1、精品數(shù)學(xué)與統(tǒng)計(jì)學(xué)院實(shí)驗(yàn)報(bào)告院（系）：數(shù)學(xué)與統(tǒng)計(jì)學(xué)學(xué)院學(xué)號(hào)： 姓名：實(shí)驗(yàn)課程：計(jì)量經(jīng)濟(jì)學(xué)指導(dǎo)教師:實(shí)驗(yàn)類型（驗(yàn)證性、演示性、綜合性、設(shè)計(jì)性）： 驗(yàn)證性實(shí)驗(yàn)時(shí)間：2017年 3 月15 日一、實(shí)驗(yàn)課題Chow檢驗(yàn)（鄒氏檢驗(yàn)）二、實(shí)驗(yàn)?zāi)康暮鸵饬x1建立財(cái)政支出模型表1給出了 1952-2004年中國財(cái)政支出（Fin）的年度數(shù)據(jù)（以1952年為基期，用消費(fèi) 價(jià)格指數(shù)進(jìn)行平減后得數(shù)據(jù)）。試根據(jù)財(cái)政支出隨時(shí)間變化的特征建立相應(yīng)的模型。表1obsFinobsFinobsFin1952173.941970563.5919881122.881953206.231971638.0119891077.92195423

2、1.71972658.2319901163.191955233.21197369119911212.511956262.141974664.8119921272.681957279.451975691.3219931403.621958349.031976656.2519941383.741959443.851977724.1819951442.191960419.061978931.4719961613.191961270.81979924.7119971868.981962229.721980882.7819982190.31963266.461981874.0219992616.4619

3、64322.981982884.1420003109.611965393.141983982.1720013834.161966465.4519841147.9520024481.41967351.9919851287.4120035153.41968302.9819861285.1620046092.991969446.8319871241.86步驟提示:(1)做變量fin的散點(diǎn)圖，觀察規(guī)律，看在不同時(shí)期是否有結(jié)構(gòu)性變化。(2)建立時(shí)間變量t=1, 2,，做Fin關(guān)于t的線性回歸模型，并對(duì)其做參數(shù)結(jié)構(gòu)穩(wěn)定性 檢驗(yàn)(Chow檢驗(yàn)或Chow預(yù)測檢驗(yàn))(建立變量t的方法是：t=trend()+1

4、)三、解題思路Eviews6-建立 fin 的連續(xù)序列(object-serieS -畫散點(diǎn)圖(view graph- dot plot)(2)建立 t 的時(shí)間變量(quick- generateseries-t=trend()+1)-建立 fin、t 的 方程(quick-estimate equation fin c t) -chow 檢驗(yàn)(view stability test chow breakpoint tesL斷點(diǎn)為1996)-建立三個(gè)方程(一個(gè)受約束方程，兩個(gè)不受約束 方程)一比較1996年屬于不受約束方程那個(gè)方程四、實(shí)驗(yàn)過程記錄與結(jié)果(1)、散點(diǎn)圖通過散點(diǎn)圖可以發(fā)現(xiàn)，1996

5、年存在結(jié)構(gòu)性變化(針對(duì) 斜率96年前后突然變大）chow 檢驗(yàn)受約束模型: Equation: EQO1 Workfile; 2OUSHlUCE：;Untitled一回View |Proc Object Print Ihldfne |Freeze| Egbrrdte|Forecast| Stats JleadsDependent Variable: FlhlMethod: Least SquaresDate: 03/15/17 Timer 15:43Sample: 1952 2004Included observations: 53VariableCo Mi cieniStd,E0 t-Sta

6、tstcProb.C-536.5285220.063S-24390640.0103T634833470914428 952953Q.0000R-squared0 61114EL1gan dependent var1177.684Adjusted R-squared0 603524S.D.如口白口。白口八前1254.214S E ofregression789.7332Akaike info criterion1&21327Sum squared rsid31307606Sctiwan criterion16 29262Log likelihood-427 7642Hannan-Qjinn cr

