计量经济学 庞浩第三版部分习题图片.docx

1、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)XYMean6000.441902.5148Median2689.280209.3900Maximum27722.314895.410Minimum123.720025.87000Std. Dev.7608.0211351.009Skewness1.4325191.663108Kurtosis4.0105154.590432Jarque-Bera12.6906818.69063Probability0.0017550.000087Sum198014.529782.99Sum Sq. Dev.1.85E+09584071

2、95Observations3333(3)2.4（1）（3）第三章3.1 (1)(3)3.2(1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 14:42Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.052

3、0R-squared0.985838Mean dependent var6619.191Adjusted R-squared0.983950S.D. dependent var5767.152S.E. of regression730.6306Akaike info criterion16.17670Sum squared resid8007316.Schwarz criterion16.32510Log likelihood-142.5903Hannan-Quinn criter.16.19717F-statistic522.0976Durbin-Watson stat1.173432Pro

4、b(F-statistic)0.000000(3)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 14:46Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295

5、Mean dependent var8.400112Adjusted R-squared0.984467S.D. dependent var0.941530S.E. of regression0.117343Akaike info criterion-1.296424Sum squared resid0.206540Schwarz criterion-1.148029Log likelihood14.66782Hannan-Quinn criter.-1.275962F-statistic539.7364Durbin-Watson stat0.686656Prob(F-statistic)0.

6、0000003.3 (1)(2)Dependent Variable: XMethod: Least SquaresDate: 12/28/15 Time: 15:01Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.C444.5888406.17861.0945650.2899T123.151631.841503.8676440.0014R-squared0.483182Mean dependent var1942.933Adjusted R-squared0.450881S.D

7、. dependent var698.8325S.E. of regression517.8529Akaike info criterion15.44170Sum squared resid4290746.Schwarz criterion15.54063Log likelihood-136.9753Hannan-Quinn criter.15.45534F-statistic14.95867Durbin-Watson stat1.052251Prob(F-statistic)0.001364(3)Dependent Variable: E1Method: Least SquaresDate:

8、 12/28/15 Time: 15:07Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239Mean dependent var2.30E-14Adjusted R-squared0.326629S.D. dependent var71.76693S.E. of regression58.89136Akaike info c

9、riterion11.09370Sum squared resid55491.07Schwarz criterion11.19264Log likelihood-97.84334Hannan-Quinn criter.11.10735F-statistic9.246111Durbin-Watson stat2.605783Prob(F-statistic)0.0077883.6 (1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:14Sample: 1994 2011Included observations

10、: 18VariableCoefficientStd. Errort-StatisticProb.X20.0013820.0011021.2543300.2336X30.0019420.0039600.4905010.6326X4-3.5790903.559949-1.0053770.3346X50.0047910.0050340.9516710.3600X60.0455420.0955520.4766210.6422C-13.7773215.73366-0.8756590.3984R-squared0.994869Mean dependent var12.76667Adjusted R-sq

11、uared0.992731S.D. dependent var9.746631S.E. of regression0.830963Akaike info criterion2.728738Sum squared resid8.285993Schwarz criterion3.025529Log likelihood-18.55865Hannan-Quinn criter.2.769662F-statistic465.3617Durbin-Watson stat1.553294Prob(F-statistic)0.000000(3)Dependent Variable: YMethod: Lea

12、st SquaresDate: 12/28/15 Time: 15:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X50.0010322.20E-0546.799460.0000X6-0.0549650.031184-1.7625810.0983C4.2054813.3356021.2607860.2266R-squared0.993601Mean dependent var12.76667Adjusted R-squared0.992748S.D. depend

13、ent var9.746631S.E. of regression0.830018Akaike info criterion2.616274Sum squared resid10.33396Schwarz criterion2.764669Log likelihood-20.54646Hannan-Quinn criter.2.636736F-statistic1164.567Durbin-Watson stat1.341880Prob(F-statistic)0.000000第四章4.3（1）（2）（3）a）Dependent Variable: LNYMethod: Least Squar

14、esDate: 12/28/15 Time: 15:34Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.LNGDP1.1857390.02782242.619330.0000C-3.7506700.312255-12.011560.0000R-squared0.986423Mean dependent var9.484710Adjusted R-squared0.985880S.D. dependent var1.425517S.E. of regression0.16

15、9389Akaike info criterion-0.642056Sum squared resid0.717312Schwarz criterion-0.546068Log likelihood10.66776Hannan-Quinn criter.-0.613514F-statistic1816.407Durbin-Watson stat0.471111Prob(F-statistic)0.000000b)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:36Sample: 1985 2011Inclu

16、ded observations: 27VariableCoefficientStd. Errort-StatisticProb.LNCPI2.9392950.22275613.195110.0000C-6.8545351.242243-5.5178710.0000R-squared0.874442Mean dependent var9.484710Adjusted R-squared0.869419S.D. dependent var1.425517S.E. of regression0.515124Akaike info criterion1.582368Sum squared resid

17、6.633810Schwarz criterion1.678356Log likelihood-19.36196Hannan-Quinn criter.1.610910F-statistic174.1108Durbin-Watson stat0.137042Prob(F-statistic)0.000000c)Dependent Variable: LNGDPMethod: Least SquaresDate: 12/28/15 Time: 15:38Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort

18、-StatisticProb.LNCPI2.5110220.15830215.862270.0000C-2.7963810.882798-3.1676340.0040R-squared0.909621Mean dependent var11.16214Adjusted R-squared0.906005S.D. dependent var1.194029S.E. of regression0.366072Akaike info criterion0.899213Sum squared resid3.350216Schwarz criterion0.995201Log likelihood-10

19、.13938Hannan-Quinn criter.0.927755F-statistic251.6117Durbin-Watson stat0.099623Prob(F-statistic)0.0000004.4 （1）Dependent Variable: CZSRMethod: Least SquaresDate: 12/28/15 Time: 15:43Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.CZZC0.0901140.0443672.0311290.0

20、540GDP-0.0253340.005069-4.9980360.0000SSZE1.1768940.06216218.932710.0000C-221.8540130.6532-1.6980380.1030R-squared0.999857Mean dependent var22572.56Adjusted R-squared0.999838S.D. dependent var27739.49S.E. of regression353.0540Akaike info criterion14.70707Sum squared resid2866884.Schwarz criterion14.

21、89905Log likelihood-194.5455Hannan-Quinn criter.14.76416F-statistic53493.93Durbin-Watson stat1.458128Prob(F-statistic)0.000000（2）CZSRCZZCGDPSSZECZSR1.0000000.9987290.9928380.999832CZZC0.9987291.0000000.9925360.998575GDP0.9928380.9925361.0000000.994370SSZE0.9998320.9985750.9943701.000000（3）被解释变量可决系数方

22、差扩大因子CZZC0.997168353GDP0.98883390SSZE0.997862468第五章5.2 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:50Sample: 1 7Included observations: 7VariableCoefficientStd. Errort-StatisticProb.T35.206644.9014927.1828430.0020X0.1099490.0619651.7743800.1507C77.1258882.328440.9368070.4019R

23、-squared0.943099Mean dependent var565.6857Adjusted R-squared0.914649S.D. dependent var108.2755S.E. of regression31.63265Akaike info criterion10.04378Sum squared resid4002.499Schwarz criterion10.02060Log likelihood-32.15324Hannan-Quinn criter.9.757267F-statistic33.14880Durbin-Watson stat1.426262Prob(F-statistic)0.003238Dependent Vari