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µ±yt ¶ÔËùÓбäÁ¿¶¼½øÐÐÏßÐԻعéʱ£¨¼ûÏÂʽ£©£¬ÏÔÈ»¹À¼Æ½á¹û²»Èç(4.41)ʽºÃ¡£

?t= -254.26 - 3.29 x t 1 + 0.42 x t 2 + 0.66 x t 3 + 40.74 x t 4 (4.42) y (-12.0) (-3.0) (8.6) (3.5) (11.7) R 2 = 0.9857, DW = 1.77, F = 346, s.e. = 11.5

°¸Àý5£ºÏÃÃÅÊдû¿î×ܶîÓëGDPµÄ¹ØÏµ·ÖÎö£¨1990~2003£¬file:bank08£© Êý¾ÝºÍÉ¢µãͼÈçÏ¡£´ÓÉ¢µãͼ¿´£¬ÓöàÏîʽ·½³ÌÄâºÏ±È½ÏºÏÀí¡£

1000LOAN800600400200GDP02004006008000

?

Loant = ?0 +?1 GDPt + ?2 GDPt 2 + ?3 xt3 + ut

2 3

loant = -24.5932 +1.6354 GDPt - 0.0026GDPt + 0.0000027 GDPt

(-2.0) (11.3) (-6.3) (7.9)

R2=0.9986, DW=2.6

1000LOANHATLOAN800600400200GDP02004006008000

13

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yt,´æ»îÂÊ(%) 100.0 93.0 92.3 88.0 84.7 82.0 48.4 41.0 15.0 5.2 3.5 1.3 0.5

t,ÍÁÂñÔÂÊý 0 1 2 3 4 5 6 7 8 9 10 11 12

100Y50T0051015

É趨ytµÄÉϽ¥½ü¼«ÏÞÖµk =101£¨ÒòΪÒÑÓй۲âÖµyt =100£¬ËùÒÔÁîk =101¸üºÃЩ¡££©£¬µÃ¹À¼Æ½á¹ûÈçÏ£º

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log(?101?1)= -4.3108 + 0.7653 t (4.38) yt (-14.8) (18.5) R2 = 0.97

ÒòΪlog (0.013) = -4.3108£¬ËùÒÔb = 0.013¡£ÔòÂß¼­º¯ÊýµÄ¹À¼Æ½á¹ûÊÇ

?t= y1011?0.013e0.7653t (4.39)

µ±t =10.5ʱ£¬

?t= y1011?0.013e0.7653?10.5= 2.38

YF 99.66 98.17 95.10 89.12 78.50 62.50 43.45 26.26 14.19 7.14 3.45 1.63 0.77

100YYF

Y 100.0 93.0 92.3 88.0 84.7 82.0 48.4 41.0 15.0 5.20 3.50 1.30 0.50

80604020T00510

15