国际商学院国际济贸易级
组成员：
2005年1012月
摘：文旨19902002年成市私家车拥量变动家庭收入等系列素私汽车拥量影响进行实证分析首先收集相关数次建立理模型然利EVIEWS软件计量模型进行参数估计检验加修正分析结果作济意义分析相应提出存问题
目录
提出问题………………………………………………………………3
二变量选取………………………………………………………………3
三建立模型………………………………………………………………3
四数收集………………………………………………………………3
五参数估计………………………………………………………………4
稳性检验……………………………………………………………4
回 ………………………………………………………………7
重线性检验………………………………………………………8
利逐步回法进行修正……………………………………………8
异方差检验……………………………………………………………13
相关检验……………………………………………………………14
预 测……………………………………………………………15
六济意义检验…………………………………………………………16
七存问题……………………………………………………………16
参考文献……………………………………………………………………17
提出问题
着国济持续快速增长加入世界贸易组织外开放程度断加深市场种商品需求日俱增汽车作高档消费品着市场济断发展逐步走进普通众生活中国汽车市场已俨然成汽车厂商必争兵家早已窥视许久众国际汽车巨头加快中国汽车市场争夺
巨头争夺市场中成作私家车拥量第三城市理然成中心成成中国私家车拥量排名第三城市没想 城镇居民支配收入成富裕水仅北京海三分二１５副省级城市中仅列中游样西部城市连续４年跻身私家车拥量前三名然成私家车拥量会会持续增长果增长什样速度继续增长？希通次研究解释问题
二 变量选取
应变量Y ：成私家车拥量
变量X1：石油价格（石油汽车动力源拥汽车期间项重支出见定程度影响着私家车拥量）
变量X2：家庭收入
变量X3：银行利率
变量X4：居民消费价格指数
三 建立模型
YC+β1X1+β2X2+β3X3+β4X4+U （U机扰动项）
四 数收集
数：（表）
Obs
Y
X1
X2
X3
X4
1990
1185000
1648800
1870910
2520000
1681307
1991
1372000
1649600
2062980
1800000
1731746
1992
1713043
1651200
2254440
2470000
1859895
1993
2207938
1654700
2807350
2655000
2172357
1994
2920387
1678655
4239480
2634000
2706757
1995
3521059
1745200
5075820
2580000
3207507
1996
4034401
1812700
5700710
2475000
3505805
1997
4977222
1833400
6046840
1710000
3684602
1998
5230247
1883400
6490180
1530000
3669863
1999
6400000
2034267
7140960
0990000
3614815
2000
7300000
2887028
7694950
0940000
3618430
2001
8200000
2750773
8181600
0845000
3694417
2002
1000000
2645033
9026380
0720000
3683334
数源：成市统计年鉴成价格信息网
五 参数估计：
稳性检验
ADF Test Statistic
1964765
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X1)
Method Least Squares
Date 121705 Time 1854
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X1(1)
0718828
0365860
1964765
00902
D(X1(1))
0203429
0377280
0539197
06065
C
0870438
0491604
1770607
01199
@TREND(1990)
0087135
0042935
2029493
00820
Rsquared
0391485
Mean dependent var
0090494
Adjusted Rsquared
0130693
SD dependent var
0264977
SE of regression
0247056
Akaike info criterion
0316885
Sum squared resid
0427257
Schwarz criterion
0461574
Log likelihood
2257132
Fstatistic
1501137
DurbinWatson stat
2078238
Prob(Fstatistic)
0295543
ADF Test Statistic
3382584
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X2)
Method Least Squares
Date 121705 Time 1853
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X2(1)
0853313
0252267
3382584
00117
D(X2(1))
0696567
0239964
2902795
00229
C
9079630
2365233
3838789
00064
@TREND(1990)
5430149
1631134
3329063
00126
Rsquared
0659621
Mean dependent var
6330364
Adjusted Rsquared
0513744
SD dependent var
3274884
SE of regression
2283644
Akaike info criterion
1397505
Sum squared resid
3650522
Schwarz criterion
1411974
Log likelihood
7286278
Fstatistic
4521767
DurbinWatson stat
2428471
Prob(Fstatistic)
0045894
ADF Test Statistic
3506140
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X3)
Method Least Squares
Date 121705 Time 1854
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X3(1)
0598589
0170726
3506140
00099
D(X3(1))
0086694
0190519
0455041
06629
C
2140187
0546866
3913550
00058
@TREND(1990)
0157514
0034479
4568417
00026
Rsquared
0751984
Mean dependent var
0098182
Adjusted Rsquared
0645691
SD dependent var
0364396
SE of regression
0216903
Akaike info criterion
0056551
Sum squared resid
0329327
Schwarz criterion
0201240
Log likelihood
3688972
Fstatistic
7074660
DurbinWatson stat
2220129
Prob(Fstatistic)
0015886
ADF Test Statistic
2795503
