PAGE1PAGE實驗四自相關(guān)檢驗與修正【實驗?zāi)康摹?．掌握自相關(guān)模型的檢驗及處理方法。2．要求掌握自相關(guān)模型的圖形法檢驗、DW檢驗，與科克倫—奧克特迭代法對自相關(guān)修正。【實驗內(nèi)容】1.檢測進口額模型和實際利用外資模型的自相關(guān)性（顯著性水平）；2.檢驗?zāi)Ｐ椭写嬖诘膯栴}，并采取科克倫—奧克特迭代法和德賓兩步法的補救措施予以處理。表11985-2003年中國實際GDP、進口額和實際利用FDI年份GDP(Y,億元）進口額(X1,億元）實際利用FDI(X2)19859016.0371257.80057.440198610275.1791481.25177.481198712058.6151608.69286.129198815042.8232057.205118.884198916992.3192226.680127.750199018667.8222574.300166.790199121781.4993398.7232.415199226923.4764443.300607.047199335333.9255986.2001585.414199448197.8569960.12910.276199560793.72911048.1003133.379199671176.59211557.4003469.183199778973.03511806.5003751.715199884402.2811626.1003763.927199989677.05513736.4003337.728200099214.54418638.8003370.5512001109655.17120159.2003880.0922002120332.68924430.3004365.5382003135822.75634159.6004428.6092004159878.33846435.8005018.2242005183217.40054237.7004941.6432006210871.00063376.8565023.9082007246619.00073284.5615685.3592008314045.00077616.3406329.0582009335353.00068581.9206140.251（1）檢測進口額模型的自相關(guān)性檢驗導(dǎo)入數(shù)據(jù)，使用普通最小二乘法估計進口額模型得：Se=(6378.162) (0.188499)t=(2.717147)(19.18235)F=367.9624DW=0.54247對樣本量為25，一個解釋變量的模型，5%顯著水平，差DW表可知，1.288，1.454，模型中DW＜，顯然進口額模型中有自相關(guān)。所有需要采取補救措施。檢驗實際利用外資模型的自相關(guān)性導(dǎo)入數(shù)據(jù)，使用普通最小二乘法估計進口額模型得：Se=(14550.15)(4.049664)t=(-0.901183)(9.665753)0.802451F=93.42679DW=0.17648對樣本量為25，一個