计量经济学答案 南开大学 张晓峒 下载本文

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计量经济学答案

第二单元课后第六题答案

Dependent Variable: Y Method: Least Squares Date: 04/05/13 Time: 00:07 Sample: 1985 1998 Included observations: 14 Variable C GDP R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat obs 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998

Y 18249 18525 18400 16693 15543 15929 18308 17522 21640 23783 24040 24133 25090 24505

Coefficient 12596.27 26.95415 Std. Error 1244.567 4.120300 t-Statistic 10.12101 6.541792 Prob. 0.0000 0.0000 3512.487 17.85895 17.95024 42.79505 0.000028

0.781002 Mean dependent var 20168.57 0.762752 S.D. dependent var 1710.865 Akaike info criterion 35124719 Schwarz criterion -123.0126 F-statistic 0.859998 Prob(F-statistic)

GDP 161.69 171.07 184.07 194.75 197.86 208.55 221.06 246.92 276.8 316.38 363.52 415.51 465.78 509.1

第七题

1第三单元课后第三题答案

Dependent Variable: Y Method: Least Squares

Date: 04/03/13 Time: 17:41 Sample: 1 18

Included observations: 18 Variable

C X1

Coefficie

nt 1.1271084815 104.1584

Std. Error 30.333755688 6.4115444

t-Statistic

Prob.

0.03715690.97084051026 9896287 16.2454466.26433