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X4)
Method Least Squares
Date 121705 Time 1855
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X4(1)
0277270
0099184
2795503
00267
D(X4(1))
0839546
0175920
4772307
00020
C
5932256
1482882
4000489
00052
@TREND(1990)
3915835
2535338
1544502
01664
Rsquared
0872770
Mean dependent var
1774171
Adjusted Rsquared
0818242
SD dependent var
2083869
SE of regression
8884173
Akaike info criterion
7481707
Sum squared resid
5524997
Schwarz criterion
7626397
Log likelihood
3714939
Fstatistic
1600609
DurbinWatson stat
1728000
Prob(Fstatistic)
0001623
ADF Test Statistic
0826624
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(Y)
Method Least Squares
Date 121705 Time 1857
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
Y(1)
0282971
0342321
0826624
04357
D(Y(1))
0791085
0427882
1848839
01069
C
3864103
2837020
1362029
02154
@TREND(1990)
0470213
2298596
0204565
08437
Rsquared
0675566
Mean dependent var
7843636
Adjusted Rsquared
0536522
SD dependent var
4366816
SE of regression
2972893
Akaike info criterion
5292236
Sum squared resid
6186666
Schwarz criterion
5436925
Log likelihood
2510730
Fstatistic
4858669
DurbinWatson stat
2278129
Prob(Fstatistic)
0039130
出5时间序列数均非稳学知识限法做斜整检验模型校正暂假设数稳
回
表二：
Dependent Variable Y
Method Least Squares
Date 121005 Time 1626
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X1
2038970
5138603
0396795
07019
X2
0017720
0002446
7245408
00001
X3
1501265
2498989
0600749
05646
X4
0210662
0050456
4175194
00031
C
2167599
1299105
1668533
01338
Rsquared
0992140
Mean dependent var
4543177
Adjusted Rsquared
0988211
SD dependent var
2792719
SE of regression
3032303
Akaike info criterion
5340245
Sum squared resid
7355889
Schwarz criterion
5557533
Log likelihood
2971159
Fstatistic
2524664
DurbinWatson stat
2076740
Prob(Fstatistic)
0000000
述回结果整理：
Y 2167599 2038970X1+0017720X21501265X30210662X4
(1668533) (0396795) (7245408) (0600749) (4175194)
R20992140 0988211 F2524664
回结果决系数高F值显著性水C X1X3项回系数显著回方程投入该模型存重线性F值反映模型中解释变量联合Y影响力显著t值界值恰反映解释变量线性作分解出解释变量Y独立影响
重线性检验
Eviews计算解释变量间简单相关系数：
X1
X2
X3
X4
X1
1000000
0823665
0843947
0629912
X2
0823665
1000000
0806073
0940112
X3
0843947
0806073
1000000
0632198
X4
0629912
0940112
0632198
1000000
表出解释变量间存高度线性相关时证明然整体拟合较分解出解释变量Y独立影响
利逐步回法进行修正
（1） 运OLS方法逐求Y解释变量回结合济意义统计检验选出拟合效果元线性回方程Eviews程：
Dependent Variable Y
Method Least Squares
Date 121205 Time 1901
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X1
5437286
8474674
6415924
00000
C
6279013
1727196
3635379
00039
Rsquared
0789127
Mean dependent var
4543177
Adjusted Rsquared
0769957
SD dependent var
2792719
SE of regression
1339467
Akaike info criterion
8168229
Sum squared resid
1973589
Schwarz criterion
8255144
Log likelihood
5109349
Fstatistic
4116408
DurbinWatson stat
1210750
Prob(Fstatistic)
0000050
Y 6279013+5437286X1
(3635379) (6415924)
R20789127 0769957 F4116408
Dependent Variable Y
Method Least Squares
Date 121205 Time 1904
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0011059
0000802
1378674
00000
C
1291782
4636031
2786397
00177
Rsquared
0945294
Mean dependent var
4543177
Adjusted Rsquared
0940321
SD dependent var
2792719
SE of regression
6822439
Akaike info criterion
6818949
Sum squared resid
5120024
Schwarz criterion
6905865
Log likelihood
4232317
Fstatistic
1900742
DurbinWatson stat
0480934
Prob(Fstatistic)
0000000
Y 1291782+0011059X2
(2786397) (1378674)
R20945294 0940321 F1900742
Dependent Variable Y
Method Least Squares
Date 121205 Time 1906
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X3
