Proiect Econometrie

Academia de Studii Economice
Facultatea de Relatii Economice Internationale
Proiect econometrie
Regresie multifactoriala
Student: Tanase Ecaterina-Marina

Grupa: 956
Seria: B
An: III
1
Cuprins
a. Prezentarea problemei i verificarea preliminar a datelor;

a.1. Prezentarea problemei;
a.2.1. Date suficiente i corecte;
a.2.2. Factori independeni;
b. Definirea modelului de regresie;

b.1. Forma, variabilele i parametrii modelului de regresie;
b.2. Aproximarea grafic a modelului legturii dintre variabile;
c. Estimarea parametrilor modelului;

c.1. Estimarea punctual a parametrilor;
c.2. Estimarea parametrilor prin interval de ncredere;
d. Testarea semnificaiei corelaiei i a parametrilor modelului de regresie;

d.1. Testarea semnificaiei corelaiei;
d.2. Testarea parametrilor modelului de regresie.
f. Previziunea valorii variabilei Y in ipoteza modificarii variabilelor factoriale
2
a. Prezentarea problemei i verificarea preliminar a datelor

a.1. Prezentarea problemei
Datele culese pe 30 de ri din anul 2014 ilustreaz o variabil independent notat cu x1,
respectiv IDU (indicele dezvoltarii umane), o variabila independenta x2, respectiv
PIB/locuitor, i o variabil dependent notat cu y, respectiv speranta de viata, pentru a arta
legtura dintre acestea.
SURSA : http://www.imf.org/en/data ( FONDUL MONETAR INTERNATIONAL)
Sperana
ara PIB/loc (%) - x2 IDU (%) - x1 de via -
y2
Albania 8.041 0.818 76.5
Anglia 35.13 0.947 79.3
Armenia 5.693 0.798 73.6
Austria 37.37 0.955 79.9
Belarus 10.841 0.826 69
Belgia 34.935 0.953 79.5
Bosnia 7.764 0.812 75.1
Bulgaria 11.222 0.84 73.1
Cehia 24.144 0.903 76.4
Cipru 24.789 0.914 79.6
Croatia 16.027 0.871 76
Danemar
36.13 0.955 78.2
ca
Elvetia 40.658 0.96 81.7
Estonia 20.361 0.883 72.9
Finlanda 34.526 0.959 79.5
Franta 33.674 0.961 81
Germania 34.401 0.947 79.8
Grecia 28.517 0.942 79.1
Irlanda 44.613 0.965 79.7
Islanda 35.742 0.969 81.7
3
Italia 30.353 0.951 81.1

Letonia 16.377 0.866 72.3
Lituania 17.575 0.87 71.8
Luxembur
79.485 0.96 74.4
g
Macedoni
9.096 0.817 74.1
a
Malta 23.08 0.902 79.6
Munteneg
11.699 0.834 74
ru
Norvegia 53.433 0.971 80.5
Olanda 38.694 0.964 79.8
Polonia 15.987 0.88 75.5
Total 820.357 27.193 2314.7
77.156666
Media 27.34523333 0.906433333 67
a.2. Verificarea preliminar a datelor
n>=15 => date suficiente

Speranta
PIB/Loc IDU de viata
27.736 0.9073
Mean 9 Mean 45 Mean 77.21379
Standard 2.9942 Standard 0.0109 Standard
Error 02 Error 4 Error 0.649511
Median 28.517 Median 0.942 Median 79.1
Mode #N/A Mode 0.947 Mode 79.5
Standard 16.124 Standard 0.0589 Standard
Deviation 27 Deviation 16 Deviation 3.497726
Sample 259.99 Sample 0.0034 Sample
Variance 22 Variance 71 Variance 12.23409
Kurtosis 2.3445 Kurtosis - Kurtosis -0.7554
4
1.2789
77 7
-
1.0658 0.5696
Skewness 9 Skewness 4 Skewness -0.59179
Range 73.792 Range 0.173 Range 12.7
Minimum 5.693 Minimum 0.798 Minimum 69
Maximum 79.485 Maximum 0.971 Maximum 81.7
Sum 804.37 Sum 26.313 Sum 2239.2
Count 29 Count 29 Count 29
Largest(1) 79.485 Largest(1) 0.971 Largest(1) 81.7
Confidenc Confidenc Confidenc
e e e
Level(95. 6.1333 Level(95. 0.0224 Level(95.
0%) 45 0%) 1 0%) 1.330464
- Regula celor 3 sigma:

