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Errort-StatisticProb. X50.0960790.2243420.4282700.6813 X41.9721911.2577071.5680850.1608 X3-0.3468220.530434-0.6538450.5341 X20.3184390.2958001.0765330.3174 C-22452.3027984.60-0.8023090.4488 R-squared0.985639 Mean dependent var64342.93 Adjusted R-squared0.977432 S.D. dependent var27118.27 S.E. of regression4073.867 Akaike info criterion19.75691 Sum squared resid1.16E+08 Schwarz criterion19.95895 Log likelihood-113.5415 F-statistic120.1049 Durbin-Watson stat1.264884 Prob(F-statistic)0.000002 ½«ÉÏÊö»Ø¹é½á¹ûÕûÀíÈçÏ£º 0.985639 0.977432 F=120.1049 ´Ó»Ø¹é½á¹û¿´£¬¿É¾öϵÊýºÜ¸ß£¬FÖµºÜ´ó£¬µ«ÔÚÏÔÖøÐÔˮƽÏ£¬¸÷ÏîµÄ»Ø¹éϵÊý¶¼²»ÏÔÖø£¬Òò´Ë»Ø¹é·½³Ì²»ÄÜͶÈëʹÓ㻸ÃÄ£ÐͺܿÉÄÜ´æÔÚ¶àÖع²ÏßÐÔ¡£ºÍFÖµ´ó·´Ó³ÁËÄ£ÐÍÖи÷½âÊͱäÁ¿ÁªºÏ¶ÔYµÄÓ°ÏìÁ¦ÏÔÖø£¬¶øtֵСÓÚÁÙ½çֵǡºÃ·´Ó³ÁËÓÉÓÚ½âÊͱäÁ¿¹²ÏßÐÔµÄ×÷Óã¬Ê¹µÃ²»ÄÜ·Ö½â³ö¸÷¸ö½âÊͱäÁ¿¶ÔY¶ÀÁ¢Ó°Ïì¡£ ¶þ¡¢¶àÖع²ÏßÐԵļìÑé ÓÃEviews¼ÆËã½âÊͱäÁ¿Ö®¼äµÄ¼òµ¥Ïà¹ØϵÊý£º YX5X4X3X2 Y 1.000000 0.973852 0.990785 0.968615 0.897252 X5 0.973852 1.000000 0.987899 0.979698 0.814824 X4 0.990785 0.987899 1.000000 0.983539 0.879404 X3 0.968615 0.979698 0.983539 1.000000 0.853171 X2 0.897252 0.814824 0.879404 0.853171 1.000000 ÓÉÉϱí¿ÉÒÔ¿´³ö£¬½âÊͱäÁ¿Ö®¼ä´æÔڸ߶ȵÄÏßÐÔÏà¹Ø£¬Í¬Ê±Ò²Ö¤Ã÷ÁË£¬ËäÈ»ÕûÌåÉÏÄâºÏ½ÏºÃ£¬µ«²»ÄÜ·Ö½â³ö¸÷¸ö½âÊͱäÁ¿¶ÔY¶ÀÁ¢Ó°Ïì¡£ Èý¡¢Ä£ÐÍÐÞÕý ÔËÓÃOLS·½·¨ÖðÒ»ÇóY¶Ô¸÷¸ö½âÊͱäÁ¿µÄ»Ø¹é£¬½áºÏ¾­¼ÃÒâÒåºÍͳ¼Æ¼ìÑéÑ¡³öÄâºÏЧ¹û×îºÃµÄÒ»ÔªÏßÐԻع鷽³Ì¡£Eviews¹ý³ÌÈçÏ£º Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 20:48 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X21.8929780.2945656.4263470.0001 C-177928.337873.57-4.6979540.0008 R-squared0.805060 Mean dependent var64342.93 Adjusted R-squared0.785566 S.D. dependent var27118.27 S.E. of regression12557.65 Akaike info criterion21.86506 Sum squared resid1.58E+09 Schwarz criterion21.94588 Log likelihood-129.1904 F-statistic41.29793 Durbin-Watson stat0.500518 Prob(F-statistic)0.000076 Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 20:50 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X31.9506440.15829612.322790.0000 C13596.914596.0282.9584060.0143 R-squared0.938215 Mean dependent var64342.93 Adjusted R-squared0.932036 S.D. dependent var27118.27 S.E. of regression7069.689 Akaike info criterion20.71603 Sum squared resid5.00E+08 Schwarz criterion20.79685 Log likelihood-122.2962 F-statistic151.8512 Durbin-Watson stat0.753355 