计量经济学完整答案南开大学张晓峒.doc

计量经济学答案 第二单元课后第六题答案 Dependent Variable: Y Method: Least Squares Date: 04/05/13 Time: 00:07 Sample: 1985 1998 Included observations: 14 Variable Coefficient Std. Error t-Statistic Prob. C 12596.27 1244.567 10.12101 0.0000 GDP 26.95415 4.120300 6.541792 0.0000 R-squared 0.781002 Mean dependent var 20168.57 Adjusted R-squared 0.762752 S.D. dependent var 3512.487 S.E. of regression 1710.865 Akaike info criterion 17.85895 Sum squared resid Schwarz criterion 17.95024 Log likelihood -123.0126 F-statistic 42.79505 Durbin-Watson stat 0.859998 Prob(F-statistic) 0.000028 obs Y GDP 1985 18249 161.69 1986 18525 171.07 1987 18400 184.07 1988 16693 194.75 1989 15543 197.86 1990 15929 208.55 1991 18308 221.06 1992 17522 246.92 1993 21640 276.8 1994 23783 316.38 1995 24040 363.52 1996 24133 415.51 1997 25090 465.78 1998 24505 509.1 第七题 1第三单元课后第三题答案 Dependent Variable: Y Method: Least Squares Date: 04/03/13 Time: 17:41 Sample: 1 18 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. C 1.1271084815 30.333755688 0.0371569051026 0.970849896287 X1 104.158400971 6.41154442556 16.2454463477 6.26433325989e-11 X2 0.400134631906 0.116392003008 3.43781893572 0.00366225249927 R-squared 0.979630987789 Mean dependent var 755.65 Adjusted R-squared 0.976915119495 S.D. dependent var 258.174979992 S.E. of regression 39 Akaike info criterion 10.3275865878 Sum squared resid 23080.6052874 Schwarz criterion 10.4759818807 Log likelihood -89.9482792898 F-statistic 360.706367713 Durbin-Watson stat 2.55148301832 Prob(F-statistic) 2.0762266629e-13 obs Y X1 X2 1 450.5 4 171.2 2 507.7 4 174.2 3 613.9 5 204.3 4 563.4 4 218.7 5 510.5 4 219.4 6 781.5 7 240.4 7 541.8 4 273.5 8 611.1 5 294.8 9 1222.1 10 330.2 10 793.2 7 333.1 11 660.8 5 366 12 792.7 6 350.9 13 580.8 4 357.9 14 612.7 5 359 15 890.8 7 371.9 16 1121 9 435.3 17 1094.2 8 523.9 18 1253 1