3186040
5416113
5882522
00001
C
1039299
1070877
9705124
00000
Rsquared
0758793
Mean dependent var
4543177
Adjusted Rsquared
0736866
SD dependent var
2792719
SE of regression
1432571
Akaike info criterion
8302626
Sum squared resid
2257485
Schwarz criterion
8389542
Log likelihood
5196707
Fstatistic
3460406
DurbinWatson stat
0792309
Prob(Fstatistic)
0000106
Y10392993186040X3
(9705124) ( 5882522)
R20758793 0736866 F3460406
Dependent Variable Y
Method Least Squares
Date 121205 Time 1908
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X4
0281567
0054701
5147427
00003
C
3867193
1691634
2286070
00431
Rsquared
0706635
Mean dependent var
4543177
Adjusted Rsquared
0679966
SD dependent var
2792719
SE of regression
1579884
Akaike info criterion
8498389
Sum squared resid
2745639
Schwarz criterion
8585304
Log likelihood
5323953
Fstatistic
2649600
DurbinWatson stat
0298303
Prob(Fstatistic)
0000320
Y 3867193+0281567X4
(2286070) ( 5147427)
R20706635 0679966 F2649600
述结果出YX2线性关系强拟合程度
Y 1291782+0011059X2
（2） 逐步回余解释变量逐代入式
Dependent Variable Y
Method Least Squares
Date 121205 Time 1913
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
C
3261847
7981144
4086941
00022
X1
1665642
5999191
2776444
00196
X2
0008509
0001115
7632862
00000
Rsquared
0969108
Mean dependent var
4543177
Adjusted Rsquared
0962929
SD dependent var
2792719
SE of regression
5377041
Akaike info criterion
6401328
Sum squared resid
2891257
Schwarz criterion
6531701
Log likelihood
3860863
Fstatistic
1568523
DurbinWatson stat
1390939
Prob(Fstatistic)
0000000
Y 3261847+1665642X1+0008509X2
(4086941) ( 2776444) ( 7632862)
R20969108 0962929 F1568523
Dependent Variable Y
Method Least Squares
Date 121205 Time 1917
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
C
1590284
1181684
1345778
02081
X2
0008772
0001103
7955698
00000
X3
9124189
3545403
2573527
00277
Rsquared
0967090
Mean dependent var
4543177
Adjusted Rsquared
0960508
SD dependent var
2792719
SE of regression
5549844
Akaike info criterion
6464591
Sum squared resid
3080077
Schwarz criterion
6594964
Log likelihood
3901984
Fstatistic
1469302
DurbinWatson stat
0878147
Prob(Fstatistic)
0000000
Y1590284+0008772X29124189X3
(1345778) ( 7955698) ( 2573527)
R20967090 0960508 F1469302
Dependent Variable Y
Method Least Squares
Date 121005 Time 1742
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0017816
0000962
1851727
00000
X4
0211654
0028333
7470356
00000
C
1465157
4148796
3531523
00054
Rsquared
0991687
Mean dependent var
4543177
Adjusted Rsquared
0990024
SD dependent var
2792719
SE of regression
2789347
Akaike info criterion
5088666
Sum squared resid
7780456
Schwarz criterion
5219039
Log likelihood
3007633
Fstatistic
5964515
DurbinWatson stat
2036276
Prob(Fstatistic)
0000000
Y1465157+0017816X20211654X4
(3531523) ( 1851727) ( 7470356)
R20991687 0990024 F5964515
次调整决系数原选取调整决系数应解释变量作新进入模型候选变量候选变量调整决系数步中进入模型解释变量调整决系数加较步调整决系数候选变量加入模型停止逐步回查X4调整决系数X4作第二解释变量进入回模型
继续逐步回
Dependent Variable Y
Method Least Squares
Date 121005 Time 1746
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0017042
0001666
1022956
00000
X4
0198136
0037472
5287502
00005
X3
1365551
2356753
0579421
05765
C
1720408
6151725
2796627
00208
Rsquared
0991986
Mean dependent var
4543177
Adjusted Rsquared
0989314
SD dependent var
2792719
SE of regression
2886878
Akaike info criterion
5205888
Sum squared resid
7500658
Schwarz criterion
5379719
Log likelihood
2983827
Fstatistic
3713325
DurbinWatson stat
2002590
Prob(Fstatistic)
0000000
Y1720408+0017042X21365551X30198136X4
