实验一 指导书.docx

1、实验一 指导书实验指导书：实验目的：掌握一元线性回归模型的估计方法。实验要求：选择方程进行一元线性回归。实验原理：普通最小二乘法（OLS）实验数据：东莞市经济部分数据、广东省宏观经济部分数据。 表exp1-1 东莞市宏观经济数据 年 份国内生产总值第一产业增加值第二产业增加值第三产业增加值财政收入财政支出GDPGDP1GDP2GDP3REVEXB197861122272352678171066604179219796548726680285671024066341908198070440267623176611912671020151981878173359540062141606823213

2、919821084053851052935169608103261219831216434152961337187778578280419841463404799467848304988469301319852037846513898946397001111849991986266474869831125316696016053991619873416011058251435459223120221125211988469864129136223697117031270761747519895061141386192161611513343188821623199064615014663730

3、5940193573351392219819917484151497883710662275614243626788199284540916180042692525668456204381621993114947816296061434137217793828729101994154538319951982130252456213053288984199520562732466481121058688567179063124173 续表exp1-1年 份社会消费品零售额/万元城乡储蓄存款/万元工业品零售价格指数/ %第二产业固定资产净值/万元第二产业劳动者人数/人时间变量SLCKSPASNKF

4、2LT2T 1978212695409100.0105959260111979245887184100.312809130211219803067411718101.713699142273319813845520339103.616332139996419824535827651105.818063162932519834852638597106.324132204435619846763961823108.428730240330719858441691941113.24377323275381986108735131352118.25543726428991987131723189653

5、129.374197281926101988212585248395162.8106955286785111989229697325670194.5242696291640121990267664455140189.1303430305190131991301052614737190.6413600323235141992360416815404195.05419663499591519935099711071713225.28335983842191619946718431515445256.111859013802491719958785162329685285.2146141640792

6、318表exp1-2 广东省宏观经济数据年 份消费/亿元投资/亿元净调出/亿元支出法/亿元劳动报酬/亿元折旧/亿元XFTZCKGDPLBZJ1978125.7154.7913.64194.14112.5821.071979144.3753.8917.17215.43126.6423.671980187.0063.638.69259.32151.0928.251981206.2790.038.92305.22175.1633.281982236.32108.304.51349.13207.0938.111983254.89110.252.22367.36222.0241.821984294.56

7、142.528.98446.06274.3352.061985372.95214.97-18.94568.98343.3865.661986440.60234.43-24.04650.99393.1177.991987542.27287.70-14.92815.05486.3999.731988722.87406.200.571129.64662.14135.891989849.19477.0122.341348.54769.17169.991990916.14511.35114.51541.99864.69192.0519911077.04601.05169.91847.991031.462

8、40.2019921397.83948.1994.562440.581287.81328.4819931819.591548.9359.413427.931784.31444.4219942444.701981.0790.114515.882328.84619.7519953189.842381.31162.825733.972876.49871.2519963621.802718.45178.896519.143268.211020.0819974109.342736.73469.447315.513596.901126.6419984375.413051.96491.757919.1242

9、24.821251.7219994724.083252.19488.048464.314346.601436.7820005336.223487.86838.159662.234648.591641.14续表exp1-2年 份生产税/亿元盈余/亿元收入法/亿元居民消费/亿元政府消费/亿元固资投资/亿元存货投资/亿元SEYYGDP1XFJXFZTZGTZC197825.1327.06185.85107.1518.5637.9316.86197928.0730.97209.34126.0318.3440.7513.14198032.6237.70249.65164.4422.5651.7711.8

10、6198138.6643.26290.36180.3225.9570.2919.74198243.5851.15339.92204.9731.3593.4814.82198348.3356.58368.75221.3833.5196.7013.55198459.7472.62458.74255.9738.59129.5912.93198574.2494.11577.38321.4151.54160.2854.69198684.86111.58667.53369.1571.45181.1953.241987108.63151.93846.69458.3183.96205.0782.6319881

11、49.93207.411155.37610.58112.29288.79117.411989176.84265.391381.39697.40151.79320.23156.781990197.92304.381559.03744.36171.78393.26118.091991248.47373.161893.30869.87207.17457.32143.731992352.00479.252447.541091.21306.62759.16189.031993484.82718.323431.861450.25369.341275.44273.491994645.10922.944516

12、.632010.67434.031639.83341.241995841.831144.405733.972586.46603.382059.43321.8819961005.561225.296519.142902.09719.712240.76477.6919971135.711456.267315.513172.80936.542288.69448.0419981276.981165.607919.123330.071045.342651.24400.7219991372.691308.248464.313435.001289.082974.32277.8720001744.101628