7、iter.16 24686F-statistic80,15536Durbin-VYatson stat0 002759ProD(F-statistic)0 000000由該方程發(fā)現(xiàn)，殘差存在明顯的相關(guān)性，即存在自相關(guān)性，進(jìn)行以1996年為斷點(diǎn)分階段檢驗(yàn)不受約束模型(1)、1952-1996O Equation: EQ02 Workfile: ZOUHIUCE:UntitledRi刷1Name曰比把 :E5timatelfhyecastJEtBtsIlResidDependent Va ri able: FIFJ kkthad; Least Squares Date: 03/15J17 Time

8、: 16:50 Sample: 1952 1996Included obsedations: 45anaoleCoefficientStd Errs t-StatisticProb,C25.76&7d3325271077496704425T30.931211 25893424 489930.0000R-squared0.933101Mean d&pendent var734 8976Adjusted R-squared0.931545S D. dependent var19.1 的 6S.E. 口f尊gr白5與iun109.6791Akaike ink criterion1 Z.27&42Su

9、m squared resid5172689Schwarz criterion12 35&72Log likelihood-27 2195Hannan-Quinn criter12 30S36F-statistic5997565DurbiivWfitson stat0494224Prob(Rstaflsfi)0.000000(2) 1997-2004 Equation: EQ03 Workfile: ZOUSHIYUCE-UntitI?d-i&?r3c 口口后:t rnrt Njfe Fre-?ze 乏nrra但二口飛舊占二三后:與 ResiasDependent variatJie: Fin

10、Method: Least SquaresDate: 03；1517 Time: 15:53Sample: 19S7 2004Included observatfons: 8VariableGoefficientErro t-StatisticProbC-26210 111742.239-15C43920.0000T60606435.1590917.1678S0.0000R-squared0.9SOC49Mean dependentvar3683.413Adj Lasted R-s quared0.9757243.D. dependent var1493 53S.E of regression

11、227.8570Akaike info criterion13S0763Sum squared 睦id31151283 diwarz criterion13.92749Lag livelihood-53.63052Hannan-Quinn criter.13.7736SF-statistlc294 7355DurNn-Waisofi stat0.820507Prob iF-statistic)0.000003根據(jù)受約束模型相比，各統(tǒng)計(jì)量明顯有轉(zhuǎn)好的趨勢(shì)口，大田空產(chǎn) 1/ hWflMT#八 gHIIK-1Ct.- 1 mf* ri- ?ij!i!-* * “冰鼻s7入h -A 口L學(xué) LF I

12、|2i. E ：,二J/* 二：|_.T ：.E2 :方二占1-L- T國/（上 gwrfkEin 1Hmr zu 問 nvcEMitiAd -eerI-r-rw | 占bi-k - aik| li-faib Kmck日電掌值匕此FINMfllhCff LM的 3Mala UKJ17 T1W： .43jmp.E I95Z2DMguarn抬以口* ayiSfl? TnwJO 立 flaw ws incXida tisarjdiDn s 業(yè)、胃吐la*L Bror t-SiWIiCRMcMMEqrrBF4我T3C H3121125305424 4S993ODODDRqflU-srpU：0.141曰

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15、fl5f1T Time: 1,53訊r* 1 附7 200，切U3M8G/exlBM Ensr E MhUKPtMMMOL 11如刖*4，7M祝i ，仁做2州1717I60 0009RWurtdo mmW MHnrrr4r漸*Ad|ust4d R-squ LDdo 9rn*S D -Ofndcrl qugison9 L Dl rrfir?JsiDA囂，吧2AMuE crrm11WA3部小通恥收除白%詡8SCO*11MMM11927*?UjQ Htce 4hM-51S3IK2口的13 773MFMM14C2M73C5DuEeM博 a *Mg冰W口 Equal art =Qt iL 5,HTnJE:IUrtilW計(jì)算f值:f=(RS5-RSG)