第四章練習(xí)題

1、1.1.根據(jù)搜集到的我國(guó)根據(jù)搜集到的我國(guó)19831983～20012001年1919年的民航客運(yùn)量年的民航客運(yùn)量y、國(guó)內(nèi)生產(chǎn)總、國(guó)內(nèi)生產(chǎn)總值x1x1、實(shí)際利用外資額、實(shí)際利用外資額x2x2、民航里程、民航里程x3x3、來(lái)華旅游入境人數(shù)、來(lái)華旅游入境人數(shù)x4x4數(shù)據(jù)數(shù)據(jù)資料進(jìn)行分析，下面是其資料進(jìn)行分析，下面是其EviewsEviews的案例分析結(jié)果：的案例分析結(jié)果：DependentDependentVariable:Variable:

2、YMethod:Method:LeastLeastSquaresSquaresDate:Date:092208092208Time:Time:21:1121:11Sample:Sample:11919IncludedIncludedobservations:observations:1919VariableVariableCoefficientCoefficientStd.Std.ErrErrtStatistictStatisticPr

3、ob.Prob.C139.1572139.1572232.6374232.63740.5981720.5981720.55930.5593X1X10.0363970.0363970.0142170.014217（1）0.02270.0227X2X2（2）1.4674691.4674691.0979131.0979130.29080.2908X3X37.5054617.505461（3）0.7855040.7855040.44520.44

4、52X4X40.2122160.2122160.1426290.1426291.4878911.4878910.15900.1590RsquaredRsquared0.9889770.988977MeanMeandependentdependentvarvar3329.7893329.789AdjustedAdjustedRRsquaredsquared(4)(4)S.D.S.D.dependentdependentvarvar2370

5、.6622370.662S.E.S.E.ofofregressionregression282.2216282.2216AkaikeAkaikeinfoinfocriterioncriterion14.3442014.34420SumSumsquaredsquaredresidresid1115086.1115086.SchwarzSchwarzcriterioncriterion14.5927314.59273LogLoglikeli

6、hoodlikelihood131.2699131.2699FstatisticFstatistic314.0201314.0201DurbinWatsonDurbinWatsonstatstat1.8907841.890784Prob(Fstatistic)Prob(Fstatistic)0.0000000.000000WhiteWhiteHeteroskedasticityHeteroskedasticityTest:Test:Fs

7、tatisticFstatistic2.6336282.633628ProbabilityProbability0.0766980.076698ObsRsquaredObsRsquared12.8845812.88458ProbabilityProbability0.1158830.115883TestTestEquation:Equation:DependentDependentVariable:Variable:RESID^2RES

8、ID^2Method:Method:LeastLeastSquaresSquares量進(jìn)行回歸分析得到如下結(jié)果。量進(jìn)行回歸分析得到如下結(jié)果。根據(jù)輸出結(jié)果完成下列要求：根據(jù)輸出結(jié)果完成下列要求：1）.用標(biāo)準(zhǔn)記法寫出樣本回歸方程，并解釋各回歸系數(shù)的經(jīng)濟(jì)含用標(biāo)準(zhǔn)記法寫出樣本回歸方程，并解釋各回歸系數(shù)的經(jīng)濟(jì)含義；義；2）.對(duì)模型進(jìn)行異方差檢驗(yàn)，說(shuō)明模型是否存在異方差；對(duì)模型進(jìn)行異方差檢驗(yàn)，說(shuō)明模型是否存在異方差；3）對(duì)模型進(jìn)行自相關(guān)檢驗(yàn)，說(shuō)明模

9、型是否存在序列自相關(guān)；對(duì)模型進(jìn)行自相關(guān)檢驗(yàn)，說(shuō)明模型是否存在序列自相關(guān)；4）計(jì)算模型的方差擴(kuò)大因子，說(shuō)明模型是否存在多重共線性。計(jì)算模型的方差擴(kuò)大因子，說(shuō)明模型是否存在多重共線性。（α=0.05α=0.05，=1.30=1.30，=1.57=1.57）ldudDependentDependentVariable:Variable:LOG(Y)LOG(Y)Method:Method:LeastLeastSquaresSquaresDate

10、:Date:110907110907Time:Time:21:3421:34Sample:Sample:13131IncludedIncludedobservations:observations:3131VariableVariableCoefficienCoefficientStd.Std.ErrErrtStatistictStatisticProb.Prob.C1.6025281.6025280.8609780.8609781.8

11、612881.8612880.07320.0732LOG(X1)LOG(X1)0.3254160.3254160.1037690.1037693.1359553.1359550.00400.0040LOG(X2)LOG(X2)0.5070780.5070780.0485990.04859910.4338510.433850.00000.0000RsquaredRsquared0.7965060.796506MeanMeandepende

12、ntdependentvarvar7.4487047.448704AdjustedAdjustedRRsquaredsquared0.7819710.781971S.D.S.D.dependentdependentvarvar0.3646480.364648S.E.S.E.ofofregressionregression0.1702670.170267AkaikeAkaikeinfoinfocriterioncriterion0.611

13、1280.611128SumSumsquaredsquaredresidresid0.8117470.811747SchwarzSchwarzcriterioncriterion0.4723550.472355LogLoglikelihoodlikelihood12.4724912.47249FstatisticFstatistic54.7980654.79806DurbinWatsonDurbinWatsonstatstat1.964

14、7201.964720Prob(Fstatistic)Prob(Fstatistic)0.0000000.000000WhiteWhiteHeteroskedasticityHeteroskedasticityTest:Test:FstatisticFstatistic4.9209954.920995ProbabilityProbability0.0043390.004339ObsRsquaredObsRsquared13.357051