(2796627)( 1022956)( 0579421)( 5287502)
R20991986 0989314 F3713325
X3Y影响显著X3删
Dependent Variable Y
Method Least Squares
Date 121005 Time 1751
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0018414
0002077
8864214
00000
X4
0222650
0044666
4984762
00008
X1
1616465
4906187
0329475
07493
C
1799572
1104167
1629801
01376
Rsquared
0991786
Mean dependent var
4543177
Adjusted Rsquared
0989048
SD dependent var
2792719
SE of regression
2922657
Akaike info criterion
5230523
Sum squared resid
7687731
Schwarz criterion
5404354
Log likelihood
2999840
Fstatistic
3622235
DurbinWatson stat
2087196
Prob(Fstatistic)
0000000
Y17995721616465X1+0018414X20222650X4
（1629801）（0329475）（8864214）（4984762）
R20991786 0989048 F3622235
X1Y影响显著X1删次调整决系数X1步调整决系数相认逐步回终止
Dependent Variable Y
Method Least Squares
Date 121005 Time 1810
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0017816
0000962
1851727
00000
X4
0211654
0028333
7470356
00000
C
1465157
4148796
3531523
00054
Rsquared
0991687
Mean dependent var
4543177
Adjusted Rsquared
0990024
SD dependent var
2792719
SE of regression
2789347
Akaike info criterion
5088666
Sum squared resid
7780456
Schwarz criterion
5219039
Log likelihood
3007633
Fstatistic
5964515
DurbinWatson stat
2036276
Prob(Fstatistic)
0000000
修正终回模型：
Y1465157+0017816X20211654X4
（3531523）（1851727）（7470356）
R20991687 0990024 F5964515
表中出删X1 X3模型统计检验效果均较改善
述逐步回分析表明YX2 X4 C回模型优
异方差检验
1 利ARCH检验法检验模型否存异方差
ARCH Test
Fstatistic
0223447
Probability
0646574
Obs*Rsquared
0262276
Probability
0608561
Test Equation
Dependent Variable RESID^2
Method Least Squares
Date 121005 Time 1848
Sample(adjusted) 1991 2002
Included observations 12 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
C
7320571
3072030
2382975
00384
RESID^2(1)
0144510
0305711
0472702
06466
Rsquared
0021856
Mean dependent var
6458754
Adjusted Rsquared
0075958
SD dependent var
825χ7240
SE of regression
8565102
Akaike info criterion
7284281
Sum squared resid
7336098
Schwarz criterion
7365099
Log likelihood
4170569
Fstatistic
0223447
DurbinWatson stat
2120583
Prob(Fstatistic)
0646574
(131)R20262276 Χ2005(1)384146 ( 131)R2 <Χ2005(1)
(132)R211824760777 Χ2005(2)599147 ( 132)R2 <Χ2005(2)
(133)R2171572551783 Χ2005(3)781473 ( 133)R2 <Χ2005(3)
异方差
相关检验
DW检验
DW2120583定显著性水α005查DW表N13K2限界值dL 0861 限值dU 1562DW统计量2120583>dU 2120583<4 dU 相关性
预测
2003： X29641 X43702321
2004： X210394 X43725453
通点预测出2003年Y1080499 2004年Y1209754根查资料2003年Y实际值1082004年Y实际值120出预测值实际值十分接
继续预测
2005年：X211000 X4375
2006年：X211500 X4376
点预测2005年Y1312520 2006年Y1399481
六 济意义检验：
开篇提出问题：成私家车拥量会会持续增长增长空间？分析出点：
1根做短期预测成私家车拥量短期会持续增长增长速度年约十万辆2006年会达140万辆左右
2模型出石油价格银行利率成私家车拥量联系
3模型出家庭收入居民消费价格指数成私家车拥量着显著影响说明消费惯消费观念改变前提区家庭收入较高居民消费价格指数较低时私家车拥量会显著提高
4模型反应济意义符合实际意义接受模型
：Y1465157+0017816X20211654X4
七 存问题
济意义角度石油价格家庭收入银行利率居民消费价格指数P应该私家车拥量较影响素模型参数估计检验修正结果重线性检验程中石油价格银行利率素没通检验删留家庭收入居民消费价格指数两变量果仅仅建立模型拟合优度高 显然数持怀疑态度分析认源存问题：
1模型身数精确度
（1） 选择济变量时间变化程中存变化趋势间容易产生重线性
（2） 收集数程中发现数文献资料完全统选取相信度较高数统计数真实效性控制
2 身模型构建缺陷方面分析：
首先道路交通永堵压力日益增果模型2005年2006年干年汽车消费会分析趋势增长然知道现种存道路交通压力情况持续久？新问题汽车消费着显易见影响
次模型中没探讨关汽车身降价汽车销量造成影响方面考虑：（1）研究关成市私家车拥量分析私家车种粗略分分低档中档高档然档次潜购买者价格敏感度样时档次般消费者言汽车属种高价消费品旦觉时机成熟决定某年年花十万买辆车会千块钱降价放弃计划？想种吸引力远长期低油价吧（2）车身说降价空间统高档车价高降点低档车价低降空间然然低者说公司推出款新车前会幅降价新产品足够销售库存空间问题言没办法取关成市笼统降价素刺激私家车拥量增具体数
调查分析中发现成市民选择次性付款方式购车少量选择贷款购车说银行贷款利率调降部分消费者存吸引力
[参考文献]：
1计量济学 编：庞皓 西南财学出版社
2成市统计年鉴
3成价格信息网
西nan财 学
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组成员：
2005年1012月
摘：文旨19902002年成市私家车拥量变动家庭收入等系列素私汽车拥量影响进行实证分析首先收集相关数次建立理模型然利EVIEWS软件计量模型进行参数估计检验加修正分析结果作济意义分析相应提出存问题
目录
