Documente Academic
Documente Profesional
Documente Cultură
Y X1 X2 X3
1981 87.4 98.6 99.1 108.5
1982 97.6 101.2 99.1 110.1
1983 96.7 102.4 98.9 110.4
1984 98.2 100.9 110.8 104.3
1985 99.8 102.3 108.2 107.2
1986 100.5 101.5 105.6 105.8
1987 103.2 101.6 109.8 107.8
1988 107.8 101.6 108.7 103.4
1989 96.6 99.8 100.6 102.7
1990 88.9 100.3 81 104.1
1991 75.1 97.6 68.6 99.2
1992 76.9 97.2 70.9 99.7
1993 84.6 97.3 81.4 102
1994 90.6 96 102.3 94.3
1995 103.1 99.2 105 97.7
1996 105.1 100.3 110.5 101.1
1997 96.4 100.3 92.5 102.3
1998 104.4 104.1 89.3 104.4
1999 110.7 105.3 93 108.5
2000 127.1 107.6 106.6 111.3
AC coeficienii autocorelaiei
PAC coeficienii de autocorelare...
st Durbin Watson
testul Student
T Student tabelar= 2.08596
T calc1= 9.7356
T calc 2=6.590977
T calc 3= -3.658727
Concluzie: Observam ca T calc2,T calc1> T tab, deci x1si x2 sunt semnificativ, iar
Tcalc3<Ttab, deci x3 este nesemnificativ.
Testul Fischer
F tab=3.23887
F calc=81.94784
Concluzie:Fcal>Ftab, deci Fcal fiind mult mai mare ca Ftab concludem ca intre variabile este o
legatura foarte mare.
=0.05
N=20 de observatii
K=3(variabile)
D1=1
D2=1.68
DW calc=1.053794
D1 1<DWcalc 1.053794<D2 1.68
1 DW / 2 =1-(1.053794/2)=1- 0,525897=0,473103
Date calculate in excel:
et-et-
et et-et-1 1patrat etpatrat
1981 1,197218 1,433331
1982 2,670174 1,472956 2,16959938 7,129829
1983 -2,56218 -5,23235 27,3775075 6,564756
1984 -5,38922 -2,82704 7,99214951 29,04366
1985 -5,64547 -0,25625 0,06566509 31,87132
1986 -2,00663 3,638836 13,2411274 4,026576
1987 0,363064 2,369697 5,61546387 0,131815
1988 1,540767 1,177703 1,38698436 2,373963
1989 0,01624 -1,52453 2,32418257 0,000264
1990 -0,47647 -0,49271 0,24275822 0,227019
1991 -3,04588 -2,56941 6,60186775 9,277355
1992 -0,17751 2,868366 8,22752351 0,031509
1993 4,908354 5,085863 25,8660025 24,09194
1994 0,756328 -4,15203 17,2393199 0,572032
1995 2,681048 1,92472 3,70454708 7,188018
1996 1,158102 -1,52295 2,31936452 1,3412
1997 0,79134 -0,36676 0,13451436 0,626219
1998 -2,87918 -3,67052 13,4727391 8,289695
1999 0,851209 3,730392 13,9158245 0,724557
2000 5,248683 4,397474 19,3377776 27,54867
SUMA 171,234919 162,4937
DW= 1,053794
LM= n*R2.
18* 0.306=5.508
LM< tabl .
2
5.508<5.991
In Eviews:
n obiectul Equation. alegem View/Residual Tests/Serial Correlation LM Test n continuare
introducem numrul de laguri p (implicit p=2).
ARCH Test:
F-statistic 0.090339 Probability 0.914115
Obs*R-squared 0.214232 Probability 0.898421
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Date: 11/25/09 Time: 10:35
Sample(adjusted): 1983 2000
Included observations: 18 after adjusting endpoints
Variable Coefficient Std. Error t-Statistic Prob.
