華南農(nóng)業(yè)大學(xué)珠江學(xué)院期末考試試卷2011-2012學(xué)年度下學(xué)期 考試科目： 計(jì)量經(jīng)濟(jì)學(xué)實(shí)訓(xùn)考試年級(jí):2幽級(jí)考核方式：（上機(jī)）A卷考試時(shí)間：120分鐘學(xué)號(hào)姓名年級(jí)專業(yè)得分評(píng)卷人注意：運(yùn)用計(jì)量軟件EViews完成以下內(nèi)容，每題要附上相應(yīng)的EViews輸出結(jié)果，作業(yè)提交時(shí)必須保存文件名為“學(xué)號(hào)+姓名”。1、經(jīng)研究發(fā)現(xiàn)，學(xué)生用于購買書籍及課外讀物的支出與本人受教育年限和其家庭收入水平有關(guān)，對(duì)18名學(xué)生進(jìn)行調(diào)查的統(tǒng)計(jì)資料如表1所示。（50分）表118名學(xué)生的調(diào)查資料學(xué)生序號(hào)購買書籍及課外讀物支出丫（元/年）受教育年限X1（年）家庭月可支配收入X2（元/月）1450.54171.22507.74174.23613.95204.34563.44218.75501.54219.46781.57240.47541.84273.58611.15294.891222.110330.210793.27333.111660.85366.012792.76350.913580.84357.914612.75359.015890.87371.9161121.09435.3171094.28523.9181253.010604.1(1)試求出學(xué)生購買書籍及課外讀物的支出丫與受教育年限X1和家庭收入水平X2的估計(jì)人 人 人 人回歸方程Y—p+pX+pXi0 11i 22iDependentVariable:YMethod:LeastSquaresDate:01/05/13Time:10:26Sample:118Includedobservations:18VariableCoefficientStd.Errort-StatisticProb.C-0.97556830.32236 -0.0321730.9748X1104.31466.409136 16.275920.0000X20.4021900.116348 3.4567760.0035R-squared0.979727Meandependentvar755.1500AdjustedR-squared0.977023S.D.dependentvar258.6859S.E.ofregression39.21162Akaikeinfocriterion10.32684Sumsquaredresid23063.27Schwarzcriterion10.47523Loglikelihood-89.94152F-statistic362.4430Durbin-Watsonstat2.561395Prob(F-statistic)0.000000Y=-0.9755677936+104.3145898*X1+0.402189905*X2(2)對(duì)總體參數(shù)P1,P2的顯著性進(jìn)行t檢驗(yàn)；P1,P2所對(duì)應(yīng)的T檢驗(yàn)分別得16.27592 3.456776因?yàn)閍=0.05,查自由度得15得t分布表，得臨界值t0.025(15)=2.13,t1=16.27592,t2=3.456776,均大于臨界值t0.025=2.13，故回歸系數(shù)顯著不為零，X對(duì)Y有顯著影響。（3）對(duì)該回歸模型總體顯著性進(jìn)行F檢驗(yàn)；F值為362.4430因?yàn)閍=0.05,F0.05（2,15）=3.68,又因?yàn)镕=362.4430>3.68，所以拒絕原假設(shè)，總體回歸方程存在顯著的線性關(guān)系。（4）計(jì)算擬合優(yōu)度R2和調(diào)整擬合優(yōu)度R2；R2值為0.979727R2值為0.977023（5）假設(shè)有一學(xué)生的受教育年限S=11年，家庭月可支配收入％=550元/月，試預(yù)測該學(xué)生全年購買書籍及課外讀物的支出。該預(yù)測值為1367.6892、已知某行業(yè)的年銷售額（人，萬元）以及該行業(yè)內(nèi)某公司的年銷售額（Yt，萬元）數(shù)據(jù)如表2所示。（50分）表2銷售額表（單位：萬元）年份Yt年份XtYt1991127.320.962001148.324.541992130.021.402002146.424.301993132.721.962003150.225.001994129.421.522004153.125.641995135.022.392005157.326.361996137.122.762006160.726.981997141.223.482007164.227.521998142.823.662008165.627.781999145.524.102009168.728.242000145.324.012010171.728.78（1）做人與Yt的散點(diǎn)圖。29-1 TOC\o"1-5"\h\z28- ,“27- 「26- *25- 024- 丁23- 「22- -21-120-| , , , , , 120 130 140 150 160 170 180(2)以Xt為解釋變量，Yt為被解釋變量，建立一元線性回歸模型。DependentVariable:YMethod:LeastSquaresDate:01/05/13Time:10:59Sample:19912010Includedobservations:20VariableCoefficientStd.Errort-StatisticProb.C-1.4547500.214146 -6.7932610.0000X0.1762830.001445 122.01700.0000R-squared0.998792Meandependentvar24.56900AdjustedR-squared0.998725S.D.dependentvar2.410396S.E.ofregression0.086056Akaikeinfocriterion-1.972991Sumsquaredresid0.133302Schwarzcriterion-1.873418Loglikelihood21.72991F-statistic14888.14Durbin-Watsonstat0.734726Prob(F-statistic)0.000000Durbin-Watsonstat0.734726Prob(F-statistic)0.000000YT=-1.454750041+0.1762828115*XTWhiteHeteroskedasticityTest:F-statistic 0.698485 ProbabilityObs*R-squared 1.518697 Probability0.5110600.467971TRA2=20*0.998792=1.52<XA20.05(2)=5.991，所以接受原假設(shè)，該回歸方程中不存在異方差。(5)用DW統(tǒng)計(jì)量和LM檢驗(yàn)誤差項(xiàng)ut是否存在自相關(guān)；若存在自相關(guān)，則消除自相關(guān)。檢驗(yàn)水平a=0.05,k=1查表Dl=1.20Du=1.41又因?yàn)镈urbin-Watsonstat0.734726故有DW=0.734<Dl=1.2認(rèn)為ut存在一階自相關(guān)P=0.632637DependentVariable:GDYMethod:LeastSquaresDate:01/05/13Time:11:29Sample(adjusted):19922010Includedobservations:19afteradjustmentsVariableCoefficientStd.Errort-StatisticProb.C1.5047311.394303 1.0791990.2956GDX0.2460190.024578 10.009810.0000R-squared0.854944Meandependentvar15.40215AdjustedR-squared0.846412S.D.dependentvar1.428023S.E.ofregression0.