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1、P155９..中國(guó)1980-2007年全社會(huì)固定資產(chǎn)投資總額X與工業(yè)總產(chǎn)值Y的統(tǒng)計(jì)資料如下表所示。年份全社會(huì)固定資產(chǎn)投資（X）工業(yè)增加值（Y）年份全社會(huì)固定資產(chǎn)投資（X）工業(yè)增加值（Y）1980910.91996.5199417042.119480.719819612048.4199520019.324950.619821230.42162.3199622913.529447.619831430.12375.6199724941.132921.419841832.92789.0199828406.234018.419852543.23448.7199929854.7358
2、61.519863120.63967.0200032917.740033.619873791.74585.8200137213.543580.619884753.85777.2200243499.947431.319894410.46484.0200355566.654945.5199045176858.0200470477.465210.019915594.58087.1200588773.677230.819928080.110284.52006109998.291310.9199313072.314188.02007137323.9107367.2（1）當(dāng)設(shè)定模型為
3、lnYt=β0+β1lnxt+μt時(shí)，是否存在序列相關(guān)。（2）若按一介自相關(guān)假設(shè)μt=ρμt-1+εt，試用廣義最小二乘法估計(jì)原模型?（3）采用差分形式xt=xt-xt-1與Yt=Yt-Yt-1作為新數(shù)據(jù)，估計(jì)模型Yt*=a0+a1xt*+vt，該模型是否存在序列相關(guān)？(1)在工作文件窗口輸入命令：genrlny=log(y)genrlnx=log(x)lslnyclnx，得到結(jié)果：DependentVariable:LNYMethod:LeastSquaresDate:11/22/11Time:13:25Sample:19802007Includedobservatio
4、ns:286VariableCoefficientStd.Errort-StatisticProb.C1.5884780.13422011.834920.0000LNX0.8544150.01421960.090580.0000R-squared0.992851Meandependentvar9.552256AdjustedR-squared0.992576S.D.dependentvar1.303948S.E.ofregression0.112351Akaikeinfocriterion-1.465625Sumsquaredresid0.328192Schwarzcri
5、terion-1.370468Loglikelihood22.51876F-statistic3610.878Durbin-Watsonstat0.379323Prob(F-statistic)0.000000模型為：LNY=1.588478116+0.8544154373*LNX由于ＤＷ值為0.379323，沒有通過(guò)５％顯著水平下的DW檢驗(yàn)。即該模型存在序列相關(guān)性。（2）．在工作文件窗口輸入命令：genrlny=log(y)genrlnx=log(x)lslnyclnxlnx(-1)lny(-1)DependentVariable:LNYMethod:LeastSqua
6、resDate:11/22/11Time:19:56Sample(adjusted):19812007Includedobservations:27afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.C0.5338570.1389573.8418860.0008LNX0.4256510.0780225.4555450.0000LNX(-1)-0.1314650.114789-1.1452710.2639LNY(-1)0.6644480.0797518.3315000.0000R-square
7、d0.998961Meandependentvar9.624593AdjustedR-squared0.998826S.D.dependentvar1.270246S.E.ofregression0.043526Akaikeinfocriterion-3.294976Sumsquaredresid0.043573Schwarzcriterion-3.103000Loglikelihood48.48218F-statistic7373.686Durbin-Watsonstat0.695752Prob(F-statistic)0.
