计量经济学 庞浩第三版部分习题图片(24页).doc

-计量经济学 庞浩第三版部分习题图片-第 24 页第二章（1）（2）（1）(2)XY Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis Jarque-Bera Probability Sum Sum Sq. Dev. 1.85E+09 58407195 Observations 33 33(3)（1）（3）第三章3.1 (1)(3)(1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 14:42Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  X2X3CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid8007316.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)(3)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 14:46Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  LNX2LNX3CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)3.3 (1)(2)Dependent Variable: XMethod: Least SquaresDate: 12/28/15 Time: 15:01Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  CTR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid4290746.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)(3)Dependent Variable: E1Method: Least SquaresDate: 12/28/15 Time: 15:07Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  E2CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)3.6 (1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:14Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  X2X3X4X5X6CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)(3)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.  X5X6CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)第四章（1）（2）（3）a）Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:34Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.  LNGDPCR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)b)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:36Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.  LNCPICR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)c)Dependent Variable: LNGDPMethod: Least SquaresDate: 12/28/15 Time: 15:38Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.  LNCPICR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)4.4 （1）Dependent Variable: CZSRMethod: Least SquaresDate: 12/28/15 Time: 15:43Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.  CZZCGDPSSZECR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid2866884.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)（2）CZSRCZZCGDPSSZECZSRCZZCGDPSSZE（3）被解释变量可决系数方差扩大因子CZZC353GDP90SSZE468第五章5.2 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:50Sample: 1 7Included observations: 7VariableCoefficientStd. Errort-StatisticProb.  TXCR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:54Sample: 12 18Included observations: 7VariableCoefficientStd. Errort-StatisticProb.  TXCR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)5.3 （1）（2）Dependent Variable: Y1Method: Least SquaresDate: 12/28/15 Time: 16:31Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.  X1CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid1772245.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)Dependent Variable: Y1Method: Least SquaresDate: 12/28/15 Time: 16:36Sample: 20 31Included observations: 12VariableCoefficientStd. Errort-StatisticProb.  X1CR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid7909670.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)（3）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:39Sample: 1 31Included observations: 31Weighting series: W1VariableCoefficientStd. Errort-StatisticProb.  XCWeighted StatisticsR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid8352726.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)Unweighted StatisticsR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Sum squared resid14484289Durbin-Watson statHeteroskedasticity Test: WhiteF-statistic    Prob. F(2,28)Obs*R-squared    Prob. Chi-Square(2)Scaled explained SS    Prob. Chi-Square(2)Test Equation:Dependent Variable: WGT_RESID2Method: Least SquaresDate: 12/28/15 Time: 16:43Sample: 1 31Included observations: 31Collinear test regressors dropped from specificationVariableCoefficientStd. Errort-StatisticProb.  C1045682.WGT21173622.X*WGT2R-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid1.40E+13    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)5.4 （1） Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:48Sample: 1 31Included observations: 30VariableCoefficientStd. Errort-StatisticProb.  CXR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic) Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:53Sample: 1 31Included observations: 30Weighting series: 1/X2VariableCoefficientStd. Errort-StatisticProb.  CXWeighted StatisticsR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)Unweighted StatisticsR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Sum squared residDurbin-Watson stat5.5 （1） Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:56Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb.  CXR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid1211365.    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic) Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:00Sample: 1978 2011Included observations: 34Weighting series: 1/X2VariableCoefficientStd. Errort-StatisticProb.  CXWeighted StatisticsR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)Unweighted StatisticsR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Sum squared resid2138654.Durbin-Watson stat5.6 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:06Sample: 1978 2011Included observations: 34VariableCoefficientStd. Errort-StatisticProb.  XCR-squared    Mean dependent varAdjusted R-squared    S.D. dependent varS.E. of regression    Akaike info criterionSum squared resid    Schwarz criterionLog likelihood    Hannan-Quinn criter.F-statistic    Durbin-Watson statProb(F-statistic)1）当定义区间为1-13时，由软件分析得：Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:10Sample: 1 13Included observations: 13VariableCoefficientStd. Errort-StatisticProb.