計量經(jīng)濟學(xué)第三版(龐浩)版課后答案全

1、第二章第二章2.2（1）①對于浙江省預(yù)算收入與全省生產(chǎn)總值的模型，用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:120314Time:17:00Sample(adjusted):133Includedobservations:33afteradjustmentsVariableCoefficientStd.ErrtStatisticProb.X0.1761240.004

2、07243.256390.0000C154.306339.081963.9482740.0004Rsquared0.983702Meandependentvar902.5148AdjustedRsquared0.983177S.D.dependentvar1351.009S.E.ofregression175.2325Akaikeinfocriterion13.22880Sumsquaredresid951899.7Schwarzcri

3、terion13.31949Loglikelihood216.2751HannanQuinncriter.13.25931Fstatistic1871.115DurbinWatsonstat0.100021Prob(Fstatistic)0.000000②由上可知，模型的參數(shù)：斜率系數(shù)0.176124，截距為—154.3063③關(guān)于浙江省財政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗?zāi)Ｐ偷娘@著性：1）可決系數(shù)為0.983702，說明所建模型整體

4、上對樣本數(shù)據(jù)擬合較好。2）對于回歸系數(shù)的t檢驗：t（β2）=43.25639t0.025(31)=2.0395，對斜率系數(shù)的顯著性檢驗表明，全省生產(chǎn)總值對財政預(yù)算總收入有顯著影響。④用規(guī)范形式寫出檢驗結(jié)果如下：Y=0.176124X—154.3063(0.004072)(39.08196)t=(43.25639)（3.948274）R2=0.983702F=1871.115n=33⑤經(jīng)濟意義是：全省生產(chǎn)總值每增加1億元，財政預(yù)算總收入增

5、加0.176124億元。（2）當(dāng)x=32000時，①進行點預(yù)測，由上可知Y=0.176124X—154.3063，代入可得：Y=Y=0.17612432000—154.3063=5481.6617②進行區(qū)間預(yù)測：①模型方程為：lnY=0.980275lnX1.918289②由上可知，模型的參數(shù)：斜率系數(shù)為0.980275，截距為1.918289③關(guān)于浙江省財政預(yù)算收入與全省生產(chǎn)總值的模型，檢驗其顯著性：1）可決系數(shù)為0.963442，說

6、明所建模型整體上對樣本數(shù)據(jù)擬合較好。2）對于回歸系數(shù)的t檢驗：t（β2）=28.58268t0.025(31)=2.0395，對斜率系數(shù)的顯著性檢驗表明，全省生產(chǎn)總值對財政預(yù)算總收入有顯著影響。④經(jīng)濟意義：全省生產(chǎn)總值每增長1%，財政預(yù)算總收入增長0.980275%2.4（1）對建筑面積與建造單位成本模型，用Eviews分析結(jié)果如下：DependentVariable:YMethod:LeastSquaresDate:120114Tim

7、e:12:40Sample:112Includedobservations:12VariableCoefficientStd.ErrtStatisticProb.X64.184004.80982813.344340.0000C1845.47519.2644695.796880.0000Rsquared0.946829Meandependentvar1619.333AdjustedRsquared0.941512S.D.dependent

8、var131.2252S.E.ofregression31.73600Akaikeinfocriterion9.903792Sumsquaredresid10071.74Schwarzcriterion9.984610Loglikelihood57.42275HannanQuinncriter.9.873871Fstatistic178.0715DurbinWatsonstat1.172407Prob(Fstatistic)0.0000