提出问题………………………………………………………………3
二变量选取………………………………………………………………3
三建立模型………………………………………………………………3
四数收集………………………………………………………………3
五参数估计………………………………………………………………4
稳性检验……………………………………………………………4
回 ………………………………………………………………7
重线性检验………………………………………………………8
利逐步回法进行修正……………………………………………8
异方差检验……………………………………………………………13
相关检验……………………………………………………………14
预 测……………………………………………………………15
六济意义检验…………………………………………………………16
七存问题……………………………………………………………16
参考文献……………………………………………………………………17
提出问题
着国济持续快速增长加入世界贸易组织外开放程度断加深市场种商品需求日俱增汽车作高档消费品着市场济断发展逐步走进普通众生活中国汽车市场已俨然成汽车厂商必争兵家早已窥视许久众国际汽车巨头加快中国汽车市场争夺
巨头争夺市场中成作私家车拥量第三城市理然成中心成成中国私家车拥量排名第三城市没想 城镇居民支配收入成富裕水仅北京海三分二１５副省级城市中仅列中游样西部城市连续４年跻身私家车拥量前三名然成私家车拥量会会持续增长果增长什样速度继续增长？希通次研究解释问题
二 变量选取
应变量Y ：成私家车拥量
变量X1：石油价格（石油汽车动力源拥汽车期间项重支出见定程度影响着私家车拥量）
变量X2：家庭收入
变量X3：银行利率
变量X4：居民消费价格指数
三 建立模型
YC+β1X1+β2X2+β3X3+β4X4+U （U机扰动项）
四 数收集
数：（表）
Obs
Y
X1
X2
X3
X4
1990
1185000
1648800
1870910
2520000
1681307
1991
1372000
1649600
2062980
1800000
1731746
1992
1713043
1651200
2254440
2470000
1859895
1993
2207938
1654700
2807350
2655000
2172357
1994
2920387
1678655
4239480
2634000
2706757
1995
3521059
1745200
5075820
2580000
3207507
1996
4034401
1812700
5700710
2475000
3505805
1997
4977222
1833400
6046840
1710000
3684602
1998
5230247
1883400
6490180
1530000
3669863
1999
6400000
2034267
7140960
0990000
3614815
2000
7300000
2887028
7694950
0940000
3618430
2001
8200000
2750773
8181600
0845000
3694417
2002
1000000
2645033
9026380
0720000
3683334
数源：成市统计年鉴成价格信息网
五 参数估计：
稳性检验
ADF Test Statistic
1964765
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X1)
Method Least Squares
Date 121705 Time 1854
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X1(1)
0718828
0365860
1964765
00902
D(X1(1))
0203429
0377280
0539197
06065
C
0870438
0491604
1770607
01199
@TREND(1990)
0087135
0042935
2029493
00820
Rsquared
0391485
Mean dependent var
0090494
Adjusted Rsquared
0130693
SD dependent var
0264977
SE of regression
0247056
Akaike info criterion
0316885
Sum squared resid
0427257
Schwarz criterion
0461574
Log likelihood
2257132
Fstatistic
1501137
DurbinWatson stat
2078238
Prob(Fstatistic)
0295543
ADF Test Statistic
3382584
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X2)
Method Least Squares
Date 121705 Time 1853
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X2(1)
0853313
0252267
3382584
00117
D(X2(1))
0696567
0239964
2902795
00229
C
9079630
2365233
3838789
00064
@TREND(1990)
5430149
1631134
3329063
00126
Rsquared
0659621
Mean dependent var
6330364
Adjusted Rsquared
0513744
SD dependent var
3274884
SE of regression
2283644
Akaike info criterion
1397505
Sum squared resid
3650522
Schwarz criterion
1411974
Log likelihood
7286278
Fstatistic
4521767
DurbinWatson stat
2428471
Prob(Fstatistic)
0045894
ADF Test Statistic
3506140
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X3)
Method Least Squares
Date 121705 Time 1854
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X3(1)
0598589
0170726
3506140
00099
D(X3(1))
0086694
0190519
0455041
06629
C
2140187
0546866
3913550
00058
@TREND(1990)
0157514
0034479
4568417
00026
Rsquared
0751984
Mean dependent var
0098182
Adjusted Rsquared
0645691
SD dependent var
0364396
SE of regression
0216903
Akaike info criterion
0056551
Sum squared resid
0329327
Schwarz criterion
0201240
Log likelihood
3688972
Fstatistic
7074660
DurbinWatson stat
2220129
Prob(Fstatistic)
0015886
ADF Test Statistic
2795503
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(X4)
Method Least Squares
Date 121705 Time 1855
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
