最新计量经济学第三版庞浩版课后答案全汇编.docx

1、最新计量经济学第三版庞浩版课后答案全汇编第二章2.2（1）对于浙江省预算收入与全省生产总值的模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientStd. Errort-StatisticProb.X0.1761240.00407243.256390.0000C-154.306339.08196-3.948274

2、0.0004R-squared0.983702Mean dependent var902.5148Adjusted R-squared0.983177S.D. dependent var1351.009S.E. of regression175.2325Akaike info criterion13.22880Sum squared resid951899.7Schwarz criterion13.31949Log likelihood-216.2751Hannan-Quinn criter.13.25931F-statistic1871.115Durbin-Watson stat0.1000

3、21Prob(F-statistic)0.000000由上可知，模型的参数：斜率系数0.176124，截距为154.3063关于浙江省财政预算收入与全省生产总值的模型，检验模型的显著性：1）可决系数为0.983702，说明所建模型整体上对样本数据拟合较好。2）对于回归系数的t检验：t（2）=43.25639t0.025(31)=2.0395，对斜率系数的显著性检验表明，全省生产总值对财政预算总收入有显著影响。用规范形式写出检验结果如下：Y=0.176124X154.3063 (0.004072) (39.08196)t= (43.25639) （-3.948274）R2=0.983702 F=

4、1871.115 n=33经济意义是：全省生产总值每增加1亿元，财政预算总收入增加0.176124亿元。（2）当x=32000时，进行点预测，由上可知Y=0.176124X154.3063，代入可得：Y= Y=0.176124*32000154.3063=5481.6617进行区间预测：先由Eviews分析：XYMean6000.441902.5148Median2689.280209.3900Maximum27722.314895.410Minimum123.720025.87000Std. Dev.7608.0211351.009Skewness1.4325191.663108Kurtos

5、is4.0105154.590432Jarque-Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99Sum Sq. Dev.1.85E+0958407195Observations3333由上表可知，x2=（XiX）2=2x(n1)= 7608.0212 x (331)=1852223.473(XfX)2=(320006000.441)2=675977068.2当Xf=32000时，将相关数据代入计算得到：5481.66172.0395x175.2325x1/33+1852223.473/675977068.2Y

6、f5481.6617+2.0395x175.2325x1/33+1852223.473/675977068.2即Yf的置信区间为（5481.661764.9649, 5481.6617+64.9649）(3) 对于浙江省预算收入对数与全省生产总值对数的模型，由Eviews分析结果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/03/14 Time: 18:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoefficientSt

7、d. Errort-StatisticProb.2、会数，会读，会写100以内的数，在具体情境中把握数的相对大小关系，能够运用数进行表达和交流，体会数与日常生活的密切联系。3、第五单元“加与减(二)”，第六单元“加与减(三)” 在“加与减”的学习中，结合生活情境，学生将经历从具体情境中抽象出加减法算式的过程，进一步体会加减法的意义;探索并掌握100以内加减法(包括不进位、不退位与进位、退位)和连加、连减、加减混合的计算方法，并能正确计算;能根据具体问题，估计运算的结果;初步学会应用加减法解决生活中简单问题，感受加减法与日常生活的密切联系。8 4.164.22 有趣的图形1 整理复习2函数的增减

8、性：(三)实践活动(5)直角三角形的内切圆半径LNX0.9802750.03429628.58268|a|的越小，抛物线的开口程度越大，越远离对称轴y轴，y随x增长（或下降）速度越慢。0.0000圆心；垂直于弦；平分弦；平分弦所对的优弧；平分弦所对的劣弧。C(6)直角三角形的外接圆半径-1.918289(一)情感与态度：0.268213-7.1521210.0000R-squared0.963442Mean dependent var5.573120Adjusted R-squared0.962263S.D. dependent var1.684189S.E. of regression0.3

9、27172Akaike info criterion0.662028Sum squared resid3.318281Schwarz criterion0.752726Log likelihood-8.923468Hannan-Quinn criter.0.692545F-statistic816.9699Durbin-Watson stat0.096208Prob(F-statistic)0.000000模型方程为：lnY=0.980275lnX-1.918289由上可知，模型的参数：斜率系数为0.980275，截距为-1.918289关于浙江省财政预算收入与全省生产总值的模型，检验其显著性

10、：1）可决系数为0.963442，说明所建模型整体上对样本数据拟合较好。2）对于回归系数的t检验：t（2）=28.58268t0.025(31)=2.0395，对斜率系数的显著性检验表明，全省生产总值对财政预算总收入有显著影响。经济意义：全省生产总值每增长1%，财政预算总收入增长0.980275%2.4（1）对建筑面积与建造单位成本模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12VariableCoe

11、fficientStd. Errort-StatisticProb.X-64.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829Mean dependent var1619.333Adjusted R-squared0.941512S.D. dependent var131.2252S.E. of regression31.73600Akaike info criterion9.903792Sum squared resid10071.74Schwarz criterion9.984610Lo

