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3??????????????D??
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4?????????A??
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10??????????????????
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1???????????????????C??
A????B??? C????D??????
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A?1930???????????B?1933???????????? C?1969?????????? D?1926???????Economics???????
3??????????????D??
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49??????????????? ???????
1??????19781998?????(y)?????(x)??????????????
???2187y.521?1.6843x
se=?340.0103??0.0622?
R2?0.9748,S.E.?1065.425,DW?0.2934,F?733.6066
???????
?1? ????19781985?19911998??????????
???145.4415?0.3971???4602x ??2?y.365?1.9525x ??1?y
t=?-8.7302??25.4269? t=?-5.0660??18.4094? R?0.9908,
2
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2
1
2
?1372.202 R2?0.9826,?e2?5811189
??F?????F?
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2
2
21
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2
?2????1????????????????0.05???????????
?0.05(3)?7.81???p=3???????????????????????????
?????????? ?1
ARCH Test: F-statistic Obs*R-squared
Test Equation:
6.033649 Probability 10.14976 Probability
0.007410 0.017335
Dependent Variable: RESID^2 Method: Least Squares
Date: 06/04/06Time: 17:02 Sample(adjusted): 1981 1998
Included observations: 18 after adjusting endpoints Variable C
RESID^2(-1) RESID^2(-2) RESID^2(-3)
CoefficieStd. Error t-Statistic nt
244797.2 373821.3 1.226048 0.330479 -1.405351 0.379187 1.015853 0.328076
0.654851 3.709908 -3.706222 3.096397
Prob.0.5232 0.0023 0.0023 0.0079 971801.3 1129283. 30.26952 30.46738 6.033649 0.007410
R-squared 0.563876 Mean dependent var Adjusted R-squared 0.470421 S.D. dependent var S.E. of regression 821804.5 Akaike info criterion Sum squared resid 9.46E+12 Schwarz criterion Log likelihood -268.4257 F-statistic
Durbin-Watson stat 2.124575 Prob(F-statistic)
2???????????????y?????x????????????????????????????????????????????
?1? ?n=16???0.05??????D-W????????
dL?1.106,dU?1.371???????????????
?2? ?????????????????????????????????
????????
?
??27.9123?0.3524x y
se=?1.8690??0.0055?
R?0.9966,?ei2?22.0506,DW?0.6800,F?4122.531
2
i?1
16
200180160
3210-1-2
86
88
9092
9496
9800
140
120100
3??????????????????????????????????????????????????????????????????????????????????????????????????= ??????+ ????+ ?????+????2000???60?????????????????????????????????????????????????????OLS????????????????????????????????????
4??????????????????????????? Yt?b1?b2D1t?b3D2t?b4D3t?b5D4t?b6xt?ut
?????????Dit??i???????1????0????????????????????????????
5??????19781998?????????????????????????
???2187y.521?1.6843x
se=?340.0103??0.0622?
R2?0.9748,S.E.?1065.425,DW?0.2934,F?733.6066
????????
?2? ????19781985?19911998??????????
???145.4415?0.3971x??1?y
t=?-8.7302??25.4269? R?0.9908,
2
?e
2
1
?1372.202
???4602.365?1.9525x??2?y
t=?-5.0660??18.4094? R?0.9826,
2
?e
22
?5811189
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发表于 2019-9-13 23:46:11