eviews面板数据实例分析包会修订版
- 1、下载文档前请自行甄别文档内容的完整性，平台不提供额外的编辑、内容补充、找答案等附加服务。
- 2、"仅部分预览"的文档,不可在线预览部分如存在完整性等问题,可反馈申请退款(可完整预览的文档不适用该条件!)。
- 3、如文档侵犯您的权益，请联系客服反馈,我们会尽快为您处理(人工客服工作时间：9:00-18:30)。
e v i e w s面板数据实例分
析包会修订版
IBMT standardization office【IBMT5AB-IBMT08-IBMT2C-ZZT18】
1.已知1996—2002年中国东北、华北、华东15个省级地区的居民家庭人均消费（cp，不变价格）和人均收入（ip，不变价格）居民，利用数据（1）建立面板数据（panel data）工作文件；（2）定义序列名并输入数据；（3）估计选择面板模型；（4）面板单位根检验。
年人均消费（consume）和人均收入（income）数据以及消费者价格指数（p）分别见表9.1，9.2和9.3。
表9.1 1996—2002年中国东北、华北、华东15个省级地区的居民家庭人均消费（元）数
据
199719981999200020012002人均消费1996
CONSUMEAH3607.433693.553777.413901.814232.984517.654736.52 CONSUMEBJ5729.526531.816970.837498.488493.498922.7210284.6 CONSUMEFJ4248.474935.955181.455266.695638.746015.116631.68 CONSUMEHB3424.354003.713834.434026.34348.474479.755069.28 CONSUMEHLJ3110.923213.423303.153481.743824.444192.364462.08 CONSUMEJL3037.323408.033449.743661.684020.874337.224973.88
CONSUMEJS4057.54533.574889.435010.915323.185532.746042.6 CONSUMEJX2942.113199.613266.813482.333623.563894.514549.32 CONSUMELN3493.023719.913890.743989.934356.064654.425342.64 CONSUMENMG2767.843032.33105.743468.993927.754195.624859.88 CONSUMESD3770.994040.634143.964515.0550225252.415596.32 CONSUMESH6763.126819.946866.418247.698868.199336.110464 CONSUMESX3035.593228.713267.73492.983941.874123.014710.96 CONSUMETJ4679.615204.155471.015851.536121.046987.227191.96 CONSUMEZJ5764.276170.146217.936521.547020.227952.398713.08
表9.2 1996—2002年中国东北、华北、华东15个省级地区的居民家庭人均收入（元）数
据
人均收入1996199719981999200020012002
INCOMEAH4512.774599.274770.475064.65293.555668.86032.4 INCOMEBJ7332.017813.168471.989182.7610349.6911577.7812463.92 INCOMEFJ5172.936143.646485.636859.817432.268313.089189.36 INCOMEHB4442.814958.675084.645365.035661.165984.826679.68 INCOMEHLJ3768.314090.724268.54595.144912.885425.876100.56 INCOMEJL3805.534190.584206.644480.0148105340.466260.16 INCOMEJS5185.795765.26017.856538.26800.237375.18177.64 INCOMEJX3780.24071.324251.424720.585103.585506.026335.64 INCOMELN4207.234518.14617.244898.615357.795797.016524.52 INCOMENMG3431.813944.674353.024770.535129.055535.896051 INCOMESD4890.285190.795380.085808.966489.977101.087614.36 INCOMESH8178.488438.898773.110931.6411718.0112883.4613249.8
INCOMESX3702.693989.924098.734342.614724.115391.056234.36 INCOMETJ5967.716608.397110.547649.838140.58958.79337.56 INCOMEZJ6955.797358.727836.768427.959279.1610464.6711715.6表9.3 1996—2002年中国东北、华北、华东15个省级地区的消费者物价指数物价指数1996199719981999200020012002
PAH109.9101.310097.8100.7100.599
PBJ111.6105.3102.4100.6103.5103.198.2
PFJ105.9101.799.799.1102.198.799.5
PHB107.1103.598.498.199.7100.599
PHLJ107.1104.4100.496.898.3100.899.3
PJL107.2103.799.29898.6101.399.5
（1）建立面板数
据工作文
件
首先建立工作文件。打开工作文件
后，过程
如下：
建立面板数据库。
PJS 109.3 101.7 99.4 98.7 100.1 100.8 99.2
PJX 108.4 102 101 98.6 100.3 99.5 100.1
PLN 107.9 103.1 99.3 98.6 99.9 100 98.9
PNMG 107.6 104.5 99.3
99.8 101.3 100.6 100.2 PSD 109.6 102.8 99.4 99.3 100.2 101.8 99.3
PSH 109.2 102.8 100 101.5 102.5 100 100.5
PSX 107.9 103.1 98.6 99.6 103.9 99.8 98.4
PTJ 109 103.1 99.5 98.9 99.6 101.2 99.6
PZJ
107.9 102.8 99.7 98.8 101
99.8 99.1