计量经济学实验报告精选.docx

计量经济学实验报告

第一篇：计量经济学实验报告固定资产投资的计量经济学模型一.解释模型固定资产对一个企业来说是其主要的劳动手段,它的价值是逐渐地转移到所生产的产品上去.企业同时又是重要的市场主体,因此对固定资产的投资间接得影响到了一个经济体的产出.这里主要对GDP及国有经济固定资产投资额(X1),集体经济固定资产投资额(X2),个体经济固定资产投资额(X3),进行计量经济学多元线性回归模型分析.原始数据如下:单位(亿元)obsGDPX1X219804517.8745.94619814860.3667.5115.219825301.8845.3174.319835957.4952156.319847206.71185.2238.719858989.11680.5327.5198610201.42079.4391.8198711954.42448.8547198814922.33020711.7198916917.82808.2570199018598.42986.3529.5199121662.53713.8697.8199226651.95498.71359.4199334560.57925.92317.319944667096152758.9199557494.910898.23289.4199666850.512006.23651.5199773142.713091.73850.9199876967.215369.34192.2由以上数据得到如下LS估计结果，DependentVariable:GDPMethod:LeastSquaresDate:12/30/07Time:10:52Sample:19801998Includedobservations:19VariableCoefficientStd.Errort-StatisticProb.C632.0385787.85220.8022300.4349X10.4084461.0983520.3718720.7152X26.9935122.9834202.3441260.0333X311.194781.8313866.1127360.0000R-squared0.996478Meandependentvar27022.51X3119178.3210.8321.8409535.2649.4759.91022.11032.21001.21182.912221476.21970.62560.23211.23429.43744.4AdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodDurbin-Watsonstat0.995774S.D.dependentvar1612.032Akaikeinfocriterion38979701Schwarzcriterion-165.0339F-statistic1.219467Prob(F-statistic)24797.6217.7930417.991871414.7900.000000显然X1的T检验为非显著性检验，故将X1与X2合并为一个解释变量。也就是将国有经济与集体经济固定资产投资额的和看作为公有经济固定资产投资额(X1+X2).令X1+X2=X1'得到如下检验结果：DependentVariable:GDPMethod:LeastSquaresDate:12/30/07Time:10:53Sample:19801998Includedobservations:19VariableCX1+X2X3R-squaredAdjustedR-squaredS.E.ofregressionSumsquaredresidLoglikelihoodDurbin-WatsonstatCoefficient-200.07932.13308910.14031Std.Error633.13990.3291901.802497t-Statistic-0.3160116.4798085.625704Prob.0.75610.00000.000027022.5124797.6217.8523718.001491918.9160.0000000.995848Meandependentvar0.995329S.D.dependentvar1694.728Akaikeinfocriterion45953627Schwarzcriterion-166.5975F-statistic1.138010Prob(F-statistic),从而得到多元线性回归方程:GDP=-200.0793+2.133089﹡X1'+10.14031﹡X3二.模型检验1.统计学检验T－Statistic检验,显著水平0