计量经济学期末复习试卷2(2)

(括号中的数据为相应参数估计量的标准误)。 试对上述模型进行评析，指出其中存在的问题。

3、表中给出了1970~1987年期间美国的个人消息支出(PCE)和个人可支配收入(PDI)数据，所有数字的单位都是10亿美元(1982年的美元价)。估计下列模型：

得到：

Dependent Variable: PCE Method: Least Squares Date: 07/27/05 Time: 21:41 Sample: 1970 1987 Included observations: 18

Variable

C PDI

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

Coefficient-216.42691.008106

Std. Errort-Statistic 32.694250.015033

-6.619723 67.05920

PCEt=A1+A2PDIt+μt

PCEt=B1+B2PDIt+B3PCEt 1+υt

0.996455 Mean dependent var 0.996233 S.D. dependent var 18.88628 Akaike info criterion5707.065 Schwarz criterion -77.37269 F-statistic 1.366654 Prob(F-statistic)

Dependent Variable: PCE Method: Least Squares Date: 07/27/05 Time: 21:51 Sample (adjusted): 1971 1987

Included observations: 17 after adjustments

Variable

CoefficientStd. Error

t-Statistic

C PDI PCE(-1)

R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

-233.27360.9823820.037158

45.557360.1409280.144026

-5.120436 6.970817 0.257997

0.996542 Mean dependent var 0.996048 S.D. dependent var

18.47783 Akaike info criterion 4780.022 Schwarz criterion -72.05335 F-statistic 1.570195 Prob(F-statistic)

(1) 解释这两个回归模型的结果。

(2) 短期和长期边际消费倾向（MPC）是多少？