(中国)国内生产总值与投资及货物和服务净出口
单位:亿元
| 年份 | 国内生产总值(Y) | 资本形成额(X1) | 货物和服务净出口(X2) |
| 1991 | 21280.40 | 7517.000 | 617.5000 |
| 1992 | 25863.70 | 9636.000 | 275.6000 |
| 1993 | 34500.70 | 14998.00 | -679.4000 |
| 1994 | 46690.70 | 19260.60 | 634.1000 |
| 1995 | 58510.50 | 23877.00 | 998.5000 |
| 1996 | 68330.40 | 26867.20 | 1459.300 |
| 1997 | 74894.20 | 28457.60 | 2857.200 |
| 1998 | 79003.30 | 29545.90 | 3051.500 |
| 1999 | 82673.10 | 30701.60 | 2248.800 |
| 2000 | 89340.90 | 32499.80 | 2240.200 |
| 2001 | 98592.90 | 37460.80 | 2204.700 |
| 2002 | 107897.6 | 42304.90 | 2794.200 |
| 2003 | 121511.4 | 51382.70 | 2686.200 |
用上述数据建立计量模型并使用EVIEWS计算输出结果如下
| Dependent Variable: Y |
| Method: Least Squares |
| Date: 12/19/05 Time: 21:40 |
| Sample: 1991 2003 |
| Included observations: 13 |
| Variable | Coefficient | Std. Error | t-Statistic | Prob. |
| C | 3871.805 | 2235.263 | 1.732147 | 0.1139 |
| X1 | 2.177916 | 0.120692 | 18.04527 | 0.0000 |
| X2 | 4.051980 | 1.282402 | 3.159680 | 0.0102 |
| R-squared | 0.991494 | Mean dependent var | 69929.98 |
| Adjusted R-squared | 0.989793 | S.D. dependent var | 31367.13 |
| S.E. of regression | 3168.980 | Akaike info criterion | 19.15938 |
| Sum squared resid | 1.00E+08 | Schwarz criterion | 19.28975 |
| Log likelihood | -121.5360 | F-statistic | 582.8439 |
| Durbin-Watson stat | 0.926720 | Prob(F-statistic) | 0.000000 |
1.建立投资与净出口与国民生产总值的二元线性回归方程并进行估计,并解释斜率系数的经济意义。
2.对偏回归系数及所建立的回归模型进行检验,显著性水平α=0.05。
3.估计可决系数,以显著性水平α=0.05对方程整体显著性进行检验,说明其含义。
[此贴子已经被作者于2006-12-29 17:34:06编辑过]