1、第二章2.1（ 1）（2 ）2.2（ 1）(2)X YMean 6000.441 902.5148Median 2689.280 209.3900Maximum 27722.31 4895.410Minimum 123.7200 25.87000Std. Dev. 7608.021 1351.009Skewness 1.432519 1.663108Kurtosis 4.010515 4.590432Jarque-Bera 12.69068 18.69063Probability 0.001755 0.000087Sum 198014.5 29782.99Sum Sq. Dev. 1.85E+
2、09 58407195Observations 33 33(3)2.4（ 1）（3 ）第三章3.1 (1)(3)3.2(1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 14:42Sample: 1994 2011Included observations: 18Variable Coefficient Std. Error t-Statistic Prob. X2 0.135474 0.012799 10.58454 0.0000X3 18.85348 9.776181 1.928512 0.0729C -182
3、31.58 8638.216 -2.110573 0.0520R-squared 0.985838 Mean dependent var 6619.191Adjusted R-squared 0.983950 S.D. dependent var 5767.152S.E. of regression 730.6306 Akaike info criterion 16.17670Sum squared resid 8007316. Schwarz criterion 16.32510Log likelihood -142.5903 Hannan-Quinn criter. 16.19717F-s
4、tatistic 522.0976 Durbin-Watson stat 1.173432Prob(F-statistic) 0.000000(3)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 14:46Sample: 1994 2011Included observations: 18Variable Coefficient Std. Error t-Statistic Prob. LNX2 1.564221 0.088988 17.57789 0.0000LNX3 1.760695 0.682115 2.5
5、81229 0.0209C -20.52048 5.432487 -3.777363 0.0018R-squared 0.986295 Mean dependent var 8.400112Adjusted R-squared 0.984467 S.D. dependent var 0.941530S.E. of regression 0.117343 Akaike info criterion -1.296424Sum squared resid 0.206540 Schwarz criterion -1.148029Log likelihood 14.66782 Hannan-Quinn
6、criter. -1.275962F-statistic 539.7364 Durbin-Watson stat 0.686656Prob(F-statistic) 0.0000003.3 (1)(2)Dependent Variable: XMethod: Least SquaresDate: 12/28/15 Time: 15:01Sample: 1 18Included observations: 18Variable Coefficient Std. Error t-Statistic Prob. C 444.5888 406.1786 1.094565 0.2899T 123.151
7、6 31.84150 3.867644 0.0014R-squared 0.483182 Mean dependent var 1942.933Adjusted R-squared 0.450881 S.D. dependent var 698.8325S.E. of regression 517.8529 Akaike info criterion 15.44170Sum squared resid 4290746. Schwarz criterion 15.54063Log likelihood -136.9753 Hannan-Quinn criter. 15.45534F-statis
8、tic 14.95867 Durbin-Watson stat 1.052251Prob(F-statistic) 0.001364(3)Dependent Variable: E1Method: Least SquaresDate: 12/28/15 Time: 15:07Sample: 1 18Included observations: 18Variable Coefficient Std. Error t-Statistic Prob. E2 0.086450 0.028431 3.040742 0.0078C 3.96E-14 13.88083 2.85E-15 1.0000R-sq
9、uared 0.366239 Mean dependent var 2.30E-14Adjusted R-squared 0.326629 S.D. dependent var 71.76693S.E. of regression 58.89136 Akaike info criterion 11.09370Sum squared resid 55491.07 Schwarz criterion 11.19264Log likelihood -97.84334 Hannan-Quinn criter. 11.10735F-statistic 9.246111 Durbin-Watson sta
10、t 2.605783Prob(F-statistic) 0.0077883.6 (1)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:14Sample: 1994 2011Included observations: 18Variable Coefficient Std. Error t-Statistic Prob. X2 0.001382 0.001102 1.254330 0.2336X3 0.001942 0.003960 0.490501 0.6326X4 -3.579090 3.559949 -1.
11、005377 0.3346X5 0.004791 0.005034 0.951671 0.3600X6 0.045542 0.095552 0.476621 0.6422C -13.77732 15.73366 -0.875659 0.3984R-squared 0.994869 Mean dependent var 12.76667Adjusted R-squared 0.992731 S.D. dependent var 9.746631S.E. of regression 0.830963 Akaike info criterion 2.728738Sum squared resid 8
12、.285993 Schwarz criterion 3.025529Log likelihood -18.55865 Hannan-Quinn criter. 2.769662F-statistic 465.3617 Durbin-Watson stat 1.553294Prob(F-statistic) 0.000000(3)Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:18Sample: 1994 2011Included observations: 18Variable Coefficient Std.
