《计量经济学综合实验》实验报告.docx
计量经济学综合实验实验报告2013-2014学年第一学期班级:姓名:学号:课程编码：0123100320课程类型：综合实训实时间：笫16周至第18周实验地点：实验目的和要求；熟悉eviews软件的根本功能，能运用eviews软件进行一元和多元模型的参数估计、统计检验和预测分析，能运用eviews软件进行异方差、自相关、多重共线性的检验和处理，并最终将操作结果进行分析。能熟悉运用eviews软件对时间序列进行单位根、协整和格兰杰因果关系检验。料所用软件，eviews实验内容和结论：见第2页一第39页计量经济学综合实验实验一第二章第6DependentVariab1.e:YMethod:1.eastSquaresDate:12/17/13Time:09:13Sanp1.e:19851998Inc1.udedobservations:MVariab1.eCoefficientStd.Errort-StatisticProb.C12596.271244.56710.121010.0000GDP26.954154.1203006.5417920.OOOOR-squared0.781002Meandependentvar20168.57AdjustedRsquared0.762752S.D.dependentvar3512.487SE.ofregression1710.865Akaikeinfocriterion17.85895SunsquaredresidSchwarzcriterion17.950241.og1.ike1.ihood-123.0126F-statiscic42.79505Durbin-Vatsonstat0.859998Prob(F-Statistic)0.000028(1)Yf=12596.27÷2f>.95GDPt+ef(10.(12) (6.54)K2=0.7«<2)=26.95是样本回归方程的斜率.它表示GDP每增加1亿元.货物运给址将增加26.9577IXfe.A=1259627是样本网归方程的截距，友示Gi)P不变价时的货物运输量.(3)Rz=0.78.说明离差平方和的78E被样本回归H戏解林，还有22未被解择,因此，样本回归至西安对样本点的拟合优度是较高的，给出显著水平=0Q5,查自由度Y=I4-2=12的t分布表，得临界值0g(12)=218.Z11=10.12>023(1.2),t1.=6.54>Z0023(12),故回归系数均显著不为零，回归模型中英包含常数项，X对丫有显著影响.<4)2000年的国内生产总值为620亿元，货物运输累按测值为29307.84力吨.ForecastYFActua1.:YForecastsamp1.e:19351999IfK1.udedobservations14RootMeanSquaredEnor1583953MeanAbso1.uteError1382.688MeanAbsPercentError7214921Thei1.Inequa1.ityCoefficierrt0038785BiasProportionI.I-I-IHJVarianceProportion061716CovarianceProportion093B284实验二第二章第7J1.X1.DependentVariab1.e:0Method:1.eastSquaresDate:12/17/13Time:10:57Sanp1.e:19781998Inc1.udedobservations:21Variab1.eCoefficientStd.Brrort-StatisticProb.C40772.471S89.79529.337040.OOOOX1.0.OO1.2200.0019090.6391940.5303R-SqUared0.021051Meandependentvar40996.12AdjustedR-squared-0.030473S.D.dependentvar6071.868S.E.ofreression6163.687Akaikeinfocriterion20.38113Sunsquaredresid7.22E08Schwarzcriterion20.480611.or1.ike1.ihood-212.0019F-statistic0.408568Durbin-ITatsonstat0.206201Prob(F-Statistic)0.530328Q1=40772.11+0.OO1.X1.1.