计量经济学答案-南开大学---张晓峒.doc
PAGE/NUMPAGES
计量经济学答案
第二单元课后第六题答案
DependentVariable:Y
Method:LeastSquares
Date:04/05/13Time:00:07
Sample:19851998
Includedobservations: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
Meandependentvar
20168.57
AdjustedR-squared
0.762752
S.D.dependentvar
3512.487
S.E.ofregression
1710.865
Akaikeinfocriterion
17.85895
SumsquaredresidSchwarzcriterion
17.95024
Loglikelihood
-123.0126
F-statistic
42.79505
Durbin-Watsonstat
0.859998
ProbF-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
DependentVariable:Y
Method:LeastSquares
Date:04/03/13Time:17:41
Sample:118
Includedobservations: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
3.43781893572
0.00366225249927
R-squared
0.979630987789
Meandependentvar
755.65
AdjustedR-squared
0.976915119495
S.D.dependentvar
258.174979992
S.E.ofregression
39Akaikeinfocriterion
10.3275865878
Sumsquaredresid
23080.6052874
Schwarzcriterion
10.4759818807
Loglikelihood
-89.9482792898
F-statistic
360.706367713
Durbin-Watsonstat
2.55148301832
ProbF-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
10
604.1
第六题
DependentVariable:Y
Method:LeastSquares
Date:04/04/13Tim