計量經濟學作業(同名8166)3.2（1）用Eviews分析如下DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:25Sample:19942011Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.

X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520檢驗：經濟意義為其他條件不變的情況下，工業增加值每增加一個單位百分比出口貨物總和增加1.57單位百分比，匯率每增加一單位百分比，出口總額增加0.0024個單位百分比。擬合優度檢驗，R^2=0.986373修正可決系數為0.984556，擬合很好。F檢驗對于H0:X2=X3=0，給定顯著性水平a=0.05F(2,15)=4.77F=542.8930>F(2,15) 顯著t檢驗對于H0:Xj=0（j=2,3），給定顯著性水平a=0.05t（15）=2.131當j=2時t>t(15)顯著，當j=3時t>t(15)顯著。(3)兩個模型表現出的匯率對Y的印象存在巨大差異3.3（1）用Eviews分析如下DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:20:30Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.

X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squared0.951235

Meandependentvar755.1222AdjustedR-squared0.944732

S.D.dependentvar258.7206S.E.ofregression60.82273

Akaikeinfocriterion11.20482Sumsquaredresid55491.07

Schwarzcriterion11.35321Loglikelihood-97.84334

Hannan-Quinncriter.11.22528F-statistic146.2974

Durbin-Watsonstat2.605783Prob(F-statistic)0.000000由表可知模型為：Y=0.086450X+52.37031T-50.01638檢驗：可決系數是0.951235，修正的可決系數為0.944732，說明模型對樣本擬合較好。F檢驗，F=539.7364>F（2,15）=4.77，回歸方程顯著。t檢驗，t統計量分別為2.944186，10.06702，均大于t（15）=2.131，所以這些系數都是顯著的。經濟意義：家庭月平均收入增加1元，家庭書刊年消費支出增加0.086450元，戶主受教育年數增加1年，家庭書刊年消費支出增加52.37031元。（2）用Eviews分析如下Y與T的一元回歸DependentVariable:YMethod:LeastSquaresDate:12/01/14Time:22:30Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.

T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squared0.923054

Meandependentvar755.1222AdjustedR-squared0.918245

S.D.dependentvar258.7206S.E.ofregression73.97565

Akaikeinfocriterion11.54979Sumsquaredresid87558.36

Schwarzcriterion11.64872Loglikelihood-101.9481

Hannan-Quinncriter.11.56343F-statistic191.9377

Durbin-Watsonstat2.134043Prob(F-statistic)0.000000模型：Y=63.01676T-11.58171X與T的一元回歸DependentVariable:XMethod:LeastSquaresDate:12/01/14Time:22:34Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.

T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182

Meandependentvar1942.933AdjustedR-squared0.450881

S.D.dependentvar698.8325S.E.ofregression517.8529

Akaikeinfocriterion15.44170Sumsquaredresid4290746.

Schwarzcriterion15.54063Loglikelihood-136.9753

Hannan-Quinncriter.15.45534F-statistic14.95867

Durbin-Watsonstat1.052251Prob(F-statistic)0.001364模型：X=123.1516T+444.5888（3）對殘差模型進行分析，用Eviews分析如下DependentVariable:E1Method:LeastSquaresDate:12/03/14Time:20:39Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.

E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239

Meandependentvar2.30E-14AdjustedR-squared0.326629

S.D.dependentvar71.76693S.E.ofregression58.89136

Akaikeinfocriterion11.09370Sumsquaredresid55491.07

Schwarzcriterion11.19264Loglikelihood-97.84334

Hannan-Quinncriter.11.10735F-statistic9.246111

Durbin-Watsonstat2.605783Prob(F-statistic)0.007788模型：E1=0.086450E2+3.96e-14參數：斜率系數α為0.086450，截距為3.96e-14（4）由上可知，β2與α2的系數是一樣的。回歸系數與被解釋變量的殘差系數是一樣的，它們的變化規律是一致的。3.4為了分析中國稅收收入（Y）與國內生產總值（X2）、財政支出（X3）、商品零售價格指數（X4）的關系，利用1978~2007年的數據，用EViews作回歸，部分結果如下：表3回歸結果DependentVariable:LNYMethod:LeastSquaresDate:06/30/13Time:19:39Sample:19782007Includedobservations:30VariableCoefficientStd.Errort-StatisticProb.C-2.7553670.640080（1）0.0002LNX20.451234（2）3.1748310.0038LNX30.6271330.161566（3）0.0006X4（4）0.0056451.7955670.0842R-squared0.987591Meandependentvar8.341376AdjustedR-squared（5）S.D.dependentvar1.357225S.E.ofregression（6）Akaikeinfocriterion-0.707778Sumsquaredresid0.662904Schwarzcriterion-0.520952Loglikelihood14.61668F-statistic（7）Durbin-Watsonstat0.616136Prob(F-statistic)0.000000填補表中空缺數據：（1）tc==4.304723（2）==0.130789（3）==3.881590（4）==0.010136（5）===0.986159（6）S.Eofregression回歸標準差===0.154783（7）===689.751148②分析回歸結果：根據圖中數據，模型估計的結果寫為：=-2.755367+0.451234+0.627133+0.0101361)擬合優度：由上圖數據可以得到，可決系數=0.987591，修正的可決系數=0.986159，這說明模型對樣本的擬合很好。2)F檢驗：針對，給定顯著性水平，在F分布表中查出自由度為k-1=3和n-k=26的臨界值=8.63 。由上圖得到F=689.751148，由于F=689.751148>，應拒絕原假設，說明回歸方程顯著，即國內生產總值、財政支出、商品零售價格指數等變量聯合起來對中國稅收收入有顯著影響