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1、對廣東省人均消費(fèi)影響因素的實(shí)證分析內(nèi)容提要：本文在《廣東年鑒》廣東統(tǒng)計(jì)局銀行利率來源l在經(jīng)濟(jì)理論基礎(chǔ)上，我用1978~2003年廣東省統(tǒng)計(jì)局統(tǒng)計(jì)的數(shù)據(jù)以及網(wǎng)上的官方數(shù)據(jù)利用EVIEEMethod:LeastSquaresDate:07/01/05Time:10:48Sample(adjusted):19792003Includedobservations:25afteradjustingendpointsVariable Coefficient Std.Error t-Statistic Prob.CONSUME1 0.306986 0.077818 3.9
2、44912 0.0008GDP 0.219240 0.026674 8.219213 0.0000PRICE 2.199620 0.546419 4.025523 0.0007RATE 10.93098 12.76617 0.856246 0.4020C -211.6758 56.02138 -3.778483 0.0012R-squared 0.998566 Meandependentvar 2391.960AdjustedR-squared 0.998279 S.D.dependentvar 2042.785S.E.ofregression 84.742
3、40 Akaikeinfocriterion 11.89397Sumsquaredresid 143625.5 Sche:10:50Sample(adjusted):19792003Includedobservations:25afteradjustingendpointsVariable Coefficient Std.Error t-Statistic Prob.CONSUME1 0.293848 0.075804 3.876405 0.0009PRICE 2.599369 0.282116 9.213834 0.0000GDP 0.212814 0.0
4、25434 8.367448 0.0000C -187.4789 48.06327 -3.900669 0.0008R-squared 0.998513 Meandependentvar 2391.960AdjustedR-squared 0.998301 S.D.dependentvar 2042.785S.E.ofregression 84.20228 Akaikeinfocriterion 11.84997Sumsquaredresid 148890.5 Schwarzcriterion 12.04499Loglikelihood -144.1246
5、F-statistic 4701.556Durbin-Watsonstat 1.874166 Prob(F-statistic) 0.000000表三盡管擬合度很高，各個變量的系數(shù)也很顯著，但是多個解釋變量可能面臨多重共線性的干擾。（2）多重共線性的檢驗(yàn)和消除利用判定系數(shù)法來檢驗(yàn)解釋變量的共線性。輔助回歸模型的被解釋變量是前一期的人均消費(fèi)水平，OLS估計(jì)結(jié)果如下：DependentVariable:CONSUME1Method:LeastSquaresDate:07/01/05Time:10:54Sample(adjusted):19792003Includ
6、edobservations:25afteradjustingendpointsVariable Coefficient Std.Error t-Statistic Prob.GDP 0.323808 0.018732 17.28670 0.0000PRICE 1.247028 0.747586 1.668073 0.1095C -49.32111 134.7689 -0.365968 0.7179R-squared 0.986144 Meandependentvar 2152.880AdjustedR-squared 0.984884 S.D.depend
7、entvar 1926.191S.E.ofregression 236.8199 Akaikeinfocriterion 13.88464Sumsquaredresid 1233841. Sche:11:08Sample:19782003Includedobservations:26Variable Coefficient Std.Error t-Statistic Prob.GDP 0.307991 0.008313 37.05085 0.0000PRICE 2.963157 0.326827 9.066439 0.0000C -201.2099 57.2
8、4709 -3.514762 0.0019R-squ