C 7.628521 3.912384 1.949840 0.0701
RESID^2(-1) 0.119101 0.288623 0.412653 0.6857
RESID^2(-2) 0.005333 0.289359 0.018430 0.9855
R-squared 0.011902 Mean dependent var 8.551698
Adjusted R-squared -0.119845 S.D. dependent var 11.26372
S.E. of regression 11.91957 Akaike info criterion 7.945252
Sum squared resid 2131.142 Schwarz criterion 8.093647
Log likelihood -68.50727 F-statistic 0.090339
Procedurile de estimarea .
Dac valorile sunt necunoscute, atunci se aplic urmtoarele procedeuri de estimare a :
1. Estimam direct a valorii pe baza statisticii DW 1 DW / 2 .
1 DW / 2 =1-(1.053794/2)=1- 0,525897=0,473103
Genr X1m=X1-0.473103*X1(-1)
Genr X2m=X2-0.473103*X2(-2)
Genr X3m=X3-0.473103*X3(-3)
Pentru a obine valorile ecuaiei de regresie , folosim comanda LS YM X1M X2M X3M C
Last updated:
11/25/09 -
10:45
Modified:
1981 2000 //
st=1-
1.053794/2
1981 0.473103
1982 0.473103
1983 0.473103
1984 0.473103
1985 0.473103
1986 0.473103
1987 0.473103
1988 0.473103
1989 0.473103
1990 0.473103
1991 0.473103
1992 0.473103
1993 0.473103
1994 0.473103
1995 0.473103
1996 0.473103
1997 0.473103
1998 0.473103
1999 0.473103
2000 0.473103
Genr X1m=X1-0.473103*X1(-1)
Genr X2m=X2-0.473103*X2(-2)
Genr X3m=X3-0.473103*X3(-3)
Pentru a obine valorile ecuaiei de regresie , folosim comanda LS YM X1M X2M X3M C
Ym:
Last updated:
11/25/09 -
10:58
Modified:
1981 2000 //
ym=y-
0.473103* y(-
1)
1981 NA
1982 56.25396
1983 50.52831
1984 52.45410
1985 53.34445
1986 53.28748
1987 55.65631
1988 58.97893
1989 45.60266
1990 43.20141
1991 33.04430
1992 41.37313
1993 48.22154
1994 50.57865
1995 60.24003
1996 56.32624
1997 46.68004
1998 58.79603
1999 61.31121
2000 74.73066
X1m.
Last updated:
12/01/09 -
21:47
Modified:
1981 2000 //
xm=x1-
0.473103*x1(
-1)
1981 NA
1982 54.55204
1983 54.52198
1984 52.45425
1985 54.56391
1986 53.10156
1987 53.58005
1988 53.53274
1989 51.73274
1990 53.08432
1991 50.14777
1992 51.02515
1993 51.31439
1994 49.96708
1995 53.78211
1996 53.36818
1997 52.84777
1998 56.64777
1999 56.04998
2000 57.78225
X2m:
Last updated:
12/01/09 -
21:45
Modified:
1981 2000 //
x2m=x2-
0.473103*x2(
-2)
1981 NA
1982 NA
1983 52.01549
1984 63.91549
1985 61.41011
1986 53.18019
1987 58.61026
1988 58.74032
1989 48.65329
1990 29.57370
1991 21.00584
1992 32.57866
1993 48.94513
1994 68.75700
1995 66.48942
1996 62.10156
1997 42.82418
1998 37.02212
1999 49.23797
2000 64.35190
X3m:
Last updated:
12/01/09 -
21:46
Modified:
1981 2000 //
x3m=x3-
0.473103*x3(
-3)
1981 NA
1982 NA
1983 NA
1984 52.96832
1985 55.11136
1986 53.56943
1987 58.45536
1988 52.68336
1989 52.64570
1990 53.09950
1991 50.28115
1992 51.11232
1993 52.74998
1994 47.36818
1995 50.53163
1996 52.84349
1997 57.68639
1998 58.17784
1999 60.66929
2000 62.90156