计量经济学 庞浩第三版部分习题图片.doc

《计量经济学 庞浩第三版部分习题图片.doc》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

1、第二章2.1（1）（2）2.2（1）(2)XY Mean 6000.441 902.5148 Median 2689.280 209.3900 Maximum 27722.31 4895.410 Minimum 123.7200 25.87000 Std.Dev. 7608.021 1351.009 Skewness 1.432519 1.663108 Kurtosis 4.010515 4.590432 Jarque-Bera 12.69068 18.69063 Probability 0.001755 0.0

2、00087 Sum 198014.5 29782.99 SumSq.Dev. 1.85E+09 58407195 Observations 33 33(3)2.4（1）（3）第三章3.1(1)(3)3.2(1)DependentVariable:YMethod:LeastSquaresDate:12/28/15Time:14:42Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  X20.13547

3、40.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838    Meandependentvar6619.191AdjustedR-squared0.983950    S.D.dependentvar5767.152S.E.ofregression730.6306    Akaikeinfocriterion16.17670Sumsquaredresid800

4、7316.    Schwarzcriterion16.32510Loglikelihood-142.5903    Hannan-Quinncriter.16.19717F-statistic522.0976    Durbin-Watsonstat1.173432Prob(F-statistic)0.000000(3)DependentVariable:LNYMethod:LeastSquaresDate:12/28/15Time:14:46Sample:19942011Includedobservation

5、s:18VariableCoefficientStd.Errort-StatisticProb.  LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295    Meandependentvar8.400112AdjustedR-squared0.984467    S.D.dependentvar0.941530S.E.ofregr

6、ession0.117343    Akaikeinfocriterion-1.296424Sumsquaredresid0.206540    Schwarzcriterion-1.148029Loglikelihood14.66782    Hannan-Quinncriter.-1.275962F-statistic539.7364    Durbin-Watsonstat0.686656Prob(F-statistic)0.0000003.3(1)(2)DependentVariable:XMethod:

7、LeastSquaresDate:12/28/15Time:15:01Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.  C444.5888406.17861.0945650.2899T123.151631.841503.8676440.0014R-squared0.483182    Meandependentvar1942.933AdjustedR-squared0.450881    S.D.depen

8、dentvar698.8325S.E.ofregression517.8529    Akaikeinfocriterion15.44170Sumsquaredresid4290746.    Schwarzcriterion15.54063Loglikelihood-136.9753    Hannan-Quinncriter.15.45534F-statistic14