eviews面板大数据实例分析报告包会

1.已知1996—中国东北、华北、华东15个省级地区的居民家庭人均消费（，不变价格）和人均收入（，不变价格）居民，运用数据（1）建立面板数据（paneldata）工作文献；（2）定义序列名并输入数据；（3）估计选择面板模型；（4）面板单位根检查。年人均消费（consume）和人均收入（income）数据以及消费者价格指数（p）分别见表9.1，9.2和9.3。表9.11996—中国东北、华北、华东15个省级地区的居民家庭人均消费（元）数据人均消费1996199719981999CONSUMEAH3607.433693.553777.413901.814232.984517.654736.52CONSUMEBJ5729.526531.816970.837498.488493.498922.7210284.6CONSUMEFJ4248.474935.955181.455266.695638.746015.116631.68CONSUMEHB3424.354003.713834.434026.34348.474479.755069.28CONSUMEHLJ3110.923213.423303.153481.743824.444192.364462.08CONSUMEJL3037.323408.033449.743661.684020.874337.224973.88CONSUMEJS4057.54533.574889.435010.915323.185532.746042.6CONSUMEJX2942.113199.613266.813482.333623.563894.514549.32CONSUMELN3493.023719.913890.743989.934356.064654.425342.64CONSUMENMG2767.843032.33105.743468.993927.754195.624859.88CONSUMESD3770.994040.634143.964515.0550225252.415596.32CONSUMESH6763.126819.946866.418247.698868.199336.110464CONSUMESX3035.593228.713267.73492.983941.874123.014710.96CONSUMETJ4679.615204.155471.015851.536121.046987.227191.96CONSUMEZJ5764.276170.146217.936521.547020.227952.398713.08表9.21996—中国东北、华北、华东15个省级地区的居民家庭人均收入（元）数据人均收入1996199719981999INCOMEAH4512.774599.274770.475064.65293.555668.86032.4INCOMEBJ7332.017813.168471.989182.7610349.6911577.7812463.92INCOMEFJ5172.936143.646485.636859.817432.268313.089189.36INCOMEHB4442.814958.675084.645365.035661.165984.826679.68INCOMEHLJ3768.314090.724268.54595.144912.885425.876100.56INCOMEJL3805.534190.584206.644480.0148105340.466260.16INCOMEJS5185.795765.26017.856538.26800.237375.18177.64INCOMEJX3780.24071.324251.424720.585103.585506.026335.64INCOMELN4207.234518.14617.244898.615357.795797.016524.52INCOMENMG3431.813944.674353.024770.535129.055535.896051INCOMESD4890.285190.795380.085808.966489.977101.087614.36INCOMESH8178.488438.898773.110931.6411718.0112883.4613249.8INCOMESX3702.693989.924098.734342.614724.115391.056234.36INCOMETJ5967.716608.397110.547649.838140.58958.79337.56INCOMEZJ6955.797358.727836.768427.959279.1610464.6711715.6表9.31996—中国东北、华北、华东15个省级地区的消费者物价指数物价指数1996199719981999PAH109.9101.310097.8100.7100.599PBJ111.6105.3102.4100.6103.5103.198.2PFJ105.9101.799.799.1102.198.799.5PHB107.1103.598.498.199.7100.599PHLJ107.1104.4100.496.898.3100.899.3PJL107.2103.799.29898.6101.399.5PJS109.3101.799.498.7100.1100.899.2PJX108.410210198.6100.399.5100.1PLN107.9103.199.398.699.910098.9PNMG107.6104.599.399.8101.3100.6100.2PSD109.6102.899.499.3100.2101.899.3PSH109.2102.8100101.5102.5100100.5PSX107.9103.198.699.6103.999.898.4PTJ109103.199.598.999.6101.299.6PZJ107.9102.899.798.810199.899.1

（1）建立面板数据工作文献首先建立工作文献。打动工作文献后，过程如下：建立面板数据库。在窗口中输入15个不一样省级地区的标识。（2）定义序列名并输入数据产生3*15个尚未输入数据的变量名。这样可以通过键盘输入或黏贴的措施数据数据。（3）估计、选择面板模型打开一种pool窗口，先输入变量后缀（所要使用的变量）。点击Estimate，打开估计窗口。A.混合模型的估计措施左边的Common表达相似系数，即表达不一样个体有相似的斜率。得到如下输出成果：对应的体现式是：(2.0)(79.7)上式表达15个省级地区的城镇人均指出平均占收入的76%。B.个体固定效应回归模型的估计措施将截距项选择区选Fixedeffects（固定效应）得到如下输出成果：对应的体现式为：(6.3)(55)其中虚拟变量的定义是：15个省级地区的城镇人均指出平均占收入70%。从上面的成果可以看出北京市居民的自发性消费明显高于其他地区。接下来用F记录量检查是应当建立混合回归模型，还是个体固定效应回归模型。：。模型中不一样个体的截距相似（真实模型为混合回归模型）。：模型中不一样个体的截距项不一样（真实模型为个体固定效应回归模型）。F记录量定义为：其中表达约束模型，即混合估计模型的残差平方和，表达非约束模型，即个体固定效应回归模型的残差平方和。非约束模型比约束模型多了个被估参数。因此本例中：因此推翻原假设，建立个体固定效应回归模型更合理。C.时点固定效应回归模型的估计措施将时间选择为固定效应。得到如下输出成果：对应的体现式为：(76.6)其中虚拟变量的定义是：D.个体随机效应回归模型估计截距项选择Randomeffects（个体随机效应）得到如下部分输出成果：对应的体现式是：(68.5)其中虚拟变量的定义是：接下来运用Hausman记录量检查应当建立个体随机效应回归模型还是个体固定效应回归模型。