专业知识分享1.中国居民人均消费模型从总体上考察中国居民收入与消费支出的关系。表2.1给出了1990年不变价格测算的中国人均国内生产总值(GDPP)与以居民消费价格指数(1990年为100)所见的人均居民消费支出(CONSP)两组数据。中国居民人均消费支出与人均GDP(单位:元/人)表2.1年份CONSPGDPP年份CONSPGDPP1978395.8000675.10001990797.10001602.3001979437.0000716.90001991861.40001727.2001980464.1000763.70001992966.60001949.8001981501.9000792.400019931048.6002187.9001982533.5000851.100019941108.7002436.1001983572.8000931.400019951213.1002663.7001984635.60001059.20019961322.8002889.1001985716.00001185.20019971380.9003111.9001986746.50001269.60019981460.6003323.1001987788.30001393.60019991564.4003529.3001988836.40001527.00020001690.8003789.7001989779.70001565.9001)建立模型,并分析结果。匚ommandregressvar2var32)输出结果为:-n&gr&3avar2var3ScureaMSNumb-STBEGibs=22ITi1™1\一no首a■EI-Lf土丄丿31-64162.45131€41G2.45口sb,F=a.aanaKeaidual23227„a7€5211106.BZTA导R—stjuared=a„9527—mj定di2!B.Gd.—U-33«iTotal31S7399„5222144881„79«区口口上=33.2-65Coef.Std.Zrr.tPAIt1[95%Conf.Interval]var3-3861803„007221753.47a.oca-3711619-.4011987ccna201-118914.8840213.51a.aoa1701659232„Q713对应的模型表达式为:CONSP=201.107+0.3862GDPP(13.51)(53.47)R2二0.9927,F二2859.23,DW二0.55从回归估计的结果可以看出,拟合度较好,截距项和斜率项系数均通过了t检验。专业知识分享中国人均消费增加10000元,GDP增加3862元。2.线性回归模型估计表2.2给出黑龙江省伊春林区1999年16个林业局的年木材采伐量和相应伐木剩余物数据。利用该数据(1)画散点图;(2)进行OLS回归;(3)预测。表2.2年剩余物yt和年木材采伐量xt数据林业局名年木材剩余物y(万m3年木材采伐量x((万m3乌伊岭26.1361.4东风23.4948.3新青21.9751.8红星11.5335.9五营7.1817.8上甘岭6.8017.0友好18.4355.0翠峦11.6932.7乌马河6.8017.0美溪9.6927.3大丰7.9921.5南岔12.1535.5带岭6.8017.0朗乡17.2050.0桃山9.5030.0双丰5.5213.8合计202.87532.00(1)画散点图Commandscattervarlvar2得散点图(2)OLS估计专业知识分享Reai-dualHmrflberofcibs=1€F(lr14)=146ProbnF=□QQQQEt-aigiiared.=□9129AijR-square-d=□9067jtcHZitMSB2.03€■匚ommanclregressvar!var2得到输出结果如图verlGoef.Std..Zrr.PA|P|[95%CQUE.Interval]verE.404Z79-8.□33-376612.11o.aoa.332694.4758655_cons-76292791_2209€€-a„620„542-3.381639:L.855783由输出结果可以看出,对应的回归表达式为:y=—0.7629+0.4043xtt(-0.625)(12.11)R2=0.9129,F=146.7166,DW=1.48(3)x=20条件下模型的样本外预测方法首先修改工作文件范围(不会)3.表2.3列出了中国1978—2000年的参政收入Y和国内生产总值GDP的统计regreaavarlvairZ专业知识分享资料。做出散点图,建立财政收入随国内生产总值变化的一元线性回归方程。表2.3年份财政收入丫GDP年份财政收入丫GDP19781132.2603624.10019902937.10018547.9019791146.3804038.20019913149.48021617.8019801159.9304517.80019923483.37026638.1019811175.7904862.40019934348.95034634.4019821212.3305294.70019945218.10046759.4019831366.9505934.50019956242.20058478.1019841642.8607171.00019967407.99067884.6019852004.8208964.40019978651.14074462.6019862122.01010202.2019989875.95078345.2019872199.35011962.50199911444.0882067.5019882357.24014928.30200013395.2389403.6019892664.90016909.201)做散点图:Commandscattervar2var3得到散点图如下:2)进行回归分析:专业知识分享R2二0.96,F二516.32)做回归模型,并解释结果。regireaavairSSourceSSd=MSNunib-ezOEobs=23F<1F21)=516.33Model27€O66L731276066173Prob>F=□.0口叮口11227989215^4666.145R-s