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模型及模型的检验建立线性模型:CPIβ0β1GDZCTZZEβ2HBGYLβ3GDPβ4WHCB对模型显著性的假设为:H0:β1β2β3β40H1:β1,β2,β3,β4不全为零1模型显著性检验:用EVIEWS进行回归操作,结果如下:
Depe
de
tVariableCPIMethodLeastSquaresDate121010Time1710Sample19902009I
cludedobservatio
s20VariableCGDZCTZZEHBGYLGDPWHCBRsquaredAdjustedRsquaredSEofregressio
SumsquaredresidLoglikelihoodDurbi
Watso
statCoefficie
t10297150001061000031800001640004019047658003370015335538427019558989750693276StdError49501890000462000011700001420002706tStatistic20801522295079271671811528001485075Prob0000000366001590267001582105115065527236398975664790834144160035621
Mea
depe
de
tvarSDdepe
de
tvarAkaikei
focriterio
Schwarzcriterio
FstatisticProbFstatistic
Estimatio
Comma
dLSCPICGDZCTZZEHBGYLGDPWHCB
Estimatio
Equatio
CPIC1C2GDZCTZZEC3HBGYLC4GDPC5WHCBSubstitutedCoefficie
ts
fCPI10297145880001061271087GDZCTZZE0000317535485HBGYL00001639031138GDP0004019161098WHCB
将上述Eviews输出的回归分析表中的PValue值与给定的显著性水平α005进行比较。C、固定资产投资总额、货币供应量的PValue值005说明这三个解释变量对CPI的影响是显著的,而另外两个不显著。因此,我对估计量进行修正,结果如下:
Depe
de
tVariableCPIMethodLeastSquaresDate121010Time1713Sample19902009I
cludedobservatio
s20VariableCGDZCTZZEHBGYLGDPWHCBWHCB2RsquaredAdjustedRsquaredSEofregressio
SumsquaredresidLoglikelihoodDurbi
Watso
statCoefficie
t103618000017180000396264E050004068963E08056760004131715019699352763357079420957758StdError46723630000579000011900001560002546561E08tStatistic221767829655033324406016925415977161716678Prob000000010200050086800132401081105115065527236307942660666236754800024718
Mea
depe
de
tvarSDdepe
de
tvarAkaikei
focriterio
Schwarzcriterio
FstatisticProbFstatistic
Estimatio
Comma
dLSCPICGDZCTZZEHBGYLGDPWHCBWHCB2
Estimatio
Equatio
CPIC1C2GDZCTZZEC3HBGYLC4GDPC5WHCBC6WHCB2SubstitutedCoefficie
tsCPI10361797550001718217201GDZCTZZE00003955515982HBGYL2638904124e005GDP0004068304053WHCB9630845615e008WHCB2
结果显示对被解释的影响还是不显著,继续修正:
Depe
de
tVariableCPIMethodLeastSquares
fDate121010
Time1722
Sampleadjusted19912009I
cludedobservatio
s19afteradjustme
tsVariableCGDZCTZZEHBGYLGDPWHCBDWHCBRsqr
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