我的计量论文作业Word文档下载推荐.docx

1、2.80%24.10%8.461-0.2231.82199559810.52.90%17.10%-0.14291.91199670142.53%8.30%8.3140.65141.77199778060.83.10%8.280.30221.79199883024.3-0.80%8.26-0.03971.28199988479.2-1.40%0.19181.39200098000.50.40%0.51731.262001108068.23.60%0.70%-0.20620.982002119095.74%8.277-0.17520.92003135174.04.30%1.20%0.10270.8

2、22004159586.74.20%3.90%-0.1540.412005185808.61.80%8.1917-0.0830.392006217522.74.10%1.50%7.80871.3040.332007267763.74.80%7.70350.96660.262008316228.85.90%6.8505-1.2860.242009343464.7-0.70%6.81890.79980.292010400041.26.6227-0.14310.3二参数估计模型为 X5=外债担保率Dependent Variable: LOG（Y）Method: Least SquaresDate:

3、 06/14/11 Time: 19:18Sample （adjusted）: 1991 2007Included observations: 9 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.C3.3003392.7991411.1790540.3234LOG（X1）-0.8475280.624481-1.3571720.2678LOG（X2）0.0052200.0319400.1634320.8806LOG（X3）2.5607870.3469927.3799660.0051LOG（X4）-0.1236770.04

4、7515-2.6029030.0802LOG（X5）-0.9443960.138662-6.8107950.0065R-squared0.996845Mean dependent var11.24235Adjusted R-squared0.991586S.D. dependent var0.888625S.E. of regression0.081511Akaike info criterion-1.941445Sum squared resid0.019932Schwarz criterion-1.809962Log likelihood14.73650F-statistic189.564

5、1Durbin-Watson stat4.045962Prob（F-statistic）0.000600LOG（Y）= 3.300339-0.847528 LOG（X1）+0.005220 LOG（X2）+2.560787 LOG（X3）-0.123677 LOG（X4）-0.944396 LOG（X5）R2接近于1；F检验通过；但X1 、X2、X4 的参数未通过t检验，故解释变量间可能存在多重共线性。1.000000-0.4494770.785400-0.173970-0.814595-0.510952-0.0798360.301552-0.175767-0.432978-0.264473L

6、OG（X1） LOG（X5） 30Sample: 1991 2010 2023.920991.12262621.308070.00003.6508930.33119411.023430.87098211.569000.8638150.8326060.3072590.5723881.6993460.671961-3.723880121.51590.4414410.000000LOG（Y）= 23.92099+3.650893LOG（X1）R2=0.87098231 1610.585600.67310115.72661-0.2801300.192666-1.4539680.16800.131191

7、11.514260.0691340.8805920.8496072.62838310.105652.724957-19.027072.1140220.1609270.168005LOG（Y）= 10.58560 -0.280130LOG（X2）R2=7.9634802.3309523.4164070.00311.7899691.1537631.5514180.13820.1179450.0689420.8033932.49469411.617922.594267-22.946942.4068980.0618510.13820632 1991 2009 11 after adjustments1

8、1.433090.35689632.034790.0548450.2818950.1945570.85010.00418811.39259-0.1064580.9140230.9614462.9222088.3193982.994553-14.072140.0378520.0685660.8500613311.413180.076964148.2917-0.9522190.096173-9.9010570.8448690.8362510.3369220.7567102.0432980.856283-5.56709898.030940.388073可见，第1个式子的拟合优度最高，可确定为初始回归

9、模型5524.326761.50148416.201813.7441960.4032819.2843290.0281520.0796330.3535300.72940.8861430.8686260.3191750.7212071.3243460.866067-2.76965750.588970.5005120.000001 20:0425.481381.92026813.269703.8176320.37065810.29960-0.4945970.493838-1.0015360.33060.8781710.8638380.3072330.6150591.6046630.764419-3.

10、15058861.269870.5142570524.415191.21107120.160003.7603490.34968410.753560.1232570.0763211.6149870.14500.9355670.9194580.2593990.3661010.5383020.4746180.98644258.079520.6593930.0000170618.757871.82333810.287652.1470880.5327634.0300990.0009-0.4603380.141085-3.2628310.00460.9206650.9113320.2479270.1861181.0449540.3354781.13882098.640710.395572LOG（1） LOG（5） 的拟合优度最高，可确定为初始回归模型08