Prob(F-statistic)0.000000 Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 20:50 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X42.3287020.10066923.132200.0000 C9316.6802625.8803.5480220.0053 R-squared0.981655 Mean dependent var64342.93 Adjusted R-squared0.979820 S.D. dependent var27118.27 S.E. of regression3852.305 Akaike info criterion19.50174 Sum squared resid1.48E+08 Schwarz criterion19.58256 Log likelihood-115.0105 F-statistic535.0988 Durbin-Watson stat0.797211 Prob(F-statistic)0.000000 Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 20:50 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X50.4908030.03620713.555590.0000 C21123.163693.8775.7184260.0002 R-squared0.948388 Mean dependent var64342.93 Adjusted R-squared0.943227 S.D. dependent var27118.27 S.E. of regression6461.494 Akaike info criterion20.53612 Sum squared resid4.18E+08 Schwarz criterion20.61694 Log likelihood-121.2167 F-statistic183.7540 Durbin-Watson stat0.341465 Prob(F-statistic)0.000000 ´ÓÉÏÊö½á¹û¿ÉÒÔ¿´³öY¶ÔX4µÄÏßÐÔ¹Øϵǿ£¬ÄâºÏ³Ì¶ÈºÃ£¬¼´ Ö𲽻ع飬½«ÆäÓà½âÊͱäÁ¿ÖðÒ»´úÈëÉÏʽ Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 20:59 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X20.2415680.1831571.3189100.2198 X42.0920390.20404610.252790.0000 C-16007.9619367.66-0.8265310.4299 R-squared0.984626 Mean dependent var64342.93 Adjusted R-squared0.981210 S.D. dependent var27118.27 S.E. of regression3717.305 Akaike info criterion19.49170 Sum squared resid1.24E+08 Schwarz criterion19.61293 Log likelihood-113.9502 F-statistic288.2051 Durbin-Watson stat1.001296 Prob(F-statistic)0.000000 Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 21:08 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X3-0.3615050.488539-0.7399720.4782 X42.7436700.5701744.8119890.0010 C8915.7342741.4573.2521880.0100 R-squared0.982707 Mean dependent var64342.93 Adjusted R-squared0.978864 S.D. dependent var27118.27 S.E. of regression3942.525 Akaike info criterion19.60935 Sum squared resid1.40E+08 Schwarz criterion19.73058 Log likelihood-114.6561 F-statistic255.7182 Durbin-Watson stat1.108596 Prob(F-statistic)0.000000 Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 21:08 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X42.8058940.6649734.2195600.0022 X5-0.1035760.142588-0.7264010.4861 C7161.6824004.7801.7882830.1074 R-squared0.982671 Mean