2012《计量经济学》期末考试试卷A答案(2)

修正结果如下表2 表2

Dependent Variable: LNY-0.82*LNY(-1) Method: Least Squares Date: 05/21/12 Time: 09:53 Sample (adjusted): 1968 1998 Included observations: 31 after adjustments

Coefficient Std. Error t-Statistic C -2.218426 0.337958 -6.564210 X-0.82*X(-1) 0.026875 0.002277 11.80526

R-squared 0.827754 Mean dependent var Adjusted R-squared 0.821815 S.D. dependent var S.E. of regression 0.202495 Akaike info criterion Sum squared resid 1.189117 Schwarz criterion Log likelihood 6.554931 Hannan-Quinn criter. F-statistic 139.3641 Durbin-Watson stat Prob(F-statistic) 0.000000

Prob.

0.0000 0.0000

1.748083 0.479709 -0.293867 -0.201351 -0.263709 1.326431

4.根据上表，求出差分变化前模型的参数估计量。 （4分） β0=-12.69 β1=0.026875

5.写上述表2结果的Eiews操作过程。（6分） Ls LNY-0.82*LNY(-1) C X-0.82*X(-1) 回车

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