实验报告4 期末作业

《论文写作中的经济模型构建》开放实验分析报告

附件一、表1）数据表

附件二、图1：gdp ，inv ，con 关于year 的趋势图

100000200000300000400000500000

附件三、图2：lngdp，lninv，lncon关于year的趋势图

附件四、表2、3、4：lngdp，lninv，lncon的平稳性检验表

Dickey-Fuller test for unit root Number of obs = 30

Interpolated Dickey-Fuller Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value

Z(t) -0.940 -3.716 -2.986 -2.624

MacKinnon approximate p-value for Z(t) = 0.7744

表2：lngdp的平稳性检验表

Dickey-Fuller test for unit root Number of obs = 30

Interpolated Dickey-Fuller Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value Z(t) -0.516 -3.716 -2.986 -2.624

MacKinnon approximate p-value for Z(t) = 0.8888

表3：lninv的平稳性检验表

Dickey-Fuller test for unit root Number of obs = 30

Interpolated Dickey-Fuller Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value Z(t) -1.279 -3.716 -2.986 -2.624

MacKinnon approximate p-value for Z(t) = 0.6388

表4：lncon的平稳性检验表

附件五、表5,、6、7：dlngdp，dlninv，dlncon的平稳性检验表

Dickey-Fuller test for unit root Number of obs = 29

Interpolated Dickey-Fuller Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value

Z(t) -2.312 -3.723 -2.989 -2.625

MacKinnon approximate p-value for Z(t) = 0.1681

表5：dlngdp的平稳性检验表

Dickey-Fuller test for unit root Number of obs = 29

Interpolated Dickey-Fuller Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value Z(t) -3.149 -3.723 -2.989 -2.625

MacKinnon approximate p-value for Z(t) = 0.0231

表6：dlninv的平稳性检验表

Dickey-Fuller test for unit root Number of obs = 29

Interpolated Dickey-Fuller Test 1% Critical 5% Critical 10% Critical Statistic Value Value Value Z(t) -2.518 -3.723 -2.989 -2.625

MacKinnon approximate p-value for Z(t) = 0.1112

表7：dlncon的平稳性检验表

附件六、表8：V AR模型阶数选择表

Selection-order criteria

Sample: 1986 - 2011 Number of obs = 26

lag LL LR df p FPE AIC HQIC SBIC

0 145.887 3.4e-09 -10.9913 -10.9495 -10.8461

1 161.993 32.213 9 0.000 2.0e-09* -11.5379 -11.3707* -10.9573*

2 167.231 10.477 9 0.31

3 2.7e-09 -11.2486 -10.9559 -10.2324

3 178.36

4 22.266 9 0.008 2.5e-09 -11.4126 -10.9946 -9.96099

4 189.072 21.416* 9 0.011 2.6e-09 -11.544* -11.0006 -9.65687

Endogenous: dlngdp dlninv dlncon

Exogenous: _cons

附件七、表9：V AR模型的回归表

Vector autoregression

Sample: 1986 - 2011 No. of obs = 26 Log likelihood = 189.0722 AIC = -11.54401 FPE = 2.62e-09 HQIC = -11.00058 Det(Sigma_ml) = 9.69e-11 SBIC = -9.656868

Equation Parms RMSE R-sq chi2 P>chi2

dlngdp 13 .053061 0.6288 44.03636 0.0000

dlninv 13 .082757 0.5266 28.9234 0.0040

dlncon 13 .047596 0.6575 49.90809 0.0000

Coef. Std. Err. z P>|z| [95% Conf. Interval]

dlngdp

dlngdp

L1. 1.117487 .6914029 1.62 0.106 -.237638 2.472612 L2. -.1444276 .7236337 -0.20 0.842 -1.562724 1.273868 L3. .6426238 .7735647 0.83 0.406 -.8735351 2.158783 L4. -.2517437 .5992936 -0.42 0.674 -1.426338 .9228502 dlninv

L1. -.0457607 .1997504 -0.23 0.819 -.4372643 .3457429 L2. -.0412814 .2004163 -0.21 0.837 -.4340902 .3515273 L3. -.1236414 .2226482 -0.56 0.579 -.5600239 .3127411 L4. -.192401 .2122365 -0.91 0.365 -.6083769 .223575 dlncon

L1. -.1866334 .6338496 -0.29 0.768 -1.428956 1.055689 L2. -.2378007 .6246987 -0.38 0.703 -1.462188 .9865864 L3. -.1149043 .5184563 -0.22 0.825 -1.13106 .9012513 L4. .0439474 .5016453 0.09 0.930 -.9392594 1.027154 _cons .0778115 .032558 2.39 0.017 .0139991 .141624

dlninv

dlngdp

L1. 1.069189 1.078339 0.99 0.321 -1.044316 3.182694 L2. .8844639 1.128607 0.78 0.433 -1.327565 3.096493 L3. 2.095358 1.206481 1.74 0.082 -.2693026 4.460018 L4. -.9797869 .9346816 -1.05 0.295 -2.811729 .8521553 dlninv

L1. -.1846059 .3115384 -0.59 0.553 -.79521 .4259983 L2. -.3674592 .312577 -1.18 0.240 -.9800989 .2451805 L3. -.5809361 .3472508 -1.67 0.094 -1.261535 .0996629 L4. -.5575366 .3310123 -1.68 0.092 -1.206309 .0912356 dlncon

L1. .2593718 .9885764 0.26 0.793 -1.678202 2.196946 L2. -1.418287 .9743043 -1.46 0.145 -3.327889 .4913139 L3. -.6291444 .8086044 -0.78 0.437 -2.21398 .9556911 L4. .6023249 .7823855 0.77 0.441 -.9311224 2.135772 _cons .134997 .0507787 2.66 0.008 .0354727 .2345214

dlncon

dlngdp

L1. .6496626 .620186 1.05 0.295 -.5658796 1.865205 L2. -.1818626 .6490969 -0.28 0.779 -1.454069 1.090344 L3. .4911204 .6938848 0.71 0.479 -.8688689 1.85111 L4. .0396506 .5375643 0.07 0.941 -1.013956 1.093257 dlninv

L1. .0027828 .1791754 0.02 0.988 -.3483946 .3539601 L2. -.0346438 .1797727 -0.19 0.847 -.3869919 .3177042 L3. .0429417 .1997147 0.22 0.830 -.3484919 .4343752 L4. -.3048151 .1903754 -1.60 0.109 -.6779441 .0683139 dlncon

L1. .3251624 .5685609 0.57 0.567 -.7891965 1.439521 L2. -.4262297 .5603526 -0.76 0.447 -1.524501 .6720412 L3. .0646771 .4650535 0.14 0.889 -.8468109 .9761651 L4. .0220051 .4499741 0.05 0.961 -.859928 .9039382 _cons .0360356 .0292044 1.23 0.217 -.0212039 .0932752

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