计量经济学 庞浩第三版部分习题图片.docx
《计量经济学 庞浩第三版部分习题图片.docx》由会员分享，可在线阅读，更多相关《计量经济学 庞浩第三版部分习题图片.docx（61页珍藏版）》请在冰豆网上搜索。
计量经济学庞浩第三版部分习题图片
第二章
2.1
（1）
（2）
2.2
（1）
（2）
X
Y
Mean
6000.441
902.5148
Median
2689.280
209.3900
Maximum
27722.31
4895.410
Minimum
123.7200
25.87000
Std.Dev.
7608.021
1351.009
Skewness
1.432519
1.663108
Kurtosis
4.010515
4.590432
Jarque-Bera
12.69068
18.69063
Probability
0.001755
0.000087
Sum
198014.5
29782.99
SumSq.Dev.
1.85E+09
58407195
Observations
33
33
（3）
2.4
（1）
（3）
第三章
3.1
（1）
（3）
3.2
（1）
DependentVariable:
Y
Method:
LeastSquares
Date:
12/28/15Time:
14:
42
Sample:
19942011
Includedobservations:
18
Variable
Coefficient
Std.Error
t-Statistic
Prob.
X2
0.135474
0.012799
10.58454
0.0000
X3
18.85348
9.776181
1.928512
0.0729
C
-18231.58
8638.216
-2.110573
0.0520
R-squared
0.985838
Meandependentvar
6619.191
AdjustedR-squared
0.983950
S.D.dependentvar
5767.152
S.E.ofregression
730.6306
Akaikeinfocriterion
16.17670
Sumsquaredresid
8007316.
Schwarzcriterion
16.32510
Loglikelihood
-142.5903
Hannan-Quinncriter.
16.19717
F-statistic
522.0976
Durbin-Watsonstat
1.173432
Prob（F-statistic）
0.000000
（3）
DependentVariable:
LNY
Method:
LeastSquares
Date:
12/28/15Time:
14:
46
Sample:
19942011
Includedobservations:
18
Variable
Coefficient
Std.Error
t-Statistic
Prob.
LNX2
1.564221
0.088988
17.57789
0.0000
LNX3
1.760695
0.682115
2.581229
0.0209
C
-20.52048
5.432487
-3.777363
0.0018
R-squared
0.986295
Meandependentvar
8.400112
AdjustedR-squared
0.984467
S.D.dependentvar
0.941530
S.E.ofregression
0.117343
Akaikeinfocriterion
-1.296424
Sumsquaredresid
0.206540
Schwarzcriterion
-1.148029
Loglikelihood
14.66782
Hannan-Quinncriter.
-1.275962
F-statistic
539.7364
Durbin-Watsonstat
0.686656
Prob（F-statistic）
0.000000
3.3
（1）
（2）
DependentVariable:
X
Method:
LeastSquares
Date:
12/28/15Time:
15:
01
Sample:
118
Includedobservations:
18
Variable
Coefficient
Std.Error
t-Statistic
Prob.
C
444.5888
406.1786
1.094565
0.2899
T
123.1516
31.84150
3.867644
0.0014
R-squared
0.483182
Meandependentvar
1942.933
AdjustedR-squared
0.450881
S.D.dependentvar
698.8325
S.E.ofregression
517.8529
Akaikeinfocriterion
15.44170
Sumsquaredresid
4290746.
Schwarzcriterion
15.54063
Loglikelihood
-136.9753
Hannan-Quinncriter.
15.45534
F-statistic
14.95867
Durbin-Watsonstat
1.052251
Prob（F-statistic）
0.001364
（3）
DependentVariable:
E1
Method:
LeastSquares
Date:
12/28/15Time:
15:
07
Sample:
118
Includedobservations:
18
Variable
Coefficient
Std.Error
t-Statistic
Prob.
E2
0.086450
0.028431
3.040742
0.0078
C
3.96E-14
13.88083
2.85E-15
1.0000
R-squared
0.366239
Meandependentvar
2.30E-14
AdjustedR-squared
0.326629
S.D.dependentvar
71.76693
S.E.ofregression
58.89136
Akaikeinfocriterion
11.09370
Sumsquaredresid
55491.07
Schwarzcriterion
11.19264
Loglikelihood
-97.84334
Hannan-Quinncriter.
11.10735
F-statistic
9.246111
Durbin-Watsonstat
2.605783
Prob（F-statistic）
0.007788
3.6
（1）
DependentVariable:
Y
Method:
LeastSquares
Date:
12/28/15Time:
15:
14
Sample:
19942011
Includedobservations:
18
Variable
Coefficient
Std.Error
t-Statistic
Prob.
X2
0.001382
0.001102
1.254330
0.2336
X3
0.001942
0.003960
0.490501
0.6326
X4
-3.579090
3.559949
-1.005377
0.3346
X5
0.004791
0.005034
0.951671
0.3600
X6
0.045542
0.095552
0.476621
0.6422
C
-13.77732
15.73366
-0.875659
0.3984
R-squared
0.994869
Meandependentvar
12.76667
AdjustedR-squared
0.992731
S.D.dependentvar
9.746631
S.E.ofregression
0.830963
Akaikeinfocriterion
2.728738
Sumsquaredresid
8.285993
Schwarzcriterion
3.025529
Loglikelihood
-18.55865
Hannan-Quinncriter.
2.769662
F-statistic
465.3617
Durbin-Watsonstat
1.553294
Prob（F-statistic）
0.000000
（3）
DependentVariable:
Y
Method:
LeastSquares
Date:
12/28/15Time:
15:
18
Sample:
19942011
Includedobservations:
18
Variable
Coefficient
Std.Error
t-Statistic
Prob.