13、 Error t-Statistic Prob. X5 0.001032 2.20E-05 46.79946 0.0000X6 -0.054965 0.031184 -1.762581 0.0983C 4.205481 3.335602 1.260786 0.2266R-squared 0.993601 Mean dependent var 12.76667Adjusted R-squared 0.992748 S.D. dependent var 9.746631S.E. of regression 0.830018 Akaike info criterion 2.616274Sum squ
14、ared resid 10.33396 Schwarz criterion 2.764669Log likelihood -20.54646 Hannan-Quinn criter. 2.636736F-statistic 1164.567 Durbin-Watson stat 1.341880Prob(F-statistic) 0.000000第四章4.3（ 1）（2 ）（3 ）a）Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:34Sample: 1985 2011Included observatio
15、ns: 27Variable Coefficient Std. Error t-Statistic Prob. LNGDP 1.185739 0.027822 42.61933 0.0000C -3.750670 0.312255 -12.01156 0.0000R-squared 0.986423 Mean dependent var 9.484710Adjusted R-squared 0.985880 S.D. dependent var 1.425517S.E. of regression 0.169389 Akaike info criterion -0.642056Sum squa
16、red resid 0.717312 Schwarz criterion -0.546068Log likelihood 10.66776 Hannan-Quinn criter. -0.613514F-statistic 1816.407 Durbin-Watson stat 0.471111Prob(F-statistic) 0.000000b)Dependent Variable: LNYMethod: Least SquaresDate: 12/28/15 Time: 15:36Sample: 1985 2011Included observations: 27Variable Coe
17、fficient Std. Error t-Statistic Prob. LNCPI 2.939295 0.222756 13.19511 0.0000C -6.854535 1.242243 -5.517871 0.0000R-squared 0.874442 Mean dependent var 9.484710Adjusted R-squared 0.869419 S.D. dependent var 1.425517S.E. of regression 0.515124 Akaike info criterion 1.582368Sum squared resid 6.633810
18、Schwarz criterion 1.678356Log likelihood -19.36196 Hannan-Quinn criter. 1.610910F-statistic 174.1108 Durbin-Watson stat 0.137042Prob(F-statistic) 0.000000c)Dependent Variable: LNGDPMethod: Least SquaresDate: 12/28/15 Time: 15:38Sample: 1985 2011Included observations: 27Variable Coefficient Std. Erro
19、r t-Statistic Prob. LNCPI 2.511022 0.158302 15.86227 0.0000C -2.796381 0.882798 -3.167634 0.0040R-squared 0.909621 Mean dependent var 11.16214Adjusted R-squared 0.906005 S.D. dependent var 1.194029S.E. of regression 0.366072 Akaike info criterion 0.899213Sum squared resid 3.350216 Schwarz criterion
20、0.995201Log likelihood -10.13938 Hannan-Quinn criter. 0.927755F-statistic 251.6117 Durbin-Watson stat 0.099623Prob(F-statistic) 0.0000004.4 （1）Dependent Variable: CZSRMethod: Least SquaresDate: 12/28/15 Time: 15:43Sample: 1985 2011Included observations: 27Variable Coefficient Std. Error t-Statistic
21、Prob. CZZC 0.090114 0.044367 2.031129 0.0540GDP -0.025334 0.005069 -4.998036 0.0000SSZE 1.176894 0.062162 18.93271 0.0000C -221.8540 130.6532 -1.698038 0.1030R-squared 0.999857 Mean dependent var 22572.56Adjusted R-squared 0.999838 S.D. dependent var 27739.49S.E. of regression 353.0540 Akaike info c
22、riterion 14.70707Sum squared resid 2866884. Schwarz criterion 14.89905Log likelihood -194.5455 Hannan-Quinn criter. 14.76416F-statistic 53493.93 Durbin-Watson stat 1.458128Prob(F-statistic) 0.000000（2 ）CZSR CZZC GDP SSZECZSR 1.000000 0.998729 0.992838 0.999832CZZC 0.998729 1.000000 0.992536 0.998575
23、GDP 0.992838 0.992536 1.000000 0.994370SSZE 0.999832 0.998575 0.994370 1.000000（3 ）被解释变量 可决系数 方差扩大因子CZZC 0.997168 353GDP 0.988833 90SSZE 0.997862 468第五章5.2 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:50Sample: 1 7Included observations: 7Variable Coefficient Std. Error t-Stat
24、istic Prob. T 35.20664 4.901492 7.182843 0.0020X 0.109949 0.061965 1.774380 0.1507C 77.12588 82.32844 0.936807 0.4019R-squared 0.943099 Mean dependent var 565.6857Adjusted R-squared 0.914649 S.D. dependent var 108.2755S.E. of regression 31.63265 Akaike info criterion 10.04378Sum squared resid 4002.4
