计量经济学实验报告-一元线性回归模型参数估计.docx

《计量经济学实验报告-一元线性回归模型参数估计.docx》由会员分享，可在线阅读，更多相关《计量经济学实验报告-一元线性回归模型参数估计.docx（11页珍藏版）》请在淘文阁 - 分享文档赚钱的网站上搜索。

1、计量经济学实验报告实验名称：一元线性回归模型参数估计所在院系：专业名称：班 级： 学生姓名:学 号: MathType 29天睡用时司)-无唠1三件(F) 姆g(E)视图(V)格式(M)样式(S)大小(Z)预置(P)融助(H)0NU | 也. I a iii -oj v 3 enc doo A cu 8 ACtlDlsTcQalCPI = 0 +仇UN + CPI = 1270.70-153.87 UN + t =(6.28)(2.90)R2 =0 26 F=4I D.W.=02d表达式3 （没有描述）图五计量经济学实验报告（电子版）日期成绩【实验目的】通过本实验，熟练掌握简单（一元）线性回归

2、模型的文档建立和数据录入, 熟悉Eviews对象操作和函数应用，熟悉Eviews进行回归分析的操作步骤，熟 练掌握一元线性回归模型设定的理论基础和参数估计。学会用Eviews软件的回 归分析功能分析和解决实际问题。【实验原理】宏观经济理论基础知识、一元线性回归模型的参数估计【实验内容】、下表是中国2007年各地区税收和国内生产总值的统计资料。单位：亿元地区地区税收GDP地区税收GDP京津北西古宁林江海苏江徽建西东南蒙 龙北天河山内辽吉黑上江浙安福江山河1435.7438.4618.3430.5347.9815.7237.4335.01975.51894.81535.4401.9594.0281

3、.91308.4625.09353.35050.413709.55733.46091.111023.55284.77065.012188.925741.218780.47364.29249.15500.325965.915012.5湖湖广广海重四贵云西陕甘青宁新北南东西南庆川州南臧西肃海夏疆434.0410.72415.5282.788.0294.5629.0211.9378.611.7355.5142.143.358.8220.69230.79200.031084.45955.71223.34122.510505.32741.94741.3342.25465.82702.4783.6889.

4、23523.2要求，运用Eviews软件：（一）建立税收与国内生产总值GDP变化的一元回归方程；提示：分析解释变量和被解释变量、确定模型设定形式（变量命名不准用X、 Y等来泛指，采用变量的汉语拼音的简写或其英文单词的简写）（二）用最小二乘法估计参数（命令方式和菜单方式）并写出规范的模型结果（学会使用Mathtype软件进行公式编辑）；（三）熟悉输出界面的相关内容【实验步骤】(一)建立回归方程1、理论分析一一模型中变量确实定(税收影响GDP还是GDP影响税收，如果有理论支撑是线性关系最好)要求：提供学者观点，规范写法：张三(2018)通过研究.，认为(1)史静(2019)通过研究江西省增值税与G

5、DP的关系，认为江西省增值税收 入与GDP之间是正相关，通过经济显着性检验，变量显着性检验，拟合度检 验和方差分析，说明虽然增值税收入与GDP之间的趋势基本相同，两者之间存 在严格的线性关系，(2)杨蔚(2020)通过我国税收收入影响因素的实证分析，认为税收和居民消费 价格指数、GDP存在相关关系(3)林天水、马勇梅(2018)通过研究基于逐步回归的安徽省税收与GDP的 增长关系，认为税收与GDP存在线性相关2、统计分析一一线性关系(散点图)图一线性图建立在命令栏键入：plot tax gdp图二建立散点图双击序列groupOl,翻开groupOl的数组形式，点击表格左边View/Graph/

6、scatter综上我们将模型设定为：Tax = 0o + BGDP + 图三（二）参数估计结果1、具体（命令方式和菜单方式）软件操作流程、输出结果的展示和相关界面的介绍说明叶/awMhjsux e(?TypeLast UpdateDecoe03/2322 16 13fflc回 esPKh - cVjwn661 SCVtocunwnti DO - none WF f rt 2005030218图四命令方式在命令菜单输入Is tax c gdp出File edit Otject View Rroc Qmdc Options Add-os Winu plot tax 9dp Is tax c gdp

7、Range 1 31Sample 131-310bs-31 obsNameLast UpdateQDccoef03W22 16 13SeqOlequation03/16/22 11:20S|02equation03/1呢2 11 260 9dpsenes03/16/22 11 13Ui graphOIgraph03/2a22 1611S) groupOlgroup03/16/22 11 220 resxlseries03/2022 16130 taxsenes03/16/22 11 12：Jevroc|8a,ft6：Stor|(SRk400nOptionsqtn0nDependent vari

