Sunteți pe pagina 1din 23

UNIVERSITATEA CRETIN "DMITRIE CANTEMIR"

FACULTATEA DE FINANE, BNCI I CONTABILITATE BRAOV


MASTERAT MANAGEMENT FINANCIAR-BANCAR
DISCIPLINA ECONOMETRIE FINANCIAR

EXAMEN PARTIAL
Se considera variabilele Y =CHELTUIELI si X =VENITURI
Datele sunt prezentate in foaia de calcul alaturata.
1. Sa se determine si sa se calculeze Tabelul de regresie.
2. Sa se determine coeficientii de regresie si R 2
3. Sa se determine statisticile descriptive ale esantionului
4. Sa se construiasca diagrama de dispersie (imprastiere)
5. Sa se construiasca diagrama de regresie
6. Sa se calculeze prognoza valorii Y 26 pentru X 26=7
6.1. cu metoda grafica
6.2. cu coeficientii dreptei de regresie
6.3 cu functia FORECAST()
6.4 cu functia TREND()
7. Sa se calculeze covariata si corelatia
7.1 cu relatiile de calcul
7.2 cu functiile COVAR() si CORR()
7.3 cu optiunea Covariance din Data Analysis
7.4 cu optiunea Correlation din Data Analysis
8. Sa se efectueze analiza valorilor reziduale
8.1. testul de normalitate (date negrupate) - tabelul de valori
8.2. testul de normalitate (date negrupate) - grafic

9. Sa se determine statisticile descriptive ale esantionului cu optiunea Descriptive Statistics din Data Analy
10. Sa se determine parametrii modelului liniar de regresie cu optiunea Regression din Data Analysis
Grila de corectare:
Subiectul Nr.puncte
1
7
2
2
3
1
4
1

Evaluare

5
6
7
8
9
10
Total

1
2
2
2
1
1
20
Nota finala :

0
0.00

e Statistics din Data Analysis

on din Data Analysis

1. TABELUL DE REGRESIE
Cheltuieli
Venituri
i
Yi
Xi
(Yi-Ybar)
(Xi-Xbar)
1
3.56
2.12
-8.74
-2.2788
2
3.98
2.44
-8.32
-1.9588
3
4.42
2.71
-7.88
-1.6888
4
4.56
2.71
-7.74
-1.6888
5
5.39
2.85
-6.91
-1.5488
6
5.55
3.09
-6.75
-1.3088
7
5.47
3.12
-6.83
-1.2788
8
5.83
3.18
-6.47
-1.2188
9
6.88
3.26
-5.42
-1.1388
10
7.82
3.41
-4.48
-0.9888
11
9.12
3.62
-3.18
-0.7788
12
10.51
4.07
-1.79
-0.3288
13
13.02
4.71
0.72
0.3112
14
15.26
5.22
2.96
0.8212
15
16.31
5.57
4.01
1.1712
16
16.00
5.50
3.70
1.1012
17
15.88
5.33
3.58
0.9312
18
16.66
5.35
4.36
0.9512
19
17.01
5.66
4.71
1.2612
20
19.31
5.73
7.01
1.3312
21
18.72
5.72
6.42
1.3212
22
19.25
5.76
6.95
1.3612
23
20.65
5.88
8.35
1.4812
24
22.73
6.11
10.43
1.7112
25
23.62
6.85
11.32
2.4512
S=
307.51
109.97
0.00
-2.4512
m=
12.3004
4.3988
2. COEFICIENTII DE REGRESIE
b1=
4.6186
Coeficientul unghiular (panta)
b0=
-8.0160
Coeficientul de intersectie
R2=
0.9782
Coeficientul de determinare
COV(X,Y)=
9.2709
Coeficientul de covarianta
CORR(X,Y)=
0.9890
Coeficientul de corelatie
3. STATISTICILE DESCRIPTIVE ALE ESANTIONULUI
Statistica
Y
X
Descriere
m=
12.3004
4.3988
Media
se=
1.3232
0.2834
Eroarea standard (medie)
Med =
13.020
4.710
Mediana
Mod =
#N/A
2.71000
Moda
s=
6.6162
1.4168
Abaterea standard
2
s =
43.7735
2.0073
Varianta (Dispersia)
SKEW =
0.1212
-0.0703
Coeficient asimetrie
KURT =
-1.4922
-1.5344
Coeficient aplatizare
r=
20.06
4.73
Amplitudinea
Min =
3.56
2.12
Minim
Max =
23.62
6.85
Maxim
S=
307.51
109.97
Suma
n=
25
25
Efectiv esantion

