计量经济学及综合财务知识分析实验报告VIP免费

《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：综合实训实验时间：第16周至第18周实验地点：实验目的和要求：熟悉eviews软件的基本功能，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。实验所用软件：eviews实验内容和结论：见第2页—第39页计量经济学综合实验实验一第二章第6题DependentVariable:YMethod:LeastSquaresDate:12/17/13Time:09:13Sample:19851998Includedobservations:14VariableCoefficientStd.Errort-StatisticProb.C12596.271244.56710.121010.0000GDP26.954154.1203006.5417920.0000R-squared0.781002Meandependentvar20168.57AdjustedR-squared0.762752S.D.dependentvar3512.487S.E.ofregression1710.865Akaikeinfocriterion17.85895Sumsquaredresid35124719Schwarzcriterion17.95024Loglikelihood-123.0126F-statistic42.79505Durbin-Watsonstat0.859998Prob(F-statistic)0.000028（1）Yt=12596.27+26.95GDPt+et（10.12）（6.54）R2=0.78（2）β1=26.95是样本回归方程的斜率，它表示GDP每增加1亿元，货物运输量将增加26.95万吨，^β0=12596.27是样本回归方程的截距，表示GDP不变价时的货物运输量。（3）R2=0.78，说明离差平方和的78%被样本回归直线解释，还有22%未被解释。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α=0.05，查自由度v=14-2=12的t分布表，得临界值t0.025(12)=2.18，t0=10.12>t0.025(12)，t1=6.54>t0.025(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Y有显著影响。（4）2000年的国内生产总值为620亿元，货物运输量预测值为29307.84万吨。实验二第二章第7题X1DependentVariable:QMethod:LeastSquaresDate:12/17/13Time:10:57Sample:19781998Includedobservations:21VariableCoefficientStd.Errort-StatisticProb.C40772.471389.79529.337040.0000X10.0012200.0019090.6391940.5303R-squared0.021051Meandependentvar40996.12AdjustedR-squared-0.030473S.D.dependentvar6071.868S.E.ofregression6163.687Akaikeinfocriterion20.38113Sumsquaredresid7.22E+08Schwarzcriterion20.48061Loglikelihood-212.0019F-statistic0.408568Durbin-Watsonstat0.206201Prob(F-statistic)0.530328Qt=40772.47+0.001X1t+etX2DependentVariable:QMethod:LeastSquaresDate:12/17/13Time:10:58Sample:19781998Includedobservations:21VariableCoefficientStd.Errort-StatisticProb.C26925.65915.865729.399120.0000X25.9125340.35642316.588510.0000R-squared0.935413Meandependentvar40996.12AdjustedR-squared0.932014S.D.dependentvar6071.868S.E.ofregression1583.185Akaikeinfocriterion17.66266Sumsquaredresid47623035Schwarzcriterion17.76214Loglikelihood-183.4579F-statistic275.1787Durbin-Watsonstat1.264400Prob(F-statistic)0.000000Qt=26925.65+5.91X2t+etX3DependentVariable:QMethod:LeastSquaresDate:12/17/13Time:10:58Sample:19781998Includedobservations:21VariableCoefficientStd.Errort-StatisticProb.C-49865.3912638.40-3.9455450.0009X31.9487000.2706347.2004980.0000R-squared0.731817Meandependentvar40996.12AdjustedR-squared0.717702S.D.dependentvar6071.868S.E.ofregression3226.087Akaikeinfocriterion19.08632Sumsquaredresid1.98E+08Schwarzcriterion19.18580Loglikelihood-198.4064F-statistic51.84718Durbin-Watsonstat0.304603Prob(F-statistic)0.000001Qt=-49865.39+1.95X3t+et（1）Qt=^α0+^α1X1t+etQt=40772.47+0.001X1t+etQt=^β0+^β1X2t+etQt=26925.65+5.91X2t+etQt=^γ0+^γ1X3t+etQt=-49865.39+1.95X3t+et（2）=0.001为样本回归方程的斜率，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，粮食产量增加1万吨。=40...