x i ( x 3 x ) x - 3 x < xi < x + 3 x x =
( x i
n1
x)
yi ( y 3 y ) y - 3 y < yi < y + 3 y y =
( yi
n1
y)
27.737-3*16.124< x 1i < 27.737+3*16.124 => x 1i (-20.635; 76.109)
0.907-3*0.059< x 2i <0.907+3*0.059 => x 2i (0.73; 1.084)
77,214-3*3.498 < y i < 77.214+3*3.498 => y i (66.72; 87.708)
=> date corecte conform regulii celor 3 sigma
5
a.2.2. Factorii sunt independeni( criteriul Klein)
PIB IDU
PIB 1
0.849
IDU 65 1
Legatura medie
SUMMARY OUTPUT
Regression Statistics
0.8386
Multiple R 47
0.7033
R Square 29
Adjusted R 0.6813
Square 53
Standard 1.9481
Error 09
Observation
s 30
ANOVA
Signific
df SS MS F ance F
242.9 121.4 32.00 7.51E-
Regression 2 252 626 489 08
102.4 3.795
Residual 27 684 127
345.3
Total 29 937
Lowe Uppe
Stand r r
Coeffic ard P- Lower Uppe 95.0 95.0
ients Error t Stat value 95% r 95% % %
- -
13.909 9.730 1.429 0.164 6.0559 33.87 6.055 33.87
Intercept 38 511 461 341 8 474 98 474
X Variable 1 - 0.042 - 0.015 -0.1993 - - -
0.1112 905 2.593 171 0.023 0.199 0.023
6
6 18 23 3 23
73.132 11.80 6.194 1.27E 48.909 97.35 48.90 97.35
X Variable 2 52 579 631 -06 04 601 904 601
R =
0,703329 R > r => variabilele exogene x1 si x2 nu sunt
independente
b.Definirea modelului de regresie

b.1.Forma, variabilele i parametrii modelului de regresie:
n colectivitatea general:
Yi = 0 + 1 X1i + 2 X2i + i
n eantion:
Yi = b0 + b1 x1i + b2x2i + ei
Componenta predictibil:
^y ^ ^ ^
i = b 0 + b 1 x1i + b x + ei
2 2i
b.2.Aproximarea grafic a modelului legturii dintre variabile
7
85
80
75
Speranta de viata
70
65
60
0 10 20 30 40 50 60 70 80 90
Pib/ loc
85
80
75
Speranta de viata
70
65
60
0.75 0.8 0.85 0.9 0.95 1
IDU
c. Estimarea parametrilor modelului

c.1. Estimarea punctual a parametrilor
PIB/loc Sperana
ara
(%) x1
IDU (%) x2 de via x1i x1i * x2i x2i x1i * Yi x2i *
(%) - y 2
64.657 6.5775 0.6691 615.13
Albania 8.041 0.818 76.5
68 38 24 65 62
1234.1 33.268 0.8968 2785.8 75
Anglia 35.13 0.947 79.3
17 11 09 09
8
32.410 4.5430 0.6368 419.00 58

