试卷(2)

来源：网络收集时间：2018-12-29 下载这篇文档手机版

说明：文章内容仅供预览，部分内容可能不全，需要完整文档或者需要复制内容，请下载word后使用。下载word有问题请添加微信号:或QQ：处理（尽可能给您提供完整文档），感谢您的支持与谅解。

1.通过表1的结果能初步发现什么问题？为什么？应该用什么方法处理该问题？（3分）

2.如果理想的方程如表2所示，写出该方程。（2分）

3.表3是对什么问题进行检验？用什么方法？结果怎样？（3分）

4.表4的意图是什么？是如何处理的？（2分）

5.表5的结果说明什么问题？（2分）

6.表6对什么问题进行了处理？为什么要进行处理？填写表6中（1）、（2）、（3）空，写出最终的理想方程，并解释各系数的经济意义。（8分）

表1：

Dependent Variable: Y Included observations: 19 Variable C X1 X2 X3 X4 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat Coefficient Std. Error 134.5734

200.6429

1.647447 0.609850 -0.354037 2.199568 14.73859 15.07648 0.920517 0.897807 262.8173

127.5432 7.986329 t-Statistic 0.670711 2.701398 -0.160958 0.115558 1.887786 Prob. 0.5133 0.0172 0.8744 0.9096 0.0800 1391.353

Mean dependent var

S.D. dependent var 822.1371 Akaike info criterion 14.20173

14.45027 40.53451 0.000000 967021.0 Schwarz criterion -129.9164 F-statistic 0.507406 Prob(F-statistic) 6

表2：

Dependent Variable: Y Included observations: 19 Variable C X1 X4 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

表3：

White Heteroskedasticity Test: F-statistic Obs*R-squared 5.668786 11.74713 Probability Probability 0.006293 0.019334 Coefficient Std. Error 159.6613 1.628036 14.85155 0.920351 0.910394 246.1002

114.2226 0.390528 6.886952 t-Statistic 1.397809 4.168805 2.156476 Prob. 0.1813 0.0007 0.0466 Mean dependent var 1391.353 S.D. dependent var 822.1371 Akaike info criterion 13.99329

14.14242 92.44012 0.000000

969044.5 Schwarz criterion -129.9363 F-statistic

0.542200 Prob(F-statistic)

Dependent Variable: RESID^2 Included observations: 19 Variable C X1 X1^2 X4 X4^2 R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 表4：

Dependent Variable: LOG(Y) Included observations: 19 Variable C

LOG(X1) LOG(X4) R-squared

Adjusted R-squared S.E. of regression

Coefficient Std. Error 32945.33

52208.47

68.27213 434.5169 -0.077920 0.279599 -2938.780 7375.757 78.46990 0.618270 0.509204 56113.51

68.93675 t-Statistic 0.631034 0.157122 -0.278686 -0.398438 1.138288 Prob. 0.5382 0.8774 0.7846 0.6963 0.2741 Mean dependent var 51002.34 S.D. dependent var 80097.16 Akaike info criterion 24.92908

25.17761 5.668786 0.006293 4.41E+10 Schwarz criterion -231.8262 F-statistic 2.872506 Prob(F-statistic) Coefficient Std. Error 2.120982 0.656381 0.317281 0.971233 0.967637 0.123028

0.270181 0.114257 0.148544 t-Statistic 7.850221 5.744783 2.135939 Prob. 0.0000 0.0000 0.0485 Mean dependent var 7.036373 S.D. dependent var 0.683879 Akaike info criterion -1.208867

Sum squared resid Log likelihood Durbin-Watson stat 表5：

0.242175 14.48424 0.679633 Schwarz criterion F-statistic

Prob(F-statistic) -1.059745 270.0943 0.000000 White Heteroskedasticity Test: F-statistic Obs*R-squared 2.767883 8.390358 Probability Probability 0.069259 0.178281 Dependent Variable: RESID^2 Included observations: 19 Variable C

LOG(X1) (LOG(X1))^2 LOG(X4) (LOG(X4))^2 R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat 表6：

Dependent Variable: LOG(Y)

Included observations: 15 after adjusting endpoints Convergence achieved after 6 iterations Variable C

LOG(X1) LOG(X4) AR(1) AR(4) R-squared

Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

Coefficient Std. Error 1.574142 0.909498 0.032630 0.838005 0.990491 （3） 0.062359 0.038887 23.37957 2.112045

0.258216 0.069043 （2） 0.131584

t-Statistic 6.096233 （1） 6.484639 6.368597 -3.452723 Prob. 0.0001 0.0000 0.0001 0.0001 0.0062 Coefficient Std. Error -0.007991 0.245682 0.003999 0.126410 -0.002028 0.010324 -0.001051 0.145599 0.006471 0.020299 0.441598 0.282054 0.015132 0.003206 55.56898 2.009847 t-Statistic -0.032527 0.031632 -0.196473 -0.007215 0.318785 Prob. 0.9745 0.9752 0.8471 0.9943 0.7546 Mean dependent var 0.012746 S.D. dependent var 0.017859 Akaike info criterion -5.323050 Schwarz criterion F-statistic Prob(F-statistic) -5.074514 2.767883 0.069259 -0.588152 0.170344 Mean dependent var 7.281261 S.D. dependent var 0.540474 Akaike info criterion -2.450609 Schwarz criterion -2.214592 F-statistic

Prob(F-statistic)

260.4156 0.000000

百度搜索“77cn”或“免费范文网”即可找到本站免费阅读全部范文。收藏本站方便下次阅读，免费范文网，提供经典小说综合文库试卷(2)在线全文阅读。

试卷(2).doc 将本文的Word文档下载到电脑，方便复制、编辑、收藏和打印下载失败或者文档不完整，请联系客服人员解决！

下载这篇word文档

本文链接：https://www.77cn.com.cn/wenku/zonghe/400703.html（转载请注明文章来源）

上一篇：1条据
下一篇：材料专业综合设计实验方案-材料2011- 柴林林(2)