計量經(jīng)濟學(xué)我國人口總數(shù)模型分析報告

我國人口數(shù)量的相關(guān)分析一，查找相關(guān)數(shù)據(jù)二，進展模型的建立翻開Eviews，建立一個的Workfile。數(shù)據(jù)類型為時間序列，1979~2023年。輸入被解釋變量y與5個解釋變量〔如下圖〕group中分別觀看y與x1,x2,x3,x4,x5的散點圖，Y與x1的散點圖：x2的散點圖：x3的散點圖：x4的散點圖：x5的散點圖：非線性模型的線性化處理。三，對模型進展參數(shù)估量首先對模型進展線性化處理lsycz1z2z3z4z5得到如以下圖所示回歸結(jié)果回歸結(jié)果為^ i

4+20443.4Z5^

)+5043.0log(X

)+6105.03log(X

)-11.015X

+20443.4ilog(X5)

1 2 3 4t=(-5.5428)(-2.2023) (0.7198) (7.8404) (-5.3888) 8 R29 4 (1)經(jīng)濟意義檢驗1=-3988.05213988.0522=5043.00315043.00321單位；1=-11.015，說明受高等教育人數(shù)每增加1個單位，我國總?cè)丝谙鳒p11.015單位；414(2)統(tǒng)計檢驗1擬合優(yōu)度檢驗RR2=0.997258，修正后的可決系數(shù)好。R2t對于給定的顯著性水平=0.05，t(34-5-1)=2.05對于給定的顯著性水平=0.05，t(34-5-1)=2.05

29，說明擬合結(jié)果相當(dāng)x23F對于給定的顯著性水平度為5，分母自由度為34-5-1=28的F0.05〔5,28〕=2.56.因為F=2037.054>>2.56,所以說總體回歸方程是顯著地。四，異方差檢驗x2)-9.785X+21098.53log(X)i 1 3 4 5t=(-5.5438)(-2.1135) (7.94011) (-8.7940) (6.75967)(1)懷特檢驗

R23 8 對于給定顯著性水平α=0.05，20。05(14)=23.685。20。05(14)=23.685五，自相關(guān)檢驗(1)DWDW=0.959985，假設(shè)給定α=0.05，查表可知DW檢驗臨界值為dL=1.21，dU=1.73。由于DW=0.959985dL=1.21,依據(jù)推斷規(guī)章，認為誤差項存在嚴峻正自相關(guān)。(2)LM1LM=TR2=11.03058>20.05(1)=3.841LM(3)用廣義最小二乘法估量回歸參數(shù)ρ=1-DW/2=0.52對原變量做廣義差分變換，令GDYt=Yt-0.52Yt-1GDX1t=X1t-0.52X1t-1 GDX3t=X3t-0.52X3t-1 GDX5t=X5t-0.52X5t-1得到回歸結(jié)果如以下圖所示R2=0.990567

—DW=1.132237，dl=1.19,dU=1.73，DW=1.132237<dl=1.19,因此模型照舊存在自相關(guān)。LMLM=4.43514>20.05(1=3.841。因此存在一階正自相關(guān)此時，ρ’=1-DW/2=0.4338815GDYt=Yt-0.4338815Yt-1GDX1t=X1t-0.4338815X1t-1 GDX3t=X3t-0.4338815X3t-1GDX4t=X4t-0.4338815X4t-1 GDX5t=X5t-0.4338815X5t-1R2=0.984409

—DW=1.283443，查表可得

dl=1.18,dU=1.73，因為

DW=1.283443>dl=1.18,但是LMLM=TR2=4.677395>20.05(1)=3.841LM此時ρ=1-DW/2=0.3582785對原變量做廣義差分變換，令GDYt=Yt-0.3582785Yt-1GDX1t=X1t-0.3582785X1t-1 GDX4t=X4t-0.3582785X4t-1 GDX5t=X5t-0.3582785X5t-1R2=0.962380查表可得

—DW=1.723812，dl=1.16,dU=1.74，因為 DW=1.723812>dl=1.16,但是DW=1.723812<dU=1.74LMLM=TR2=0.574736<20.05(1)=3.841LM由最的回歸模型可知0=9566.853Y^=14908.107-2980.780log(X)+7873.197log(X)-3.104568X+1071.770log(X)i 1 3 4 5t=(2.301578)(-1.583988) (10.74845) (-1.118066) (0.417804)0 R22 9 六，多重共線性檢驗x1，x3，x4，x5r13=-0.724270r14=-0.596661r15=-0.582055r34=0.828727r35=0.797890r45=0.718312FrischYx1，x3,x4,x5^6X)〔1〕, i 12t=(16.92794)(-6.113403)2R2=0.563080

—4 0 ^6X)〔2〕 i 32t=(19.97036)(25.34184)2R2=0.956794

—5 7 ^3X)〔3〕 i 4t=(76.18635)(6.885316)R2=0.620457 F=47.40758 DW=0.187778R2^+X)〔4〕 i 52t=(-4.076836)(6.849933)2R2=0.618027

—5 9 x3x4yx3,x4Y^=8963.104+8542.782log(X)-2.948288Xi 5 4t=(-4.076836)(15.09690) (-1.064171)RR2=0.958474 —R2

=0.955508 F=46.92159 DW=1.618292x4以后R2x3x4。x5yx3，x4，x5Y^=7292.392+8394.135log(X)-3.153323X+1119.541log(X)i 3 4 5t=(1.819332)(12.48092) (-1.105229)(0.424748)R2=0.958750 —R2

=0.954166 F=209.1793 DW=1.649241x5以后—R2

=0.954166x4，x5x4x5。x1Yx3，x4，x1^+X)XX)i 3 4 1t=(7.