计量经济学 庞浩第三版部分习题图片(24页).doc

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1、-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)XYMeanMedianMaximumMinimumStd. Dev.SkewnessKurtosisJarque-BeraProbabilitySumSum Sq. Dev.1.85E+0958407195Observations3333(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: 18Varia

2、bleCoefficientStd. Errort-StatisticProb.X2X3CR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared resid8007316.Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)(3)Dependent Variable: LNYMetho

3、d: Least SquaresDate: 12/28/15 Time: 14:46Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.LNX2LNX3CR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn

4、 criter.F-statisticDurbin-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-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAka

5、ike info criterionSum squared resid4290746.Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)(3)Dependent Variable: E1Method: Least SquaresDate: 12/28/15 Time: 15:07Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.E2CR-s

6、quaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)3.6 (1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:14Sample: 1994

7、 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X2X3X4X5X6CR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statisti

8、c)(3)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:18Sample: 1994 2011Included observations: 18VariableCoefficientStd. Errort-StatisticProb.X5X6CR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterio

9、nLog likelihoodHannan-Quinn criter.F-statisticDurbin-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-squaredMean dependent varAdjusted R-squa

10、redS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)b)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:36Sample: 1985 2011Included observations: 27VariableCoef

11、ficientStd. Errort-StatisticProb.LNCPICR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)c)Dependent Variable: LNGDPMethod: Least Squa

12、resDate: 12/28/15 Time: 15:38Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.LNCPICR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statis

13、ticDurbin-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-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkai

14、ke info criterionSum squared resid2866884.Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-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 7In

15、cluded observations: 7VariableCoefficientStd. Errort-StatisticProb.TXCR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)Dependent Vari

16、able: YMethod: Least SquaresDate: 12/28/15 Time: 15:54Sample: 12 18Included observations: 7VariableCoefficientStd. Errort-StatisticProb.TXCR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quin

17、n criter.F-statisticDurbin-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-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regression

18、Akaike info criterionSum squared resid1772245.Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)Dependent Variable: Y1Method: Least SquaresDate: 12/28/15 Time: 16:36Sample: 20 31Included observations: 12VariableCoefficientStd. Errort-StatisticProb.X1CR-

19、squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared resid7909670.Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)（3）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:39Sample:

20、 1 31Included observations: 31Weighting series: W1VariableCoefficientStd. Errort-StatisticProb.XCWeighted StatisticsR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared resid8352726.Schwarz criterionLog likelihoodHannan-Quinn criter.F-stat

21、isticDurbin-Watson statProb(F-statistic)Unweighted StatisticsR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionSum squared resid14484289Durbin-Watson statHeteroskedasticity Test: WhiteF-statisticProb. F(2,28)Obs*R-squaredProb. Chi-Square(2)Scaled explained SSProb. Chi-

22、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-squaredMean dependent varAdjusted R-s

23、quaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared resid1.40E+13Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)5.4 （1） Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:48Sample: 1 31Included observations: 30Va

24、riableCoefficientStd. Errort-StatisticProb.CXR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic) Dependent Variable: YMethod: Least Squ

25、aresDate: 12/28/15 Time: 16:53Sample: 1 31Included observations: 30Weighting series: 1/X2VariableCoefficientStd. Errort-StatisticProb.CXWeighted StatisticsR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likel

26、ihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)Unweighted StatisticsR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionSum squared residDurbin-Watson stat5.5 （1） Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:56Sample: 1 31Incl

27、uded observations: 31VariableCoefficientStd. Errort-StatisticProb.CXR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared resid1211365.Schwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic) Depende

28、nt Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:00Sample: 1978 2011Included observations: 34Weighting series: 1/X2VariableCoefficientStd. Errort-StatisticProb.CXWeighted StatisticsR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squ

29、ared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-Watson statProb(F-statistic)Unweighted StatisticsR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionSum squared resid2138654.Durbin-Watson stat5.6 （1）Dependent Variable: YMethod: Least Square

30、sDate: 12/28/15 Time: 17:06Sample: 1978 2011Included observations: 34VariableCoefficientStd. Errort-StatisticProb.XCR-squaredMean dependent varAdjusted R-squaredS.D. dependent varS.E. of regressionAkaike info criterionSum squared residSchwarz criterionLog likelihoodHannan-Quinn criter.F-statisticDurbin-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.