计量经济学庞皓第三版课后答案资料

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1、第 二 章 简 单 线 性 回 归2.1(1)首先分析人均寿命与人均GDP勺数量关系，用Eviews分析:Dependent Variable: 丫Method: Least SquaresDate: 12/27/14 Time: 21:00Sample: 1 22Included observations: 22VariableCoefficientStd. Error t-StatisticProb.?C56.647941.96082028.889920.0000X10.1283600.0272424.7118340.0001?Mean dependentR-squared0.526082

2、var62.50000Adjusted R-squared0.502386?S.D. dependent var10.08889S.E. of regression7.116881?Akaike info criterion6.849324Sum squared resid1013.000?Schwarz criterion6.948510?Hannan-QuinnLog likelihood-73.34257criter.6.872689F-statistic22.20138?Durbin-Watson stat0.629074Prob(F-statistic)0.000134有上可知，关系

3、式为 y=56.64794+0.128360x 1关于人均寿命与成人识字率的关系，用 Eviews分析如下:Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 21:10Sample: 1 22VariableCoefficientStd. Error t-StatisticProb.?C38.794243.53207910.983400.0000X20.3319710.0466567.1153080.0000R-squared0.716825?Mean dependent var62.50000Adjusted R-s

4、quared0.702666?S.D.dependent var10.08889S.E. of regression5.501306?Akaike info criterion6.334356Sum squared resid605.2873?Schwarz criterion6.433542Log likelihood-67.67792?Hannan-Quinn criter.6.357721F-statistic50.62761?Durbin-Watson stat1.846406Prob(F-statistic)0.000001由上可知，关系式为 y=38.79424+0.331971x

5、 2关于人均寿命与一岁儿童疫苗接种率的关系，用 Eviews分析如下:Dependent Variable: YMethod: Least SquaresDate: 11/26/14 Time: 21:14Sample: 1 22Included observations: 22VariableCoefficientStd. Error t-StatisticProb.?C31.799566.5364344.8649710.0001X30.3872760.0802604.8252850.0001R-squared0.537929?Mean dependent var62.50000Adjust

6、ed R-squared0.514825?S.D. dependent var10.08889S.E. of regression7.027364?Akaike info criterion6.824009Sum squared resid987.6770?Schwarz criterion6.923194?Hannan-QuinnLog likelihood-73.06409criter.6.847374F-statistic23.28338?Durbin-Watson stat0.952555Prob(F-statistic)0.000103由上可知，关系式为 y=31.79956+0.3

7、87276x 3(2)关于人均寿命与人均GDP莫型，由上可知，可决系数为 0.526082 ,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验：t (B 1)=4.711834t 0.025(20)=2.086 ,对斜率系数的显着 性检验表明，人均 GDP对人均寿命有显着影响。关于人均寿命与成人识字率模型，由上可知，可决系数为0.716825 ,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验：t ( =7.115308t 0.025(20)=2.086 ,对斜率系数的显着 性检验表明，成人识字率对人均寿命有显着影响。关于人均寿命与一岁儿童疫苗的模型，由上可知，可决系数为0

8、.537929 ,说明所建模型整体上对样本数据拟合较好。对于回归系数的t检验：t (0 3)=4.825285t 0.025(20)=2.086 ,对斜率系数的显着 性检验表明，一岁儿童疫苗接种率对人均寿命有显着影响。2.2(1)对于浙江省预算收入与全省生产总值的模型，用 Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/03/14 Time: 17:00Sample (adjusted): 1 33Included observations: 33 after adjustmentsVariableCoeffici

9、entStd. Errort-StatisticProb.?X0.1761240.00407243.256390.0000C-154.306339.08196-3.9482740.0004R-squaredAdjusted R-squared S.E. of regression Sum squared residLog likelihood F-statistic902.51481351.00913.2288013.3194913.259310.1000210.983702 ?Mean dependent var0.983177 ?S.D. dependentvar175.2325 ?Aka

10、ike info criterion951899.7 ?Schwarz criterion ?Hannan-Quinn-216.2751 criter.1871.115 ?Durbin-Watson statProb(F-statistic)0.000000由上可知，模型的参数：斜率系数0.176124,截距为一154.3063关于浙江省财政预算收入与全省生产总值的模型，检验模型的显着性：1)可决系数为0.983702 ,说明所建模型整体上对样本数据拟合较好。2)对于回归系数的t检验：t (B 2) =43.25639t 0.025(31)=2.0395 ,对斜率系数的显着性检验表明，全省生产

