计量经济学实验报告英文版.docx
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计量经济学实验报告英文版.docx
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计量经济学实验报告英文版
Econometricsreport
Classnumber:
Nonumber:
Eglishname:
Chinesename:
Contents
Backgroundand
DataAnalysis2-5
andmodel
T-test6-8
F-test8-10
Summary,and,suggestion11
BACKGROUND
●Thereportbelowisaboutthefoodsales,Iinstancetheresidentpopulation(10000),percapitaincomethefirstyear,meatsales,eggsales,thefishsales.
●Inordertobuildmathematicalmodelstounderstandtherelationshipofeachvariableanditsfoodsales,andItakestatisticsofTianjinfrom1994to2007thedemandforfood
Y
X1
X2
X3
X4
X5
1
98.4500
153.2000
560.2000
6.5300
1.2300
1.8900
2
100.7000
190.0000
603.1100
9.1200
1.3000
2.0300
3
102.8000
240.3000
668.0500
8.1000
1.8000
2.7100
4
133.9500
301.1200
715.4700
10.1000
2.0900
3.0000
5
140.1300
361.0000
724.2700
10.9300
2.3900
3.2900
6
143.1100
420.0000
736.1300
11.8500
3.9000
5.2400
7
146.1500
491.7760
748.9100
12.2800
5.1300
6.8300
8
144.6000
501.0000
760.3200
13.5000
5.4700
8.3600
9
146.9400
529.2000
774.9200
15.2900
6.0900
10.0700
10
158.5500
552.7200
785.3000
18.1000
7.9700
12.5700
11
169.6800
771.7600
795.5000
19.6100
10.1800
15.1200
12
162.1400
811.8000
804.8000
17.2200
11.7900
18.2500
13
170.0900
988.4300
814.9400
18.6000
11.5400
20.5900
14
178.6900
1094.6500
828.7300
23.5300
11.6800
23.3700
Among
represent
Y
foodsales(tons/year)
X1
theresidentpopulation(10000)
X2
percapitaincomethefirstyear
X3
meatsales
X4
eggsales
X5
thefishsales
Basedontheabovedata,theconclusionsasfollows
Theyareβvalue,standerrorR2freedomSSTSSR
-4.68859277
3.6364556
2.66771805
0.118961
0.077743
-0.16534
2.231226292
2.472067
1.26879898
0.059624
0.03818
30.26735
0.969804859
5.7740803
#N/A
#N/A
#N/A
#N/A
51.38865853
8
#N/A
#N/A
#N/A
#N/A
8566.490175
266.72002
#N/A
#N/A
#N/A
#N/A
WhereTstatisticsis
-2.10135242
1.4710182
2.10255375
1.995178
2.036186
-0.00546
Themodel
Y=β0+β1X1+β2X2+β3X3+β4X4+β5X5+u
Y=-0.1653+0.0777X1+0.1190X2+2.6677X3+3.6365X4-4.6886X5+u
(0,03818)(0.0596)(1.2688)(2.4721)(2.2312)
N=14R2=0.9698
Yrepresentsthemodeloffoodsales(tons/year),X1saidtheresidentpopulation(10000),TheX2percapitaincomethefirstyear,X3:
meatsales,X4:
saideggsales,X5:
saidthefishsales.
0.0777meanswhenresidentpopulationincrease1point,theotherfactorsremainunchanged,thefoodsalesincrease0.777point.
0.1190meanswhenresidentpopulationincrease1point,theotherfactorsremainunchanged,thefoodsalesincrease0.1190point.
2.6677meanswhenresidentpopulationincrease1point,theotherfactorsremainunchanged,thefoodsalesincrease2.6677point.
3.6365meanswhenresidentpopulationincrease1point,theotherfactorsremainunchanged,thefoodsalesincrease3.6365point.
-4.6886meanswhenresidentpopulationincrease1point,theotherfactorsremainunchanged,thefoodsalesdecrease4.6886point.
t-test
Forexample,fora5%leveltestandwithn-k-1=8degreesoffreedom,thecriticalvalueisc=1.860
●NullhypothesisH0:
β1=0alternativehypothesisH1:
β1>0
Wehave8degreesoffreedom,wecanusethestandardnormalcriticalvalues.The5%criticalvalueis1.860.tβ1(hat)=2.036186>CwerejectH0.thetstatisticforβ1(hat)isstatisticallysignificantatthe5%level.