25、99 Schwarz criterion 10.02060Log likelihood -32.15324 Hannan-Quinn criter. 9.757267F-statistic 33.14880 Durbin-Watson stat 1.426262Prob(F-statistic) 0.003238Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 15:54Sample: 12 18Included observations: 7Variable Coefficient Std. Error t-Stat
26、istic Prob. T 52.40588 6.923378 7.569409 0.0016X 0.068689 0.053763 1.277635 0.2705C -8.789265 79.92542 -0.109968 0.9177R-squared 0.984688 Mean dependent var 887.6143Adjusted R-squared 0.977032 S.D. dependent var 274.4148S.E. of regression 41.58810 Akaike info criterion 10.59103Sum squared resid 6918
27、.280 Schwarz criterion 10.56785Log likelihood -34.06861 Hannan-Quinn criter. 10.30451F-statistic 128.6166 Durbin-Watson stat 2.390329Prob(F-statistic) 0.0002345.3 （1）（2 ）Dependent Variable: Y1Method: Least SquaresDate: 12/28/15 Time: 16:31Sample: 1 12Included observations: 12Variable Coefficient Std
28、. Error t-Statistic Prob. X1 1.485296 0.500386 2.968297 0.0141C -550.5492 1220.063 -0.451247 0.6614R-squared 0.468390 Mean dependent var 3052.950Adjusted R-squared 0.415229 S.D. dependent var 550.5148S.E. of regression 420.9803 Akaike info criterion 15.07406Sum squared resid 1772245. Schwarz criteri
29、on 15.15488Log likelihood -88.44437 Hannan-Quinn criter. 15.04414F-statistic 8.810789 Durbin-Watson stat 2.354167Prob(F-statistic) 0.014087Dependent Variable: Y1Method: Least SquaresDate: 12/28/15 Time: 16:36Sample: 20 31Included observations: 12Variable Coefficient Std. Error t-Statistic Prob. X1 1
30、.086940 0.148863 7.301623 0.0000C 1173.307 733.2520 1.600141 0.1407R-squared 0.842056 Mean dependent var 6188.329Adjusted R-squared 0.826262 S.D. dependent var 2133.692S.E. of regression 889.3633 Akaike info criterion 16.56990Sum squared resid 7909670. Schwarz criterion 16.65072Log likelihood -97.41
31、940 Hannan-Quinn criter. 16.53998F-statistic 53.31370 Durbin-Watson stat 2.339767Prob(F-statistic) 0.000026（3 ）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:39Sample: 1 31Included observations: 31Weighting series: W1Variable Coefficient Std. Error t-Statistic Prob. X 1.425859 0.1
32、19104 11.97157 0.0000C -334.8131 344.3523 -0.972298 0.3389Weighted StatisticsR-squared 0.831707 Mean dependent var 3946.082Adjusted R-squared 0.825904 S.D. dependent var 536.1907S.E. of regression 536.6796 Akaike info criterion 15.47102Sum squared resid 8352726. Schwarz criterion 15.56354Log likelih
33、ood -237.8008 Hannan-Quinn criter. 15.50118F-statistic 143.3184 Durbin-Watson stat 1.369081Prob(F-statistic) 0.000000Unweighted StatisticsR-squared 0.875855 Mean dependent var 4443.526Adjusted R-squared 0.871574 S.D. dependent var 1972.072S.E. of regression 706.7236 Sum squared resid 14484289Durbin-
34、Watson stat 1.532908Heteroskedasticity Test: WhiteF-statistic 0.299395 Prob. F(2,28) 0.7436Obs*R-squared 0.649065 Prob. Chi-Square(2) 0.7229Scaled explained SS 1.798067 Prob. Chi-Square(2) 0.4070Test Equation:Dependent Variable: WGT_RESID2Method: Least SquaresDate: 12/28/15 Time: 16:43Sample: 1 31In
35、cluded observations: 31Collinear test regressors dropped from specificationVariable Coefficient Std. Error t-Statistic Prob. C 61927.89 1045682. 0.059222 0.9532WGT2 -593927.9 1173622. -0.506064 0.6168X*WGT2 282.4407 747.9780 0.377606 0.7086R-squared 0.020938 Mean dependent var 269442.8Adjusted R-squ
36、ared -0.048995 S.D. dependent var 689166.5S.E. of regression 705847.6 Akaike info criterion 29.86395Sum squared resid 1.40E+13 Schwarz criterion 30.00273Log likelihood -459.8913 Hannan-Quinn criter. 29.90919F-statistic 0.299395 Durbin-Watson stat 1.922336Prob(F-statistic) 0.7436105.4 （1）Dependent Va
37、riable: YMethod: Least SquaresDate: 12/28/15 Time: 16:48Sample: 1 31Included observations: 30Variable Coefficient Std. Error t-Statistic Prob. C 2.270304 9.247786 0.245497 0.8079X 0.034972 0.001786 19.58078 0.0000R-squared 0.931941 Mean dependent var 133.3830Adjusted R-squared 0.929510 S.D. dependen
