计量经济学论文eviews分析《消费状况的影响因素研究》

计量经济学论文及作业姓名：陈敏捷消费状况的影响因素研究摘要：本文选取的是现已充分掌握数据资料的2013年全国31个省市的城镇居民的人均全年可支配收入和人均全年消费支出，以及各地区的失业率。通过建模分析，找出三者之间的量化关系，进一步分析得出现实指导意义。关键词：消费支出可支配收入失业率(%)具体数据如下：消费支出(元/每人全年)Y可支配收入(元/每人全年)X1失业率(%)X2北京11123.8413882.621.4天津7867.5310312.913.8河北5439.777239.063.9山西5105.387005.033内蒙5419.147012.94.5辽林6077.927240.586.5吉林5492.17005.174.3黑龙江5015.196678.94.2上海11040.3414867.494.9江苏6708.589262.464.1浙江9712.8913179.534.2安徽5064.346778.034.1福建7356.269999.544.1江西4914.556901.423.6山东6069.358399.913.6河南4941.66926.213.1湖北5963.257321.984.3湖南6082.627674.23.8广东9636.2712380.432.9广西5763.57785.043.6海南5502.437259.253.4重庆7118.068093.674.1四川5759.217041.874.4贵州4948.986569.234云南6023.567643.574.1西藏8045.348765.45陕西5666.546806.353.5甘肃5298.916657.243.4青海5400.246745.323.8宁夏5330.346530.484.4新疆5540.617173.543.5数据来源于《中国统计年鉴（2013）》一、建立模型并回归建立回归方程：Y=β0+β1*X1+β2*X2+μY消费支出(元/每人全年)X1可支配收入(元/每人全年)X2失业率(%)运用OLS估计方法对式1中的参数进行估计，Eviews程序：createu31;datayx1x2;lsycx1x2得回归分析结果：DependentVariable:YMethod:LeastSquaresDate:06/23/11Time:12:07Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.??C99.66845512.55450.1944540.8472X10.7490280.03331722.482160.0000X230.9902995.804410.3234750.7487R-squared0.949335????Meandependentvar6433.182AdjustedR-squared0.945716????S.D.dependentvar1761.376S.E.ofregression410.3820????Akaikeinfocriterion14.96382Sumsquaredresid4715575.????Schwarzcriterion15.10259Loglikelihood-228.9392????F-statistic262.3240Durbin-Watsonstat1.179608????Prob(F-statistic)0.000000

从表2中可以看出F检验显着，但有几项t检验不过关，说明变量之间存在多重线性。为此我们进行如下操作：表2可以看出x2的t检验的p值最大，因此将x2因素剔除再进行回归分析。运用OLS估计方法剔除x2的方程进行估计:Eviews程序：createu31;datayx1;lsycx1得回归分析结果：DependentVariable:YMethod:LeastSquaresDate:06/23/11Time:13:08Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.??C238.4694275.97840.8640870.3946X10.7468170.03210123.264880.0000R-squared0.949146????Meandependentvar6433.182AdjustedR-squared0.947392????S.D.dependentvar1761.376S.E.ofregression403.9972????Akaikeinfocriterion14.90303Sumsquaredresid4733197.????Schwarzcriterion14.99555Loglikelihood-228.9970????F-statistic541.2545Durbin-Watsonstat1.220823????Prob(F-statistic)0.000000检验到上一步可得到x1与y的线性关系显着，得到回归方程R-squared0.949146?Prob(F-statistic)0.000000二、经济意义检验回归方程为说明a：当x1=0时即可支配收入为0时，消费支出约为238.5元b:当x1每增加一个单位，消费支出增加0.75个单位。此经济意义检验符合经济常识，所以经济意义检验合格三、统计检验(1)拟合优度检验通过上表中的结果：R2=0.949146=0.947392且Prob(F-statistic)=0.000000拟合程度很好（2）F检验在显着水平为0.05上，在F分布表上查自由度为k-1=4,n-k=14临界值F（4，14）=5.87，很明显F=541.2545大于5.87，所以所有变量联合起来对模型由显着影响。（3）T检验、再显着条件为0.05的情况下,查自由度为14的t分布表此时，t（14）=2.15，可见，x1的t检验显着。三、经济计量学检验（一）异方差检验应用怀特检验，操作步骤:smpl131;lslnyclnx1;在方程窗口中点View\residualtest\whiteheteroskedastcity(nocrossterms)对进行怀特检验，结果如下WhiteHeteroskedasticityTest:F-statistic1.691798????Probability0.202476Obs*R-squared3.342240????Probability0.188036TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:06/24/11Time:18:12Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb.??C-1872177.1113291.-1.6816600.1038X1422.7464235.37461.7960580.0833X1^2-0.0200470.011468-1.7481460.0914R-squared0.107814????Meandependentvar152683.8AdjustedR-squared0.044087????S.D.dependentvar298716.6S.E.ofregression292057.7????Akaikeinfocriterion28.09906Sumsquaredresid2.39E+12????Schwarzcriterion28.23783Loglikelihood-432.5354????F-statistic1.691798Durbin-Watsonstat2.182169????Prob(F-statistic)0.202476Obs*R-squared3.342240????Probability0.188036P值=0.188036>0.05表明不存在异方差（二）自相关检验1、DW检验Durbin-Watsonstat2.182169Durbin-Watsonstat的值较接近2，说明回归方程不存在一阶自相关。2、LM检验，Eviews步骤：sycx1x2x3在方程窗口中view/residualtest/serialcorrelationLMtest.检验结果如表ARCHTest:F-statistic0.359846????Probability0.701205Obs*R-squared0.781111????Probability0.676681TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:06/24/11Time:19:18Sample(adjusted):331Includedobservations:29afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.??C191418.673910.862.5898580.0155RESID^2(-1)-0.0935330.194319-0.4813370.6343RESID^2(-2)-0.1438460.194330-0.7402120.4658R-squared0.026935????Meandependentvar153793.0AdjustedR-squared-0.047916????S.D.dependentvar307171.2S.E.ofregression314444.3????Akaikeinfocriterion28.25270Sumsquaredresid2.57E+12????Schwarzcriterion28.39414Loglikelihood-406.6641????F-statistic0.359846Durbin-Watsonstat2.044042????Prob(F-statistic)