计量经济实验报告.doc

计量经济学实验报告专业 2011 金融班级二班姓名徐皓冉学号 20115041 实验一 Dependent Variable: GDP1 Method: Least Squares Date: 04/19/13 Time: 20:39 Sample: 1978 1999 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. LB C - - R-squared Mean dependent var Adjusted R-squared . dependent var . of regression Akaike info criterion Sum squared resid Schwarz criterion Log likelihood - F-statistic Durbin-Watson stat Prob(F-statistic) 得到了估计方程: GDP1= - + *LB Dependent Variable: GDP1 Method: Least Squares Date: 04/19/13 Time: 20:42 Sample: 1978 1999 Included observations: 22 Variable Coefficient Std. Error t-Statistic Prob. ZJ C R-squared Mean dependent var Adjusted R-squared . dependent var . of regression Akaike info criterion Sum squared resid 1109042. Schwarz criterion Log likelihood - F-statistic Durbin-Watson stat Prob(F-statistic) 得到了估计方程: GDP1= + *ZJ 实验二 Dependent Variable: REV Method: Least Squares Date: 06/08/10 Time: 08:16 Sample: 1978 1995 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. GDP C - - R-squared Mean dependent var Adjusted R-squared . dependent var . of regression Akaike info criterion Sum squared resid +08 Schwarz criterion Log likelihood - F-statistic Durbin-Watson stat Prob(F-statistic) 财政收人 REV 对国内生产总值 GDP 的回归系数为 ,无论从参数的符合和大小来说都符合经济理论。说明国内生产总值 GDP 增加 1 个单位,财政收人 REV 增加 个单位。在大多数情况下,截距没有什么明显的经济含义。因为等式中财政收入与 GDP 成正相关,符合经济学规律,所以该等式有经济意义。把置信度规定为 ,则 GDP 与 C都通过了 t检验