Автор работы: Пользователь скрыл имя, 19 Февраля 2013 в 20:43, курсовая работа
Целью работы является установление наличия значимого влияния социально-экономических условий жизни на изменение численности населения.
Для достижения цели в работе были поставлены следующие задачи:
изучение теоретических основ как социально-экономических условий населения, так и его численности, выделение факторов, их определяющих;
анализ имеющихся данных по Финляндии, построение эконометрической модели;
тестирование полученной модели;
внесение изменений при необходимости.
ВВЕДЕНИЕ 3
1. ТЕОРЕТИЧЕСКОЕ И СТАТИСТИЧЕСКОЕ ОБОСНОВАНИЕ МОДЕЛИ 4
2. ПОСТРОЕНИЕ И АНАЛИЗ ЭКОНОМЕТРИЧЕСКОЙ МОДЕЛИ 8
2.1 АНАЛИЗ ИСХОДНОЙ МОДЕЛИ НА СООТВЕТСТВИЕ ПРЕДПОСЫЛКАМ МНК 8
2.2 АНАЛИЗ УЛУЧШЕННОЙ МОДЕЛИ 10
2.3 АВТОРЕГРЕССИОННАЯ СХЕМА КАК МЕТОД УСТРАНЕНИЯ АВТОКОРРЕЛЯЦИИ 11
ЗАКЛЮЧЕНИЕ 13
СПИСОК ИСПОЛЬЗОВАННЫХ ИСТОЧНИКОВ 14
Приложение 3 Удаление незначимых переменных из модели
Dependent Variable: Y |
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Method: Least Squares |
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Date: 02/12/13 Time: 01:06 |
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Sample: 1975 2011 |
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Included observations: 37 |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
12.04972 |
0.192486 |
62.60064 |
0.0000 |
X1 |
-7.06E-11 |
1.45E-11 |
-4.872542 |
0.0000 |
X3 |
0.136213 |
0.023192 |
5.873335 |
0.0000 |
R-squared |
0.770675 |
Mean dependent var |
12.27838 | |
Adjusted R-squared |
0.757186 |
S.D. dependent var |
1.088867 | |
S.E. of regression |
0.536552 |
Akaike info criterion |
1.670298 | |
Sum squared resid |
9.788195 |
Schwarz criterion |
1.800913 | |
Log likelihood |
-27.90052 |
Hannan-Quinn criter. |
1.716346 | |
F-statistic |
57.13072 |
Durbin-Watson stat |
0.497849 | |
Prob(F-statistic) |
0.000000 |
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Breusch-Godfrey Serial Correlation LM Test: |
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F-statistic |
39.16416 |
Prob. F(1,33) |
0.0000 | |
Obs*R-squared |
20.08024 |
Prob. Chi-Square(1) |
0.0000 | |
Test Equation: |
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Dependent Variable: RESID |
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Method: Least Squares |
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Date: 02/12/13 Time: 13:01 |
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Sample: 1975 2011 |
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Included observations: 37 |
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Presample missing value lagged residuals set to zero. | ||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-0.041338 |
0.132288 |
-0.312485 |
0.7566 |
X1 |
5.19E-12 |
9.98E-12 |
0.519665 |
0.6068 |
X3 |
0.003073 |
0.015926 |
0.192931 |
0.8482 |
RESID(-1) |
0.741143 |
0.118429 |
6.258127 |
0.0000 |
R-squared |
0.542709 |
Mean dependent var |
-1.32E-16 | |
Adjusted R-squared |
0.501137 |
S.D. dependent var |
0.521435 | |
S.E. of regression |
0.368291 |
Akaike info criterion |
0.941917 | |
Sum squared resid |
4.476051 |
Schwarz criterion |
1.116070 | |
Log likelihood |
-13.42546 |
Hannan-Quinn criter. |
1.003314 | |
F-statistic |
13.05472 |
Durbin-Watson stat |
1.914917 | |
Prob(F-statistic) |
0.000009 |
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Heteroskedasticity Test: White |
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F-statistic |
2.445086 |
Prob. F(5,31) |
0.0559 | |
Obs*R-squared |
10.46470 |
Prob. Chi-Square(5) |
0.0631 | |
Scaled explained SS |
5.575125 |
Prob. Chi-Square(5) |
0.3498 | |
Test Equation: |
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Dependent Variable: RESID^2 |
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Method: Least Squares |
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Date: 02/12/13 Time: 13:01 |
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Sample: 1975 2011 |
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Included observations: 37 |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
0.304678 |
0.194385 |
1.567396 |
0.1272 |
X1 |
4.61E-11 |
3.40E-11 |
1.357744 |
0.1843 |
X1^2 |
-3.81E-21 |
1.54E-21 |
-2.468787 |
0.0193 |
X1*X3 |
1.09E-11 |
5.05E-12 |
2.164813 |
0.0382 |
X3 |
-0.052734 |
0.046798 |
-1.126850 |
0.2685 |
X3^2 |
0.002649 |
0.002623 |
1.009901 |
0.3204 |
R-squared |
0.282830 |
Mean dependent var |
0.264546 | |
Adjusted R-squared |
0.167157 |
S.D. dependent var |
0.301268 | |
S.E. of regression |
0.274937 |
Akaike info criterion |
0.402847 | |
Sum squared resid |
