龐皓計(jì)量經(jīng)濟(jì)學(xué)課后答案第五章

1、龐皓計(jì)量經(jīng)濟(jì)學(xué)課后答案第五章 龐皓計(jì)量經(jīng)濟(jì)學(xué)課后答案第五章篇一：計(jì)量經(jīng)濟(jì)學(xué)龐皓第二版第五章答案 5.2 (1) 對(duì)原模型 OLS 回歸分析結(jié)果： Dependent Variable: Y Method: Least Squares Date: 04/01/09Time: 15:44 Sample: 1 60 Included observations: 60 Variable C X R-squared Adjusted R-squ

2、ared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 9.347522 0.6369 Std. Error 3.638437 0.019903 t-Statistic 2.569104 32.00881 Prob.0.0128 0.0000 119.6667 38.68984 7.272246 7.342058 10

3、24.564 0.000000 0.946423 Mean dependent var 0.945500 S.D. dependent var 9.032255 Akaike info criterion 4731.735 Schwarz criterion -216.1674 F-statistic 1.790431 Prob(F-statistic) (2) White 檢驗(yàn)結(jié)果： White Heteroske

4、dasticity Test: F-statistic nR2=10.86401, 查表得 20.05(2)=5.99147，nR25.99147,所以拒絕原假設(shè)，表明模型中隨機(jī)誤差項(xiàng)存在異方差。 Goldfeld-Quandt 檢驗(yàn)： Dependent Variable: Y Method: Least Squares Date: 04/01/09Time: 16:16 Sample: 1 22 Included observ

5、ations: 22 Variable C X R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient 12.53695 0.605911 Std. Error 7.069578 0.063910 t-Statistic 1.773365 9.480730 Prob.0.

6、0914 0.0000 78.63636 12.56050 6.330594 6.429780 89.88424 0.000000 0.817990 Mean dependent var 0.808890 S.D. dependent var 5.490969 Akaike info criterion 603.0148 Schwarz criterion -67.63654 F-statistic 1.136382