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《计量经济学》实验报告实验一EViews
5.0软件安装及基本操作
1.Eviews
5.0的安装过程男人看完这些文章还没过隐吗?请速度看下面的↓↓男人推荐精彩文章↓↓ 注下载原文后点及连接进入,不下载无法观看 ㊙少妇*女主播*玩车震,一晚17次*姿势诱人,原来是因为(点此进入男人必看)卖爆了,堪称装逼国产iPhone6~顶极高配神机~万众期待,顶级配置卖爆了!(苹果)㊙一夜七次郎从此不再是神话!娱乐圈只用不说的秘密....男人的加油站|一战到底,性福不停歇!用玛卡,还需要什么甜言蜜语!【警惕】千万别让你的情敌先吃了“玛卡”!否则宝马车都留不住她!那些如花般娇艳的女人,都因为有个强壮男人的浇灌!(点此进入男人必看)女人看完这些文章还没过隐吗?请速度看下面的 ↓↓女人推荐精彩文章↓↓注下载原文后点及连接进入,不下载无法观看养胸美胸比养脸更重要,女性朋友一定要知道男人厌倦女人身体的全过程,惊呆了!卖爆了!采用iphone6外观设计理念~顶极高配神机~万众期待,顶级配置卖爆了!TVS沿用劳力士经典款设计打造,顶级镶钻机械腕表官方活动价698元】限量1折抢大牌!仅此一天全国货到付款!送自己送朋友送父母(孝敬父母首选)解压安装包,双击“Setup.exe”,选择安装路径进行安装;安装完毕后,复制“eviews
5.0破解文件夹”下的“eviews
5.reg文件”和“eviews
5.exe文件”到安装目录下;双击“Eviews
5.reg”进行注册,安装完毕
2.基本操作(数据来源于李子奈版课后习题P
61.12)运行Eviews依次单击file→new→workfile→unstructed→observation31命令栏中输入“dataygdp”,打开“ygdp”表,接下来将数据输入其中做出“ygdp”的散点图,依次单击quick→graph→scatter→gdpy结果如下开始进行LS回归命令栏中输入“lsycgdp”回车,即得到回归结果如下DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:09:38Sample:131Includedobservations:31VariableCoefficientStd.Errort-StatisticProb. C-
10.
3934186.05105-
0.
1207820.9047GDP
0.
0710320.
0074069.
5912490.0000R-squared
0.760315 Meandependentvar
621.0548AdjustedR-squared
0.752050 S.D.dependentvar
619.5803S.E.ofregression
308.5175 Akaikeinfocriterion
14.36377Sumsquaredresid
2760308. Schwarzcriterion
14.45629Loglikelihood-
220.6385 F-statistic
91.99205Durbin-Watsonstat
1.570581 ProbF-statistic
0.000000回归方程为Y=-
10.39340931+
0.07103165248*GDP对回归方程做检验斜率项t值
9.59大于t在5%显著水平下的检验值
2.045,拒绝零假设;截距项t值
0.121小于
2.045,接受零假设可决系数
0.76,拟合较好,方程F检验值
91.99通过F检验下面进行预测拓展工作空间打开workfile窗口,单击Proc→Structure,将Enddate的数据31→32;确定预测值的起止日期打开workfile窗口,点击Quick→Sample填入“132”打开GDP数据表,在GDP的最下方填,按回车键在出现的Equation界面,点击Forecast出现相应界面如下双击YF,得到y32=
593.3756,预测完毕实验二回归模型的建立与检验(数据来源于李子奈版课后习题P
105.11)运行Eviews依次单击file→new→workfile→unstructed→observation10命令栏中输入“datayx1x2”,打开“yx1x2”表,接下来将数据输入其中开始进行LS回归命令栏中输入“lsycx1x2”回车,即得到回归结果DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:10:17Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb. C
626.
509340.
1301015.
611950.0000X1-
9.
7905703.197843-
3.
0616170.0183X
20.
0286180.
0058384.