X4(1)
0277270
0099184
2795503
00267
D(X4(1))
0839546
0175920
4772307
00020
C
5932256
1482882
4000489
00052
@TREND(1990)
3915835
2535338
1544502
01664
Rsquared
0872770
Mean dependent var
1774171
Adjusted Rsquared
0818242
SD dependent var
2083869
SE of regression
8884173
Akaike info criterion
7481707
Sum squared resid
5524997
Schwarz criterion
7626397
Log likelihood
3714939
Fstatistic
1600609
DurbinWatson stat
1728000
Prob(Fstatistic)
0001623
ADF Test Statistic
0826624
1 Critical Value*
51152
5 Critical Value
39271
10 Critical Value
34104
*MacKinnon critical values for rejection of hypothesis of a unit root
Augmented DickeyFuller Test Equation
Dependent Variable D(Y)
Method Least Squares
Date 121705 Time 1857
Sample(adjusted) 1992 2002
Included observations 11 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
Y(1)
0282971
0342321
0826624
04357
D(Y(1))
0791085
0427882
1848839
01069
C
3864103
2837020
1362029
02154
@TREND(1990)
0470213
2298596
0204565
08437
Rsquared
0675566
Mean dependent var
7843636
Adjusted Rsquared
0536522
SD dependent var
4366816
SE of regression
2972893
Akaike info criterion
5292236
Sum squared resid
6186666
Schwarz criterion
5436925
Log likelihood
2510730
Fstatistic
4858669
DurbinWatson stat
2278129
Prob(Fstatistic)
0039130
出5时间序列数均非稳学知识限法做斜整检验模型校正暂假设数稳
回
表二：
Dependent Variable Y
Method Least Squares
Date 121005 Time 1626
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X1
2038970
5138603
0396795
07019
X2
0017720
0002446
7245408
00001
X3
1501265
2498989
0600749
05646
X4
0210662
0050456
4175194
00031
C
2167599
1299105
1668533
01338
Rsquared
0992140
Mean dependent var
4543177
Adjusted Rsquared
0988211
SD dependent var
2792719
SE of regression
3032303
Akaike info criterion
5340245
Sum squared resid
7355889
Schwarz criterion
5557533
Log likelihood
2971159
Fstatistic
2524664
DurbinWatson stat
2076740
Prob(Fstatistic)
0000000
述回结果整理：
Y 2167599 2038970X1+0017720X21501265X30210662X4
(1668533) (0396795) (7245408) (0600749) (4175194)
R20992140 0988211 F2524664
回结果决系数高F值显著性水C X1X3项回系数显著回方程投入该模型存重线性F值反映模型中解释变量联合Y影响力显著t值界值恰反映解释变量线性作分解出解释变量Y独立影响
重线性检验
Eviews计算解释变量间简单相关系数：
X1
X2
X3
X4
X1
1000000
0823665
0843947
0629912
X2
0823665
1000000
0806073
0940112
X3
0843947
0806073
1000000
0632198
X4
0629912
0940112
0632198
1000000
表出解释变量间存高度线性相关时证明然整体拟合较分解出解释变量Y独立影响
利逐步回法进行修正
（1） 运OLS方法逐求Y解释变量回结合济意义统计检验选出拟合效果元线性回方程Eviews程：
Dependent Variable Y
Method Least Squares
Date 121205 Time 1901
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X1
5437286
8474674
6415924
00000
C
6279013
1727196
3635379
00039
Rsquared
0789127
Mean dependent var
4543177
Adjusted Rsquared
0769957
SD dependent var
2792719
SE of regression
1339467
Akaike info criterion
8168229
Sum squared resid
1973589
Schwarz criterion
8255144
Log likelihood
5109349
Fstatistic
4116408
DurbinWatson stat
1210750
Prob(Fstatistic)
0000050
Y 6279013+5437286X1
(3635379) (6415924)
R20789127 0769957 F4116408
Dependent Variable Y
Method Least Squares
Date 121205 Time 1904
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0011059
0000802
1378674
00000
C
1291782
4636031
2786397
00177
Rsquared
0945294
Mean dependent var
4543177
Adjusted Rsquared
0940321
SD dependent var
2792719
SE of regression
6822439
Akaike info criterion
6818949
Sum squared resid
5120024
Schwarz criterion
6905865
Log likelihood
4232317
Fstatistic
1900742
DurbinWatson stat
0480934
Prob(Fstatistic)
0000000
Y 1291782+0011059X2
(2786397) (1378674)
R20945294 0940321 F1900742
Dependent Variable Y
Method Least Squares
