计量经济学第三版[庞浩]版课后答案解析全
发布时间：2023-03-31 19:01:42
第二章2.2〔1①对于XX省预算收入与全省生产总值的模型,用Eviews分析结果如下：DependentVariable:YMethod:LeastSquaresDate:12/03/14Time:17:00Sample:133Includedobservations:33afteradjustments
VariableCoefficientStd.Errort-StatisticProb.X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-squared0.983702Meandependentvar902.5148AdjustedR-squared0.983177S.D.dependentvar1351.009S.E.ofregression175.2325Akaikeinfocriterion13.22880Sumsquaredresid951899.7Schwarzcriterion13.31949Loglikelihood-216.2751Hannan-Quinncriter.13.25931F-statistic1871.115Durbin-Watsonstat0.100021Prob0.000000
②由上可知,模型的参数：斜率系数0.176124,截距为—154.3063
③关于XX省财政预算收入与全省生产总值的模型,检验模型的显著性：1可决系数为0.983702,说明所建模型整体上对样本数据拟合较好。
2对于回归系数的t检验：t〔β2=43.25639>t0.025<31>=2.0395,对斜率系数的显著性检验表明,全省生产总值对财政预算总收入有显著影响。④用规范形式写出检验结果如下：
Y=0.176124X—154.3063<0.004072>
<39.08196>t=<43.25639>〔-3.948274R2=0.983702F=1871.115
n=33⑤经济意义是：全省生产总值每增加1亿元,财政预算总收入增加0.176124亿元。〔2当x=32000时,①进行点预测,由上可知Y=0.176124X—154.3063,代入可得：Y=Y=0.176124*32000—154.3063=5481.6617②进行区间预测：先由Eviews分析：
MeanMedianMaximumMinimumX6000.4412689.28027722.31123.7200Y902.5148209.39004895.41025.870001/19
Std.Dev.SkewnessKurtosis
Jarque-BeraProbability
SumSumSq.Dev.
Observations7608.0211.4325194.01051512.690680.001755198014.51.85E+09331351.0091.6631084.59043218.690630.00008729782.9958407195
33由上表可知,∑x2=∑〔Xi—X2=δ2x—1>=7608.0212x<33—1>=1852223.473f—X>2=<32000—6000.441>2=675977068.2当Xf=32000时,将相关数据代入计算得到：
5481.6617—2.0395x175.2325x√1/33+1852223.473/675977068.2≤ 