练习题参考答案 练习题71参考解答 (1)先用第一个模型回归,结果如下: Method: Least Squares Date:07/27/05Tme:214 Included observations: 18 Variable Coefficient Std Error t-Statistic Prob C 216.426932.694256.6197230.0000 1.0081060.01503367.059200.0000 R 0.996455 Mean dependent var 1955606 Adjusted R-squared 0.996233 S.D. dependent var 307.7170 18.88628 Akaike info criterion Sum squared resid 5707.065 Schwarz criterion 8.918 og likelihood -77.37269 F-statistic 4496 Durbin-Watson stat 1.366654 Prob(F-statistic) 0.00000 PCE,=-2152202+1.007PD t=(-63123) (-64.2447) R2=09961DW=1.302 利用第二个模型进行回归,结果如下: Dependent Variable: PCE ethod: Least Squares Date:0727105Tme:21:51 Sample(adjusted ) 1971 1987 Included observations: 17 af ter adjustments Variable Coefficient Std Error t-statistic Prob -233.273645.557365.1204360.000 0.9823820.1409286.9708170练习题参考答案 练习题 7.1 参考解答 （1）先用第一个模型回归，结果如下： Dependent Variable: PCE Method: Least Squares Date: 07/27/05 Time: 21:41 Sample: 1970 1987 Included observations: 18 Variable Coefficient Std. Error t-Statistic Prob. C -216.4269 32.69425 -6.619723 0.0000 PDI 1.008106 0.015033 67.05920 0.0000 R-squared 0.996455 Mean dependent var 1955.606 Adjusted R-squared 0.996233 S.D. dependent var 307.7170 S.E. of regression 18.88628 Akaike info criterion 8.819188 Sum squared resid 5707.065 Schwarz criterion 8.918118 Log likelihood -77.37269 F-statistic 4496.936 Durbin-Watson stat 1.366654 Prob(F-statistic) 0.000000 ˆ PCE PDI t t = − + 215.2202 1.007 t = −( 6.3123) ( 64.2447) − 2 R = 0.9961 DW=1.302 利用第二个模型进行回归，结果如下： Dependent Variable: PCE Method: Least Squares Date: 07/27/05 Time: 21:51 Sample (adjusted): 1971 1987 Included observations: 17 after adjustments Variable Coefficient Std. Error t-Statistic Prob. C -233.2736 45.55736 -5.120436 0.0002 PDI 0.982382 0.140928 6.970817 0.0000