计量经济学实验报告计算机,计量经济学实验报告.doc

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计量经济学实验报告

计量经济学实验报告

实验一

实验目的：掌握一元线性回归模型的估计方法。

实验要求：选择方程进行一元线性回归。

实验原理：普通最小二乘法(OLS)

实验数据：东莞市经济部分数据、广东省宏观经济部分数据。

实验结果：

1、REV作为应变量，把GDP作为解释变量

Dependent Variable: REV

Method: Least Squares

Date: 06/08/14 Time: 14:06

Sample: 1978 1995

Included observations: 18

Variable

Coefficient

Std. Error

t-Statistic

Prob.

GDP

0.084781

0.003311

25.60453

0.0000

C

-5826.158

2517.475

-2.314286

0.0343

R-squared

0.976176

Mean dependent var

38637.72

Adjusted R-squared

0.974687

S.D. dependent var

48603.38

S.E. of regression

7732.823

Akaike info criterion

20.84877

Sum squared resid

9.57E+08

Schwarz criterion

20.94771

Log likelihood

-185.6390

F-statistic

655.5922

Durbin-Watson stat

0.335513

Prob(F-statistic)

0.000000

得到了估计方程：

REV = 0.08478103497*GDP - 5826.157862

2、把EXB作为应变量，把REV作为解释变量

Dependent Variable: EXB

Method: Least Squares

Date: 06/08/14 Time: 14:09

Sample: 1978 1995

Included observations: 18

Variable

Coefficient

Std. Error

t-Statistic

Prob.

REV

0.719308

0.011153

64.49707

0.0000

C

-2457.310

680.5738

-3.610644

0.0023

R-squared

0.996168

Mean dependent var

25335.11

Adjusted R-squared

0.995929

S.D. dependent var

35027.97

S.E. of regression

2234.939

Akaike info criterion

18.36626

Sum squared resid Schwarz criterion

18.46519

Log likelihood

-163.2963

F-statistic

4159.872

Durbin-Watson stat

2.181183

Prob(F-statistic)

0.000000

得到了估计方程：

EXB = 0.719308*REV - 2457.301

把SLC作为应变量，把GDP作为解释变量

Dependent Variable: SLC

Method: Least Squares

Date: 06/08/14 Time: 14:14

Sample: 1978 1995

Included observations: 18

Variable

Coefficient

Std. Error

t-Statistic

Prob.

GDP

0.431827

0.004046

106.7267

0.0000

C

-2411.361

3076.237

-0.783867

0.4446

R-squared

0.998597

Mean dependent var

224062.6

Adjusted R-squared

0.998510

S.D. dependent var

244763.3

S.E. of regression

9449.149

Akaike info criterion

21.24968

Sum squared resid

1.43E+09

Schwarz criterion

21.34861

Log likelihood