Armenia 5.693 0.798 73.6
25 14 04 48
1396.5 35.688 0.9120 2985.8 76
Austria 37.37 0.955 79.9
17 35 25 63
117.52 8.9546 0.6822 748.02
Belarus 10.841 0.826 69
73 66 76 9 56
1220.4 33.293 0.9082 2777.3 75
Belgia 34.935 0.953 79.5
54 06 09 33
60.279 6.3043 0.6593 583.07 60
Bosnia 7.764 0.812 75.1
7 68 44 64
125.93 9.4264 820.32
Bulgaria 11.222 0.84 73.1
33 8 0.7056 82 61
582.93 21.802 0.8154 1844.6 68
Cehia 24.144 0.903 76.4
27 03 09 02
614.49 22.657 0.8353 1973.2 72
Cipru 24.789 0.914 79.6
45 15 96 04
256.86 13.959 0.7586 1218.0
Croatia 16.027 0.871 76
47 52 41 52 66
1305.3 34.504 0.9120 2825.3
Danemarca 36.13 0.955 78.2
77 15 25 66 74
1653.0 39.031 3321.7
Elvetia 40.658 0.96 81.7
73 68 0.9216 59 78
414.57 17.978 0.7796 1484.3 64
Estonia 20.361 0.883 72.9
03 76 89 17
1192.0 33.110 0.9196 2744.8 76
Finlanda 34.526 0.959 79.5
45 43 81 17
1133.9 32.360 0.9235 2727.5
Franta 33.674 0.961 81
38 71 21 94 77
1183.4 32.577 0.8968 75
Germania 34.401 0.947 79.8
29 75 09 2745.2
813.21 26.863 0.8873 2255.6 74
Grecia 28.517 0.942 79.1
93 01 64 95
1990.3 43.051 0.9312 3555.6 76
Irlanda 44.613 0.965 79.7
2 55 25 56
1277.4 0.9389 2920.1 79
Islanda 35.742 0.969 81.7
91 34.634 61 21
921.30 28.865 0.9044 2461.6 77
Italia 30.353 0.951 81.1
46 7 01 28
268.20 14.182 0.7499 1184.0 62
Letonia 16.377 0.866 72.3
61 48 56 57
308.88 15.290 1261.8
Lituania 17.575 0.87 71.8
06 25 0.7569 85 62
6317.8 76.305 5913.6
Luxemburg 79.485 0.96 74.4
65 6 0.9216 84 71
82.737 7.4314 0.6674 674.01 60
Macedonia 9.096 0.817 74.1
22 32 89 36
532.68 20.818 0.8136 1837.1 71
Malta 23.08 0.902 79.6
64 16 04 68
9
Muntenegr 136.86 9.7569 0.6955 865.72

11.699 0.834 74
u 66 66 56 6 61
2855.0 51.883 0.9428 4301.3 78
Norvegia 53.433 0.971 80.5
85 44 41 57
1497.2 37.301 0.9292 3087.7 76
Olanda 38.694 0.964 79.8
26 02 96 81
255.58 14.068 1207.0
Polonia 15.987 0.88 75.5
42 56 0.7744 19 6
29846. 766.48 24.746 64145. 62
Total 820.357 27.193 2314.7 09 99 56 28
n
yi
b^0
()
x 1 i x 2 i
^ =
B b^1 x1 i y
= x 1 i x 2 i x 1 i x 22 i i =
b^2 x 21 i x 1i x 2 i x 2 i x 2 i y i
1
( )
( ) ( )
30 820.357 27.193 2314.7
= 820.357 29846.09 766.4899 64145.28 =
27.193 766.4899 24.74656 62943.64
( ) ( ) ( )
24.94381 0.089509 30.1821775 2314.7 147672
= 0.089509 0,000485 0.11338029 64145.28 = 553.947
30.1822 0.11338 36.71818626 62943.64 179631.7
b^0 nu are interpretare economic.
b^i : la creterea cu un procent a IDU, speranta de viata scrade cu 553,95 procente.
b^2 : la creterea cu un procent al PIB-ului, speranta de viata creste cu
179631,7procente
c.2.Estimarea parametrilor prin interval de ncredere
PIB/loc (%) IDU (%) - Sperana

