表5-7 江苏机电产品出口量与国际市场相关指标的回归结果
Dependent Variable: Y Method: Least Squares Date: 05/29/10 Time: 17:29 Sample: 2004 2008 Included observations: 5
Variable C X1 X2 X3
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
Coefficient -1647.907 1193.111 -10195.07 16344.96
Std. Error 763.7221 570.1271 13193.04 15311.67
t-Statistic -2.157731 2.092710 -0.772761 1.067484
Prob. 0.2763 0.2838 0.5812 0.4792 1112.651 418.3117 10.92524 10.61279 70.71342 0.087144
0.995308 Mean dependent var 0.981233 S.D. dependent var 57.30563 Akaike info criterion 3283.935 Schwarz criterion -23.31309 F-statistic 3.112868 Prob(F-statistic)
Y=1193.111X1-10195.07X2+16344.96X3-1647.907,从回归分析看出,可决系数R2为0.995308,说明Y(江苏机电产品出口量)和X1(出口渗透率)、X2(进口份额所占比例)、X3(出口贡献率)拟合程度很高,存在很强的线性相关性,出口渗透率和出口贡献率每增加一个百分点(0.01),江苏省机电产品出口量就会增加175.37亿美元,可见提高出口渗透率及出口贡献率的重要性。
但是进口份额所占比例显然跟机电产品出口量是呈负相关的,所以出口渗透率和出口贡献率对江苏省机电产品出口的影响较大。下面以Y(江苏机电产品出口量)为自变量,X1(出口渗透率) 、X3(出口贡献率)分别为应变量进行回归分析:
表5-8 出口渗透率与江苏机电产品出口量的回归结果
Dependent Variable: X1 Method: Least Squares Date: 05/29/10 Time: 18:37 Sample: 2004 2008 Included observations: 5
Variable C Y
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
Coefficient 0.675417 0.000569
Std. Error 0.047866 4.08E-05
t-Statistic 14.11065 13.94506
Prob. 0.0008 0.0008 1.308096 0.239689 -3.629038 -3.785263 194.4647 0.000798
0.984807 Mean dependent var 0.979743 S.D. dependent var 0.034114 Akaike info criterion 0.003491 Schwarz criterion 11.07259 F-statistic 1.943629 Prob(F-statistic)
X1=0.675417+0.000569Y,从回归分析看,可决系数R2=0.984807,出口渗透率与江苏机电产品出口量的拟合程度很高,Y的系数和常数项都通过了T检验和F检验,所以模型的准确度较高。回归结果来看,江苏机电产品的出口量的增长会加快出口渗透,提高江苏机电产品的出口量对出口渗透率的提升十分重要。
表5-9 出口贡献率与江苏机电产品出口量的回归结果
Dependent Variable: X3 Method: Least Squares Date: 05/29/10 Time: 18:38 Sample: 2004 2008 Included observations: 5
Variable C Y
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
Coefficient 0.178948 1.48E-05
Std. Error 0.011363 9.68E-06
t-Statistic 15.74766 1.527453
Prob. 0.0006 0.2241 0.195400 0.009351 -6.505033 -6.661258 2.333113 0.224097
0.437477 Mean dependent var 0.249969 S.D. dependent var 0.008099 Akaike info criterion 0.000197 Schwarz criterion 18.26258 F-statistic 1.474415 Prob(F-statistic)
从回归结果看,可决系数R2=0.437477,出口贡献率于江苏机电产品出口量的拟合度并不是很高,说明了提高江苏机电产品出口量对出口贡献率并没有很明显的影响,出口量不能很好的对出口贡献率做出解释。
(2)与贸易竞争力指标的回归分析
表5-10 江苏机电产品出口量与贸易竞争力指标的回归结果
Dependent Variable: Y Method: Least Squares Date: 05/29/10 Time: 18:39 Sample: 2004 2008 Included observations: 5
Variable C X4
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
Coefficient 529.7624 4625.465
Std. Error 30.00076 200.5105
t-Statistic 17.65830 23.06844
Prob. 0.0004 0.0002 1112.651 418.3117 10.30325 10.14702 532.1531 0.000178
0.994394 Mean dependent var 0.992526 S.D. dependent var 36.16521 Akaike info criterion 3923.768 Schwarz criterion -23.75812 F-statistic 2.571151 Prob(F-statistic)
Y=529.7624+4625.465X4,可决系数R2=0.994394,Y(江苏机电产品出口量)与X4(贸易竞争力指数)拟合程度很高 ,并且C,X4的t-Prob和F-Prob的值都小于0.05,所以通过了T检验和F检验。说明贸易竞争力指数每提高0.01(1%),江苏机电产品的出口量就会提高46.25亿美元,可见提高贸易竞争力指数对提高江苏机电产品出口量的影响。
表5-11 贸易竞争力指数与江苏机电产品出口量的回归结果
Dependent Variable: X4 Method: Least Squares Date: 05/29/10 Time: 18:40 Sample: 2004 2008 Included observations: 5
Variable C Y
R-squared
Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat
Coefficient -0.113183 0.000215
Std. Error 0.010940 9.32E-06
t-Statistic -10.34608 23.06844
Prob. 0.0019 0.0002 0.126017 0.090183 -6.581039 -6.737264 532.1531 0.000178
0.994394 Mean dependent var 0.992526 S.D. dependent var 0.007797 Akaike info criterion 0.000182 Schwarz criterion 18.45260 F-statistic 2.595411 Prob(F-statistic)
X4=-0.113183+0.000215Y,可决系数R2=0.994394,X4(贸易竞争力指数)与Y(江苏机电产品出口量)拟合程度很高 ,并且C,Y的t-Prob和F-Prob的值都小于0.05,所以通过了T检验和F检验。说明了提高江苏机电产品出口量反过来也会提高江苏机电产品的贸易竞争力指数。
从以上回归来看,两者应该是相互影响,相互促进。