云南居民消費(fèi)水平的因素分析課程設(shè)計(jì)(綜合實(shí)驗(yàn))報(bào)告(2012--2013年度第一學(xué)期)名稱：計(jì)量經(jīng)濟(jì)模型應(yīng)用實(shí)踐題目：云南居民消費(fèi)水平的因素分析院系：經(jīng)濟(jì)與管理學(xué)院專業(yè)：金融學(xué)學(xué)號：1101940306學(xué)生姓名：陳玉斌指導(dǎo)教師：胡軍峰設(shè)計(jì)周數(shù)：兩周成績：日期：2013年01月08日課程課程設(shè)計(jì)（綜合實(shí)驗(yàn)）報(bào)告PAGE1一、課程設(shè)計(jì)(綜合實(shí)驗(yàn))的目的與要求1、要求學(xué)生獨(dú)自完成一個實(shí)證分析的完整過程，得到計(jì)量經(jīng)濟(jì)分析的實(shí)踐訓(xùn)練2、培養(yǎng)學(xué)生獲取信息和綜合處理信息的能力、建立模型的能力、文字和語言表達(dá)能力3、針對某一經(jīng)濟(jì)活動對象，收集真實(shí)的樣本數(shù)據(jù)，獨(dú)立建立一個單方程多元線性回歸計(jì)量經(jīng)濟(jì)學(xué)模型，并完成模型的估計(jì)、檢驗(yàn)和修正，最終得到一個無設(shè)定偏誤、經(jīng)濟(jì)意義合理的模型；利用模型進(jìn)行必要的結(jié)構(gòu)分析、經(jīng)濟(jì)預(yù)測或政策評價。二、設(shè)計(jì)（實(shí)驗(yàn)）正文2.1選題背景及意義經(jīng)濟(jì)增長通常是指在一個較長的時間跨度上，一個地區(qū)人均產(chǎn)出（或人均收入）水平的持續(xù)增加。經(jīng)濟(jì)增長率的高低體現(xiàn)了一個地區(qū)在一定時期內(nèi)經(jīng)濟(jì)總量的增長速度，也是衡量一個國家或地區(qū)總體經(jīng)濟(jì)實(shí)力增長速度的標(biāo)志。它構(gòu)成了經(jīng)濟(jì)發(fā)展的物質(zhì)基礎(chǔ)，而產(chǎn)業(yè)結(jié)構(gòu)的調(diào)整與優(yōu)化升級對于經(jīng)濟(jì)增長乃至經(jīng)濟(jì)發(fā)展至關(guān)重要。隨著市場經(jīng)濟(jì)的穩(wěn)定繁榮和改革開放的深入發(fā)展，我國人均生活水平有的很大的提高，其主要表現(xiàn)在人均可支配收入的增長，云南也如此。建立一個經(jīng)濟(jì)意義合理的消費(fèi)模型，對云南消費(fèi)結(jié)構(gòu)分析、經(jīng)濟(jì)預(yù)測或政策評價具有一定的參考價值，從而有利于調(diào)整云南消費(fèi)結(jié)構(gòu)，改善云南消費(fèi)水平。2.2文獻(xiàn)綜述馬立平，居民消費(fèi)行為的定量研究.首都經(jīng)濟(jì)貿(mào)易大學(xué)出版社,2009.12。研究了1978-2000年統(tǒng)計(jì)年鑒中的時間序列數(shù)據(jù)，運(yùn)用多元線性回歸模型，以居民收入、金融資產(chǎn)、投資機(jī)會的選擇、消費(fèi)機(jī)構(gòu)、價格水平為解釋變量，居民消費(fèi)水平為被解釋變量。對北京居民利用LM一階序列相關(guān)性檢驗(yàn)得LM二階序列相關(guān)性檢驗(yàn)得nR2=0.290477nR′2=0.487918X2=3.84X′2=5.99故不存在序列相關(guān)性。Ct=2461.499-12.42P+0.88Y-1.09C1+u異方差檢驗(yàn)采用懷特（White）檢驗(yàn)結(jié)果如下表由檢驗(yàn)結(jié)果可知：精確p值大于0.05，不存在異方差性。多重共線性檢驗(yàn)定性分析：由于許多經(jīng)濟(jì)變量隨時間的變化過程中往往存在共同的變化趨勢，這就使得它們之間容易產(chǎn)生多重共線性。例如，經(jīng)濟(jì)的增長將使人均可支配收入有所增加，隨著人們可支配收入的增長，會使得商品銷售有所增長，進(jìn)而導(dǎo)致零售物價指數(shù)也發(fā)生相應(yīng)的變化。在我們的模型中，將人均可支配收入，物價指數(shù)和前期消費(fèi)水平作為解釋變量同時引入模型，這三者之間極有可能存在很大的相關(guān)性做輔助回歸分析做Cl的輔助分析結(jié)果為：DependentVariable:ClMethod:LeastSquaresDate:01/08/13Time:15:11Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

Y0.3333310.01614720.644030.0000P-28.646517.635652-3.7516780.0028C3460.751868.31053.9856140.0018R-squared0.9602784

Meandependentvar2780.067AdjustedR-squared0.979915

S.D.dependentvar1320.732S.E.ofregression187.1755

Akaikeinfocriterion13.47883Sumsquaredresid420415.8

Schwarzcriterion13.62044Loglikelihood-98.09120

Hannan-Quinncriter.13.47732F-statistic342.5215

Durbin-Watsonstat0.399574Prob(F-statistic)0.000000

R2=0.96，Cl的VIF的值為25，存在多重共線。做P的輔助分析得DependentVariable:PMethod:LeastSquaresDate:01/09/13Time:10:25Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

