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# 计量经济学第二章课后习题1.doc

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1
0.9964261486455258
0.9964261486455258
1

X
Y
1
0.9781480153836948
0.9781480153836948
1

Dependent Variable: Y
Method: Least Squares
Date: 10/27/10 Time: 22:37
Sample: 1 7
Included observations: 7
Coefficient
Std. Error
t-Statistic
Prob.
X
14.40359
1.369166
10.51998
0.0001
C
-12.77853
96.98004
-0.131765
0.9003
R-squared
0.956774
Mean dependent var
852.6714
0.948128
S.D. dependent var
596.5637
S.E. of regression
135.8696
Akaike info criterion
12.89622
Sum squared resid
92302.73
Schwarz criterion
12.88077
Log likelihood
-43.13679
Hannan-Quinn criter.
12.70521
F-statistic
110.6699
Durbin-Watson stat
1.438932
Prob(F-statistic)
0.000134

(96.98004) (1.369166)
t =(-0.1317653)(10.51998)
=0.956774 F=110.6699 S.E.=135.8696 DW=1.438932

1)设回归模型为:

Dependent Variable: Y
Method: Least Squares
Date: 10/27/10 Time: 22:44
Sample: 1990 2007
Included observations: 18
Coefficient
Std. Error
t-Statistic
Prob.
X
0.084965
0.003255
26.10376
0.0000
C
20.46106
9.867440
2.073593
0.0546
R-squared
0.977058
Mean dependent var
215.9467
0.975624
S.D. dependent var
174.6014
S.E. of regression
27.26021
Akaike info criterion
9.553172
Sum squared resid
11889.90
Schwarz criterion
9.652103
Log likelihood
-83.97855
Hannan-Quinn criter.
9.566814
F-statistic
681.4064
Durbin-Watson stat
0.982033
Prob(F-statistic)
0.000000

= 20.46106+ 0.084965
(9.867440) (0.003255)
t = (2.073593) (26.10376)
=0.977058 F=681.4064
2)斜率系数的经济意义:地方生产总值每增加1亿元,深圳地方预算内财政收入平均增加 内容来自淘豆网www.taodocs.com转载请标明出处.