我国改革开放以来固定资产投资与gdp关系分析

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1、我国改革开放以来固定资产投资与GDP关系分析我国改革开放以来固定资产投资与GDP关系分析金融02张力群40204028秋海波40204127税亚君40204047张耀文40204231洪淼40204044沈清40204235邓瑶40104254【摘要】本文旨在对我国改革开放以来固定资产投资与GDP关系进行计量分析。首先我们对已有的部分关于固定资产投资的观点和评论进行了评述;然后再收集的数据的基础上利用EVieaticbasedonSIC,MAXLAG=6)t-StatisticProb.*AugmentedDickey-Fullerteststatistic2.5889251.0000Te

2、stcriticalvalues:1%level-3.7378535%level-2.99187810%level-2.635542*MacKinnon(1996)one-sidedp-values.AugmentedDickey-FullerTestEquationDependentVariable:D(GDP)Method:LeastSquaresDate:05/28/05Time:16:45Sample(adjusted):19812004Includedobservations:24afteradjustmentsVariableCoefficientStd.Errort-Stat

3、isticProb.GDP(-1)0.0457720.0176802.5889250.0175D(GDP(-1))1.3275620.2171506.1135740.0000D(GDP(-2))-0.7328310.231507-3.1654850.0049C399.8333664.79320.6014400.5543R-squared0.851066Meandependentvar5499.883AdjustedR-squared0.828726S.D.dependentvar4860.139S.E.ofregression2011.383Akaikeinfocriterion18.20

4、204Sumsquaredresid80913219SchaticbasedonSIC,MAXLAG=6)t-StatisticProb.*AugmentedDickey-Fullerteststatistic4.2612021.0000Testcriticalvalues:1%level-3.8085465%level-3.02068610%level-2.650413*MacKinnon(1996)one-sidedp-values.AugmentedDickey-FullerTestEquationDependentVariable:D(FAI)Method:LeastSquares

5、Date:05/28/05Time:16:48Sample(adjusted):19852004Includedobservations:20afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.FAI(-1)0.2595730.0609154.2612020.0011D(FAI(-1))0.7625700.2319303.2879250.0065D(FAI(-2))-0.2729570.300382-0.9086990.3814D(FAI(-3))-0.7451330.292414-2.5482100.0255D(FAI(

6、-4))-0.6089930.290971-2.0929660.0583D(FAI(-5))0.7392930.3387122.1826550.0497D(FAI(-6))-1.2579950.331724-3.7922980.0026C189.1530376.01380.5030480.6240R-squared0.956233Meandependentvar3411.991AdjustedR-squared0.930703S.D.dependentvar3814.703S.E.ofregression1004.198Akaikeinfocriterion16.95094Sumsquar

7、edresid12100974Sche:02:57Sample:19782004Includedobservations:27VariableCoefficientStd.Errort-StatisticProb.C7569.4842054.4443.6844450.0011FAI2.1573120.08369625.775560.0000R-squared0.963736Meandependentvar42756.36