影响我国居民储蓄的相关因素的实证分析

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1、影响我国居民储蓄的相关因素的实证分析影响我国居民储蓄的相关因素的实证分析【摘要】本文旨在对影响我国居民储蓄的各种因素进行实证分析。首先，我们运用了宏观经济中的理论观点来选择经济变量；进而我们建立了理论模型。然后，收集了1994年至2000年的相关的季度数据，利用EVIEethod:LeastSquaresDate:06/07/05Time:15:48Sample(adjusted):1994:12000:2Includedobservations:26afteradjustingendpointsVariableCoefficientStd.Errort-

2、StatisticProb.C48524.476356.5857.6337320.0000GDP0.1004230.1352900.7422820.4661P-643.3431103.8092-6.1973610.0000R-1537.739538.1588-2.8574080.0094S0.3463240.1319712.6242520.0159R-squared0.980977Meandependentvar40947.05AdjustedR-squared0.977354S.D.dependentvar14964.18S.E.ofregression

3、2251.889Akaikeinfocriterion18.44797Sumsquaredresid1.06E+08Sche:15:48Sample(adjusted):1994:12000:2Includedobservations:26afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.C34155.236373.4665.3589720.0000GDP11.1296840.3169743.5639640.0018R-1927.613431.5944-4.4662610.

4、0002P-291.6585131.6664-2.2151330.0379S0.1760280.1132781.5539400.1351R-squared0.987836Meandependentvar40947.05AdjustedR-squared0.985519S.D.dependentvar14964.18S.E.ofregression1800.752Akaikeinfocriterion18.00084Sumsquaredresid68096831Sche:15:49Sample(adjusted):1994:12000:2Includedob

5、servations:26afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.C33277.245343.3926.2277360.0000GDP11.0690720.2660794.0178810.0007R-1539.936381.6622-4.0348150.0006P-416.7197117.1442-3.5573230.0020S0.1019180.0977061.0431060.3093DT4042.5871281.0593.1556610.0050R-squar

6、ed0.991879Meandependentvar40947.05AdjustedR-squared0.989849S.D.dependentvar14964.18S.E.ofregression1507.668Akaikeinfocriterion17.67369Sumsquaredresid45461238Meandependentvar1069484.AdjustedR-squared-0.043463S.D.dependentvar1422749.S.E.ofregression1453338.Akaikeinfocriterion31.2932

7、4Sumsquaredresid4.86E+13Schwarzcriterion31.39075Loglikelihood-389.1655F-statistic0.000341Durbin-Watsonstat1.976997Prob(F-statistic)0.985426从以上结果看Probability的值,拒绝H0犯错误概率较大,同时残差序列的系数的t值并不显著,应该接受残差序列系数为零的原假设，即为模型不存在异方差.自相关检验:H0：ρ＝0，即Ut不存在一阶自回归;H1：ρ≠0,即Ut存在一阶自回归。因为DW＝1.770988查表得，当n＝26

8、，k＝5时dL＝0.783，dU＝1.635，4－dU＝2.365