计量经济学eviews分析

图可以看出,虽然 Y与X1X2 分布类似线性分布,但 Y与X3散点图分布无规律,故选择取对数模型进行分析: LnY= β+ 1β Ln 1X + 2β Ln 2X + 3β Ln 3X +e 用Eviews 做最小二乘回归得下表: 表 2. 回归 LnY,c,LnX1 , LnX2 , LnX3 Dependent Variable: LOG(Y) Method: Least Squares Date: 12/11/14 Time: 12:50 Sample: 1978 2012 Included observations: 35 Variable Coefficient Std. Error t-Statistic Prob. C -7.001237 2.333631 -3.000147 0.0053 LOG(X1) 0.452294 0.099342 4.552915 0.0001 LOG(X2) 0.614852 0.104962 5.857874 0.0000 LOG(X3) 1.158391 0.501219 2.311149 0.0276 R-squared 0.992412 Mean dependent var 8.750346 Adjusted R-squared 0.991678 S.D. dependent var 1.616175 S.E. of regression 0.147434 Akaike info criterion -0.883661 Sum squared resid 0.673841 Schwarz criterion -0.705907 Log likelihood 19.46407 F-statistic 1351.546 Durbin-Watson stat 0.605241 Prob(F-statistic) 0.000000