(Yi-Ybar)
(Xi-Xbar)
19.9176235
16.2979995
13.3084195
13.0719875
10.7028275
8.83492352
8.73471552
7.88612352
6.17275152
4.43021952
2.47689552
0.58868352
0.22393952
2.43042352
4.69604352
4.07399952
3.33332352
4.14685152
5.93974752
9.33117952
8.48157552
9.45979552
12.3674275
17.8471315
27.7466035
222.501212

(Xi-Xbar)^2
5.19292944
3.83689744
2.85204544
2.85204544
2.39878144
1.71295744
1.63532944
1.48547344
1.29686544
0.97772544
0.60652944
0.10810944
0.09684544
0.67436944
1.37170944
1.21264144
0.86713344
0.90478144
1.59062544
1.77209344
1.74556944
1.85286544
2.19395344
2.92820544
6.00838144
48.174864

SLOPE
INTERCEPT
COVAR
CORREL

4. DIAGRAMA DE DISPERSIE (IMPRASTIERE)


DIAGRAMA DE DISPERSIE(IMPRASTIERE)
25.00

CHELTUIELI

20.00
15.00
10.00
5.00
0.00
0

VENITURI

5. DREAPTA DE REGRESIE
y = 4.6186x - 8.016
R = 0.9782

DIAGRAMA DE REGRESIE
30.00

CHELTUIELI

25.00
20.00
15.00

10.00
5.00
0.00
0

4
VENITURI

6. PROGNOZA CU DREAPTA DE REGRESIE


6.1 METODA GRAFICA
x 26 =
7
y 26 =
24
6.2 CU COEFICIENTII DREPTEI DE REGRESIE
x 26 =
7
y 26 =
24.3143
6.3 CU FUNCTIA FORECAST()
x 26 =
7
y 26 =
24.3143
6.4 CU FUNCTIA TREND()
x 26 =
7
y 26 =
24.3143

7. COVARIANTA SI CORELATIA
COVAR(n)=
COVAR(n-1)=
CORREL(n-1)=

Yi
Xi

8.9000
9.2709
0.9890
Yi
42.02258784
8.90004848

Yi
Yi
Xi

Xi
1.92699456

Xi

1
0.989032883

8. ANALIZA VALORILOR REZIDUALE


i
100*(i-0,5)/n
Y(i)
1
2.00
3.56
2
6.00
3.98
3
10.00
4.42
4
14.00
4.56
5
18.00
5.39
6
22.00
5.47
7
26.00
5.55
8
30.00
5.83
9
34.00
6.88
10
38.00
7.82
11
42.00
9.12
12
46.00
10.51
13
50.00
13.02
14
54.00
15.26
15
58.00
15.88
16
62.00
16
17
66.00
16.31
18
70.00
16.66
19
74.00
17.01
20
78.00
18.72
21
82.00
19.25
22
86.00
19.31
23
90.00
20.65
24
94.00
22.73
25
98.00
23.62

ui
1.7845028
0.7265456
-0.0804808
0.0595192
0.2429129
-0.705555
-0.9241135
-0.8412305
-0.1607198
0.0864878
0.4165784
-0.271799
-0.7177134
-0.8332077
-1.3997234
-1.3864203
-0.7212555
-0.0336278
-1.1153989
0.861298
0.3174841
0.6627395
1.5085055
2.5262238
-0.0015523