9020300.0017R-squared
0.902218 Meandependentvar
670.3300AdjustedR-squared
0.874281 S.D.dependentvar
49.04504S.E.ofregression
17.38985 Akaikeinfocriterion
8.792975Sumsquaredresid
2116.847 Schwarzcriterion
8.883751Loglikelihood-
40.96488 F-statistic
32.29408Durbin-Watsonstat
1.650804 ProbF-statistic
0.000292估计方程依次单击view→representations,得到回归方程为:Y=
626.5092847-
9.790570097*X1+
0.02861815879*X2,参数估计完毕直接查看结果计算得到随机干扰项的方差值为
2116.847/(10-2-1)=
309.55,可决系数为
0.902,修正后的可决系数为
0.874F=
32.2945%显著水平下的F值
4.74,即方程通过F检验;两个参数的t检验值均通过了5%显著水平下的t检验值
2.365下面进行预测拓展工作空间打开workfile窗口,单击Proc→Structure,将Enddate的数据10→11;确定预测值的起止日期打开workfile窗口,点击Quick→Sample填入“111”在x1的最下方填入35,在x2的最下方填入20000,按回车键在出现的Equation界面,点击Forecast出现相应界面如下双击YF得到y11=
856.2025,预测完毕实验三异方差、自相关、多重共线性的检验
1.异方差检验(数据来源于李子奈版课后习题P
154.8)运行Eviews依次单击file→new→workfile→unstructed→observation20命令栏中输入“datayx”,打开“yx”表,接下来将数据输入其中开始进行LS回归,命令栏中输入“lsycx”回车,即得到回归结果如下DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:10:38Sample:120Includedobservations:20VariableCoefficientStd.Errort-StatisticProb. C
272.
3635159.
67731.
7057130.1053X
0.
7551250.
02331632.
386900.0000R-squared
0.983129 Meandependentvar
5199.515AdjustedR-squared
0.982192 S.D.dependentvar
1625.275S.E.ofregression
216.8900 Akaikeinfocriterion
13.69130Sumsquaredresid
846743.0 Schwarzcriterion
13.79087Loglikelihood-
134.9130 F-statistic
1048.912Durbin-Watsonstat
2.087986 ProbF-statistic
0.000000回归方程为Y=
272.3635389+
0.7551249391*X开始检验异方差图示法在工作文件窗口按Genr在主窗口键入命令e2=resid^2,依次单击Quick→Graph→Scatter可得散点图显然,散点不在一条水平直线上,即说明存在异方差性White检验法:依次单击View→ResidualTests→WhiteHeteroskedasticity因为本题为一元函数,故无交叉乘积项,选nocrossterms经估计出现white检验结果,如下图WhiteHeteroskedasticityTest:F-statistic
14.63595 Probability
0.000201Obs*R-squared
12.65213 Probability
0.001789TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:12/11/11Time:11:16Sample:120Includedobservations:20VariableCoefficientStd.Errort-StatisticProb. C-
180998.
9103318.2-
1.
7518580.0978X
49.
4284628.
939291.
7080060.1058X^2-
0.
0021150.001847-
1.
1447420.2682R-squared
0.632606 Meandependentvar
42337.15AdjustedR-squared
0.589384 S.D.dependentvar
45279.67S.E.ofregression
29014.92 Akaikeinfocriterion
23.52649Sumsquaredresid
1.43E+10 Schwarzcriterion
23.67585Loglikelihood-
232.2649 F-statistic
14.63595Durbin-Watsonstat
2.081758 ProbF-statistic
0.000201所以拒绝原假设,表明模型存在异方差Goldfeld-Quanadt检验法在命令栏中直接输入sortx,得到按照升序排列的x开始取样本,依次单击quick→sample,填入“18”,回归模型lsycx;得到如下结果DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:11:26Sample:18Includedobservations:8VariableCoefficientStd.Errort-StatisticProb. C
1277.
1611540.
6040.
8290000.4388X
0.
5541260.
3114321.