12、g likelihood-57.42275Hannan-Quinn criter.9.873871F-statistic178.0715Durbin-Watson stat1.172407Prob(F-statistic)0.000000由上可得：建筑面积与建造成本的回归方程为：Y=1845.475-64.18400X（2）经济意义：建筑面积每增加1万平方米，建筑单位成本每平方米减少64.18400元。（3）首先进行点预测，由Y=1845.475-64.18400X得，当x=4.5，y=1556.647再进行区间估计：用Eviews分析： YXMean1619.3333.523333Media

13、n1630.0003.715000Maximum1860.0006.230000Minimum1419.0000.600000Std. Dev.131.22521.989419Skewness0.003403-0.060130Kurtosis2.3465111.664917Jarque-Bera0.2135470.898454Probability0.8987290.638121Sum19432.0042.28000Sum Sq. Dev.189420.743.53567Observations1212由上表可知，x2=（XiX）2=2x(n1)= 1.9894192 x (121)=43.5

14、357(XfX)2=(4.53.523333)2=0.95387843当Xf=4.5时，将相关数据代入计算得到：1556.6472.228x31.73600x1/12+43.5357/0.95387843Yf1556.647+2.228x31.73600x1/12+43.5357/0.95387843即Yf的置信区间为（1556.647478.1231, 1556.647+478.1231）第三章3.2）对出口货物总额计量经济模型，用Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:25

15、Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838Mean dependent var6619.191Adjusted R-squared0.983950S.D. dependent var5767.152S.E. of regression730

16、.6306Akaike info criterion16.17670Sum squared resid8007316.Schwarz criterion16.32510Log likelihood-142.5903Hannan-Quinn criter.16.19717F-statistic522.0976Durbin-Watson stat1.173432Prob(F-statistic)0.000000由上可知，模型为：Y = 0.135474X2 + 18.85348X3 - 18231.58对模型进行检验： 1）可决系数是0.985838，修正的可决系数为0.983950，说明模型对样

17、本拟合较好2）F检验，F=522.0976F（2,15）=4.77，回归方程显著3）t检验，t统计量分别为X2的系数对应t值为10.58454，大于t（15）=2.131，系数是显著的，X3的系数对应t值为1.928512，小于t（15）=2.131，说明此系数是不显著的。（2）对于对数模型，用Eviews分析结果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18VariableCoefficientStd. Err

18、ort-StatisticProb.LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295Mean dependent var8.400112Adjusted R-squared0.984467S.D. dependent var0.941530S.E. of regression0.117343Akaike info criterion-1.296424Sum squared resid0.206540Schwa

19、rz criterion-1.148029Log likelihood14.66782Hannan-Quinn criter.-1.275962F-statistic539.7364Durbin-Watson stat0.686656Prob(F-statistic)0.000000由上可知，模型为：LNY=-20.52048+1.564221 LNX2+1.760695 LNX3对模型进行检验：1）可决系数是0.986295，修正的可决系数为0.984467，说明模型对样本拟合较好。2）F检验，F=539.7364 F（2,15）=4.77，回归方程显著。3）t检验，t统计量分别为-3.77

20、7363，17.57789，2.581229，均大于t（15）=2.131，所以这些系数都是显著的。（3）（1）式中的经济意义：工业增加1亿元，出口货物总额增加0.135474亿元，人民币汇率增加1，出口货物总额增加18.85348亿元。（2）式中的经济意义：工业增加额每增加1%，出口货物总额增加1.564221%，人民币汇率每增加1%，出口货物总额增加1.760695%3.3（1）对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型，由Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20

21、:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235Mean dependent var755.1222Adjusted R-squared0.944732S.D. dependent var258.7206S.E. of regression60.8227

22、3Akaike info criterion11.20482Sum squared resid55491.07Schwarz criterion11.35321Log likelihood-97.84334Hannan-Quinn criter.11.22528F-statistic146.2974Durbin-Watson stat2.605783Prob(F-statistic)0.000000模型为：Y = 0.086450X + 52.37031T-50.01638对模型进行检验：1）可决系数是0.951235，修正的可决系数为0.944732，说明模型对样本拟合较好。2）F检验，F=

23、539.7364 F（2,15）=4.77，回归方程显著。3）t检验，t统计量分别为2.944186，10.06702，均大于t（15）=2.131，所以这些系数都是显著的。经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031元。（2）用Eviews分析：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 22:30Sample: 1 18Included observations: 18VariableCoefficientStd.

24、Errort-StatisticProb.T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.923054Mean dependent var755.1222Adjusted R-squared0.918245S.D. dependent var258.7206S.E. of regression73.97565Akaike info criterion11.54979Sum squared resid87558.36Schwarz criterion11.64872Log likelihood-

25、101.9481Hannan-Quinn criter.11.56343F-statistic191.9377Durbin-Watson stat2.134043Prob(F-statistic)0.000000Dependent Variable: XMethod: Least SquaresDate: 12/01/14 Time: 22:34Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182Mean dependent var1942.933Adjusted R-squared0.450881S.D. dependent var698.8325S.E. of regression517.8529Akaike info criteri