ara de via
- x2 x1 (%) - y 2 i t t (yi-)
Albania 8.041 0.818 76.5 - - 84235161 8.42E+10
10
29015
6 290232.9 071
-
Anglia 35.13 0.947 79.3 29832 - 89043969
3 298402.4 522 8.9E+10
-
Armenia 5.693 0.798 73.6 28786 - 82908335
4 287938.1 800 8.29E+10
-
Austria 37.37 0.955 79.9 29851 - 89161466
9 298599.2 779 8.91E+10
-
Belarus 10.841 0.826 69 29004 - 84164650
2 290111.4 388 8.41E+10
-
Belgia 34.935 0.953 79.5 29950 - 89753192
9 299588.4 431 8.97E+10
-
Bosnia 7.764 0.812 75.1 28923 - 83698653
2 289307.2 595 8.37E+10
-
Bulgaria 11.222 0.84 73.1 29234 - 85509067
6 292419.3 345 8.55E+10
-
Cehia 24.144 0.903 76.4 29650 - 87960484
5 296581.3 552 8.79E+10
-
Cipru 24.789 0.914 79.6 29812 - 88925137
4 298203.2 527 8.89E+10
-
Croatia 16.027 0.871 76 29525 - 87219278
3 295329.1 566 8.72E+10
-
Danemarca 36.13 0.955 78.2 29920 - 89571133
6 299284.4 163 8.95E+10
-
Elvetia 40.658 0.96 81.7 29759 - 88612045
6 297677.8 747 8.86E+10
-
Estonia 20.361 0.883 72.9 29500 - 87072664
8 295080.8 502 8.7E+10
-
Finlanda 34.526 0.959 79.5 30081 - 90536432
3 300892.7 667 9.05E+10
-
Franta 33.674 0.961 81 30164 - 91038248
4 301725.5 639 9.1E+10
Germania 34.401 0.947 79.8 - - 89285437 8.92E+10
29872 298806.7 483
11
7
-
Grecia 28.517 0.942 79.1 30108 - 90701715
8 301167.3 364 9.07E+10
-
Irlanda 44.613 0.965 79.7 29630 - 87842914
3 296383.1 099 8.78E+10
-
Islanda 35.742 0.969 81.7 30193 - 91214657
6 302017.6 061 9.12E+10
-
Italia 30.353 0.951 81.1 30168 - 91064465
8 301768.9 029 9.1E+10
-
Letonia 16.377 0.866 72.3 29416 - 86573271
1 294233.4 420 8.65E+10
-
Lituania 17.575 0.87 71.8 29421 - 86605285
6 294287.8 965 8.66E+10
-
Luxemburg 79.485 0.96 74.4 27608 - 76265646
8 276162.4 156 7.62E+10
-
Macedonia 9.096 0.817 74.1 28939 - 83790852
2 289466.5 879 8.37E+10
-
Malta 23.08 0.902 79.6 29691 - 88205612
5 296994.3 237 8.82E+10
-
Muntenegr
11.699 0.834 74 29100 - 84726525
u
4 291078.2 412 8.47E+10
-
Norvegia 53.433 0.971 80.5 29249 - 85600616
5 292575.8 680 8.56E+10
-
Olanda 38.694 0.964 79.8 29940 - 89689668
3 299482.3 128 8.96E+10
-
Polonia 15.987 0.88 75.5 29689 - 88189663
2 296967.4 575 8.81E+10
-
88604 2.61917E
Total 820.357 27.193 2314.7 51 -8862765 +12 2.62E+12
27.34523 0.906433 77.1566
Media 333 333 7
12
b^ j tcritic s b^ j
j b^ j + t critic s b^ j
t critic t
= 2
;nk
s b^ j = s e^ aij
s e^ = e^ 2t
nk
tcritic = 2.05183
s e^ = 2.61917E+12
27 = 9706157547 = 98.519,833
Pentru b0:
s b^ = 98.519 * 24.94381 = 2.457,457

0
Limita inferioar: -147672 2,0518 * 2.457= -147.677
Limita superioar: : -147672+2,0518 * 2.457= -147.667
0 [ 147,677 ;147.667 ]
Pentru b1:
s b^ =98.519 * 0,000485 = 0,0477817

1
Limita inferioar: 553.947 - 2,0518 *0,0478=-554,045
Limita superioar: 553.947 + 2,0518 * 0,0478=-553,849
1 [ 554,045 ;553,849 ]
Pentru b2:
13
s b^ = 98.519 * 36.718 =3,617