8、able followed by list of regressors including ARMA and PDL terms, OR an explicit equation like V=c火tax=c(1)*c(2)*gdf| Workf.te TEST 2005030218 - (Cusen86l38dMktopiSfbzbon “m吵Method LS Least Squares (NLS and ARMA)Sample . 31d住 13ehdO3men匕 MW5 tc? 28soM21b图五、图六、图七菜单方式，在菜单栏选quick,然后选Estimate Equation最后

9、输入tax=c(l)+c(2)*gdp页面介绍：DependentVariable:TAX:被解释变量 TAX；Metod :Least Squares:方法：最小二乘法Date:03/16/22 日期 2022 年 3 月 16 日Time： 11： 25 时间：11： 25Sample： 1 31 样本容量：1 31Included observational 包含的样本数量：31Variable:变量名Coefficient:系数Stad.Error:标准差t- Statistic t:统计量Prob.:伴随概率C为常数项R-squared :拟合优度Adjusted R-squared

10、:调整拟合优度S.E. of regression:回 归 参差Sum squared resid:参差平方和Log likelihood:对数似然函数值F-statistic:F 统计量Prob(F-statistic)：统计量伴随概率Mean dependent var：因变量的样本均值 S.D.dependent var:因变量标准差 Akaike info criterion:赤池信息量准那么 Schwarz criterion:施瓦兹准那么 Hannan-Quinn crite亡汉南-奎因准那么Durbin-Watson stat:杜宾-瓦特森统计量C(l)的标准差为86.07, t

11、统计量C(2)的标准差为0.007, t统计量为9.59C(l)的标准差为86.07, t统计量C(2)的标准差为0.007, t统计量为9.59为-0. 122、输出结果的规范表示形式 *= A - zj. -T A-.Dkry-n AaRhTrrM； LARkT*nJ A KI ArQkr ArRhrAfQhrow Helpow Help=Equation: EQ02 Workfile: TEST 2005030218:Untitled- b xViewjproc Object PrintName Freeze| EstimateForecast)Stats|ResidsDependent

12、 Vanable. TAX Method. Least Squares Date 03/16/22 Time 11:25Sample 1 31Included observations 31TAX=C(1)+C(2)*GDPCoefficient Std Error t-Statistic Prob.C(1)-10 6296386 06992 -0.1235000.9026C(2)0.0710470 0074079 5912450 0000R-squared0 760315Mean dependent var621 0548Adjusted R-squared0 752050S D depen

13、dent var619 5803S.E of regression308 5176Akaike info criterion14 36378Sum squared resid2760310.Schwarz criterion14.45629Log likelihood-220.6385 Hannan-Quinn enter. 14.39393F-statisbc91 99198Durtxn-Watson stat1.570523Prob(F-statistic)0 000000Path = c:usefs86l38documents DB = none WF = test 2005030218

14、criptionst 20050 ileteGeni MathType (剩余29天的试用时间)-无标题1文件(F)编宗(E)视图(V)梏式(M)样式 大小(Z)预置(P)超助(H)X71.V 3encI e|oo|e|T| a | m|h| 土恤亚呵正如I 王.回limX-ODz JU I|t|D|Q|E|aAC-big22Tax = -10.63 + 0.071GP + f= (0.12)(9.59)7?2 =0.76 F = 91.99 DW.= .57样式：物学(1) 尺寸1标淮) 缩诂200%箭倒二、试研究我国改革开放以来城镇登记人口失业率和通货膨胀(用居民消费价格指数来衡量)之间线

15、性关系。数据来源CSMAR数据库，CSMAR数据库连接如下(只能在401 403 405机房电脑 访问)：. gtarsc. com/任务要求：（一）建立我国居民总量消费支出与收入的一元线性回归方程；提示：分析解释变量和被解释变量、确定模型设定形式、数据（可以用 表格展示，也可以在EVIEWS中以数组来展示）（二）用最小二乘法估计参数并写出规范的模型结果（学会使用Mathtype软件进 行公式编辑）。注意：第二题不需要再详细描述软件操作流程及相关界面的介绍 说明【实验步骤】（-）1、胡海阳、姚晨（2016）通过研究菲利普斯曲线，认为估计结果说明，在假定其他变量不 变的情况下，当年通货膨胀增加，

16、失业率减去自然失业率的值就会减少，也就是当年失业 率减小。2、程希望（2017）通过研究菲利普斯曲线，认为我国存在通胀率 与失业率之间 的菲利普斯的曲线特征，二者呈负相关关系，即通胀 率变化量上升，失业率下 降；反之那么相反，我国实际城镇失业率和通 货膨胀率存在相互替代的关系。3、模型设计SgnyeaPi0301Pi0302Pi0303Pi0304Pi0305Pi0306Pi0307Pi0308总和SgnyeaEe0202年度标识食品消费1衣着消费1家庭设备;医疗保健，交通和通1娱乐教育:居住消费J服务消费价格指数年度标识城镇登记失业率（附、994131.8117.1112111.7107.8

