.1908%;在假定其他条件不变的情况下,当年储蓄存款每增长1%,平均说来国债发行额会减少13.0304%;在假定其他条件不变的情况下,当年财政收入每增长1%,平均说来国债发行额会减少9.2229%Р(二)计量检验Р1.多重共线性检验Рy=-1775.189+0.131908x1—0.130304x2+0.092229x3Р由图得 x1x2相关系数达0.994684,两者高度正相关。Р将x1x2进行回归得x1=13648.92+1.302005x2РR2=0.989397 DW=1.242737 F=1772.928Р所以x1和x2存在显著的线性关系РVIF=1/(1-R2)=94.3129303 模型存在严重的多重共线性Р运用最小二乘法求得y对各个解释变量的回归得РY=-971.5647+0.051822x1РR2=0.748446 F=56.53048РY= -152.4790+0.066092x2РR2=0.710506 F=46.63182РY=267.5070+0.250135x3РR2=0.745509 F=55.65870Р分析得 Y和X1线性关系强,拟合程度较好。Р将X2X3分别代入Y=-971.5647+0.051822x1得РY=-2210.729+0.150799x1-0.130250X2РR2=0.777705 F=31.48678РY=-539.1573+0.033048X1+0.091457X3РR2=0.749876 F=26.98215Р比较分析得将X3财政收入删除Р最终回归结果如下:Y=-2210.729+0.150799x1-0.130250x2Р2.异方差检验Рy=-1775.189+0.131908x1—0.130304x2+0.092229x3Р去除中间5个样本,剩余16个样本Р子样本1: Р RSS1=95854621Р子样本2:
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