计量经济学变量的显著性检验

《计量经济学》作业班级503班学号姓名:王雅媛作出散点图，建立税收随国内生产总值变化日勺一元线性回1GDP归方程，并解释斜率的经济意义obs YGDP

11435.

7009353.300I

2438.

40005050.400I

3618.

300013709.

504430.

50005733.

4005347.

90006091.

1006815.

700011023.50I

7237.

40005284.

7008335.

00007065.

00091975.

00012188.

90101894.

80025741.

20111535.

40018780.

4012401.

90007364.

20013594.

00009249.10014~

281.

90005500.

300151308.

40025965.

9016625.

000015012.

5017434.

00009230.70018cmr\r\r\nr，一□Group:UNTITLED Workfile:UNTlTLED::Untitled\□Equation:UNTITLED Workfile:UNTITLED::Untitled\View|Proc|Object|Print NameFreeze EstimateI ForecastlState]ResidsDependent Variable:Y Method:Least SquaresDate:10/10/14Time:22:56Sample:131Included observations:31Variable CoefficientStd.Error t-Statistic Prob.C-

10.

6373186.05246-

0.

1236140.9025GDP

0.

0710460.

0074069.

5930630.0000R-squared

0.760384Mean dependent var

621.0387Adjusted R-squared

0.752121S.D.dependentvar

619.5438S.E.of regression

308.4550Akaike infocriterion

14.36337Sum squaredresid

2759190.Schwarz criterion14,45589Log likelihood•

220.6322Hannan-Quinn criter.

14.

3935392.

026851.570319F-statistic Durbin-Watson statProbF-statistic

0.000000口Equation:UNTITLED Workfile:UNTITLED::Untitled\View|Proc|Object PrintName[Freeze Estimate|Forecast]Stats|Resids|Residual ActualEquationEstimation2对所建立的I归方程进行检查从回归的成果看，可决系数,模型拟合地x

0.7603比较好，但不是非常的好，它表白各地区税收变化的可由国内生

76.03%产总值的变化来解释GDP假设检查〃〃]AA=o o在的明显性水平下启由度为时记录量的临界5%29t值方，由表可得时记录量检查值约为显然

0.02529=

2.051t

9.59,不小于回绝原假设，阐明对税收有明显性影响，由其相应

2.05,GDP,回绝原假设，也可得出对税收有明显性影响P=

0.

00000.05GDP在的明显性水平下，第一自由度为第二自由度为5%1,2的检查的临界值，该模型9F Q29=

4.

180.05，日勺F值为即夕,回绝原假设,阐明回

91.

991984.18,05归方程明显成立，也即总体丫与线性明显；由其相应的X P=

0.000,回绝原假设，也可得出总体线性明显

00.05由一元线性回归检查与检查一致，仍然可以得出模型t F总体线性明显日勺结论3若某地区国内生产总值GDP为8500亿元，求该地区税收收入的预测值及预测区间oO Series:GDP Workfile:UNTITLED::llntitled\|oView Proc二Object]Properties|Print]Name|Freeze DefaultJ Sort|Edit+/-|Smpl+/-|LtGDPr

1615012.

50179230.

700189200.000I

1931084.

40205955.

700211223.

300224122.

5002310505.

30242741.

900254741.

30026342.

2000275465.

800282702.

40029783.

600030889.

2000313523.200□

328500.0001I______▼□Equation:UNTITLED Workfile:UNTITLED::Untitled\View|Proc[object|Print|Name|Freeze]Estimate|Fore3sti Stats|Resids|Forecast:YFActual:YForecast sample:132Includedobservations:31Root MeanSquared Error

298.3389Mear AbsoluteError「2382Mean Abs.Percent Error

26.32535Theil InequalityCoefficient

0.176790Bias ProportionO.CXXXXXVariance Proportion

0.06S376Covariance Proportion

0.931824\O Series:YF Workfile:UNTITLED::Untitled\国二]View]Proc Object|Properties Sort|Edit+/-|Smpl+/-|lPrint NDefaultII评r

1055.936▲

16645.1640r

17642.9829ris|

192197.

775412.4894r20I

76.

2728621282.2485r

22735.7188r23r

24184.

1628326.2115r

2513.67452r

26377.6841r

27181.3565r

2845.03408r29I

52.

5365030239.6708_________________ur

31593.2509r▼32rrr由上可知进行预测所需日勺各数据分别为:4=8500样本预测值[=

593.2667j=

8891.126样本均值残差平方和:Z/=276031029=

2.05临界值:025Var{x=

57823127.64样本方差由公式:A A“Uu代人以上数据得总体条件均值的预测区间为

479.51,

707.02由公式A AY-/X VAV Y+/.X VA5乂小o kJy-y1o10t sO y-y0000代人以上数据得个别预测值日勺预测区间为-

49.34,

1235.88。