●NullhypothesisH0:
β2=0alternativehypothesisH2:
β2>0
Wehave8degreesoffreedom,wecanusethestandardnormalcriticalvalues.The5%criticalvalueis1.860.tβ2(hat)=1.995178>CwerejectH0.thetstatisticforβ2(hat)isstatisticallysignificantatthe5%level.
●NullhypothesisH0:
β3=0alternativehypothesisH3:
β3>0
Wehave8degreesoffreedom,wecanusethestandardnormalcriticalvalues.The5%criticalvalueis1.860.tβ3(hat)=2.10255375>CwerejectH0.thetstatisticforβ3(hat)isstatisticallysignificantatthe5%level.
●NullhypothesisH0:
β4=0alternativehypothesisH4:
β4>0
Wehave8degreesoffreedom,wecanusethestandardnormalcriticalvalues.The5%criticalvalueis1.860.tβ4(hat)=1.4710182 ●NullhypothesisH0: β5=0alternativehypothesisH5: β5<0 Wehave8degreesoffreedom,wecanusethestandardnormalcriticalvalues.The5%criticalvalueis1.860.tβ5(hat)=-2.10135242<-CwerejectH0.thetstatisticforβ5(hat)isstatisticallysignificantatthe5%level. FSTATISTIC BecauseonlyX1X2X3X5statisticallysignificant.soweimposed1exclusionrestrictionsinthismodel. Y X1 X2 X3 X4 1 98.45 153.2 560.2 6.53 1.89 2 100.7 190 603.11 9.12 2.03 3 102.8 240.3 668.05 8.1 2.71 4 133.95 301.12 715.47 10.1 3 5 140.13 361 724.27 10.93 3.29 6 143.11 420 736.13 11.85 5.24 7 146.15 491.776 748.91 12.28 6.83 8 144.6 501 760.32 13.5 8.36 9 146.94 529.2 774.92 15.29 10.07 10 158.55 552.72 785.3 18.1 12.57 11 169.68 771.76 795.5 19.61 15.12 12 162.14 811.8 804.8 17.22 18.25 13 170.09 988.43 814.94 18.6 20.59 14 178.69 1094.65 828.73 23.53 23.37 -2.1736 2.353292 0.164331 0.058715 -21.6764 1.523517 1.329076 0.054226 0.038175 28.1619 0.961637 6.136089 #N/A #N/A #N/A 56.40098 9 #N/A #N/A #N/A 8494.346 338.8643 #N/A #N/A #N/A -1.4267 1.770623 3.030485 1.538058 -0.76971 F=( R2 ur - R2 )/q (1- R2 ur )/(n-k-1) Inthisform,themodelchange: β0=-21.6764β1=0.058715β2=0.164331β3=2.353292β4=-2.1736 y=-21.6764+0.058715X1+0.164331X2+2.353292X3-2.1736X4 (0.038175)(0.054226)(1.329076)(1.523517) Where X1 theresidentpopulation(10000) X2 percapitaincomethefirstyear X3 meatsales X4 thefishsales H0: β1=0β2=0β3=0 F=( R2 ur - R2 )/q (1- R2 ur )/(n-k-1) F=(0.961637-6.136089)*8/(1-6.136089)/1 =8.059754416 ThroughTABLIG.3c=2.84 Sincethisiswellbelowthe5%criticalvalue,wetorejectH0.thevariablesarejointlysignificant.Inotherwordstheresidentpopulationpercapitaincomethefirstyearmeatsalesthefishsalesarejointlysignificantinthefoodsales. Summary Inabovedata,themeatsalesandtheresidentpopulationismuchimpactinthefoodsales,thefishsalesislessimpactinfoodsales,EvenNegativeimpactonthefoodslaes. Inadditiontotheabovecanaffectfoodsalesfactors,includingweather,foodproduction.iftheweatherisgood,thefoodsalesofcoursewillgood,inopposite,thebadweather,thefoodsaleswillpoor.andiftherearemuchfoodproduction,willmuchimpactonthefoodsales,inopposite,lessimpact.
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