HFR
n=
xmin =
xmax =
r=
nc =
lc =

25
-1.3997234
2.52622379
3.9259472
6
0.78518944
fabs

lc1
lc2
lc3
lc4
lc5
lc6
lc7

-1.7923181
-1.0071287
-0.2219392
0.56325019
1.34843963
2.13362907
2.91881851

0
3
7
9
3
2
1
0
25

Histograma frecventei relative - Valori reziduale


0.4

0.35

Frecventa relativa

0.3
0.25

Frecventa relativa

0.25
0.2
0.15
0.1
0.05
0
-1.79

-1.01

-0.22

0.56

1.35

Clase

Tabelul frecventei relative cumulate


Intervale de clasa
mj
-1.792
-1.007
-1.400
-1.007
-0.222
-0.615
-0.222
0.563
0.171
0.563
1.348
0.956
1.348
2.134
1.741
2.134
2.919
2.526

fabs
3
7
9
3
2
1
25
(n)

fcej
3
13
29
41
46
49
50
(2n)

fcej(%)
6%
26%
58%
82%
92%
98%

TSS
(Yi-Ybar)^2
76.39
69.23
62.10
59.91
47.75
45.57
46.65
41.87
29.38
20.07
10.11
3.21
0.52
8.76
16.08
13.69
12.81
19.01
22.18
49.13
41.21
48.30
69.72
108.78
128.13
1050.56

4.6186
-8.01596937
9.2709
0.9890

Y^
1.77549718
3.2534544
4.5004808
4.5004808
5.14708708
6.25555499
6.39411348
6.67123046
7.04071976
7.73351221
8.70342163
10.781799
13.7377134
16.0932077
17.7097234
17.3864203
16.6012555
16.6936278
18.1253989
18.448702
18.4025159
18.5872605
19.1414945
20.2037762
23.6215523
307.51

ESS
RSS
ui=Yi-Y^ (Y^-Ybar)^2(Yi-Y^)^2
1.784503 110.7736
3.18
0.726546 81.84722
0.53
-0.080481 60.83874
0.01
0.059519 60.83874
0.00
0.242913 51.16989
0.06
-0.705555 36.54015
0.50
-0.924113 34.88422
0.85
-0.841230 31.68755
0.71
-0.160720 27.66424
0.03
0.086488 20.85646
0.01
0.416578 12.93825
0.17
-0.271799 2.306149
0.07
-0.717713 2.06587
0.52
-0.833208 14.38539
0.69
-1.399723 29.26078
1.96
-1.386420 25.8676
1.92
-0.721255 18.49736
0.52
-0.033628 19.30045
0.00
-1.115399 33.93061
1.24
0.861298 37.80162
0.74
0.317484 37.23582
0.10
0.662739 39.52461
0.44
1.508506 46.80057
2.28
2.526224 62.46336
6.38
-0.001552 128.1685
0.00
0.000000 1027.648
22.92

Xi^2

Yi^2

Std(ui)
1.826182773
0.743515253
-0.08236056
0.060909371
0.248586546
-0.72203437
-0.94569765
-0.86087876
-0.16447363
0.088507858
0.426308235
-0.27814727
-0.73447675
-0.85266862
-1.43241622
-1.41880236
-0.73810159
-0.03441325
-1.14145082
0.881414995
0.324899504
0.67821885
1.543739131
2.585227841
-0.00158852

25

20

frel
0.12
0.28
0.36
0.12
0.08
0.04

15

10

0
0.00

3.00
2.50

2.00
1.50

1.00
0.50

10.00

20.00

30.00

40.00

50.00

60.00

70.00

0.50
0.00
0

-0.50
-1.00
-1.50

2.13

-2.00

F(z)
99.9%
99.4%
97.7%
93.3%
84.1%
69.1%
50.0%
30.9%
15.9%
6.7%
2.3%
0.6%
0.1%
mj
Decizie:

-1.400
-0.615
0.171
0.956
Normalitatea erorilor confirmata

1.741

80.00

90.00

100.00

2.526

z
3.0
2.5
2.0
1.5
1.0
0.5
0.0
-0.5
-1.0
-1.5
-2.0
-2.5
-3.0

Yi
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Confidence Level(95,0%)

Xi
12.3004
1.323231333
13.02
#N/A
6.616156664
43.773529
-1.492172572
0.121208411
20.06
3.56
23.62
307.51
25
2.731015225

Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Confidence Level(95,0%)

4.3988
0.283357442
4.71
2.71
1.416787211
2.007286
-1.534397707
-0.070346821
4.73
2.12
6.85
109.97
25
0.584821013

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.989032883
R Square
0.978186044
Adjusted R Square
0.977237611
Standard Error
0.998193413
Observations
25
ANOVA
df
Regression
Residual
Total