dependent var64342.93 Adjusted R-squared0.978820 S.D. dependent var27118.27 S.E. of regression3946.641 Akaike info criterion19.61144 Sum squared resid1.40E+08 Schwarz criterion19.73266 Log likelihood-114.6686 F-statistic255.1758 Durbin-Watson stat0.976364 Prob(F-statistic)0.000000 ÔÙ´ÎÒÀ¾Ýµ÷ÕûºóµÄ¿É¾öϵÊý×î´óÔ­Ôò£¬Ñ¡È¡µ÷Õûºó¿É¾öϵÊý×î´óËù¶ÔÓ¦µÄ½âÊͱäÁ¿×÷ΪнøÈëÄ£Ð͵ĺòÑ¡±äÁ¿£¬½«Õâ¸öºòÑ¡±äÁ¿µÄµ÷Õûºó¿É¾öϵÊýÓëÉÏÒ»²½ÖнøÈëÄ£ÐͽâÊͱäÁ¿µÄµ÷Õûºó¿É¾öϵÊý¼ÓÒԱȽϣ¬ÈôÊÇ´óÓÚÉÏÒ»²½µÄµ÷Õûºó¿É¾öϵÊý£¬Ôò½«ºòÑ¡±äÁ¿¼ÓÈëÄ£ÐÍ£¬ÈôÊÇСÓÚ£¬Ôò½«Í£Ö¹Ö𲽻ع顣¾­²éX2µÄµ÷Õûºó¿É¾öϵÊý×î´ó£¬¹ÊX2×÷ΪµÚ¶þ¸ö½âÊͱäÁ¿½øÈë»Ø¹éÄ£ÐÍ¡£ ¼ÌÐøÖ𲽻عé Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 21:26 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X20.2261470.1920081.1778020.2727 X42.4328880.6175063.9398620.0043 X3-0.2837740.482888-0.5876600.5730 C-14706.0120234.62-0.7267750.4881 R-squared0.985262 Mean dependent var64342.93 Adjusted R-squared0.979736 S.D. dependent var27118.27 S.E. of regression3860.355 Akaike info criterion19.61611 Sum squared resid1.19E+08 Schwarz criterion19.77774 Log likelihood-113.6966 F-statistic178.2759 Durbin-Watson stat1.244459 Prob(F-statistic)0.000000 Dependent Variable: Y Method: Least Squares Date: 05/07/04 Time: 21:26 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X20.2967290.2832191.0477020.3254 X41.7829071.1793301.5117960.1690 X50.0553680.2076740.2666130.7965 C-20638.7026831.94-0.7691840.4639 R-squared0.984762 Mean dependent var64342.93 Adjusted R-squared0.979047 S.D. dependent var27118.27 S.E. of regression3925.397 Akaike info criterion19.64952 Sum squared resid1.23E+08 Schwarz criterion19.81116 Log likelihood-113.8971 F-statistic172.3294 Durbin-Watson stat0.977236 Prob(F-statistic)0.000000 ÓÉÓÚ£¬´Ë´Îµ÷Õûºó¿É¾öϵÊý×î´óµÄΪX3£¬µ«ÓëÉÏÒ»²½µÄµ÷Õûºó¿É¾öϵÊýÏà±ÈҪС£¬¹Ê¿ÉÒÔÈÏΪÖ𲽻عéÖÕÖ¹¡£ ËùÒÔÐÞÕýºóµÄ×îÖյĻعéÄ£ÐÍΪ£º ËÄ¡¢Òì·½²î¼ìÑé 1¡¢ÀûÓÃARCH¼ìÑé·¨¼ìÑéÄ£ÐÍÊÇ·ñ´æÔÚÒì·½²î ARCH Test: F-statistic0.163061 Probability0.943889 Obs*R-squared1.428695 Probability0.839193 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 05/08/04 Time: 18:56 Sample(adjusted): 1995 2002 Included observations: 8 after adjusting endpoints VariableCoefficientStd. Errort-StatisticProb. C8533293.237876190.3587280.7436 RESID^2(-1)-0.3487861.243214-0.2805520.7973 RESID^2(-2)0.5050341.1136400.4534980.6810 RESID^2(-3)-0.0315161.296584-0.0243070.9821 