-e,X2DependentVariab1.e:QMethod:1.eastSquaresDate:12/17/13Time:10:58Sanp1.e:19781998Inc1.udedobservations:21Variab1.eCoefficientStd.ErrorI-StacisticProb.C26925.65915.865729.399120.0000X25.9125340.35M2316.588510.0000Rsquared0.935413Meandependentvar40996.12AdjustedR-squared0.932011S.D.dependentvar6071.868S.E.ofregression1583.185Akaikeinfocriterion17.66266SunsquaredresidSchwarzcriterion17.762141.og1.ikeIihCad-183.4579F-statistic275.1787Durbin-Matsonstat1.264400Prob(F-Statistic)0.OOOOOOQ,26925.65+5.91Xu+4X3DependentVariab1.e:QMethod:1.eastSquaresDate:12/17/13Time:10:58Sanp1.e:19781998Inc1.udedobservations:21Variab1.eCoefficientStd.Errort-StatisticProb.C-49865.3912658.40-3.945M50.0009X31.9487000.2706347.2001980.0000R-SquarCd0.731817Meandependentvar10996.12AdjustedR-squared0.717702S.D.dependentvar6071.868S.E.ofregression3226.087Akaikeinfocriterion19.08632Sumsquaredresid1.98E÷08Schvarzcriterion19.185801.ogIike1.ihood-198.4064E-Statistic51.84718Durbin-Vatsonstat0.3(M603Prob(F-Statistic)O.oooQ1-19865.39,1.95Xj，c(1)Q1=d0+aiX1.1.+etef-40772.470.001×x,e,Q,=B>+BXz+aQ26925.65+5.91X2f+e,。,=>+RX*+e,Q1-49865.391.95Xjq（2）A&o=o.ooi为样本I可归方程的斜率，表示边际农业机械总动力,说明农业机械总动力每增加1万千瓦，粮食产爵增加1万吨.£1=40072.47是强矩，表示不受农业机械总动力影响的板食产量.ra=0.02.说明总离差平方和的2%被样本回归宜线解探,有98%未被解择,因此样本I可归直线对样本点的拟合优底是很低的.给出的显著水平=0.05,杳自由度v=21-2=19的I分布衣，得临界假'。侬（凶）=2.09,=29.34>Qms（19）,O=OG，3（19）.A4=5.9】为样本【可归方程的斜率，表示边际化肥施用fit说明化肥使用fit每增加1万吨，粮食产量增加1万吨.户】=26925.65是俄矩，表示不受化肥使用用极响的粮色产量.r¼.94,说明总离港平方和的94%被样本回灯宜线解择.有6%未被解拜.因此样本回归宣线对样本点的拟合优度是很高的.给出的显著水平4.05.g自由度v=21.2=19的t分布表，得临界仁。皿"9）=2.09.%=2940小（19）.A-16.6>4ms（19）收回妇系数均不为零，回归模里中应包含常数项，X对丫有显著影响。九=1.95为样本回归方程的斜率，表示边际土地灌溉面枳，说明土地湫混面积增加1公顷，粮食产兴增加1万吨。力=-49万5.39是:距,表示不受土地灌溉面积影响的机食产演,r'=0.73,说明总离差平方和的73%被样本回归出城例科.有27%未被解择.因此样本回归出线对样本点的拟合优度是技高的.给出显著性水平=0.05,查自由度V*=21-2=I9的t分布表，得临界值4叫（19）=209,£0=_3.95&13（19）,4=72包309）故回归系数包含零，回归模型中不应包含常数项，X对丫有无显著的响.（3）根据分析，X2得拟合优度以高，模型最好，所以选择X2得预测值,Q,-26925.65+5.91X2e,1505.91011240162E8800018184ocooo00166900983310ForecastQFActua1.:QForecastsamp1.e:19782002Adjustedsamp1.e19781999Inc1.udedobservations21RootMeanSquaredErTOrMeanAbso1.uteErrorMeanAbsPefcemErTofTe1.Inequa1.ityCoefficientBiasProportionVarianceProportionCovarianceProportion)=52349.54实验三P8593ffDependentVariab1.e:YMethod:1.eastSquaresDate:12/19/13Time:09:10Sanp1.o:118Inc1.udedobservations:18Variab1.eCoefficientStd.Errort-StatisticProb.C-0.97556830.32236-0.0321730.9718X1.(KI.31466.40913616.275920.OOOOX20.4021900.1163183.4567760.0035R-squared0.
