计量经济学(回归模型相关性检验并消除自相关).docx

联沙理工大学
实验报告
所属课程名称计量经济学
实验日期
班级
学号
姓名
【实验目的及要求】
使用 Eviews 软件对建立的回归模型进行相关性检验并且消除自相关。
【实验原理】
DW佥验和
选取中国汇cient Stu Error t-Statistic Froo
E(-1) 0000
R-SQuare^ AdjusledR-squared of regression Sum squared「@$2 Lo^nkeiinood Durbin-Watson stat
0774567 Mean dependent var 0 774567 S D dependent var 14 73050 Akaike into criteri o n 4773 730 Schwarz criWnan
・93 99255 Hannan-Quinn criter 0 312589
3 009260
31 02480
8260223
8309592
3272639
口 Equati^H； UN TITLE D W<jrkfile^ litUntitled\
Ve] Ptqc] Object] Pmt Nag 胃BJg为姆行陪电s]
Coeffliaent
Std Error
vstatistic
ProO.
E(-1>

0105979
1458484
0 000 口
E(-2)
-

6787625
0 0000
R斗qua『M
&92
Mean dependent vgr

Adjusted R-squared
0.&44&72
S D. dependent var

S E of regression
7311674
^tkaiKe inlet criterion

Sum squared resid
1069 212
Sciiwarz chle ri on

Log livelihood
-
Hannan <]i]inncriter

riiirhinA'^fcnn ttal
1
Depand&ntVariable: E
Method; Lesst Squares
Dale: 05/21/12 Time: 21： 29
Sample (adjusted^ ******@2 2003
induced observations: 22 afteradiustments
r
□ Equation: UNTITLED WorkfiJf： l::Ur*titled\
Vlewlproc Object Print I NaniftlFrttje j &tntate I Foncastl Stats I Residsl
Dependent Van a tile E
Method: Least Squares
Date: 05/21/12 Time 21 30
Sample {adjusted): 1993 2003
Included observations- 21 after adjufitments
CoefTd«nt
Std Error
t-Statisfic
Prob.
EC-1)
1 634836
0234263

0 0000
EW)
0 802043
0370170
*2 120864

EC-3)
0 053503


0 7758
R-gquMEd
Mjusted R-squared
S E of regression Sum squared resid I likp-Hhnnfl
0 949539 0 942321 1049 343
-7 fl
Mean dependent
SD 8peEentgr Akaike inf。criterion Schwarz criterioR H^nn^n-Ciiiinn
4196635 31,93800 A035465 7184682 7nR7Rdq
i二■ r #x=Vrri3gl