11、总值对财政预算总收入有显着影响。用规范形式写出检验结果如下：Y=0.176124X 154.3063(0.004072)(39.08196)t= (43.25639)(-3.948274 )R2=0.983702F=1871.115n=33经济意义是：全省生产总值每增加1亿元，财政预算总收入增加0.176124亿元(2)当 x=32000 时，进行点预测，由上可知 Y=0.176124X -154.3063，代入可得：Y= Y=0.176124*32000 154.3063=5481.6617进行区间预测：先由Eviews分析：XY?Mean?6000.441?902.5148?Median?

12、2689.280?209.3900?Maximum?27722.31?4895.410?Minimum?123.7200?25.87000?Std. Dev.?7608.021?1351.009?Skewness?1.432519?1.663108?Kurtosis?4.010515?4.590432?Jarque-Bera?12.69068?18.69063?Probability?0.001755?0.000087?Sum?198014.5?29782.99?Sum Sq. Dev.?1.85E+09?Observations?33?33由上表可知,Ex2=E (XX) 2=62x(n1)

13、= ?7608.021 2 x (33 1)=1852223.473 (XfX)2=(32000?6000.441) 2当Xf=32000时，将相关数据代入计算得到:Eviews分析结果如即 Yf 的置信区间为(5481.661764.9649, 5481.6617+64.9649 ) (3)对于浙江省预算收入对数与全省生产总值对数的模型，由下:Dependent Variable: LNYMethod: Least SquaresDate: 12/03/14 Time: 18:00Sample (adjusted): 1 33Included observations: 33 after a

14、djustmentsVariableCoefficientStd. Errort-StatisticProb.?LNX0.9802750.03429628.582680.0000C-1.9182890.268213-7.1521210.0000R-squaredAdjusted R-squared0.963442 ?Mean dependent var5.5731200.962263 ?S.D. dependentvar1.684189S.E. of regressionSum squared residLog likelihoodF-statistic0.6620280.7527260.69

15、25450.0962080.327172 ?Akaike info criterion3.318281 ?Schwarz criterion ?Hannan-Quinn -8.923468 criter.816.9699 ?Durbin-Watson statProb(F-statistic)0.000000模型方程为：lnY= 0.980275lnX-1.918289由上可知，模型的参数：斜率系数为0.980275 ,截距为-1.918289关于浙江省财政预算收入与全省生产总值的模型，检验其显着性：1)可决系数为0.963442 ,说明所建模型整体上对样本数据拟合较好。2)对于回归系数的t检

16、验：t (B 2) =28.58268t 0.025(31)=2.0395 ,对斜率系数的 显着性检验表明，全省生产总值对财政预算总收入有显着影响。经济意义：全省生产总值每增长1%,财政预算总收入增长 0.980275%2.4(1)对建筑面积与建造单位成本模型，用 Eviews分析结果如下:Dependent Variable: 丫Method: Least SquaresDate: 12/01/14 Time: 12:40Sample: 1 12Included observations: 12VariableCoefficientStd. Errort-StatisticProb.?X-6

17、4.184004.809828-13.344340.0000C1845.47519.2644695.796880.0000R-squared0.946829?Mean dependent var1619.333Adjusted R-squared0.941512?S.D. dependent var131.2252S.E. of regression31.73600?Akaike info criterion9.903792Sum squared resid10071.74?Schwarz criterion9.984610Log likelihood-57.42275?Hannan-Quin

18、n9.873871criter.F-statistic178.0715 ?Durbin-Watson stat 1.172407Prob(F-statistic)0.000000由上可得：建筑面积与建造成本的回归方程为：Y=1845.475-64.18400X(2)经济意义：建筑面积每增加1万平方米，建筑单位成本每平方米减少64.18400元。(3)首先进行点预测，由 Y=1845.475-64.18400X 得，当 x=4.5 , y=1556.647再进行区间估计：用Eviews分析：YX?Mean?1619.333?3.523333?Median?1630.000?3.715000?Ma

19、ximum?1860.000?6.230000?Minimum?1419.000?0.600000?Std. Dev.?131.2252?1.989419?Skewness?0.003403-0.060130?Kurtosis?2.346511?1.664917?Jarque-Bera?0.213547?0.898454?Probability?0.898729?0.638121?Sum?19432.00?42.28000?Sum Sq. Dev.?189420.7?43.53567?Observations?12?12由上表可知，Ex2=E (XX) 2=&2x(n1)= ? 1.98941

