I.

Modele cu restricii
Pentru un eantion de volum n=90 uniti, se analizeaz legtura dintre indicele
produciei industriale, rata omajului i indicele preurilor de consum. S se verifice dac
restricia impus asupra coeficientului de regresie corespunztor ratei omajului, 2 = 2 ,
este semificativ statistic, n condiiile riscului asumat de 5%.
1. Modelul de baz (fr restricii)
Model Summary

Model
1

Adjusted
R Square
.764

Std. Error of
the Estimate
5.00052

Mean Square
3453.046
25.005

F
138.093

R
R Square
.877a
.769

a. Predictors: (Constant), rs, ipc

ANOVAb
Model
1

Regression
Residual
Total

Sum of
Squares
6906.092
2175.453
9081.545

df
2
87
89

Sig.
.000a

a. Predictors: (Constant), rs, ipc

b. Dependent Variable: ipi

Coefficientsa

Model
1

(Constant)
ipc
rs

Unstandardized
Coefficients
B
Std. Error
80.600
6.608
.579
.035
-4.669
.878

Standardized
Coefficients
Beta
.891
-.287

a. Dependent Variable: ipi

2. Modelul cu restricii ( 2 = 2 )

Model Summary
Model
1

R
.856a

R Square
.733

a. Predictors: (Constant), ipc

Adjusted
R Square
.730

Std. Error of
the Estimate
5.22968

t
12.198
16.538
-5.321

Sig.
.000
.000
.000

ANOVAb
Model
1

Regression
Residual
Total

Sum of
Squares
6619.903
2406.757
9026.661

df
1
88
89

Mean Square
6619.903
27.350

F
242.048

Sig.
.000a

a. Predictors: (Constant), ipc

b. Dependent Variable: ipi_new

Coefficientsa

Model
1

(Constant)
ipc

Unstandardized
Coefficients
B
Std. Error
65.104
4.401
.555
.036

Standardized
Coefficients
Beta
.856

t
14.794
15.558

Sig.
.000
.000

a. Dependent Variable: ipi_new

II. Modele cu variabile standardizate

Pentru un eantion de volum n=90 de uniti, se analizeaz legtura dintre indicele
produciei industriale (ipi), indicele preurilor de consum (ipc), rata omajului (rs), rata de
referin a dobnzii (rd), preul de referin al petrolului (ob) i climatul de afaceri din
zona euro (bc). S se stabileasc ordinea importanei influenei variabilelor independente
asupra variabilei dependente n modelul de regresie identificat.
Coefficientsa

Model
1

(Constant)
ipc
rs
rd
ob
bc
(Constant)
ipc
rs
ob
bc

Unstandardized
Coefficients
B
Std. Error
82.946
10.108
.538
.075
-5.156
.646
.005
.194
.078
.026
2.232
.406
83.200
4.341
.537
.039
-5.154
.638
.078
.025
2.226
.337

a. Dependent Variable: ipi

Standardized
Coefficients
Beta
.828
-.316
.003
.186
.292
.825
-.316
.187
.291

t
8.206
7.141
-7.987
.028
3.032
5.496
19.166
13.608
-8.082
3.151
6.607

Sig.
.000
.000
.000
.978
.003
.000
.000
.000
.000
.002
.000