7792870.1255R-squared
0.345397 Meandependentvar
4016.814AdjustedR-squared
0.236296 S.D.dependentvar
166.1712S.E.ofregression
145.2172 Akaikeinfocriterion
13.00666Sumsquaredresid
126528.3 Schwarzcriterion
13.02652Loglikelihood-
50.02663 F-statistic
3.165861Durbin-Watsonstat
3.004532 ProbF-statistic
0.125501继续取样本,依次单击quick→sample,填入“1320”,回归模型lsycx;得到如下结果DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:11:28Sample:1320Includedobservations:8VariableCoefficientStd.Errort-StatisticProb. C
212.
2118530.
88920.
3997290.7032X
0.
7618930.
06034812.
625050.0000R-squared
0.963723 Meandependentvar
6760.477AdjustedR-squared
0.957676 S.D.dependentvar
1556.814S.E.ofregression
320.2790 Akaikeinfocriterion
14.58858Sumsquaredresid
615472.0 Schwarzcriterion
14.60844Loglikelihood-
56.35432 F-statistic
159.3919Durbin-Watsonstat
1.722960 ProbF-statistic
0.000015计算F统计量F=RSS2/RSS1=
615472.0/
126528.3=
4.864;F=
4.864F
0.05
(66)=
4.28,拒绝原假设,表明模型确实存在异方差性异方差的修正在对原模型进行OLS后,单击Quick→GenerateSeries在弹出的对话框内输w1=1/ew2=1/e^2再选择Quick→EstimateEquation在弹出的对话框中选择Options按钮,在出现的画面中,选中WeightLs/TLS复选框,在Weight内分别输入“w1”,“w2”,分别得下图DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:11:33Sample:120Includedobservations:20Weightingseries:W1VariableCoefficientStd.Errort-StatisticProb. C
415.
6603116.
97913.
5532880.0023X
0.
7290260.
02242932.
503490.0000WeightedStatisticsR-squared
0.999895 Meandependentvar
4471.606AdjustedR-squared
0.999889 S.D.dependentvar
7313.160S.E.ofregression
77.04831 Akaikeinfocriterion
11.62138Sumsquaredresid
106856.0 Schwarzcriterion
11.72096Loglikelihood-
114.2138 F-statistic
1056.477Durbin-Watsonstat
2.367808 ProbF-statistic
0.000000UnweightedStatisticsR-squared
0.981664 Meandependentvar
5199.515AdjustedR-squared
0.980645 S.D.dependentvar
1625.275S.E.ofregression
226.1101 Sumsquaredresid
920263.9Durbin-Watsonstat
1.886959DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:11:34Sample:120Includedobservations:20Weightingseries:W2VariableCoefficientStd.Errort-StatisticProb. C
117.
0597134.
71860.
8689200.3963X
0.
7869760.
02605830.
200730.0000WeightedStatisticsR-squared
0.999999 Meandependentvar
4207.516AdjustedR-squared
0.999999 S.D.dependentvar
15774.21S.E.ofregression
15.35992 Akaikeinfocriterion
8.396039Sumsquaredresid
4246.688 Schwarzcriterion
8.495613Loglikelihood-
81.96039 F-statistic
912.0839Durbin-Watsonstat
2.113659 ProbF-statistic
0.000000UnweightedStatisticsR-squared
0.980281 Meandependentvar
5199.515AdjustedR-squared
0.979185 S.D.dependentvar
1625.275S.E.ofregression
234.4844 Sumsquaredresid
989692.9Durbin-Watsonstat
1.836717经估计发现用w2=1/e^2作为合适的权再检验单击Quick→GenerateSeries,分别输入x1=x*w2y1=y*w2按住ctrl依次点击x1y1,右键选择Openasgroup,依次单击Quick→Graph可得下图由该图可知,加权后X和Y的散点图在同一直线上,所以是同方差性
2.自相关检验(数据来源于李子奈版课后习题P
155.9)运行Eviews依次单击file→new→workfile→Annual→strat1980end2007命令栏中输入“datayx”,打开“yx”表,接下来将数据输入其中开始进行LS回归,命令栏中输入“lslogyclogx”回车,即得到回归结果如下DependentVariable:LOGYMethod:LeastSquaresDate:12/11/11Time:11:49Sample:19802007Includedobservations:28VariableCoefficientStd.Errort-StatisticProb. C
1.
