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PROIECT
ECONOMETRIE
STUDENT:
Obiectivul proiectului
Scopul acestui proiect l-a constituit determinarea factorilor care influenteaza PIBul in industrie(Y), factorii de influenta considerati in proiect fiind: productia industriala,
rata inflatiei, consumul intermediar, valoarea adaugata, numar mediu de salariati si rata
somajului.
Y= PIB-ul in industrie
X1= Productia industriala
X2= Rata inflatiei
X3= Consumul intermediar
X4= Valoarea adaugata
X5= Numar mediu de salariati
X6= Rata somajului
Y
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
X1
121.8
118.9
119
121
119.9
119.8
119.2
118.1
114.6
113.9
111.1
113.4
111.4
111.7
114
X2
97.1
100.8
86.7
112.9
100.2
104.5
101.3
103.4
92.4
105.5
85.2
122.7
96.5
107.5
129.6
X3
100
222.8
199.2
295.5
61.7
27.8
56.9
151.4
40.6
54.8
40.7
30.3
17.8
15.5
9.3
X4
74.2
113.3
87.9
110.8
97.6
103.5
106.5
105.9
95.4
105.8
91
115.4
101.4
101.1
111.3
X5
137.2
87.7
87
113.7
102.9
104.6
95.8
98.7
89.6
103.3
81.9
128.1
93.3
105.2
123.4
4587
7752
18151
50053
113922
172148
255194
491094
804835
1235918
1641087
2280470
2860800
3785975
4827988
X6
1.2
3
8.2
10.4
10.9
9.5
6.6
8.9
10.4
11.8
10.5
8.8
8.4
7.4
6.2
Testul Student
Este un test individual pentru fiecare estimator urmarind sa demonstreze daca
variabilele explicative influenteaza semnificativ variabila de explicat Y.
Testul Student presupune calcularea unei ratii. Student egala cu raportul dintre
valoarea estimatorului si eroarea standard a acestuia; valorile provenind din tabela de
regresie.
Se pleaca de la ipotezele :
H0: ak=0 => influenta variabilei explicative asupra variabilei de explicat nu este
semnificativa
H1: ak 0 => influenta variabilei explicative asupra variabilei de explicat este
semnificativa
TESTUL STUDENT
T
Y
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
X1
X2
X3
X4
X5
97.1
100.8
86.7
112.9
100.2
104.5
101.3
103.4
92.4
105.5
85.2
122.7
96.5
107.5
129.6
100
222.8
199.2
295.5
61.7
27.8
56.9
151.4
40.6
54.8
40.7
30.3
17.8
15.5
9.3
74.2
113.3
87.9
110.8
97.6
103.5
106.5
105.9
95.4
105.8
91
115.4
101.4
101.1
111.3
137.2
87.7
87
113.7
102.9
104.6
95.8
98.7
89.6
103.3
81.9
128.1
93.3
105.2
123.4
6
8
14
SS
184.8945949
12.18940507
197.084
MS
30.81577
1.523676
F
20.22462
Significance
F
0.00019833
Intercept
X Variable 1
X Variable 2
Coefficients
119.80215
0.5888385
0.0027375
Standard
Error
4.877539322
0.153992667
0.005187745
t Stat
24.56201
3.823808
0.527678
P-value
8.06E-09
0.005062
0.61204
Lower 95%
108.5545155
0.233730494
-0.00922551
X Variable 3
-0.3659458
0.107560279
-3.40224
0.00933
-0.61398044
X Variable 4
-0.2021886
0.077318087
-2.61502
0.030888
-0.3804845
X Variable 5
-2.991E-06
4.14241E-07
-7.2195
9.07E-05
-3.9458E-06
X Variable 6
-0.3059323
0.130074336
-2.35198
0.046537
-0.60588447
t(0.05,df)
df=n-k-1=9
121.8
118.9
119
121
119.9
119.8
119.2
118.1
114.6
113.9
111.1
113.4
111.4
111.7
114
X6
t*
3.82380839
0.52767793
3.4022395
2.61502277
7.2194955
2.35198062
4587
7752
18151
50053
113922
172148
255194
491094
804835
1235918
1641087
2280470
2860800
3785975
4827988
1.2
3
8.2
10.4
10.9
9.5
6.6
8.9
10.4
11.8
10.5
8.8
8.4
7.4
6.2
Upper 95%
131.049782
0.94394641
0.01470043
0.11791122
0.02389261
-2.0354E06
0.00598017
Lower 95.0%
108.5545155
0.233730494
-0.00922551
Upper
95.0%
131.049782
0.94394641
0.01470043
-0.61398044
-0.1179112
-0.3804845
-0.0238926
-3.9458E-06
-2.035E-06
-0.60588447
-0.0059802
2.2621589
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.9685821
R Square
0.9381512
Adjusted R
Square
0.8917646
Standard Error
1.2343726
Observations
15
ANOVA
df
Regression
Residual
Total
Valorile mai mari ale lui t* corespund variabilelor care influenteaza semnificativ variabila Y