13、.409662.233754.801581.423175.93311.93续表exp1-2年 份人口/人财政收入/亿元财政支出/亿元城乡储蓄/亿元年利率/%GDP指数GDP核指RKCSCZCXLLGDPZGDPH19785064.1539.4627.0317.563.240100.01.00000019795140.3134.2828.0324.493.780108.01.03815019805227.6736.1024.9331.895.040126.51.06188719815323.4739.4527.1846.505.400137.91.13294819825415.3540.5330

14、.7560.765.670154.41.18458719835494.1242.2834.2779.935.760165.61.19814419845576.6245.1742.65117.585.760191.41.28962119855655.6065.4660.84167.296.720225.71.37647319865740.7079.8282.91234.677.200254.51.41130419875832.1592.9289.87309.807.200304.51.49614819885928.31107.57115.20403.707.680352.61.763097198

15、96024.98136.87141.16546.6711.115377.91.96687519906246.32131.02150.69752.788.640421.61.98971719916348.95177.35182.481029.408.010496.12.05346719926463.17222.64219.611460.017.560605.82.17389219936581.60346.56331.271874.309.540741.12.49166819946691.46298.70416.832540.5410.980882.52.75383119956788.74382.

16、34525.633457.9810.9801014.33.04177019966896.77479.45601.235146.659.2101122.43.12521619977013.73543.95682.666320.467.1301241.03.17183319987115.65640.75825.617547.935.0341367.23.11660919997298.88766.19965.908191.602.9261496.63.04314920007498.54910.561069.868667.292.2501658.63.134535已知东莞市宏观经济部分数据（见表exp

17、1-1）和广东省宏观经济部分数据（表exp1-2），要根据这些数据分别研究和分析东莞市和广东省宏观经济，建立各自的宏观经济计量模型，从而进行经济预测、经济分析和政策评价。后续实验都会用到这些数据，请做数据备份实验步骤：一、加载工作文件首先将东莞市宏观经济数据和广东省宏观经济数据制成工作文件存在盘中，分别命名为dg1.wf1和gd01.wf1,方法：以东莞市宏观经济数据（1）点击Eviews3.1进入主届面点击File NewWorkfile进入（2）选择Annual 输入1978End date 1995ok进入（3）点击ObjectsNew Object在Type of object 输入s

18、eries在Name of object 输入变量GDPok （4）重复（3）可建立所有变量（5）输入数据选择所要输入数据的序列按Shift键和鼠标一起选择变量。点击show0k点击EDIT+/-便可录入数据了。保存工作文件save 取名GD1.wf1 存入你的磁盘以表exp1-2建立工作文件并将数据录入取名GD01.wf1 存入你的磁盘二、选择方程根据东莞数据（dg1.wf1），选择国内生产总值（GDP）、财政收入（REV）、财政支出（EXB）和社会消费品零售额（SLC），分别进行如下处理：（a）把REV作为应变量，把GDP作为解释变量；（b）把EXB作为应变量，把REV作为解释变量；（c）

19、把SLC作为应变量，把GDP作为解释变量进行一元线性回归分析。指导以处理（a）为例做REV与GDP的散点图打开工作文件dg1.wf1show 输入GDP REV OKViewGraphscatterSimple Scatter从散点图可以看出，这对变量都呈现线性关系三、一元线性回归procsMake Equation Dependent Variable: REVMethod: Least SquaresDate: 08/11/04 Time: 21:35Sample: 1978 1995Included observations: 18Variable Coefficient Std.Err

20、or t-Statistic Prob.GDP 0.084781 0.003311 25.60453 0.0000 C -5826.158 2517.475 -2.314286 0.0343R-squared 0.976176 Mean dependent var 38637.72Adjusted R-squared 0.974687 S.D.dependent var 48603.38S.E.of regression 7732.823 Akaike info criterion 20.84877Sum squared resid 9.57E+08 Schwarz criterion 20.

21、94771Log likelihood -185.6390 F-statistic 655.5922Durbin-Watson stat0.335513 Prob (F-statistic) 0.000000得到了估计方程：REV = -5826.158 + 0.084781*GDP把方程命名保存起来制成文档保存。根据广东数据（gd01.wf1）选择收入法国内生成总值（GDP1）、劳动者报酬（LB）、固定资产折旧（ZJ）、生成税净额（SE）、营业盈余（YY）、财政收入（CS）和财政支出（CZ），分别把LB、ZJ、SE、YY作为应变量，GDP1作为解释变量；CS作为应变量，SE作为解释变量；CZ作为应变量，CS作为解释变量进行一元线性回归分析。利用Eviews估计方程（样本区间均为19781999年）： 把方程命名保存起来制成文档保存