RESID^2(-4)0.0356351.1689000.0304860.9776 R-squared0.178587 Mean dependent var10929249 Adjusted R-squared-0.916631 S.D. dependent var16868099 S.E. of regression23352607 Akaike info criterion37.03949 Sum squared resid1.64E+15 Schwarz criterion37.08914 Log likelihood-143.1579 F-statistic0.163061 Durbin-Watson stat1.277697 Prob(F-statistic)0.943889 ÓÉÉÏÊö·ÖÎö¿ÉÖªObs*R-squared=1.428695£¬tÖµ¾ù²»ÏÔÖø£¬ËµÃ÷²»´æÔÚÒì·½²î¡£ ΪÁ˸üÓаÑÎÕµØÈÏΪÐÞÕýºóµÄÄ£ÐͲ»´æÔÚÒì·½²î£¬ÎÒÃÇÔÙʹÓÃGlejser¼ìÑéÀ´¸¨ÖúÅжϡ£ 2¡¢Glejser¼ìÑ飺 ¸ù¾ÝÑù±¾Êý¾Ý½¨Á¢»Ø¹éÄ£ÐͲ¢Çó²Ð²îÐòÁÐ Óòвî¾ø¶ÔÖµ¶Ô½øÐлع飬¼ÙÉ躯ÊýÐÎʽΪ£º ÓÃEviews·Ö±ð¶Ô½øÐлعé Dependent Variable: SER01 Method: Least Squares Date: 05/11/04 Time: 16:00 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X20.0573870.0558851.0268790.3287 C-4542.3277185.410-0.6321600.5415 R-squared0.095389 Mean dependent var2802.343 Adjusted R-squared0.004928 S.D. dependent var2388.342 S.E. of regression2382.449 Akaike info criterion18.54066 Sum squared resid56760649 Schwarz criterion18.62148 Log likelihood-109.2439 F-statistic1.054480 Durbin-Watson stat1.721401 Prob(F-statistic)0.328676 Dependent Variable: SER01 Method: Least Squares Date: 05/11/04 Time: 16:09 Sample: 1991 2002 Included observations: 12 VariableCoefficientStd. Errort-StatisticProb. X40.1098680.0554781.9803890.0758 C206.21711447.0950.1425040.8895 R-squared0.281709 Mean dependent var2802.343 Adjusted R-squared0.209880 S.D. dependent var2388.342 S.E. of regression2122.966 Akaike info criterion18.31003 Sum squared resid45069827 Schwarz criterion18.39085 Log likelihood-107.8602 F-statistic3.921941 Durbin-Watson stat2.109131 Prob(F-statistic)0.075824 ´ÓÉÏÊöÁ½±íµÄ¡¢t¡¢FÖµ¿ÉÒÔÈÏΪ£ºÐÞÕýºóµÄÄ£ÐͲ»´æÔÚÒì·½²î¡£ ¾­¼ÃÒâÒå¼ìÑ飺ÓÉÄ£ÐÍ¿ÉÖª£¬GDP±ä»¯ÓëÄÜÔ´Ïû·Ñ×ÜÁ¿¼°¹Ì¶¨×ʲúͶ×ÊÓйأ¬¶øÕâÓëÏà¹ØµÄ¾­¼ÃÀíÂÛ²¢Ã»ÓÐÏò㣣¬Òò´Ë´ËÄ£Ð;ßÓÐÒ»¶¨¾­¼ÃÒâÒå¡£ Î塢ģÐÍÔ¤²â£º 1¡¢ÄÚ²åÔ¤²â 2¡¢ÍâÍÆÔ¤²â Áù¡¢´æÔÚµÄÎÊÌâ ÔÚÂÛÎĵķÖÎöÖУ¬Á¦Çó˼·ÇåÎú£¬µ«ÕÆÎÕµÄÈí¼þ¼¼Äܲ»×ãÒÔÂú×ã·ÖÎö¹ý³ÌµÄÐèÒª£¬ËùÒÔÔÚÂÛÎÄÖÐÓÐÖظ´Ê¹ÓÃijÖÖ²Ù×÷µÄÏÖÏó¡£ ÓÉÓÚÊÕ¼¯µÄÊý¾Ý²»Âú×ã´óÑù±¾Ìõ¼þ£¬ËùÒÔÔÚÒì·½²î¼ìÑéʱ£¬²»ÄÜÈ¡White¼ìÑ飬¶øÇÒÔÚʹÓÃGlejser¼ìÑéʱ£¬²»ÄÜ׼ȷÈ϶¨Óë²Ð²î¾ø¶ÔÖµ·ûºÏµÄº¯ÊýÐÎʽ£¬ËùÒÔ¶Ôͨ¹ýGlejser¼ìÑéµÃ³öµÄ½áÂÛ°ÑÎÕÐÔ²»Ç¿¡£ ÔÚÄ£ÐÍÔ¤²âʱ£¬ÓÉÓÚÑù±¾Ñ¡È¡µÄÊÇСÑù±¾£¬½öΪÄê¶ÈÊý¾Ý£¬²»°üÀ¨Ô¶ÈÊý¾Ý£¬ËùÒÔÎÒÃÇÈÏΪÓбØÒª½øÐÐÄÚ²åÔ¤²â£¬ÒÔ±¸¶ÔÔ¶ÈÊý¾Ý½øÐÐÄâºÏ£»ÁíÍ⣬ÔÚÍâÍÆÔ¤²âʱ£¬2003ÄêÊý¾ÝµÄÑ¡È¡ÄÑÃâÓÐÎó£¬ËùÒÔÔ¤²âµÄ¾«¶È²»¸ß¡£
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