Date 121205 Time 1906
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X3
3186040
5416113
5882522
00001
C
1039299
1070877
9705124
00000
Rsquared
0758793
Mean dependent var
4543177
Adjusted Rsquared
0736866
SD dependent var
2792719
SE of regression
1432571
Akaike info criterion
8302626
Sum squared resid
2257485
Schwarz criterion
8389542
Log likelihood
5196707
Fstatistic
3460406
DurbinWatson stat
0792309
Prob(Fstatistic)
0000106
Y10392993186040X3
(9705124) ( 5882522)
R20758793 0736866 F3460406
Dependent Variable Y
Method Least Squares
Date 121205 Time 1908
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X4
0281567
0054701
5147427
00003
C
3867193
1691634
2286070
00431
Rsquared
0706635
Mean dependent var
4543177
Adjusted Rsquared
0679966
SD dependent var
2792719
SE of regression
1579884
Akaike info criterion
8498389
Sum squared resid
2745639
Schwarz criterion
8585304
Log likelihood
5323953
Fstatistic
2649600
DurbinWatson stat
0298303
Prob(Fstatistic)
0000320
Y 3867193+0281567X4
(2286070) ( 5147427)
R20706635 0679966 F2649600
述结果出YX2线性关系强拟合程度
Y 1291782+0011059X2
（2） 逐步回余解释变量逐代入式
Dependent Variable Y
Method Least Squares
Date 121205 Time 1913
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
C
3261847
7981144
4086941
00022
X1
1665642
5999191
2776444
00196
X2
0008509
0001115
7632862
00000
Rsquared
0969108
Mean dependent var
4543177
Adjusted Rsquared
0962929
SD dependent var
2792719
SE of regression
5377041
Akaike info criterion
6401328
Sum squared resid
2891257
Schwarz criterion
6531701
Log likelihood
3860863
Fstatistic
1568523
DurbinWatson stat
1390939
Prob(Fstatistic)
0000000
Y 3261847+1665642X1+0008509X2
(4086941) ( 2776444) ( 7632862)
R20969108 0962929 F1568523
Dependent Variable Y
Method Least Squares
Date 121205 Time 1917
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
C
1590284
1181684
1345778
02081
X2
0008772
0001103
7955698
00000
X3
9124189
3545403
2573527
00277
Rsquared
0967090
Mean dependent var
4543177
Adjusted Rsquared
0960508
SD dependent var
2792719
SE of regression
5549844
Akaike info criterion
6464591
Sum squared resid
3080077
Schwarz criterion
6594964
Log likelihood
3901984
Fstatistic
1469302
DurbinWatson stat
0878147
Prob(Fstatistic)
0000000
Y1590284+0008772X29124189X3
(1345778) ( 7955698) ( 2573527)
R20967090 0960508 F1469302
Dependent Variable Y
Method Least Squares
Date 121005 Time 1742
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0017816
0000962
1851727
00000
X4
0211654
0028333
7470356
00000
C
1465157
4148796
3531523
00054
Rsquared
0991687
Mean dependent var
4543177
Adjusted Rsquared
0990024
SD dependent var
2792719
SE of regression
2789347
Akaike info criterion
5088666
Sum squared resid
7780456
Schwarz criterion
5219039
Log likelihood
3007633
Fstatistic
5964515
DurbinWatson stat
2036276
Prob(Fstatistic)
0000000
Y1465157+0017816X20211654X4
(3531523) ( 1851727) ( 7470356)
R20991687 0990024 F5964515
次调整决系数原选取调整决系数应解释变量作新进入模型候选变量候选变量调整决系数步中进入模型解释变量调整决系数加较步调整决系数候选变量加入模型停止逐步回查X4调整决系数X4作第二解释变量进入回模型
继续逐步回
Dependent Variable Y
Method Least Squares
Date 121005 Time 1746
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0017042
0001666
1022956
00000
X4
0198136
0037472
5287502
00005
X3
1365551
2356753
0579421
05765
C
1720408
6151725
2796627
00208
Rsquared
0991986
Mean dependent var
4543177
Adjusted Rsquared
0989314
SD dependent var
2792719
SE of regression
2886878
Akaike info criterion
5205888
Sum squared resid
7500658
Schwarz criterion
5379719
Log likelihood
2983827
Fstatistic
3713325
DurbinWatson stat