SS
1027.647724
22.91697204
1050.564696

MS
1027.647724
0.996390089

F
1031.370881

Coefficients Standard Error


-8.015969369
0.663367043
4.618616297
0.143815088

t Stat
-12.08376185
32.11496351

P-value
1.92346E-11
1.30679E-20

1
23
24

Intercept
Xi

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

Predicted Yi
1.775497181
3.253454396
4.500480797
4.500480797
5.147087078
6.25555499
6.394113479
6.671230457
7.04071976
7.733512205
8.703421628
10.78179896
13.73771339
16.0932077
17.70972341
17.38642027
16.6012555
16.69362782
18.12539887
18.44870202
18.40251585
18.5872605
19.14149446
20.20377621
23.62155227

Residuals
Standard Residuals
1.784502819
1.826182773
0.726545604
0.743515253
-0.080480797
-0.082360556
0.059519203
0.060909371
0.242912922
0.248586546
-0.70555499
-0.72203437
-0.924113479
-0.945697646
-0.841230457
-0.860878757
-0.16071976
-0.164473631
0.086487795
0.088507858
0.416578372
0.426308235
-0.271798961
-0.278147266
-0.717713392
-0.734476751
-0.833207704
-0.852668619
-1.399723408
-1.432416216
-1.386420267
-1.418802358
-0.721255496
-0.738101587
-0.033627822
-0.034413254
-1.115398874
-1.141450822
0.861297985
0.881414995
0.317484148
0.324899504
0.662739496
0.67821885
1.50850554
1.543739131
2.526223792
2.585227841
-0.001552268
-0.001588524

3
2.5
2
1.5
1

Significance F
1.30679E-20

0.5
0

Lower 95%
Upper 95% Lower 90,0% Upper 90,0%
-9.388248644 -6.643690095 -9.15289525 -6.879043489
4.321112123 4.916120472 4.372135715
4.86509688

-0.5
-1
-1.5

PROBABILITY OUTPUT

-2
Percentile

Yi
2
6
10
14
18
22
26
30
34
38
42
46
50
54
58
62
66
70
74
78
82
86
90
94
98

3.56
3.98
4.42
4.56
5.39
5.47
5.55
5.83
6.88
7.82
9.12
10.51
13.02
15.26
15.88
16
16.31
16.66
17.01
18.72
19.25
19.31
20.65
22.73
23.62

25.00

20.00

15.00

10.00

5.00

0.00
0

25

25

20

15

10

0
0

20

40

60

80

100

TESTUL DE NORMALITATE JARQUE-BERA


ui

i
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25

1.784502819
0.726545604
-0.080480797
0.059519203
0.242912922
-0.70555499
-0.924113479
-0.841230457
-0.16071976
0.086487795
0.416578372
-0.271798961
-0.717713392
-0.833207704
-1.399723408
-1.386420267
-0.721255496
-0.033627822
-1.115398874
0.861297985
0.317484148
0.662739496
1.50850554
2.526223792
-0.001552268
0.000000
s^2
s
S
K
JB
p

ui^2
3.18445
0.527869
0.006477
0.003543
0.059007
0.497808
0.853986
0.707669
0.025831
0.00748
0.173538
0.073875
0.515113
0.694235
1.959226
1.922161
0.520209
0.001131
1.244115
0.741834
0.100796
0.439224
2.275589
6.381807
2.41E-06
22.91697
0.916679
0.957433
0.765284
3.270035
2.516206
0.284193

ui^3
5.682661
0.383521
-0.00052
0.000211
0.014333
-0.35123
-0.78918
-0.59531
-0.00415
0.000647
0.072292
-0.02008
-0.3697
-0.57844
-2.74237
-2.66492
-0.3752
-3.8E-05
-1.38768
0.63894
0.032001
0.291091
3.432739
16.12187
-3.7E-09
16.79146

ui^4
10.14072
0.278645
4.2E-05
1.25E-05
0.003482
0.247813
0.729292
0.500795
0.000667
5.6E-05
0.030115
0.005457
0.265341
0.481962
3.838565
3.694704
0.270618
1.28E-06
1.547821
0.550318
0.01016
0.192917
5.178305
40.72746
5.81E-12
68.69527