5884780.
13422011.
834920.0000LOGX
0.
8544150.
01421960.
090580.0000R-squared
0.992851 Meandependentvar
9.552256AdjustedR-squared
0.992576 S.D.dependentvar
1.303948S.E.ofregression
0.112351 Akaikeinfocriterion-
1.465625Sumsquaredresid
0.328192 Schwarzcriterion-
1.370468Loglikelihood
22.51875 F-statistic
3610.878Durbin-Watsonstat
0.379323 ProbF-statistic
0.000000杜宾瓦尔森检验法由结果得到,D.W值为
0.379查表得到dl=
1.33dw=
1.48D.Wdl所以该模型存在序列相关性图形检验法单击workfile击窗口Genr分别输入e=reside1=e-1;选中e、e1,右击OpenasGroup在Group窗口依次单击Quick→Graph→Scatter,得到此图由上图可知该模型存在序列相关性
3.多重共线性检验(数据来源于李子奈版课后习题P
155.10)运行Eviews依次单击file→new→workfile→unstructed→observation10命令栏中输入“datayx1x2”,打开“yx1x2”表,接下来将数据输入其中逐步回归法以Y为被解释变量,逐个引入解释变量首先分别让Y与x1与x2回归按照lsycx1回归DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:12:23Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb. C
244.
545564.
138173.
8127910.0051X
10.
5090910.
03574314.
243170.0000R-squared
0.962062 Meandependentvar
1110.000AdjustedR-squared
0.957319 S.D.dependentvar
314.2893S.E.ofregression
64.93003 Akaikeinfocriterion
11.36135Sumsquaredresid
33727.27 Schwarzcriterion
11.42187Loglikelihood-
54.80677 F-statistic
202.8679Durbin-Watsonstat
2.680127 ProbF-statistic
0.000001按照lsycx2回归DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:12:26Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb. C
238.
994967.
421463.
5447900.0076X
20.
0498860.
00366113.
625160.0000R-squared
0.958687 Meandependentvar
1110.000AdjustedR-squared
0.953523 S.D.dependentvar
314.2893S.E.ofregression
67.75602 Akaikeinfocriterion
11.44656Sumsquaredresid
36727.03 Schwarzcriterion
11.50708Loglikelihood-
55.23280 F-statistic
185.6448Durbin-Watsonstat
2.394519 ProbF-statistic
0.000001对比可见x1的拟合结果较好,因此选用x1作为初始回归模型加上x2再做回归,按照lsycx1x2回归DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:12:31Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb. C
245.
515869.
523483.
5314080.0096X
10.
5684250.
7160980.
7937810.4534X2-
0.
0058330.070294-
0.
0829750.9362R-squared
0.962099 Meandependentvar
1110.000AdjustedR-squared
0.951270 S.D.dependentvar
314.2893S.E.ofregression
69.37901 Akaikeinfocriterion
11.56037Sumsquaredresid
33694.13 Schwarzcriterion
11.65115Loglikelihood-
54.80185 F-statistic
88.84545Durbin-Watsonstat
2.708154 ProbF-statistic
0.000011很明显,变量均未通过t检验,因此,x1与x2之间存在共线性相关系数法进行LS回归,命令栏中输入“lsycx1x2”回车,即得到回归结果DependentVariable:YMethod:LeastSquaresDate:12/11/11Time:12:34Sample:110Includedobservations:10VariableCoefficientStd.Errort-StatisticProb. C
245.
515869.
523483.
5314080.0096X
10.
5684250.
7160980.
7937810.4534X2-
0.
0058330.070294-
0.
