Eviews处理多元回归分析操作步骤[11页].docx

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1、操作步骤1 .建立工作文件(1)建立数据的exel电子表格SI licrosoft Excel 一数据:即文件9 编辑视图9 插入9 格式)工具(1)数据窗口世)帮助：二过9 1二金1邑 “QT 一星工”I aI也强_i ；宋体L7 云ABcDEFGH1TIMECOILFUTUFDOWSHINDEXUEUROPEURMBOPECNAGAS-21999M0112.499358. 831134. 670.868. 2829470. 61.8531999M0212. 029306.581090. 080. 898. 2829980.641.7841999M0314. 689786.161158.

2、050. 928. 2829786.981.7951999M04it 310789. 041120. 930. 938. 2828531.252.1561999M0517. 7710559.741279. 330. 948. 2828467. 632. 2671999M0617. 9210970. 81689. 430. 968. 2827906.052. 3181999M072淳10655.15L1601. 460. 968. 2828452. 982.3191999M0821.2810829. 281627.120. 948. 2828692. 842. 79101999M0923. 79

3、10336.951570. 70. 958. 2828727. 562. 54111999M1022. 6710729. 861504.560. 938. 2828792. 282. 73121999M1124. 7710877. 811434.970. 978. 2828247. 222. 36131999M1226. 0911497.121366. 580. 998. 2827381.772. 36142000M0127. 0110940. 5315350. 998. 2828522.222. 42152000M0229.310128. 311714. 581.028. 2829165.2

4、2. 66162000M0329. 8910921. 921800. 231.048. 2829098. 472. 791 7onnnwndOR R4qi1 n良Q 9Qqnnqi ya nr(2)将电子表格数据导入eviewsFile-open-foreign data as workfile,得到数据的Eviews工作文件和数据序列表。EViewsFile Edi t Object iew Proc ck Options Window HelpEVievsFile Edi t Object View Proc ck Options Window HelpC)orkfile:数据O oup:

6、1999M0314.689786.161158.050 dow0 nagas0 opec0 resid0 shindexH time1999M041999M0417#10789.041120.931999M051999M0517.7710559.741279.331999M061999M0617.9210970.801689.431999M071999M0720.1010655.151601.461999M081999M0821.2810829.281627.120 ueurope1999M091999M0923.7910336.951570.700 urmb1999M101999M1022.

7、6710729.861504.561999M111999M1124.7710877.811434.971999M121999M1226.0911497.121366.582000M012000M0127.0110940.531535.002000M022000M0229.3010128.311714.582000M032000M0329.8910921.921800.232000M042000M0425.5410733.911836.32C Untitled / New Pac2000M052000M0528.8110522.331894.552000M062000M0631.5310447.

8、891928.11ra2000M072000M0729.7210521.982023.542000M083 匚w 2 .计算变量间的相关系数在窗口中输入命令：cor coilfuture dow shindex nagas opec ueurope urmb, 点击回车键，得到各序列之间的相关系数。结果表明Coilfuture数列与其他数列存在较好的相关关系。CorrelationO roup: UWTITLEDView|Proc|Object PrintName|Freeze| VampleShe)t 5以s SpecCOILFUTUREDOWSHINDEXNAGASOPECUEUROPE

9、URMBCOILFUTURE1.0000000.6454250.5787840.7766690.805918-0.774548-0.913763ADOW0.6454251.0000000.7542540.3963450.599469-0.526139-0.688624SHINDEX0.5787840.7542541.0000000.2727380.344266-0.391706-0.737722NAGAS0.7766690.3963450.2727381.0000000.778117-0.642346-0.595023OPEC0.8059180.5994690.3442660.7781171.

10、000000-0718323-0.606976UEUROPE-0.774548-0.526139-0.391706-0.642346-0.7183231.0000000.671706URMB-0.913763-0.688624-0.737722-0.595023-0.6069760.6717061.000000_VL M )3 .时间序列的平稳性检验(1)观察coilfuture序列趋势图在eviews中得到时间序列趋势图，在quick菜单中单击graph,在series list对话框中输入序列名称coilfuture,其他选择默认操作。图形表明序列随时间变化存在上升趋势。 Graph: O

11、TTITLED Vorkfile:数据tiedView|ProcObject| Print|Name| AddText Une/ShadelRemove Template Options|ZoomlTest for unit root in6 Level1st difference2nd differenceIndude in test equationIntercept Trend and intercept None(2)对原序列进行ADF平稳性检验quick-series statistics-unit root test,在弹出的 series name 对话框中输入需要检验的诺列的名

12、称，在test for unit root in选择框中选择level,得到原数据序列的ADF检验结果，其他保持默认设置。Unit Root Test-Test typej Augmented Dickey-FullerLag length6 Automatic selection:. Schwarz Info Criterion |Maximum lags: |12User specified:OKCancel Series: COILFUTUREforkfile:数据： :UntitledView|ProcObjectProperties Print Name Freeze SempleG

13、enr|SheetGraph|5匕团IdentAugmented Dickey-Fuller Unit Root Test on COILFUTURENull Hypothesis: COILFUTURE has a unit root:Exogenous: ConstantULag Length: 0 (Automatic based on SIC. MAXUG=12)t-Statistic Prob *Augmented Dickey-Fullertest statistic697()0920.9961Test critical values:1 % level-3.4880635% level-2.88673210% level-2.580281*MacKinnon (1996) one-sided p-values.Augmented Dickey-FullerTest Equ

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