计量经济学模型分析论文 影响我国人均GDP的变量因素分析(14)

ZFZC ZFZC^2

R-squared

46.12346 0.000277

50.20082 0.001399

0.918779 0.198082

0.3682 0.8448

58835.95 108225.6 25.58907 26.04711 25.74090 2.022294

0.641565 Mean dependent var 0.494932 S.D. dependent var 76913.92 Akaike info criterion 1.30E+11 Schwarz criterion -399.4251 Hannan-Quinn criter. 4.375318 Durbin-Watson stat 0.002261

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

nR2 20.53007，由white检验知，在 0.05，查 2分布表，得临界值

20.05 3 7.81473，所以拒绝原假设，接受备择假设，表明模型存在异方差。

2、异方差的修正

Dependent Variable: GDPP Method: Least Squares Date: 06/03/12 Time: 14:34 Sample: 1978 2009 Included observations: 32 Weighting series: 1/RESID^2

Variable

C CSH ZFZC JMKZPSR

R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic)

R-squared

Coefficient

849.1712 -48.90755 0.086467 1.185499

Std. Error t-Statistic

171.2264 8.460355 0.004839 0.028887

4.959347 -5.780791 17.86810 41.03955

Prob.

0.0000 0.0000 0.0000 0.0000 633.4496 3246.371 3.209302 3.392519 3.270033 1.364803

6325.906

Weighted Statistics

0.999925 Mean dependent var 0.999917 S.D. dependent var 1.135960 Akaike info criterion 36.13133 Schwarz criterion -47.34883 Hannan-Quinn criter. 124296.8 Durbin-Watson stat 0.000000

Unweighted Statistics

0.998268 Mean dependent var

搜索“diyifanwen.net”或“第一范文网”即可找到本站免费阅读全部范文。收藏本站方便下次阅读，第一范文网，提供最新外语学习计量经济学模型分析论文 影响我国人均GDP的变量因素分析(14)全文阅读和word下载服务。