38、t var 131.5880S.E. of regression 34.93649 Akaike info criterion 10.00928Sum squared resid 34175.64 Schwarz criterion 10.10269Log likelihood -148.1392 Hannan-Quinn criter. 10.03916F-statistic 383.4070 Durbin-Watson stat 2.541111Prob(F-statistic) 0.000000Dependent Variable: YMethod: Least SquaresDate:
39、 12/28/15 Time: 16:53Sample: 1 31Included observations: 30Weighting series: 1/X2Variable Coefficient Std. Error t-Statistic Prob. C 3.416762 0.417402 8.185790 0.0000X 0.017971 0.002791 6.439935 0.0000Weighted StatisticsR-squared 0.596964 Mean dependent var 9.452210Adjusted R-squared 0.582570 S.D. de
40、pendent var 20.20500S.E. of regression 3.158636 Akaike info criterion 5.202498Sum squared resid 279.3555 Schwarz criterion 5.295911Log likelihood -76.03747 Hannan-Quinn criter. 5.232382F-statistic 41.47276 Durbin-Watson stat 1.882722Prob(F-statistic) 0.000001Unweighted StatisticsR-squared 0.477642 M
41、ean dependent var 133.3830Adjusted R-squared 0.458986 S.D. dependent var 131.5880S.E. of regression 96.78774 Sum squared resid 262300.3Durbin-Watson stat 0.5780115.5 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 16:56Sample: 1 31Included observations: 31Variable Coefficient Std.
42、Error t-Statistic Prob. C -562.9210 134.8840 -4.173372 0.0002X 0.148116 0.012730 11.63514 0.0000R-squared 0.823576 Mean dependent var 947.2394Adjusted R-squared 0.817492 S.D. dependent var 478.4074S.E. of regression 204.3801 Akaike info criterion 13.54018Sum squared resid 1211365. Schwarz criterion
43、13.63270Log likelihood -207.8728 Hannan-Quinn criter. 13.57034F-statistic 135.3766 Durbin-Watson stat 1.890311Prob(F-statistic) 0.000000Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:00Sample: 1978 2011Included observations: 34Weighting series: 1/X2Variable Coefficient Std. Error
44、t-Statistic Prob. C 8.890886 3.604301 2.466744 0.0192X 0.852193 0.020150 42.29335 0.0000Weighted StatisticsR-squared 0.982425 Mean dependent var 230.2433Adjusted R-squared 0.981875 S.D. dependent var 247.1718S.E. of regression 16.20273 Akaike info criterion 8.465259Sum squared resid 8400.912 Schwarz
45、 criterion 8.555045Log likelihood -141.9094 Hannan-Quinn criter. 8.495879F-statistic 1788.728 Durbin-Watson stat 0.604647Prob(F-statistic) 0.000000Unweighted StatisticsR-squared 0.954142 Mean dependent var 1295.802Adjusted R-squared 0.952709 S.D. dependent var 1188.791S.E. of regression 258.5207 Sum
46、 squared resid 2138654.Durbin-Watson stat 0.7817885.6 （1）Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:06Sample: 1978 2011Included observations: 34Variable Coefficient Std. Error t-Statistic Prob. X 0.746241 0.019120 39.03027 0.0000C 92.55422 42.80529 2.162215 0.0382R-squared 0.9
47、79426 Mean dependent var 1295.802Adjusted R-squared 0.978783 S.D. dependent var 1188.791S.E. of regression 173.1597 Akaike info criterion 13.20333Sum squared resid 959497.2 Schwarz criterion 13.29311Log likelihood -222.4566 Hannan-Quinn criter. 13.23395F-statistic 1523.362 Durbin-Watson stat 1.53449
48、1Prob(F-statistic) 0.0000001）当定义区间为 1-13 时，由软件分析得：Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:10Sample: 1 13Included observations: 13Variable Coefficient Std. Error t-Statistic Prob. X 0.967839 0.026879 36.00771 0.0000C -18.86861 8.963780 -2.104984 0.0591R-squared 0.991587 Mean
49、 dependent var 280.1377Adjusted R-squared 0.990823 S.D. dependent var 127.0409S.E. of regression 12.17039 Akaike info criterion 7.976527Sum squared resid 1629.301 Schwarz criterion 8.063442Log likelihood -49.84742 Hannan-Quinn criter. 7.958662F-statistic 1296.555 Durbin-Watson stat 1.071505Prob(F-statistic) 0.0000002）当定义区间为 1-13 时，由软件分析得：Dependent Variable: YMethod: Least SquaresDate: 12/28/15 Time: 17:14Sample: 22 34Include