2
Limita inferioar: 179631.7 2,0518 * 3,617=179,624
Limita superioar: : 179631.7+ 2,0518 * 3,617=179,639
2 [ 179,624 ; 179,639 ]
d. 1. Testarea semnificaiei corelaiei (Testul F):

SUMMARY OUTPUT
Regression
Statistics
Multiple 0.8386
R 47
0.7033
R Square 29
Adjusted 0.6813
R Square 53
Standard 1.9481
Error 09
Observat
ions 30
ANOVA
Signific
df SS MS F ance F
Regressi 242.925 121.4 32.00 7.51E-
on 2 2 626 489 08
102.468 3.795
Residual 27 4 127
345.393
Total 29 7
Coeffici Standar P- Lower Upper Lower Upper

ents d Error t Stat value 95% 95% 95.0% 95.0%
-
13.909 9.73051 1.429 0.164 - 33.87 6.055 33.87
Intercept 38 1 461 341 6.05598 474 98 474
X - - - - -
Variable 0.1112 0.04290 2.593 0.015 0.023 0.199 0.023
1 6 5 18 171 -0.1993 23 3 23
X
Variable 73.132 11.8057 6.194 1.27E- 48.9090 97.35 48.90 97.35
2 52 9 631 06 4 601 904 601
14
RESIDUAL OUTPUT
Predict
ed
sperant
Observat a de Residua
ion viata ls
72.837 3.66286
1 13 7
79.257 0.04273
2 26 6
71.635 1.96427
3 72 6
79.593 0.30690
4 1 1
73.110 -
5 66 4.11066
79.717 -
6 76 0.21776
72.429 2.67084
7 16 3
74.092 -
8 13 0.99213
77.261 -
9 75 0.86175
77.994 1.60555
10 45 3
75.824 0.17537
11 62 8
79.731 -
12 06 1.53106
79.592 2.10706
13 93 7
14 76.22 -3.32
80.202 -
15 06 0.70206
80.443 0.55688
16 12 4
79.338 0.46162
17 37 6
79.627 -
18 37 0.52737
79.518 0.18144
19 56 4
80.798 0.90191
20 09 2
15
80.081 1.01870
21 29 9
75.420 -
22 02 3.12002
75.579 -
23 26 3.77926
75.272 -
24 98 0.87298
72.646 1.45338
25 62 1
2.29299
26 77.307 8
73.600 0.39974
27 26 2
78.976 1.52397
28 02 5
80.103 -
29 98 0.30398
76.487 -
30 26 0.98726
Ipoteze:
H0 : toi coeficienii de regresie egali cu 0 = > R2 nesemnificativ, SSR=SSE, modelul nu
poate fi validat
H1: cel puin un coeficient de regresie diferit de 0 => R2 semnificativ, model valid
MSR 121.463
Fcalculat = MSE = 3.795 = 32,006
SSR 242.925
R2 = SST = 345.394 = 0,7033
Fcritic = F0,05;2;27 = 3,35

Fcritic = F0,05;2;27 = 3,35
Fcalculat > Fcritic=> resping ipoteza nul i accept ipoteza alternativ, model semnificativ
din punct de vedere statistic.
d.2. Testarea parametrilor modelului de regresie:

Pentru b0 :
o H0 : 0 = 0
o H1 : 0 0
b0 147672
tb = Sb = 2.457 = 60,102
0
16
tcritic = t0,025;27 = 2,0518
|t calculat| > tcritic => resping ipoteza nul, parametrii sunt semnificativ diferii de 0.
yi
^ =-147672 (553.947) x1i +179631.7x2i
Pentru b1:
o H0 : 1 = 0
o H1 : 1 0
b1 553.947
tb = Sb = 0,0478 = -11,589
1
tcritic = t0,025;27 = 2,0518
Pentru b2:
o H0 : 2 = 0
o H1 : 2 0
b2 179631.7
tb = Sb = 3,617 = 49,663
2
tcritic = t0,025;27 = 2,0518
5.Testarea ipotezelor clasice asupra modelului de regresie
I. Liniaritatea modelului
Aceast ipotez se refer la date care trebuie s fie suficiente i corecte, la factorii
independeni, acetia formnd un sistem de vectori liniari independeni, datele confirmnd
liniaritatea i modelul fiind corect elaborat. (testat)
2. Multicoliniaritatea
17
Variabilele exogene, PIB i rata inflaiei, sunt independente ntre ele, formnd un sistem
de vectori liniari independeni (testat)
3. Homoscedasticitatea
Prin definiie, variabila aleatoare e este de medie nul iar dispersia ei este constant i
independent de x
x - PIB/locuitor
2
18
16
14
12
10
8
6
4
2
0
0 10 20 30 40 50 60 70 80 90
x1- IDU
18
16
14
12
10
8
6
4
2
0
0 0.2 0.4 0.6 0.8 1 1.2
TESTUL WHITE
Fcritic = F0,05;5;24 = 2,62
18
Fcalculat = 2,77
Fcalculat > Fcritic => heteroscedasticitate
Significance F = 0,04 < 0,05 => heteroscedasticitate
SUMMARY OUTPUT
Regression
Statistics
Multiple 0.6050
R 79
0.3661
R Square 21
Adjusted 0.2340
R Square 63
Standard 4.2261
Error 01
Observati
ons 30
ANOVA
Signific
df SS MS F ance F
Regressio 247.57 49.51 2.772 0.04095
n 5 66 531 425 7
428.63 17.85
Residual 24 83 993
676.21
Total 29 48
Standa
Coeffici rd P- Lower Upper Lower Upper
ents Error t Stat value 95% 95% 95.0% 95.0%
-
704.89 1208.8 0.583 0.565 - 3199. 1790. 3199.
Intercept 08 51 108 26 1790.06 837 06 837
-
7.1317 9.3964 0.758 0.455 - 26.52 12.26 26.52
pib 15 41 98 254 12.2616 502 16 502
- - -
1523.8 2848.5 0.534 0.597 - 4355. 7403. 4355.
idu 5 85 95 606 7403.04 338 04 338
- - -
0.0085 0.0073 1.153 0.260 - 0.006 0.023 0.006
x1^2 1 75 38 114 0.02373 715 73 715
x2^2 795.92 1661.7 0.478 0.636 - 4225. - 4225.
85 17 98 288 2633.69 544 2633. 544
19
69
- - -
6.3918 9.9543 0.642 0.526 - 14.15 26.93 14.15
X1*x2 8 82 12 884 26.9367 296 67 296
RESIDUAL OUTPUT
Observati Predict Residu

on ed Y als
5.7082 7.7083
1 74 23
-
2.9924 2.9906
2 64 4
6.9943
3 77 -3.136
-
2.0361 1.9420
4 97 1
8.3102 8.5872
5 63 66
-
1.4890 1.4416
6 31 1
6.8750 0.2583
7 3 73
-
5.1704 4.1861
8 75 6
-
5.7334 4.9908
9 41 2
-
3.7449 1.1671
10 85 8
-
4.3274 4.2966
11 11 5
1.5374 0.8067
12 19 34
1.9344 2.5052
13 68 62
6.6706 4.3517
14 85 45
0.5239
15 -0.0311 84
20
-
0.8122 1.1223
16 6 76
-
2.6373 2.4242
17 4 4
0.4531
18 25 -0.175
-
1.6186 1.5857
19 61 4
-
1.7172 2.5306
20 4 82
-
0.3278 1.3656
21 5 23
6.0084 3.7260
22 89 2
6.5570 7.7256
23 87 91
-
0.9059 0.1438
24 4 4
-
7.8429 5.7306
25 61 5
4.9487 0.3091
26 1 28
-
7.5156 7.3558
27 77 8
0.8141 1.5083
28 96 04
-
0.3457 0.2533
29 55 5
-
2.1844 1.2097
30 18 3
ei e(i-1) ei - e(i-1) [ei - e(i-1)] ei