20、9 2 x (12 1)=43.5357(XfX)2=(4.5 ?3.523333 )2当Xf=4.5时，将相关数据代入计算得到：1556.647 2.228x 31.73600Yf0 1556.647 +2.228x31.73600即 Yf 的置信区间为(1556.647 478.1231, 1556.647 +478.1231 )3.1(1)对百户拥有家用汽车量计量经济模型，用 Eviews分析结果如下：Dependent Variable: 丫Method: Least SquaresDate: 11/25/14 Time: 12:38Sample: 1 31Included obser

21、vations: 31VariableCoefficientStd. Errort-StatisticProb.?X25.9968651.4060584.2650200.0002X3-0.5240270.179280-2.9229500.0069X4-2.2656800.518837-4.3668420.0002C246.854051.975004.7494760.0001R-squared0.666062?Mean dependent var16.77355Adjusted R-squared0.628957?S.D.dependent var8.252535S.E. of regressi

22、on5.026889?Akaike info criterion6.187394Sum squared resid682.2795?Schwarz criterion6.372424Log likelihood-91.90460?Hannan-Quinn criter.6.247709F-statistic17.95108?Durbin-Watson stat1.147253Prob(F-statistic)0.000001得到模型得：Y=246.8540+5.996865X 2-0.524027 X 3-2.265680 X 4对模型进行检验：1)可决系数是0.666062，修正的可决系数为

23、0.628957，说明模型对样本拟合较好2) F检验，F=17.95108F (3,27) =3.65,回归方程显着。3) t 检验，t 统计量分别为 4.749476 , 4.265020 , -2.922950 , -4.366842 ,均大于t (27) =2.0518,所以这些系数都是显着的。依据：1)可决系数越大，说明拟合程度越好2) F的值与临界值比较，若大于临界值，则否定原假设，回归方程是显着的；若小于临界值，则接受原假设，回归方程不显着。3) t的值与临界值比较，若大于临界值，则否定原假设，系数都是显着的；若小于临界值，则接受原假设，系数不显着。(2)经济意义：人均GDP增加1

24、万元，百户拥有家用汽车增加5.996865辆，城镇人口比重增加1个百分点，百户拥有家用汽车减少0.524027辆，交通工具消费价格指数每上升1 ,百户拥有家用汽车减少2.265680辆。(3)用EViews分析得：Dependent Variable: YMethod: Least SquaresDate: 12/08/14 Time: 17:28Sample: 1 31Included observations: 31VariableCoefficientStd. Errort-StatisticProb.?X25.1356701.0102705.0834650.0000LNX3-22.81

25、0056.771820-3.3683780.0023LNX4-230.848149.46791-4.6666240.0001C1148.758228.29175.0319740.0000R-squared0.691952?Mean dependent var16.77355Adjusted R-squared0.657725?S.D. dependent var8.252535S.E. of regression4.828088?Akaike info criterion6.106692Sum squared resid629.3818?Schwarz criterion6.291723?Ha

26、nnan-QuinnLog likelihood-90.65373criter.6.167008F-statistic20.21624?Durbin-Watson stat1.150090Prob(F-statistic)0.000000模型方程为：Y=5.135670 X 2-22.81005 LNX 3-230.8481 LNX 4+1148.758可这样改进此分析得出的可决系数为0.6919520.666062 ,拟合程度得到了提高,3.2(1)对出口货物总额计量经济模型，用 Eviews分析结果如下：Dependent Variable: YMethod: Least SquaresD

27、ate: 12/01/14 Time: 20:25Sample: 1994 2011Included observations: 18Prob(F-statistic)0.000000VariableCoefficientStd. Error t-StatisticProb.?X20.1354740.01279910.584540.0000X318.853489.7761811.9285120.0729C-18231.588638.216-2.1105730.0520R-squared0.985838?Mean dependent var6619.191Adjusted R-squared0.

