计量经济学课外作业学号：100308103姓名：陈琳专业：国际经济与贸易国民生产总值与第一产业数据分析DependentVariable:YMethod:LeastSquaresDate:05/05/13Time:15:32Sample:19782011Includedobservations:34CoefficientStd.Errort-StatisticProb.C-30355.305044.125-6.0179510.0000X9.9941150.28072335.601300.0000R-squared0.975374Meandependentvar101654.7AdjustedR-squared0.974605S.D.dependentvar125124.3S.E.ofregression19939.69Akaikeinfocriterion22.69583Sumsquaredresid1.27E+10Schwarzcriterion22.78562Loglikelihood-383.8292Hannan-Quinncriter.22.72645F-statistic1267.452Durbin-Watsonstat0.126369Prob(F-statistic)0.000000Y=9.994X-30355.30(0.2807)(5044.125)T=(35,60)(-6.017)HeteroskedasticityTest:WhiteF-statistic0.818674Prob.F(2,31)0.4503Obs*R-squared1.705708Prob.Chi-Square(2)0.4262ScaledexplainedSS0.765217Prob.Chi-Square(2)0.6821TestEquation:DependentVariable:RESID^2Method:LeastSquaresDate:05/05/13Time:15:46Sample:19782011Includedobservations:34CoefficientStd.Errort-StatisticProb.C2.58E+081.27E+082.0252220.0515X12179.0516838.350.7232920.4749X^2-0.1375810.398009-0.3456730.7319R-squared0.050168Meandependentvar3.74E+08AdjustedR-squared-0.011112S.D.dependentvar3.82E+08S.E.ofregression3.84E+08Akaikeinfocriterion42.45632Sumsquaredresid4.58E+18Schwarzcriterion42.59100Loglikelihood-718.7574Hannan-Quinncriter.42.50225F-statistic0.818674Durbin-Watsonstat0.404978Prob(F-statistic)0.450325根据white检验可知该模型之间不存在异方差性所以也不需要修正。DependentVariable:EMethod:LeastSquaresDate:05/06/13Time:20:19Sample(adjusted):19792011Includedobservations:33afteradjustmentsCoefficientStd.Errort-StatisticProb.E(-1)0.9432910.06419514.694230.0000R-squared0.870745Meandependentvar-719.1377AdjustedR-squared0.870745S.D.dependentvar19479.69S.E.ofregression7003.351Akaikeinfocriterion20.57600Sumsquaredresid1.57E+09Schwarzcriterion20.62135Loglikelihood-338.5040Hannan-Quinncriter.20.59126Durbin-Watsonstat1.424510可以得到e=0.943291e(-1)可知p=0.943291可以得到差分方程y-0.94329y（-1）=b1（1-0.943291）+b2（x-0.943291x(-1)）对广义差分方程进行回归DependentVariable:Y-0.943291*Y(-1)Meth