Eviews异方差性实验报告.docx

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实验一异方差性
【实验目的】
掌握异方差性问题出现的来源、后果、检验及修正的原理，以及相关的Ecludedobservations:17
Variable
Coefficient
StdErrort-Statistic
Prob
C
-
-

LNX


00020
R-squared
0482070
Meandependentvar

AdjustedR-squared
0447541



1,660905
Akaikeinfocriterion
3962733
SumsquaredresiJ

Schwarzcriterion

Loglikelihood
-
Hannan-Quinncriter

F-statistic

Durbin-Watsonstat
1,585766
ProbfF-statistic)

3、Gleiser检验
建立回归模型(LSYCX)，结果如(*)式。
生成新变量序列：GENRE=ABS(RESID)11
分别建立新残差序列E对各解释变量X/X2/X^/X^/X^/X~2的回归模型(LSECX),回归结果如各图所示。
DependentVariable:EMethod;LeastSquaresDate:12(04/11Time:13:38Sample:117
Includedobservations:17
Variable
Coefficient
StdErrort-Statistic
Prob
C
■
-

X
0025279


R-squareJ

Meandependentver

AdjustedR-squared


2092658


AkaikeInfocriterion
1738836
Sumsquaredresid
29033236
Schwarzcriterion
1748688
Loglikelihood
-
Hannan-Quinncriter.

F-statistic

Durbin-Watsonstat
1996727
Prob叶statistic)
0000262
DependentVariable:E
Method:LeastSquares
Date：12/04/11Time:13:40
Sample:117
Includedobsen/ations:17
Variable
Coefficient
-Statistic
Prob
C


01670
XA2
-07


R-squared

Meandependentvar

AdjustedR-squared

SDdependentvar

SE□(regression

Akaikeinfocriterion

Sumsquaredresid
25845008
Schwarzcriterion

Loglikelihood
-145J145
Hannan-Quinncriter.

F-statistic

Durbin-Watsonstat
2352964
Prob(F-statistic)

DependentVariable:EMethod:LeastSquares
Date:12/04/11Time:13:41
Sample:117