：个体效应与回归变量（）无关（个体随机效应回归模型）：个体效应与回归变量（）有关（个体固定效应回归模型）分析过程如下：得到如下检查成果：由检查输出成果的上半部分可以看出，Hausman记录量的值是14.79，相对应的概率是0.0001，即拒接原假设，应当建立个体固定效应模型。检查成果的下半部分是Hausman检查中间成果比较。个体固定效应模型对参数的估计值为0.697561，随机效应模型对参数的估计值为0.724569。两个参数的估计量的分布方差的差为0.000049。综上分析，1996—中国东北、华北、华东15个省级地区的居民家庭人均消费和人金收入问题应当建立个体固定效应回归模型。人均消费平均占人均收入的70%。随地区不一样，自发消费（截距项）存在明显性差异。（4）面板单位根检查以cp序列为例。首先在工作文献窗口中打开cp变量的15个数据组。单位根检查过程如下：得到如下检查成果：从上面的检查成果可以看出来，6种检查措施的结论都认为15个cp序列存在单位根。选择IPS检查措施进行单位根检查。检查成果如下：从上面的成果可以看出，cp面板存在单位根，同步每个个体都存在单位根。2.搜集中国—各地区城镇居民人均可支配收入X和消费指出Y记录数据如表9.4。数据是6年的，每一年均有32组数据，共192组观测值。人均可支配收入和消费支出数据（单位：元）地区可支配收入消费支出可支配收入消费支出可支配收入消费支出可支配收入消费支出可支配收入消费支出可支配收入消费支出XYXYXYXYXYXY全国6279.984998.006859.585309.017702.806029.888472.206510.949421.617182.1010493.037942.88北京10349.698493.4911577.788922.7212463.9210284.6013882.6211123.8415637.8412200.4017652.9513244.20天津8140.506121.048958.706987.229337.567191.9610312.917867.5311467.168802.4412638.559653.26河北5661.164348.475984.824479.756679.685069.287239.065439.777951.315819.189107.096699.67山西4724.113941.875391.054123.016234.364710.967005.035105.387902.865654.158913.916342.63内蒙古5129.053927.755535.894195.626051.004859.887012.905419.148122.996219.269136.796928.60辽宁5357.794356.065797.014654.426524.525342.647240.586077.928007.566543.289107.557369.27吉林4810.004020.875340.464337.226260.164973.887005.175492.107840.616068.998690.626794.71黑龙江4912.883824.445425.874192.366100.564462.086678.905015.197470.715567.538272.516178.01上海11718.018868.1912883.469336.1013249.8010464.0014867.4911040.3416682.8212631.0318645.0313773.41江苏6800.235323.187375.105532.748177.646042.609262.466708.5810481.937332.2612318.578621.82浙江9279.167020.2210464.677952.3911715.608713.0813179.539712.8914546.3810636.1416293.7712253.74安徽5293.554232.985668.804517.656032.404736.526778.035064.347511.435711.338470.686367.67福建7432.265638.748313.086015.119189.366631.689999.547356.2611175.378161.1512321.318794.41江西5103.583623.565506.023894.516335.644549.326901.424914.557559.645337.848619.666109.39山东6489.975022.007101.085252.417614.365596.328399.916069.359437.806673.7510744.797457.31河南4766.263830.715267.424110.176245.404504.686926.124941.607704.905294.198667.976038.02湖北5524.544644.505855.984804.796788.525608.927321.985963.258022.756398.528785.946736.56湖南6218.735218.796780.565546.226958.565574.727674.206082.628617.486884.619523.977504.99广东9761.578016.9110415.198099.6311137.208988.4812380.439636.2713627.6510694.7914769.9411809.87广西5834.434852.316665.735224.737315.325413.447785.045763.508689.996445.739286.707032.80海南5358.324082.565838.844367.856822.725459.647259.255502.437735.785802.408123.945928.79重庆6275.985569.846721.095873.697238.046360.248093.677118.069220.967973.0510243.468623.29四川5894.274855.786360.475176.176610.805413.087041.875759.217709.876371.148385.966891.27贵州5122.214278.285451.914273.905944.084598.286569.234948.987322.055494.458151.136159.29云南6324.645185.316797.715252.607240.565827.927643.576023.568870.886837.019265.906996.90西藏7426.325554.427869.165994.398079.126952.448765.458045.349106.078338.219431.188617.11陕西5124.244276.675483.734637.746330.845378.046806.355666.547492.476233.078272.026656.46甘肃4916.254126.475382.914420.316151.445064.246657.245298.917376.745937.308086.826529.20青海5169.964185.735853.724698.596170.525042.526745.325400.247319.675758.958057.856245.26宁夏4912.404200.505544.174595.406067.445104.9