28、983950?S.D. dependent var5767.152S.E. of regression730.6306?Akaike info criterion16.17670Sum squared resid8007316.?Schwarz criterion?Hannan-Quinn16.32510Log likelihood-142.5903criter.16.19717F-statistic522.0976?Durbin-Watson stat1.173432由上可知，模型为：Y = 0.135474X 2 + 18.85348X 3 - 18231.58 对模型进行检验：1)可决系

29、数是0.985838，修正的可决系数为0.983950 ,说明模型对样本拟合较好2) F 检验，F=522.0976F (2,15) =4.77,回归方程显着3) t检验，t统计量分别为X2的系数对应t值为10.58454 ,大于t (15) =2.131 , 系数是显着的，X3的系数对应t值为1.928512 ,小于t (15) =2.131 ,说明此系数 是不显着的。(2)对于对数模型，用 Eviews分析结果如下：Dependent Variable: LNYMethod: Least SquaresDate: 12/01/14 Time: 20:25Sample: 1994 2011I

30、ncluded observations: 18VariableCoefficientStd. Errort-StatisticProb.?LNX21.5642210.08898817.577890.0000LNX31.7606950.6821152.5812290.0209C-20.520485.432487-3.7773630.0018R-squared0.986295?Mean dependent var8.400112Adjusted R-squared0.984467?S.D. dependent var0.941530S.E. of regression0.117343?Akaik

31、e info criterion-1.296424Sum squared resid0.206540?Schwarz criterion-1.148029?Hannan-QuinnLog likelihood14.66782criter.-1.275962F-statistic539.7364?Durbin-Watson stat0.686656Prob(F-statistic)0.000000由上可知，模型为:LNY=-20.52048+1.564221 LNX 2+1.760695 LNX 3对模型进行检验：1)可决系数是0.986295 ,修正的可决系数为0.984467 ,说明模型对样

32、本拟合较好。2) F 检验，F=539.7364 F (2,15) =4.77,回归方程显着。3)t 检验，t 统计量分别为-3.777363 , 17.57789 , 2.581229 ,均大于 t (15) =2.131 , 所以这些系数都是显着的。(3)(1)式中的经济意义：工业增加1亿元，出口货物总额增加 0.135474亿元，人民币汇率增加1,出口货物总额增加18.85348亿元。(2)式中的经济意义：工业增加额每增加1%,出口货物总额增加1.564221% ,人民币汇率每增加1%,出口货物总额增加1.760695%3.3(1)对家庭书刊消费对家庭月平均收入和户主受教育年数计量模型，

33、由 Eviews分 析结果如下：Dependent Variable: YMethod: Least SquaresDate: 12/01/14 Time: 20:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.?X0.0864500.0293632.9441860.0101T52.370315.20216710.067020.0000C-50.0163849.46026-1.0112440.3279R-squaredAdjusted R-squared0.951235 ?M

34、ean dependent var755.12220.944732 ?S.D. dependent var258.7206S.E. of regressionSum squared resid60.82273 ?Akaike info criterion11.2048255491.07 ?Schwarz criterion11.35321Log likelihoodF-statistic-97.84334 criter.11.22528146.2974?Durbin-Watson stat2.605783?Hannan-QuinnProb(F-statistic)0.000000模型为：Y =

35、 0.086450X + 52.37031T-50.01638对模型进行检验:1)可决系数是0.951235 ,修正的可决系数为0.944732 ,说明模型对样本拟合较好。2) F 检验，F=539.7364 F (2,15) =4.77,回归方程显着。3) t检验，t统计量分别为2.944186 , 10.06702 ,均大于t (15) =2.131 ,所以这 些系数都是显着的。经济意义：家庭月平均收入增加1元，家庭书刊年消费支出增加0.086450元，户主受教育年数增加1年，家庭书刊年消费支出增加52.37031元。(2)用 Eviews 分析：Dependent Variable: Y

36、Method: Least SquaresDate: 12/01/14 Time: 22:30Sample: 1 18Included observations: 18VariableCoefficientStd. Errort-StatisticProb.?T63.016764.54858113.854160.0000C-11.5817158.02290-0.1996060.8443R-squaredAdjusted R-squaredS.E. of regression0.923054 ?Mean dependent var755.12220.918245 ?S.D. dependent

37、var258.720673.97565 ?Akaike info criterion11.54979Sum squared resid87558.36?Schwarz criterion11.64872?Hannan-QuinnLog likelihood-101.9481criter.11.56343F-statistic191.9377?Durbin-Watson stat2.134043Prob(F-statistic)0.000000Dependent Variable: XMethod: Least SquaresDate: 12/01/14 Time: 22:34Sample: 1