C117.12623.03986738.530040.0000Y0.0057990.0018603.1177150.0089CL-0.0188430.005023-3.7516780.0028R-squared0.985268

Meandependentvar105.4533AdjustedR-squared0.594814

S.D.dependentvar7.541586S.E.ofregression4.800537

Akaikeinfocriterion6.152189Sumsquaredresid276.5419

Schwarzcriterion6.293799Loglikelihood-43.14142

Hannan-Quinncriter.6.150681F-statistic11.27602

Durbin-Watsonstat0.692134Prob(F-statistic)0.001755R2=0.985，VIF=66,存在嚴(yán)重多重共線

做Y的輔助回歸得DependentVariable:YMethod:LeastSquaresDate:01/09/13Time:10:31Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

C-9229.2552870.252-3.2154860.0074CL2.9178590.14134120.644030.0000P77.1717124.752653.1177150.0089R-squared0.919333

Meandependentvar7020.600AdjustedR-squared0.975888

S.D.dependentvar3566.377S.E.ofregression553.7872

Akaikeinfocriterion15.64829Sumsquaredresid3680163.

Schwarzcriterion15.78990Loglikelihood-114.3622

Hannan-Quinncriter.15.64679F-statistic284.3131

Durbin-Watsonstat0.377367Prob(F-statistic)0.000000R2=0.92，VIF=12.5，不存在嚴(yán)重多重共線。修正剔除變量P得DependentVariable:CTMethod:LeastSquaresDate:01/09/13Time:10:44Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

Y0.8019870.0828789.6767490.0000CL-0.8476470.223795-3.7876050.0026C1012.218135.44947.4730370.0000R-squared0.987706

Meandependentvar4286.133AdjustedR-squared0.985658

S.D.dependentvar1786.081S.E.ofregression213.9007

Akaikeinfocriterion13.74576Sumsquaredresid549042.3

Schwarzcriterion13.88737Loglikelihood-100.0932

Hannan-Quinncriter.13.74425F-statistic482.0627

Durbin-Watsonstat0.894007Prob(F-statistic)0.000000

P值均小于0.05

再檢驗(yàn)序列相關(guān)檢驗(yàn)Breusch-GodfreySerialCorrelationLMTest:F-statistic6.211366

Prob.F(1,11)0.0699Obs*R-squared5.413312

Prob.Chi-Square(1)0.0570TestEquation:DependentVariable:RESIDMethod:LeastSquaresDate:01/09/13Time:10:49Sample:19972011Includedobservations:15Presamplemissingvaluelaggedresidualssettozero.CoefficientStd.Errort-StatisticProb.

Y-0.0726970.075099-0.9680250.3538CL0.2034570.2039210.9977270.3399C-51.47814114.9700-0.4477530.6630RESID(-1)0.6606480.2650802.4922610.0799R-squared0.360887

Meandependentvar-3.79E-14不存在序列相關(guān)

異方差檢驗(yàn)HeteroskedasticityTest:WhiteF-statistic2.425398

Prob.F(5,9)0.1174Obs*R-squared8.610070

Prob.Chi-Square(5)0.1257ScaledexplainedSS4.115945

Prob.Chi-Square(5)0.5328TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:01/09/13Time:10:54Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

C-49437.0565732.98-0.7520890.4712Y-70.0987889.41002-0.7840150.4532Y^2-0.0695440.036282-1.9167880.0875Y*CL0.3940440.2048681.9234090.0866CL308.7518261.71171.1797400.2683CL^2-0.5789690.293402-1.9732970.0799R-squared0.574005

Meandependentvar36602.82AdjustedR-squared0.337341

S.D.dependentvar46307.64S.E.ofregression37696.22

Akaikeinfocriterion24.20168Sumsquaredresid1.28E+10

Schwarzcriterion24.48490Loglikelihood-175.5126

Hannan-Quinncriter.24.19866F-statistic2.425398

Durbin-Watsonstat2.449370Prob(F-statistic)0.117370

P值均大于0.05，不存在異方差多重共線性檢驗(yàn)對Cl做回歸DependentVariable:CLMethod:LeastSquaresDate:01/09/13Time:11:04Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

Y0.3633360.01986518.289830.0000C229.2291155.35761.4754930.0139R-squared0.802592

Meandependentvar2780.067AdjustedR-squared0.959714

S.D.dependentvar1320.732S.E.ofregression265.0880

Akaikeinfocriterion14.12157Sumsquaredresid913531.7

Schwarzcriterion14.21597Loglikelihood-103.9118

Hannan-Quinncriter.14.12056F-statistic334.5179

Durbin-Watsonstat0.332911Prob(F-statistic)0.000000R2=0.80，VIF=5，不存在共線性對Y做回歸得DependentVariable:YMethod:LeastSquaresDate:01/09/13Time:11:08Sample:19972011Includedobservations:15CoefficientStd.Errort-StatisticProb.

CL2.6493150.14485218.289830.0000C-344.6723443.0859-0.7778900.0406R-squared0.762592

Meandependentvar7020.600AdjustedR-squared0.959714

S.D.dependentvar3566.377S.E.ofregression715.8181

Akaikeinfocriterion16.10829Sumsquaredresid6661142.

Schwarzcriterion16.20270Loglikelihood-118.8122

Hannan-Quinncriter.16.10729F-st