2002590
Prob(Fstatistic)
0000000
Y1720408+0017042X21365551X30198136X4
(2796627)( 1022956)( 0579421)( 5287502)
R20991986 0989314 F3713325
X3Y影响显著X3删
Dependent Variable Y
Method Least Squares
Date 121005 Time 1751
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0018414
0002077
8864214
00000
X4
0222650
0044666
4984762
00008
X1
1616465
4906187
0329475
07493
C
1799572
1104167
1629801
01376
Rsquared
0991786
Mean dependent var
4543177
Adjusted Rsquared
0989048
SD dependent var
2792719
SE of regression
2922657
Akaike info criterion
5230523
Sum squared resid
7687731
Schwarz criterion
5404354
Log likelihood
2999840
Fstatistic
3622235
DurbinWatson stat
2087196
Prob(Fstatistic)
0000000
Y17995721616465X1+0018414X20222650X4
（1629801）（0329475）（8864214）（4984762）
R20991786 0989048 F3622235
X1Y影响显著X1删次调整决系数X1步调整决系数相认逐步回终止
Dependent Variable Y
Method Least Squares
Date 121005 Time 1810
Sample 1990 2002
Included observations 13
Variable
Coefficient
Std Error
tStatistic
Prob
X2
0017816
0000962
1851727
00000
X4
0211654
0028333
7470356
00000
C
1465157
4148796
3531523
00054
Rsquared
0991687
Mean dependent var
4543177
Adjusted Rsquared
0990024
SD dependent var
2792719
SE of regression
2789347
Akaike info criterion
5088666
Sum squared resid
7780456
Schwarz criterion
5219039
Log likelihood
3007633
Fstatistic
5964515
DurbinWatson stat
2036276
Prob(Fstatistic)
0000000
修正终回模型：
Y1465157+0017816X20211654X4
（3531523）（1851727）（7470356）
R20991687 0990024 F5964515
表中出删X1 X3模型统计检验效果均较改善
述逐步回分析表明YX2 X4 C回模型优
异方差检验
1 利ARCH检验法检验模型否存异方差
ARCH Test
Fstatistic
0223447
Probability
0646574
Obs*Rsquared
0262276
Probability
0608561
Test Equation
Dependent Variable RESID^2
Method Least Squares
Date 121005 Time 1848
Sample(adjusted) 1991 2002
Included observations 12 after adjusting endpoints
Variable
Coefficient
Std Error
tStatistic
Prob
C
7320571
3072030
2382975
00384
RESID^2(1)
0144510
0305711
0472702
06466
Rsquared
0021856
Mean dependent var
6458754
Adjusted Rsquared
0075958
SD dependent var
825χ7240
SE of regression
8565102
Akaike info criterion
7284281
Sum squared resid
7336098
Schwarz criterion
7365099
Log likelihood
4170569
Fstatistic
0223447
DurbinWatson stat
2120583
Prob(Fstatistic)
0646574
(131)R20262276 Χ2005(1)384146 ( 131)R2 <Χ2005(1)
(132)R211824760777 Χ2005(2)599147 ( 132)R2 <Χ2005(2)
(133)R2171572551783 Χ2005(3)781473 ( 133)R2 <Χ2005(3)
异方差
相关检验
DW检验
DW2120583定显著性水α005查DW表N13K2限界值dL 0861 限值dU 1562DW统计量2120583>dU 2120583<4 dU 相关性
预测
2003： X29641 X43702321
2004： X210394 X43725453
通点预测出2003年Y1080499 2004年Y1209754根查资料2003年Y实际值1082004年Y实际值120出预测值实际值十分接
继续预测
2005年：X211000 X4375
2006年：X211500 X4376
点预测2005年Y1312520 2006年Y1399481
六 济意义检验：
开篇提出问题：成私家车拥量会会持续增长增长空间？分析出点：
1根做短期预测成私家车拥量短期会持续增长增长速度年约十万辆2006年会达140万辆左右
2模型出石油价格银行利率成私家车拥量联系
3模型出家庭收入居民消费价格指数成私家车拥量着显著影响说明消费惯消费观念改变前提区家庭收入较高居民消费价格指数较低时私家车拥量会显著提高
4模型反应济意义符合实际意义接受模型
：Y1465157+0017816X20211654X4
七 存问题
济意义角度石油价格家庭收入银行利率居民消费价格指数P应该私家车拥量较影响素模型参数估计检验修正结果重线性检验程中石油价格银行利率素没通检验删留家庭收入居民消费价格指数两变量果仅仅建立模型拟合优度高 显然数持怀疑态度分析认源存问题：
1模型身数精确度
（1） 选择济变量时间变化程中存变化趋势间容易产生重线性
（2） 收集数程中发现数文献资料完全统选取相信度较高数统计数真实效性控制
2 身模型构建缺陷方面分析：
首先道路交通永堵压力日益增果模型2005年2006年干年汽车消费会分析趋势增长然知道现种存道路交通压力情况持续久？新问题汽车消费着显易见影响
次模型中没探讨关汽车身降价汽车销量造成影响方面考虑：（1）研究关成市私家车拥量分析私家车种粗略分分低档中档高档然档次潜购买者价格敏感度样时档次般消费者言汽车属种高价消费品旦觉时机成熟决定某年年花十万买辆车会千块钱降价放弃计划？想种吸引力远长期低油价吧（2）车身说降价空间统高档车价高降点低档车价低降空间然然低者说公司推出款新车前会幅降价新产品足够销售库存空间问题言没办法取关成市笼统降价素刺激私家车拥量增具体数
调查分析中发现成市民选择次性付款方式购车少量选择贷款购车说银行贷款利率调降部分消费者存吸引力
[参考文献]：
1计量济学 编：庞皓 西南财学出版社
2成市统计年鉴
3成价格信息网
西nan财 学
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