38、 18Included observations: 18VariableCoefficientStd. Error t-StatisticProb.?T123.151631.841503.8676440.0014C444.5888406.17861.0945650.2899R-squared0.483182?Mean dependent var1942.933Adjusted R-squared0.450881?S.D. dependent var698.8325S.E. of regression517.8529?Akaike info criterion15.44170Sum square

39、d resid4290746.?Schwarz criterion15.54063?Hannan-QuinnLog likelihood-136.9753criter.15.45534F-statistic14.95867?Durbin-Watson stat1.052251Prob(F-statistic)0.001364以上分别是y与T, X与T的一元回归模型分别是：Y = 63.01676T - 11.58171X = 123.1516T + 444.5888(3)对残差进行模型分析，用 Eviews分析结果如下:Dependent Variable: E1Method: Least S

40、quaresDate: 12/03/14Time: 20:39Sample: 1 18Included observations: 18VariableCoefficientStd. Error t-StatisticProb.?E20.0864500.0284313.0407420.0078C3.96E-1413.880832.85E-151.0000R-squared0.366239?Mean dependent var2.30E-14Adjusted R-squared0.326629?S.D. dependent var71.76693S.E. of regression58.8913

41、6?Akaike info criterion11.09370Sum squared resid55491.07?Schwarz criterion11.19264?Hannan-QuinnLog likelihood-97.84334criter.11.10735F-statistic9.246111?Durbin-Watson stat2.605783Prob(F-statistic)0.007788模型为：Ei = 0.086450E 2 + 3.96e-14参数：斜率系数a为 0.086450,截距为3.96e-14(3)由上可知，B 2与a 2的系数是一样的。回归系数与被解释变量的残

42、差系数是一样的，它们的变化规律是一致的。3.6(1)预期的符号是 X, X2,X3,X4,X5的符号为正，X6的符号为负(2)根据Eviews分析得到数据如下：Dependent Variable: YMethod: Least SquaresDate: 12/04/14 Time: 13:24Sample: 1994 2011VariableCoefficientStd. Errort-StatisticProb.?X20.0013820.0011021.2543300.2336X30.0019420.0039600.4905010.6326X4-3.5790903.559949-1.005

43、3770.3346X50.0047910.0050340.9516710.3600X60.0455420.0955520.4766210.6422C-13.7773215.73366-0.8756590.3984R-squared0.994869?Mean dependent var12.76667Adjusted R-squared0.992731?S.D. dependent var9.746631S.E. of regression0.830963?Akaike info criterion2.728738Sum squared resid8.285993?Schwarz criteri

44、on3.025529?Hannan-QuinnLog likelihood-18.55865criter.2.769662F-statistic465.3617?Durbin-Watson stat1.553294Prob(F-statistic)0.000000与预期不相符。评价：1)可决系数为0.994869 ,数据相当大，可以认为拟合程度很好。2) F 检验，F=465.3617F (5.12) =3,89,回归方程显着3) T 检验，X, X2,X3,X4,X5, M 系数对应的t 值分别为：1.254330 , 0.490501 ,-1.005377 , 0.951671 , 0.4

45、76621 ,均小于 t (12) =2.179 ,所以所得系数都是 不显着的。(3)根据Eviews分析得到数据如下：Dependent Variable: 丫Method: Least Squares Date: 12/03/14 Time: 11:12Sample: 1994 2011VariableCoefficientStd. Error t-StatisticProb.?X50.0010322.20E-0546.799460.0000X6-0.0549650.031184-1.7625810.0983C4.2054813.3356021.2607860.2266R-squared0

46、.993601?Mean dependent var12.76667Adjusted R-squared0.992748?S.D. dependent var9.746631S.E. of regression0.830018?Akaike info criterion2.616274Sum squared resid10.33396?Schwarz criterion2.764669?Hannan-QuinnLog likelihood-20.54646criter.2.636736F-statistic1164.567?Durbin-Watson stat1.341880Prob(F-st

47、atistic)0.000000得到模型的方程为：Y=0.001032 X 5-0.054965 X 6+4.205481评价：1)可决系数为0.993601 ,数据相当大，可以认为拟合程度很好。2) F 检验，F=1164.567F (5.12) =3,89,回归方程显着3) T检验，X5系数对应的t值为46.79946 ,大于t (12) =2.179 ,所以系数是 显着的，即人均 GDP对年底存款余额有显着影响。X6系数对应的t值为-1.762581，小于t (12) =2.179 ,所以系数是不显着的。4.3(1)根据Eviews分析得到数据如下：Dependent Variable:

48、 LNYMethod: Least SquaresDate: 12/05/14 Time: 11:39Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-Statistic Prob.?LNGDP1.3385330.08861015.105820.0000LNCPI-0.4217910.233295-1.8079750.0832C-3.1114860.463010-6.7201260.0000R-squared0.988051?Mean dependent var9.484710Adjusted R-

49、squared0.987055?S.D. dependent var1.425517S.E. of regression0.162189?Akaike info criterion-0.695670Sum squared resid0.631326?Schwarz criterion-0.551689?Hannan-QuinnLog likelihood12.39155criter.-0.652857F-statistic992.2582?Durbin-Watson stat0.522613Prob(F-statistic)0.000000得到的模型方程为：LNY=1.338533 LNGDP

50、 t-0.421791 LNCPI t-3.111486该模型的可决系数为 0.988051 ,可决系数很高，F检验值为992.2582 , 明显显着。但当a =0.05时，t (24) =2.064, LNCPI的系数不显着，可能存在多重 共线性。得到相关系数矩阵如下:LNYLNGDPLNCPILNY?1.000000?0.993189?0.935116LNGDP?0.993189?1.000000?0.953740LNCPI?0.935116?0.953740?1.000000LNGDP , LNCPI之间的相关系数很高，证实确实存在多重共线性。(3)由 Eviews 得:a)Depend

51、ent Variable: LNYMethod: Least SquaresDate: 12/03/14Time: 14:41Sample: 1985 2011Included observations: 27VariableCoefficientStd. Errort-StatisticProb.?LNGDP1.1857390.02782242.619330.0000C-3.7506700.312255-12.011560.0000R-squared0.986423?Mean dependent var9.484710Adjusted R-squared0.985880?S.D. depen

52、dent var1.425517S.E. of regression0.169389?Akaike info criterion-0.642056Sum squared resid0.717312?Schwarz criterion?Hannan-Quinn-0.546068Log likelihood10.66776criter.-0.613514F-statistic1816.407?Durbin-Watson stat0.471111Prob(F-statistic)0.000000b)Dependent Variable: LNYMethod: Least SquaresDate: 1

53、2/03/14 Time: 14:41Sample: 1985 2011Included observations: 27VariableCoefficientStd. Error t-StatisticProb.?LNCPI2.9392950.22275613.195110.0000C-6.8545351.242243-5.5178710.0000R-squared0.874442?Mean dependent var9.484710Adjusted R-squared0.869419?S.D. dependent var1.425517S.E. of regression0.515124?

54、Akaike info criterion1.582368Sum squared resid6.633810?Schwarz criterion1.678356?Hannan-QuinnLog likelihood-19.36196criter.1.610910F-statistic174.1108?Durbin-Watson stat0.137042Prob(F-statistic)0.000000c)Dependent Variable: LNGDPMethod: Least SquaresDate: 12/05/14 Time: 11:11Sample: 1985 2011Include

55、d observations: 27VariableCoefficientStd. Error t-StatisticProb.?LNCPI2.5110220.15830215.862270.0000C-2.7963810.882798-3.1676340.0040R-squared0.909621?Mean dependent var11.16214Adjusted R-squared0.906005?S.D. dependent var1.194029S.E. of regression0.366072?Akaike info criterion0.899213Sum squared re

56、sid3.350216?Schwarz criterion0.995201?Hannan-QuinnLog likelihood-10.13938criter.0.927755F-statistic251.6117?Durbin-Watson stat0.099623Prob(F-statistic)0.000000得到的回归方程分别为1) LNY=1.185739 LNGDP t-3.7506702) LNY=2.939295 LNCPI t-6.8545353) LNGDP t=2.511022 LNCPI t-2.796381对多重共线性的认识：单方程拟合效果都很好，回归系数显着，判定系数较高，GD所口 CPI对进口的显着的单一影响，在这两个变量同时引入模型时影响方向发生了改变，这只有通过相关系数的分析才能发现。(4)建议：如果仅仅是作预测，可以不在意这种多重共线性，但如果是进行结构分析，还是应该引起注意的。4.4(1)按照设计的理论模型，由 Eviews分析得：