<P>以Gujarati的《Basic Econometrics》习题3.26为例，利用Eviews来完成一个Monte Carlo实验。</P>
<P>
workfile mc u 1 10
!b1=25
!b2=0.5
matrix(100,2) f
vector(10) v1
v1.fill 80,100,120,140,160,180,200,220,240,260
mtos(v1,x)</P>
<P>
for !k=1 to 100
series u=3*nrnd
series y=!b1+b2*x+u
equation eq.ls y=c(1)+c(2)*x
f(!k,1)=c(1)
f(!k,2)=c(2)
next</P>
<P>show f
expand 1 100
smpl 1 100
mtos(f,gr)
freeze ser01.qqplot
freeze ser01.hist
freeze ser02.qqplot
freeze ser02.hist
matrix(1,2) m
m(1,1)=@mean(ser01)
m(1,2)=@mean(ser02)</P>
<P>show m</P>
<P>"the end"</P>

[此贴子已经被作者于2005-7-14 13:33:32编辑过]