1、點擊OK,ili,i：irkfilerue七1工1飛typmIrregial:fDsLtejd.:王nd.F：=ltlh1workfilesmayhemadefrumUnEtrueturedwurkfilesbylsLtmtspecityingdsi.te:王nd/orOK出現(xiàn)workfile:untitled.DatespecificslI.ionN：=ijrieE(opti皿alWF：Fage：|截圖如下:2、多元線性回歸模型1）計算相關系數打開Eviews-filenewworkfileworkcreate，截圖如下:WorkfileCreate|=|回|融-|oVi已Re_Se面廚0r

2、ser01；r()5命obsSER01SER02SER03SER04SE19802795.6001600.40082.4000011.2700011981313130017S6.10090.9000013.4600019823259.2001911.20096.5000012.760001(J198335349002127.80099.6000011.180008.19843932.7002311.700103.900012.410009.19854-213.0002497.400107.600010.790001.4452.900,-2734.000109,6000er03命名為CP7.78

3、0000匕、Jd命名為gdP，總一02命名為sm2，（sPi，ser04命旨為Itrater-hnnninnrcc廠cccdcninnnnnrnnnn寸5ort|Transpose|巳批+卜|Smpl+HInslrrr：795.6Vi亡艸|卩口匚|0吋亡ct|PrintN日me|Fr亡亡ze|DefaultWorkfile:UNTITLEDI=I回錄弘View|Proc|Object|Print|Save|Details+/-1Show|FetchStare|DeleteGenr|Sample|Range:19801998-19obsDisplayFilter:*Sample:19801998

4、-19obsAleSresidQuick-emptygroup，錄入數據:Group:UNTITLEDWorkfile:UNTITLEDUntitled2)0LS估計點擊quick-generateseries,編寫函數，出現(xiàn)下面的截圖:RGDPLastupdated:04711/12-20:36Modified:19801998/rgdp=gdp/cpi198033.92718198134.44774198233.77409198335.49096198437.850821985m-4rjin.ri再計算真實的貨幣供給：同樣點擊quick-generateseries,編寫函數，截圖如下:長

5、期利率：點擊quick-estimateequation,編寫函數，截圖如下:rEquationEstimationSpecificationjOptionsc3c313rlog(rm2.)i：1ag(rgdp；l1ug(1trate.)*Equation.speciicationDependentvariablefollowedbylistoregressorsandPDLtermSjORanexplicitequationlikeEetim：=ltionsiattingsMethod：LeamtSquares(HLSandAEMA)Sample19801998(z|cibj亡ct|I198

6、019!:198019!擊確定并重新命名為eq01，截圖如下:Vi亡w|Proc|ol7ject|Pririt|Nmm亡|Fr亡亡盃|Estimate|Forneast|Stats|R亡sids|DependentVariable:LOG(RM2)Method:LeastSquaresate:04/11/12Time:2046Sample:19801998Includedobsen/ations:19VariableCoefficientStd.Errort-StatisticProb.C1.4145321.3174901.0736560.2989LOG(RGDP)0.4945860.2686

7、451.8410380.0842LOG(LTRATE)-0.0515790.150143-0.3435350.7357短期利率：點擊quick-estimateequation,編寫函數，截圖如下:RarSar函t0c回E回f.TOC o 1-5 h z00r回rEquationEstimationEquation:UNTITLEDWorkfile:UNTITLEDUntitledlogHi&ti|Pr0(z|obj亡ct|Print|N曰m亡|F亡亡z亡|Estim日te|Fo亡匚曰呂t|Stats|R亡呂id呂|DependentVanable:LOG(RM2)Method:LeastSq

8、uaresDate:04/11/12Time:21:00Sample:19801998Includedobservations:19VariableCoefficientStd.Errort-StatisticProb.C1.2393540.6244521.9847060.0G46LOG(RGDP)0.5243100.1455503.6022650.0024LOG(TBRATE)-0.0255290.051333-0.4973130.62572）模型的統(tǒng)計檢驗模型的總體顯著性檢驗H:卩，卩不全為0123iH:卩=0H:卩工00111B-卩t=tr=1.0736562.120se(B)1所以拒絕

9、H1，接受Ho,Bi沒有顯著性;H:卩=0H:卩工00212BBt=2匸=1.8410382.120接受H0,B2沒有顯著性;se(B)2所以拒絕Hi，H:卩=0H:卩工00313t(n一k)=ta0.05(16)=2.120k32.120所以拒絕H1，接受H0,B3沒有顯著性。短期利率：擬合優(yōu)度檢驗R2=0.729208TSS=0.19ESS=TSSRSS=0.14R2度量的是因變量Y的總變異中，由回歸模型解釋的部分所占的百分比或比例。模型的總體顯著性檢驗se曲3)=0-051333n=16t=1.984706i=3.602265=0.497313k=3H:卩不全為0123t=33=0.3435353se(I)3F(k一1,n一k)=Fa(2,16)=3.630.05所以拒絕H0，接受H1，個別偏回歸系數的H:|=001RSS=XU2=0.046305iR2=1-嘰TSS