1、精選計量經濟學實驗報告一元線性回歸模型、實驗內容（一）eviews基本操作（二）1、利用EViews軟件進行如下操作：（1）EViews軟件的啟動（2）數據的輸入、編輯（3）圖形分析與描述統計分析（4）數據文件的存貯、調用2、查找2000-2014年涉及主要數據建立中國消費函數模型中國國民收入與居民消費水平:表1年份X(GDP)Y（社會消費品總量）200099776.339105.72001110270.443055.42002121002.048135.92003136564.652516.32004160714.459501.02005185895.868352.62006217656.6

2、79145.22007268019.493571.62008316751.7114830.12009345629.2132678.42010408903.0156998.42011484123.5183918.62012534123.0210307.02013588018.8242842.82014635910.0271896.1數據來源： HYPERLINK 二、實驗目的掌握eviews的基本操作。掌握一元線性回歸模型的基本理論，一元線性回歸模型的建立、估計、檢驗及預測的方法，以及相應的EViews軟件操作方法。三、實驗步驟（簡要寫明實驗步驟）1、數據的輸入、編輯2、圖形分析與描述統計分析3

3、、數據文件的存貯、調用4、一元線性回歸的過程點擊view中的Graph-scatter-中的第三個獲得在上方輸入lsycx回車得到下圖DependentVariableMethod:LeastSquaresate:0327/16Time:20:15Sample:20002014Includedobservations:15VariableCoefficientStdErrort-StatisticProb.C-3J73.7023S20.535-2.1917610.0472X04167160.01075828.73544a.ooaoR-squared0.991414)Meandependentw

4、ar119790.3AdjustedR.-squared0.990750SLD.dependentvar7692177S.E.ofregressionT3SA2S2Akaikeinfocriterion20.77945Sumsquaredresid7.12&-0SSchwarzcritmicin20.37336Loglikelihood-153.84-59Hannan-Quinncriter.20.77345F-atatistic1&00.435Durbin-Watsonstat0.477498Prob(F-statistic)a.ooaooo在上圖中view處點擊view-中的actual,

5、Fitted,Residual中的第一個得到回歸殘差dewProcObjectPrintNmefreezeEstimate-ForecastStatsActualFittedResidualResidualFlotobsActualFittedResidualResiduaiPlot200039105.73204.7&901.02I?1200143055.43757775477.66I200248135.942049.86086.13I200352516348535.03-981.34Iy200459501.0&859S.6902.41IT120056S352669092.1-729.4621

6、/1200679145.282327.3-3182.10120079S571.6103314.-9742.6S12008114830.123622.-8791.72120091J2678.135656.-2977.120101&6998.162023.-5024.3412011183919.193368.-94497312012210307.214204.-3896.9312013242843236663.6179.63201427196.2&6620.15-275.911打開Resid中的view-descriptivestatistics得到殘差直方圖凹Uroup:UINIIILtDWor

7、ktile:UNIIILtD:Unti1ViewProcObjectPrintNmeFreezeDefaultbsX200099776.303-9105.702001110270.443055.402002121002.048135.9020031365-64.6&2516.302004160714.4-5-950-1.0020051S5S95.86S352.602006217656.679145.20200726S019.49M71.W2008316751.7114830.12009345629.2132673.42010408903.0156993.420114841Z3l5183918.

8、62012534123.0210307.02013588015.8242B4282014635910.0271B96.1201560787S.ONADependentVariable:YMethod:LeastSquaresate:03；27；16Time:20:27Sample(adjusted):20002014Ineludedobservations:15afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.C-3373.7023S20.535-2.1917610.0472X0.4167160.01075038.73544

9、0.0000R-squared0.99U-10Meandependenivar1-19790.3ActuatedR-squaredO.99B750S.D.dependentvar76921.77SE.ofregre.ssion7J98.292Akaikeinfocriterion20.77945Sumsquaredresid7.12&-0BSchwarzcriterion20.373SBLaglikelihood-1I53U84S9Hannan-Quinncrite匚20.77545F-statistic1I3P0.435Durbin-Watsonstat0.477498ProbCF-stat

10、istic)a.ooaooo在回歸方程中有Forecast,殘差立為yfse,點擊ok后自動得到下圖300000-*50.0(0-200000150.0(01CC匸工心-=o.cx-c-W01M：03CM050607OS0?1011121514Fore嗣:YFAuail:YrdreadTI取電200。2015Adjll&TKl53Tnpfe：2000301iinskjdobserwaEtirfi：15ktersquaredError96M逅Mean心oLteError164MMeanPeroerSError5.451390menhequaitrGreufciefi口.他腐4理Pwp&niwio

11、oooooVactareePnoporJoriaM15245a0reFropo冋加9S4苒在上方空白處輸入lsycs-之后點擊proc中的forcase根據公式Y0e（Y1X0）得到2015估計量EViews-Series:YFWarkfile:i&tfrUntitledOFileEditObjectViewProcQuickOptiorsWindowView|Proc|Object|Properties|PrintNameFreeze|loefaulttSortEdit十/YF2000200033204.682001200137577.742002200242049.772003200348534.962004200458598.572005200569092.OE20062006S2327.3020072007103314.320002000123621.820092009135655.520102010162022.720112011193368.320122012214203.920132013236663.22014201425E620.220152015273621.41.725=0.10）P（-1.771WtW1.771）=0.95即t值（自由度為13）位于上、下限（-1.771,1.771）之間