《计量经济学》总复习练习题(6)

Date: 01/01/00 Time: 02:55 Sample: 1960 1982 Included observations: 23

Variable

Coefficient

C

Std. t-StatisProb. Error

tic

-0.14260.133731 -1.066380.3012

08

1

LOG(X2) -0.01980.025658 -0.773110.4501

36

9

(LOG(X2))^2 -0.00420.002962 -1.421720.1732

11

1

(LOG(X2))*(LOG0.019920.015269 1.304963 0.2093

(X3)) LOG(X3)

5

0.108380.103088 1.051399 0.3078

7

(LOG(X3))^2 -0.03130.024651 -1.273750.2199

99

R-squared

0.17608 Mean

1 dependent var

Adjusted R-squared

-0.0662 S.D.

48 dependent var

9 0.0006

76 0.0008

82

26

S.E. of regression Sum squared resid

0.00091 Akaike info -10.94

1 criterion 1.41E-0 Schwarz

5 criterion

563 -10.64942

Log likelihood 131.874 F-statistic 0.7266

8

Durbin-Watson 2.32268 stat

9 Prob(F-statistic)

表2：

Dependent Variable: LOG(Y) Method: Least Squares Date: 01/01/00 Time: 05:42 Sample: 1960 1982 Included observations: 23

Variable

Coefficient

C

Std. t-StatisProb. Error

tic

21 0.6129

31

2.125370.137992 15.40213 0.0000

3

LOG(X2) 0.406480.044895 9.054039 0.0000

27

1

LOG(X3)

-0.44380.083298 -5.328550.0000

59

LOG(X4)

4

0.110100.087597 1.256932 0.2240

4

R-squared 0.98148 Mean

1 dependent var

3.6638

87 0.1876

59

Adjusted R-squared S.E. of regression Sum squared resid

0.97855 S.D.

7 dependent var

0.02748 Akaike info -4.193

0 criterion 0.01434 Schwarz

8 criterion

965 -3.996488

Log likelihood 52.2306 F-statistic 335.65

0

Durbin-Watson 1.77829 stat

1 Prob(F-statistic)

表3：变量两两相关系数

95 0.0000

00

LOG(X2) LOG(X3) LOG(X4) LOG(X5) LOG(X6)

28

LOG(X2)

1.000000.907670.972470.979930.987150

LOG(X3)

1

1

1

3

0.907671.000000.946750.932830.934571

LOG(X4)

0

1

1

0

0.972470.946751.000000.954330.981511

LOG(X5)

1

0

5

4

0.979930.932830.954331.000000.986741

LOG(X6)

1

5

0

7

0.987150.934570.981510.986741.000003

表4：

Dependent Variable: LOG(X2) Method: Least Squares Date: 01/01/00 Time: 02:44 Sample: 1960 1982 Included observations: 23

Variable

0 4 7 0

CoefficStd. t-StatisProb.

29

ient

C

Error tic

-2.16670.904596 -2.395280.0260

63

2

LOG(X3) 2.326890.234778 9.911027 0.0000

3

R-squared 0.82386 Mean

8 dependent var

6.7844

93 0.5686

42

Adjusted R-squared S.E. of regression Sum squared resid

0.81548 S.D.

0 dependent var

0.24426 Akaike info 0.1018

4 criterion 1.25296 Schwarz

7 criterion

10 0.2005

49

Log likelihood 0.82918 F-statistic 98.228

2

Durbin-Watson 0.73895 stat

2 Prob(F-statistic)

（1） 比较说明模型设定 logY??1??2logX2??3logX3??（A）与 模型设定logY??1??2logX2??3logX3??4logX4??（B）谁更合理。 （2） 检验模型（A）是否存在一阶及二阶自相关（已知

30

45 0.0000

00