发布时间 : 星期一 文章计量经济学-庞皓-第三版课后答案更新完毕开始阅读01f9d2ce2379168884868762caaedd3383c4b5a9
.
（3）用EViews分析得： Dependent Variable: Y Method: Least Squares Date: 12/08/14 Time: 17:28 Sample: 1 31 Included observations: 31
Variable Coefficient Std. Error t-Statistic Prob. X2 5.135670 1.010270 5.083465 0.0000 LNX3 -22.81005 6.771820 -3.368378 0.0023 LNX4 -230.8481 49.46791 -4.666624 0.0001 C 1148.758 228.2917 5.031974 0.0000 R-squared 0.691952 Mean dependent var 16.77355
Adjusted R-squared 0.657725 S.D. dependent var 8.252535 S.E. of regression 4.828088 Akaike info criterion 6.106692 Sum squared resid 629.3818 Schwarz criterion 6.291723 Log likelihood -90.65373 Hannan-Quinn criter. 6.167008 F-statistic 20.21624 Durbin-Watson stat 1.150090 Prob(F-statistic) 0.000000
模型方程为：
Y=5.135670 X2-22.81005 LNX3-230.8481 LNX4+1148.758
此分析得出的可决系数为0.691952>0.666062，拟合程度得到了提高，可这样改进。
.
3.2
（１）对出口货物总额计量经济模型，用Eviews分析结果如下：： Dependent Variable: Y Method: Least Squares Date: 12/01/14 Time: 20:25 Sample: 1994 2011 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob. X2 0.135474 0.012799 10.58454 0.0000 X3 18.85348 9.776181 1.928512 0.0729 C -18231.58 8638.216 -2.110573 0.0520 R-squared 0.985838 Mean dependent var 6619.191
Adjusted R-squared 0.983950 S.D. dependent var 5767.152 S.E. of regression 730.6306 Akaike info criterion 16.17670 Sum squared resid 8007316. Schwarz criterion 16.32510 Log likelihood -142.5903 Hannan-Quinn criter. 16.19717 F-statistic 522.0976 Durbin-Watson stat 1.173432 Prob(F-statistic) 0.000000
①由上可知，模型为：
Y = 0.135474X2 + 18.85348X3 - 18231.58
②对模型进行检验：
1）可决系数是0.985838，修正的可决系数为0.983950，说明模型对样本拟合较好 2）F检验，F=522.0976>F（2,15）=4.77，回归方程显著
3）t检验，t统计量分别为X2的系数对应t值为10.58454，大于t（15）=2.131，系数是显著的，X3的系数对应t值为1.928512，小于t（15）=2.131，说明此系数是不显著的。
（2）对于对数模型，用Eviews分析结果如下： Dependent Variable: LNY Method: Least Squares Date: 12/01/14 Time: 20:25 Sample: 1994 2011 Included observations: 18
Variable Coefficient Std. Error t-Statistic Prob. LNX2 1.564221 0.088988 17.57789 0.0000 LNX3 1.760695 0.682115 2.581229 0.0209 C -20.52048 5.432487 -3.777363 0.0018 R-squared 0.986295 Mean dependent var 8.400112