2.343309 |
Schwarz criterion |
0.664077 | |
Log likelihood |
-1.452675 |
Hannan-Quinn criter. |
0.494943 | |
F-statistic |
2.445086 |
Durbin-Watson stat |
1.359347 | |
Prob(F-statistic) |
0.055886 |
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Приложение 4 Авторегрессионная схема как метод устранения автокорреляции в модели
Dependent Variable: Y-0.7510755*Y(-1) |
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Method: Least Squares |
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Date: 02/12/13 Time: 01:07 |
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Sample (adjusted): 1976 2011 |
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Included observations: 36 after adjustments |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
3.051403 |
0.072489 |
42.09494 |
0.0000 |
X1-0.7510755*X1(-1) |
-5.58E-11 |
2.18E-11 |
-2.564900 |
0.0151 |
X3-0.7510755*X3(-1) |
0.061024 |
0.036022 |
1.694054 |
0.0997 |
R-squared |
0.198673 |
Mean dependent var |
2.993018 | |
Adjusted R-squared |
0.150108 |
S.D. dependent var |
0.362377 | |
S.E. of regression |
0.334074 |
Akaike info criterion |
0.724744 | |
Sum squared resid |
3.682970 |
Schwarz criterion |
0.856704 | |
Log likelihood |
-10.04540 |
Hannan-Quinn criter. |
0.770802 | |
F-statistic |
4.090852 |
Durbin-Watson stat |
1.441937 | |
Prob(F-statistic) |
0.025874 |
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Breusch-Godfrey Serial Correlation LM Test: |
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F-statistic |
2.229066 |
Prob. F(2,31) |
0.1246 | |
Obs*R-squared |
4.526260 |
Prob. Chi-Square(2) |
0.1040 | |
Test Equation: |
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Dependent Variable: RESID |
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Method: Least Squares |
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Date: 02/12/13 Time: 13:37 |
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Sample: 1976 2011 |
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Included observations: 36 |
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Presample missing value lagged residuals set to zero. | ||||
Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
-0.017598 |
0.070801 |
-0.248556 |
0.8053 |
X1-0.7510755*X1(-1) |
9.89E-12 |
2.15E-11 |
0.459772 |
0.6489 |
X3-0.7510755*X3(-1) |
-0.001205 |
0.035973 |
-0.033495 |
0.9735 |
RESID(-1) |
0.181173 |
0.178351 |
1.015824 |
0.3176 |
RESID(-2) |
0.275474 |
0.179659 |
1.533314 |
0.1353 |
R-squared |
0.125729 |
Mean dependent var |
3.99E-16 | |
Adjusted R-squared |
0.012920 |
S.D. dependent var |
0.324388 | |
S.E. of regression |
0.322286 |
Akaike info criterion |
0.701490 | |
Sum squared resid |
3.219912 |
Schwarz criterion |
0.921423 | |
Log likelihood |
-7.626819 |
Hannan-Quinn criter. |
0.778253 | |
F-statistic |
1.114533 |
Durbin-Watson stat |
1.773563 | |
Prob(F-statistic) |
0.367415 |
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Heteroskedasticity Test: White |
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F-statistic |
1.353648 |
Prob. F(5,30) |
0.2694 | |
Obs*R-squared |
6.626822 |
Prob. Chi-Square(5) |
0.2499 | |
Scaled explained SS |
4.225335 |
Prob. Chi-Square(5) |
0.5175 | |
Test Equation: |
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Dependent Variable: RESID^2 |
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Method: Least Squares |
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Date: 02/12/13 Time: 13:38 |
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Sample: 1976 2011 |
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Included observations: 36 |
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Variable |
Coefficient |
Std. Error |
t-Statistic |
Prob. |
C |
0.145412 |
0.031224 |
4.657123 |
0.0001 |
X1-0.7510755*X1(-1) |
-2.66E-11 |
2.28E-11 |
-1.164891 |
0.2532 |
(X1-0.7510755*X1(-1))^2 |
1.07E-21 |
2.99E-21 |
0.358540 |
0.7225 |
(X1-0.7510755*X1(-1))*(X3-0. |
-1.28E-12 |
7.54E-12 |
-0.169469 |
0.8666 |
X3-0.7510755*X3(-1) |
0.035961 |
0.020474 |
1.756447 |
0.0892 |
(X3-0.7510755*X3(-1))^2 |
-0.009400 |
0.005086 |
-1.848187 |
0.0745 |
R-squared |
0.184078 |
Mean dependent var |
0.102305 | |
Adjusted R-squared |
0.048091 |
S.D. dependent var |
0.127819 | |
S.E. of regression |
0.124707 |
Akaike info criterion |
-1.174683 | |
Sum squared resid |
0.466557 |
Schwarz criterion |
-0.910763 | |
Log likelihood |
27.14429 |
Hannan-Quinn criter. |
-1.082568 | |
F-statistic |
1.353648 |
Durbin-Watson stat |
2.643981 | |
Prob(F-statistic) |
0.269443 |
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