1、第二章 2.1（ 1） （ 2） 2.2（ 1） (2) X Y Mean 6000.441 902.5148 Median 2689.280 209.3900 Maximum 27722.31 4895.410 Minimum 123.7200 25.87000 Std. Dev. 7608.021 1351.009 Skewness 1.432519 1.663108 Kurtosis 4.010515 4.590432 Jarque-Bera 12.69068 18.69063 Probability 0.001755 0.000087 Sum 198014.5 29782.99 Sum
2、 Sq. Dev. 1.85E+09 58407195 Observations 33 33 (3) 2.4（ 1） （ 3） 第三章 3.1 (1) (3) 3.2 (1) Dependent Variable: Y Method: Least Squares Date: 12/28/15 Time: 14:42 Sample: 1994 2011 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. X2 0.135474 0.012799 10.58454 0.0000 X3 18.8534
3、8 9.776181 1.928512 0.0729 C -18231.58 8638.216 -2.110573 0.0520 R-squared 0.985838 Mean dependent var 6619.191 Adjusted R-squared 0.983950 S.D. dependent var 5767.152 S.E. of regression 730.6306 Akaike info criterion 16.17670 Sum squared resid 8007316. Schwarz criterion 16.32510 Log likelihood -142
4、.5903 Hannan-Quinn criter. 16.19717 F-statistic 522.0976 Durbin-Watson stat 1.173432 Prob(F-statistic) 0.000000 (3) Dependent Variable: LNY Method: Least Squares Date: 12/28/15 Time: 14:46 Sample: 1994 2011 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. LNX2 1.564221 0.0
5、88988 17.57789 0.0000 LNX3 1.760695 0.682115 2.581229 0.0209 C -20.52048 5.432487 -3.777363 0.0018 R-squared 0.986295 Mean dependent var 8.400112 Adjusted R-squared 0.984467 S.D. dependent var 0.941530 S.E. of regression 0.117343 Akaike info criterion -1.296424 Sum squared resid 0.206540 Schwarz cri
6、terion -1.148029 Log likelihood 14.66782 Hannan-Quinn criter. -1.275962 F-statistic 539.7364 Durbin-Watson stat 0.686656 Prob(F-statistic) 0.000000 3.3 (1) (2) Dependent Variable: X Method: Least Squares Date: 12/28/15 Time: 15:01 Sample: 1 18 Included observations: 18 Variable Coefficient Std. Erro
7、r t-Statistic Prob. C 444.5888 406.1786 1.094565 0.2899 T 123.1516 31.84150 3.867644 0.0014 R-squared 0.483182 Mean dependent var 1942.933 Adjusted R-squared 0.450881 S.D. dependent var 698.8325 S.E. of regression 517.8529 Akaike info criterion 15.44170 Sum squared resid 4290746. Schwarz criterion 1
8、5.54063 Log likelihood -136.9753 Hannan-Quinn criter. 15.45534 F-statistic 14.95867 Durbin-Watson stat 1.052251 Prob(F-statistic) 0.001364 (3) Dependent Variable: E1 Method: Least Squares Date: 12/28/15 Time: 15:07 Sample: 1 18 Included observations: 18 Variable Coefficient Std. Error t-Statistic Pr
9、ob. E2 0.086450 0.028431 3.040742 0.0078 C 3.96E-14 13.88083 2.85E-15 1.0000 R-squared 0.366239 Mean dependent var 2.30E-14 Adjusted R-squared 0.326629 S.D. dependent var 71.76693 S.E. of regression 58.89136 Akaike info criterion 11.09370 Sum squared resid 55491.07 Schwarz criterion 11.19264 Log lik
10、elihood -97.84334 Hannan-Quinn criter. 11.10735 F-statistic 9.246111 Durbin-Watson stat 2.605783 Prob(F-statistic) 0.007788 3.6 (1) Dependent Variable: Y Method: Least Squares Date: 12/28/15 Time: 15:14 Sample: 1994 2011 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. X2
11、0.001382 0.001102 1.254330 0.2336 X3 0.001942 0.003960 0.490501 0.6326 X4 -3.579090 3.559949 -1.005377 0.3346 X5 0.004791 0.005034 0.951671 0.3600 X6 0.045542 0.095552 0.476621 0.6422 C -13.77732 15.73366 -0.875659 0.3984 R-squared 0.994869 Mean dependent var 12.76667 Adjusted R-squared 0.992731 S.D
12、. dependent var 9.746631 S.E. of regression 0.830963 Akaike info criterion 2.728738 Sum squared resid 8.285993 Schwarz criterion 3.025529 Log likelihood -18.55865 Hannan-Quinn criter. 2.769662 F-statistic 465.3617 Durbin-Watson stat 1.553294 Prob(F-statistic) 0.000000 (3) Dependent Variable: Y Metho
13、d: Least Squares Date: 12/28/15 Time: 15:18 Sample: 1994 2011 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. X5 0.001032 2.20E-05 46.79946 0.0000 X6 -0.054965 0.031184 -1.762581 0.0983 C 4.205481 3.335602 1.260786 0.2266 R-squared 0.993601 Mean dependent var 12.76667 Adj
14、usted R-squared 0.992748 S.D. dependent var 9.746631 S.E. of regression 0.830018 Akaike info criterion 2.616274 Sum squared resid 10.33396 Schwarz criterion 2.764669 Log likelihood -20.54646 Hannan-Quinn criter. 2.636736 F-statistic 1164.567 Durbin-Watson stat 1.341880 Prob(F-statistic) 0.000000 第四章
15、 4.3（ 1） （ 2） （ 3） a） Dependent Variable: LNY Method: Least Squares Date: 12/28/15 Time: 15:34 Sample: 1985 2011 Included observations: 27 Variable Coefficient Std. Error t-Statistic Prob. LNGDP 1.185739 0.027822 42.61933 0.0000 C -3.750670 0.312255 -12.01156 0.0000 R-squared 0.986423 Mean dependent var 9.484710 Adjusted R-squared 0.985880 S.D. dependent var 1.425517 S.E. of regression 0.169389 Akaike info criterion -0.642056 Sum squared resid 0.717312 Schwarz criterion -0.546068