17、112.5121.3125.7939.919942.81995122.9114.5107111.399.9106.4110.6120.2892.819952.91996107.6107.4103.8109.398.8110.4111.4116864.719963工99799.9103100.7104.797.4100.9108.3116.5831.419973.1、99896.899.298.4102.895.896.6101.7110.1801.4*19983.1入99998.698.698.698.698.698.698.698.6788.819993.100097.499.197.710

18、0.393.897.4104.8114.1804.620003.12001100.0198.1297.7410099106.62101.15702.6420013.6今00299.497.6497.4598.8498.09100.6199.94691.97*20024*2003103.4397.7897.42100.8797.8101.33102.09700.720034.3*2004109.8798.4898.6499.6998.52101.29104.87711.3620044.2*2005102.9198.3199.8999.9299.01102.22105.44707.7)0054.2

19、)006102.3599.43101.22101.199.9199.52104.64708.1720064.12007112.3499.43101.94102.1199.0799.02104.47718.38200742008114.3398.5102.83102.999.0899.33105.54722.510084.22009100.7597.99100.18101.1997.5599.3496.4693.4*20094.3010107.2199.0299.99103.1899.65100.62104.47714.14,20104.12011111.8102.12102.39103.361

20、00.5100.37105.29725.83,20114.1012104.84103.13101.9410299.88100.51102.15714.4520124.1*2013104.7102.3101.5101.399.6101.8102.871420134.05014103.09102.42101.2101.2799.88101.88102.05711.79)0144.09*2015102.34102.73101.02101.9898.3101.44100.72708.53*20154.052016104.6101.498.7101.6406.3*20164.0201798.6101.3

21、101.1102.6403.620173.92018101.8101.2101.7102.4407.120183.8*2019109.2101.698.3101.4410.5*201?3.622020110.699.896.599.6406.520204.24G EViewsFile Edit Object View Proc Quick Options Add-ins Window HelpWelcome to EViewsPath = c:users86138doajmemsDB = none WF = noneEViewsEdit Object View Proc Quick Optio

22、ns Add-ins Window Help图一H Workfile: TEST+2005030218-(c:users86138documentstest+200503. - n x|View|ProcObject Save Freeze Details+/- Show Fetch严a-Range: 1994 2020Sample: 1994 202027 obs27 obsG Group: GROUP01 Workfile: TEST+2005030218:Untitledc cpi groupOl resid unCPIUN1994939.90002.800000A19958928000

23、2 900000199686470003.0000001997831 40003.1000001998801.40003.100000199978880003.1000002000804 60003.100000200170264003.6000002002691.97004.0000002003700.72004.3000002004711 36004.2000002005707 70004 2000002006708 17004.1000002007718.38004.0000002008722 51004.2000002009693 40004.3000002010714.14004.1

24、00000V2011“4 C939. Sort Edit+/smpl+/- Compare+/|viewproc| Object JPrint NameFreeze DefaultPath = c:users86138documents DB = none WF = test+2005030218图二。EViews圜 Workfile: TEST+2005030218 - (c:users86138docume| View | Proc Object Save Freeze Details+/- Show Fetch StoreRange: 1994 2020 - 27 obsSample:

25、1994 2020 - 27 obsFile Edit Object View Proc Quick Options Add-ins Window Help Is cpi c unc cpi groupOl resid un叵Equation: UNTITLED Workfile: TEST+2005030218:Untitled-n x| View | Proc | Object Print Name Freeze Estimate Forecast | Stats | ResidsDependent Variable: CPI Method: Least Squares Date: 03/

26、20/22 Time: 20:02 Sample: 1994 2020 Included observations: 27VariableCoefficientStd. Error t-StatisticProbC1270.705202.21686.2838760 0000UN-153.873353,05626-2.9001900.0077R-squared0 251746Mean dependent var689 0070Adjusted R-squared0.221816S.D.dependent var151.5961S E. of regression133.7302Akaike in

27、fo criterion12,70071Sum squared resid447093.9Schwarz criterion12.79670Log likelihood-169.4596Hannan-Quinn criter.12.72925F-statistic8 411105Durbin-Watson stat0.257092Prob(F-statistic)0.007664Path = c:users86138documents DB = none WF = test+2005030218图三G EViewsFile Edit Object View Proc Quick Options Add-ins Window HelpIs cpi c unplot cpi un圈 Workfile: TEST+2005030218 - (c:users86138documView Proc Object Save Freeze Details*/- Show j Fetch storeRange: 1994 2020 - 27 obsSample: 1994 2020 - 27 obsC cpi groupOl resid unIPath = c:users86138documents DB = none WF = test+2005030218图四