庞皓计量经济学课后答案第六章.docx

《庞皓计量经济学课后答案第六章.docx》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、精品资料统计学2班第五次作业1、⑴Yti2X2tDependentVariable:¥Metriod:LeastSquaresDate:51/05/14Time：22:09Sample:i960-1995Includedotiservations:36VariableGoefficientStdErrort-StatisticProb.C-942874525C4347-3.7649510.00C6X0.9358S500074671253411o.oocoR^squared0997B41Meandependentvar2899444AdjustedR'&quared0997777SDdep

2、endentmr9582125SEQfregression4S178S2Akaikeinfocriterion5907903Suitsquaredresid69397S7Schwarzcriterion5.995&81Loglikelihood-1043423l-iannan-CHJinncriter.5.938&13F-statistic1571039□urUn-Watscnstat0.523428ProbCF-slalistic)0.000000Y?9.4287450.935866X2T(-3.764951)(125.3411)_2_______一R0.997841F=15710.3

3、9DW=0.523428⑵该回归方程可决系数高，回归系数均显著。对样本量为36,一个解释变量的模型，5%的显著性水平下，查DW统计表可知，dL1.411du1.525,模型中DW

4、radjustmentsVariableCoefficientStdErrort-StatlsticProb.ec-i>0.723550O1ISC750.1389950.0000R-squared0.525100Meandependentvar-0.157079Adjustedw-&quareoC.&251UDsu.aependenizsr4415&U/S.E.ofregression3042058Akaikeinfoenterion5091027Sumsquaredr&sid314.80S5Schwarzcrilerlon5.135065Leg1ike1ihaod-08.10347H

5、annan-Quinncriter.5.105967DurtJin-'nyt后cinstat2024396得回归方程?0.72855et1，由此可知？0.72855,对原模型进行广义差分，得广义差分模型：Yt0.72855Y；11(10.72855)2(Xt0.72855Xt1)t对广义差分方程进行回归Depen

6、bleC□efllcientStdErrort-StartisticProb.C-3.7830591B70S64-2.0219840,0513X-0.72855*X{-1>09484060018S0550,168200,0000R-squared0987D58Meandependentvar0540203AdjustedFS-squaredO980666S,Ddependentvar25,56943S.E.ofregression3068065Akaikeirifocriterion5.13S417Sumsquaredresid3106298Schwarzcriterion5224294

7、Logliksliticod-S785979Hannan-Cminncriter5166097F-statistic2516B48Duroin-Watsonsta12097157Prob(F-statistic)O000000r*Yf3.7830590.948406XtT(-2.021984)(50.16820)2R0.987058F=2516.848DW=2.097157**其中YYt0.72855Y1XtXt0.72855Xt1