0829750.9362R-squared
0.962099 Meandependentvar
1110.000AdjustedR-squared
0.951270 S.D.dependentvar
314.2893S.E.ofregression
69.37901 Akaikeinfocriterion
11.56037Sumsquaredresid
33694.13 Schwarzcriterion
11.65115Loglikelihood-
54.80185 F-statistic
88.84545Durbin-Watsonstat
2.708154 ProbF-statistic
0.000011在普通最小二乘法下,该模型的可决系数与F值较大,但是两个参数估计值的t检验值较小,说明各解释变量对Y的联合线性作用显著,但各解释变量间存在共线性使得它们对Y的独立作用不能分辨,故t检验不显著实验四联立方程模型的估计与检验(数据来源于李子奈版课后习题P
228.8)运行Eviews依次单击file→new→workfile→unstructed→observation18命令栏中输入“datam2gdppconsi”,打开“m2gdppconsi”表,接下来将数据输入其中建立统计模型依次单击object→newobject→system装入模型gdp=c1+c2*m2+c3*cons+c4*im2=c5+c6*gdp+c7*pinstconsip估计模型估计第一个方程依次单击quick→estimateequation→method→勾选TSLS输入gdp=c1+c2*m2+c3*cons+c4*iconsip得到下列结果DependentVariable:GDPMethod:Two-StageLeastSquaresDate:12/11/11Time:12:39Sample:118Includedobservations:18GDP=C1+C2*M2+C3*CONS+C4*IInstrumentlist:CONSIPCoefficientStd.Errort-StatisticProb. C1-
173.
5857913.2787-
0.
1900690.8520C2-
0.
0493980.024083-
2.
0511880.0594C
31.
6692970.
06849024.
372860.0000C
40.
9407070.
04370021.
526450.0000R-squared
0.999830 Meandependentvar
102871.0AdjustedR-squared
0.999794 S.D.dependentvar
69213.19S.E.ofregression
993.4180 Sumsquaredresid13816310Durbin-Watsonstat
1.554243第一个方程的估计结果如下GDP=-
173.5856662-
0.04939825085*M2+
1.669297466*CONS+
0.9407073699*I继续估计第二个方程依次单击quick→estimateequation→method→勾选TSLS输入m2=c5+c6*gdp+c7*pconsip得到下列结果DependentVariable:M2Method:Two-StageLeastSquaresDate:12/1111Time:12:45Sample:118Includedobservations:18M2=C5+C6*GDP+C7*PInstrumentlist:CONSIPCoefficientStd.Errort-StatisticProb. C
51986.
22214474.
530.
1372220.8927C
61.
8096110.
06312228.
668460.0000C7-
146.
931662.85453-
2.
3376460.0337R-squared
0.992274 Meandependentvar
144174.3AdjustedR-squared
0.991244 S.D.dependentvar
117812.4S.E.ofregression
11023.89 Sumsquaredresid
1.82E+09Durbin-Watsonstat
0.389408第二个方程的估计结果如下M2=
1986.221751+
1.809610829*GDP-
146.9316416*P综上所述该联立方程最终结果为GDP=-
173.5856662-
0.04939825085*M2+
1.669297466*CONS+
0.9407073699*IM2=
1986.221751+
1.809610829*GDP-
146.9316416*P男人看完这些文章还没过隐吗?请速度看下面的↓↓男人推荐精彩文章↓↓ 注下载原文后点及连接进入,不下载无法观看 ㊙少妇*女主播*玩车震,一晚17次*姿势诱人,原来是因为(点此进入男人必看)卖爆了,堪称装逼国产iPhone6~顶极高配神机~万众期待,顶级配置卖爆了!(苹果)㊙一夜七次郎从此不再是神话!娱乐圈只用不说的秘密....男人的加油站|一战到底,性福不停歇!用玛卡,还需要什么甜言蜜语!【警惕】千万别让你的情敌先吃了“玛卡”!否则宝马车都留不住她!那些如花般娇艳的女人,都因为有个强壮男人的浇灌!(点此进入男人必看)女人看完这些文章还没过隐吗?请速度看下面的 ↓↓女人推荐精彩文章↓↓注下载原文后点及连接进入,不下载无法观看养胸美胸比养脸更重要,女性朋友一定要知道男人厌倦女人身体的全过程,惊呆了!卖爆了!采用iphone6外观设计理念~顶极高配神机~万众期待,顶级配置卖爆了!TVS沿用劳力士经典款设计打造,顶级镶钻机械腕表官方活动价698元】限量1折抢大牌!仅此一天全国货到付款!送自己送朋友送父母(孝敬父母首选)。