1、计量经济学答案第二单元课后第六题答案Dependent Variable: YMethod: Least SquaresDate: 04/05/13 Time: 00:07Sample: 1985 1998Included observations: 14Variable Coefficient Std. Error t-Statistic Prob. C 12596.27 1244.567 10.12101 0.0000GDP 26.95415 4.120300 6.541792 0.0000R-squared 0.781002 Mean dependent var 20168.57Adju
2、sted R-squared 0.762752 S.D. dependent var 3512.487S.E. of regression 1710.865 Akaike info criterion 17.85895Sum squared resid 35124719 Schwarz criterion 17.95024Log likelihood -123.0126 F-statistic 42.79505Durbin-Watson stat 0.859998 Prob(F-statistic) 0.000028obs Y GDP1985 18249 161.691986 18525 17
3、1.071987 18400 184.071988 16693 194.751989 15543 197.861990 15929 208.551991 18308 221.061992 17522 246.921993 21640 276.81994 23783 316.381995 24040 363.521996 24133 415.511997 25090 465.781998 24505 509.1第七题1 第三单元课后第三题答案Dependent Variable: YMethod: Least SquaresDate: 04/03/13 Time: 17:41Sample: 1
4、18Included observations: 18Variable CoefficientStd. Error t-Statistic Prob. C 1.127108481530.3337556880.03715690510260.970849896287X1 104.1584 6.4115444 16.245446 6.2643300971 2556 3477 325989e-11X2 0.4001346319060.1163920030083.437818935720.00366225249927R-squared 0.979630987789Mean dependent var 7
5、55.65Adjusted R-squared 0.976915119495S.D. dependent var 258.174979992S.E. of regression 39.22635618Akaike info criterion10.3275865878Sum squared resid 23080.6052874Schwarz criterion 10.4759818807Log likelihood -89.9482792898F-statistic 360.706367713Durbin-Watson stat 2.55148301832Prob(F-statistic)
6、2.0762266629e-13obs Y X1 X21 450.5 4 171.22 507.7 4 174.23 613.9 5 204.34 563.4 4 218.75 510.5 4 219.46 781.5 7 240.47 541.8 4 273.58 611.1 5 294.89 1222.1 10 330.210 793.2 7 333.111 660.8 5 36612 792.7 6 350.913 580.8 4 357.914 612.7 5 35915 890.8 7 371.916 1121 9 435.317 1094.2 8 523.918 1253 10 6
7、04.1第六题Dependent Variable: YMethod: Least SquaresDate: 04/04/13 Time: 23:44Sample: 1955 1984Included observations: 30Variable Coefficient Std. Error t-Statistic Prob. C 0.430378 4.048910 0.106295 0.9162X1 0.919472 0.235789 3.899556 0.0006X2 2.933351 1.655564 1.771813 0.0881X3 0.150667 0.083320 1.808
8、288 0.0821R-squared 0.600311 Mean dependent var 22.13167Adjusted R-squared 0.554193 S.D. dependent var 14.47259S.E. of regression 9.663176 Akaike info criterion 7.498088Sum squared resid 2427.801 Schwarz criterion 7.684914Log likelihood -108.4713 F-statistic 13.01685Durbin-Watson stat 1.153145 Prob(
9、F-statistic) 0.000022obs Y X1 X2 X31955 7.96 5.33 0.93 4.081956 15.34 6.82 2.9 8.31957 13.55 8.17 3.84 10.761958 10.94 9.48 3.39 8.031959 6.39 8.03 1.07 4.471960 1.49 3.58 0.46 1.391961 0.6 1.17 0.5 0.91962 0.66 0.92 0.5 0.431963 6.04 1.63 0.39 4.611964 15.41 7.73 1.43 9.111965 15.3 9.46 0.92 11.891
10、966 19.32 13.97 0.66 16.511967 35.76 17.32 1.13 20.791968 35.03 17.36 0.22 30.011969 35.58 19.69 0.44 38.151970 31.03 21.13 0.67 34.291971 14.33 32.34 0.89 24.461972 13.88 19.57 0.13 13.611973 14.66 16.39 1.34 13.511974 19.37 17.96 1.73 11.591975 35.47 18.39 1.6 13.791976 35.49 18.83 3.19 15.031977 32.77 21.15 1.78 13.631978 32.2 19.8 1.43 13.331979 38.5 34.86 3.32 22.411980 53.72 22.96 2.8 43.891981 51.3 17.45 3.7 73.731982 34.04 16.05 3.16 88.331983 16.03 17.38 1.65 77.51984 21.79 16.79 1.37 71.34
