.E.ofregression0.086056Akaikeinfocriterion-1.972991Sumsquaredresid0.133302Schwarzcriterion-1.873418Loglikelihood21.72991F-statistic14888.14Durbin-Watsonstat0.734726Prob(F-statistic)0.000000Durbin-Watsonstat0.734726Prob(F-statistic)0.000000YT=-1.454750041+0.1762828115*XTWhiteHeteroskedasticityTest:F-statistic 0.698485 ProbabilityObs*R-squared 1.518697 Probability0.5110600.467971TRA2=20*0.998792=1.52<XA20.05(2)=5.991，所以接受原假设，该回归方程中不存在异方差。(5)用DW统计量和LM检验误差项ut是否存在自相关；若存在自相关，则消除自相关。检验水平a=0.05,k=1查表Dl=1.20Du=1.41又因为Durbin-Watsonstat0.734726故有DW=0.734<Dl=1.2认为ut存在一阶自相关P=0.632637DependentVariable:GDYMethod:LeastSquaresDate:01/05/13Time:11:29Sample(adjusted):19922010Includedobservations:19afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.C1.5047311.394303 1.0791990.2956GDX0.2460190.024578 10.009810.0000R-squared0.854944Meandependentvar15.40215AdjustedR-squared0.846412S.D.dependentvar1.428023S.E.ofregression0.