X5
0.001032
2.20E-05
46.79946
0.0000
X6
-0.054965
0.031184
-1.762581
0.0983
C
4.205481
3.335602
1.260786
0.2266
R-squared
0.993601
Meandependentvar
12.76667
AdjustedR-squared
0.992748
S.D.dependentvar
9.746631
S.E.ofregression
0.830018
Akaikeinfocriterion
2.616274
Sumsquaredresid
10.33396
Schwarzcriterion
2.764669
Loglikelihood
-20.54646
Hannan-Quinncriter.
2.636736
F-statistic
1164.567
Durbin-Watsonstat
1.341880
Prob（F-statistic）
0.000000
第四章
4.3
（1）
（2）
（3）
a）
DependentVariable:
LNY
Method:
LeastSquares
Date:
12/28/15Time:
15:
34
Sample:
19852011
Includedobservations:
27
Variable
Coefficient
Std.Error
t-Statistic
Prob.
LNGDP
1.185739
0.027822
42.61933
0.0000
C
-3.750670
0.312255
-12.01156
0.0000
R-squared
0.986423
Meandependentvar
9.484710
AdjustedR-squared
0.985880
S.D.dependentvar
1.425517
S.E.ofregression
0.169389
Akaikeinfocriterion
-0.642056
Sumsquaredresid
0.717312
Schwarzcriterion
-0.546068
Loglikelihood
10.66776
Hannan-Quinncriter.
-0.613514
F-statistic
1816.407
Durbin-Watsonstat
0.471111
Prob（F-statistic）
0.000000
b）
DependentVariable:
LNY
Method:
LeastSquares
Date:
12/28/15Time:
15:
36
Sample:
19852011
Includedobservations:
27
Variable
Coefficient
Std.Error
t-Statistic
Prob.
LNCPI
2.939295
0.222756
13.19511
0.0000
C
-6.854535
1.242243
-5.517871
0.0000
R-squared
0.874442
Meandependentvar
9.484710
AdjustedR-squared
0.869419
S.D.dependentvar
1.425517
S.E.ofregression
0.515124
Akaikeinfocriterion
1.582368
Sumsquaredresid
6.633810
Schwarzcriterion
1.678356
Loglikelihood
-19.36196
Hannan-Quinncriter.
1.610910
F-statistic
174.1108
Durbin-Watsonstat
0.137042
Prob（F-statistic）
0.000000
c）
DependentVariable:
LNGDP
Method:
LeastSquares
Date:
12/28/15Time:
15:
38
Sample:
19852011
Includedobservations:
27
Variable
Coefficient
Std.Error
t-Statistic
Prob.
LNCPI
2.511022
0.158302
15.86227
0.0000
C
-2.796381
0.882798
-3.167634
0.0040
R-squared
0.909621
Meandependentvar
11.16214
AdjustedR-squared
0.906005
S.D.dependentvar
1.194029
S.E.ofregression
0.366072
Akaikeinfocriterion
0.899213
Sumsquaredresid
3.350216
Schwarzcriterion
0.995201
Loglikelihood
-10.13938
Hannan-Quinncriter.
0.927755
F-statistic
251.6117
Durbin-Watsonstat
0.099623
Prob（F-statistic）
0.000000
4.4
（1）
DependentVariable:
CZSR
Method:
LeastSquares
Date:
12/28/15Time:
15:
43
Sample:
19852011
Includedobservations:
27
Variable
Coefficient
Std.Error
t-Statistic
Prob.
CZZC
0.090114
0.044367
2.031129
0.0540
GDP
-0.025334
0.005069
-4.998036
0.0000
SSZE
1.176894
0.062162
18.93271
0.0000
C
-221.8540
130.6532
-1.698038
0.1030
R-squared
0.999857
Meandependentvar
22572.56
AdjustedR-squared
0.999838
S.D.dependentvar
27739.49
S.E.ofregression
353.0540
Akaikeinfocriterion
14.70707
Sumsquaredresid
2866884.
Schwarzcriterion
14.89905
Loglikelihood
-194.5455
Hannan-Quinncriter.
14.76416
F-statistic
53493.93
Durbin-Watsonstat
1.458128
Prob（F-statistic）
0.000000
（2）
CZSR
CZZC
GDP
SSZE
CZSR
1.000000
0.998729
0.992838
0.999832
CZZC
0.998729
1.000000
0.992536
0.998575
GDP
0.992838
0.992536
1.000000
0.994370
SSZE
0.999832
0.998575
0.994370
1.000000
（3）
被解释变量
可决系数
方差扩大因子
CZZC
0.997168
353
GDP
0.988833
90
SSZE
0.997862
468
第五章
5.2
（1）
DependentVariable:
Y
Method:
LeastSquares
Date:
12/28/15Time:
15:
50
Sample:
17
Includedobservations:
7
Variable
Coefficient
Std.Error
t-Statistic
Prob.
T
35.20664
4.901492
7.182843
0.0020
X
0.109949
0.061965
1.774380
0.1507
C
77.12588
82.32844
0.936807
0.4019
R-squared
0.943099
Meandependentvar
565.6857
AdjustedR-squared
0.914649
S.D.dependentvar
108.2755
S.E.ofregression
31.63265
Akaikeinfocriterion
10.04378
Sumsquaredresid
4002.499
Schwarzcriterion
10.02060
Loglikelihood
-32.15324
Hannan-Quinncriter.
9.757267
F-statistic
33.14880
Durbin-Watsonstat
1.426262
Prob（F-statistic）
0.003238
DependentVari
升级会员 