3.66286742 13.4166
0.042735764 3.66286742 -3.620131655 13.1053532 0.001826
1.964275789 0.042735764 1.921540025 3.692316067 3.858379
21
0.306901427 1.964275789 -1.657374362 2.746889777 0.094188

-
4.110660456 0.306901427 -4.417561883 19.51485299 16.89753
-
0.217755375 -4.110660456 3.892905081 15.15470997 0.047417
2.670843112 -0.217755375 2.888598487 8.344001221 7.133403
-
0.992125134 2.670843112 -3.662968247 13.41733638 0.984312
-
0.861752485 -0.992125134 0.130372649 0.016997028 0.742617
1.605553452 -0.861752485 2.467305938 6.087598589 2.577802
0.175378343 1.605553452 -1.43017511 2.045400844 0.030758
-
1.531062882 0.175378343 -1.706441224 2.911941652 2.344154
2.107066752 -1.531062882 3.638129634 13.23598723 4.43973
-
3.320004425 2.107066752 -5.427071177 29.45310156 11.02243
-
0.702056484 -3.320004425 2.617947941 6.85365142 0.492883
0.556883638 -0.702056484 1.258940122 1.584930231 0.310119
0.461626102 0.556883638 -0.095257536 0.009073998 0.213099
-
0.527374179 0.461626102 -0.989000281 0.978121557 0.278124
0.181443524 -0.527374179 0.708817703 0.502422537 0.032922
0.901912316 0.181443524 0.720468792 0.51907528 0.813446
1.018709298 0.901912316 0.116796982 0.013641535 1.037769
-
3.120017503 1.018709298 -4.138726801 17.12905953 9.734509
-
3.779256271 -3.120017503 -0.659238769 0.434595754 14.28278
-0.87298146 -3.779256271 2.906274811 8.44643328 0.762097
1.453380867 -0.87298146 2.326362327 5.411961675 2.112316
2.29299776 1.453380867 0.839616893 0.704956527 5.257839
0.399741759 2.29299776 -1.893256001 3.584418285 0.159793
1.523975162 0.399741759 1.124233403 1.263900744 2.3225
-
0.303981004 1.523975162 -1.827956166 3.341423744 0.092404
-
0.987264828 -0.303981004 -0.683283824 0.466876784 0.974692
TOTAL 180.9710294 89.05184
4. Neautocorelarea erorilor
22
Aceast ipotez se definete astfel: valorile varibilei reziduale e sunt necorelate, respectiv nu
exist fenomenul de autocorelare a erorilor.
n
( e^ t e^ t 1 ) 2 180,971
t =2
d= n = 89,052 =2,032
e^ 2t
t=1
Conform tabelului distribuiei Durbin-Watson=> dL=1,28; dU=1,57=>

Intervale :
0 < d < d1 => autocorelare pozitiva
d1 d d2 =>indecizie
d2 < d < 4-d2=> erorile sunt independente
4-d2 d 4-d1 => indecizie
4-d1 < d < 4 => autocorelare negativa
DW = 2.032198749 > d1 si d2 si nu se incadreaza in niciunul din intervalele de decizie,

asa incat nu se poate lua nicio decizie cu privire la corelarea erorilor. Se poate trage
concluzia ca erorile nu sunt autocorelate, adica ei nu depinde de ei-1.
5. Normalitatea erorilor
Aceast ipotez presupune ca seria erorilor s urmeze o repartiie normal.
[ ]
2
JB=n
S2 ( K3)
6
+
24 =30 [ 0.24 8,12
6
+
24 ] =12,55 (>0,10=>normalitatea erorilor este respins)
n
1
( y i y )3
S= n i=1 =0,49
3
n
1
( y i y ) 4
K= n i=1 = 0,15
4

Column1
23
9.00021E-
Mean 15
0.343190
Standard Error 63
0.178410
Median 933
Mode #N/A
Standard 1.879732
Deviation 497
3.533394
Sample Variance 262
0.149394
Kurtosis 831
-
0.487667
Skewness 624
7.773527
Range 876
-
4.110660
Minimum 456
3.662867
Maximum 42
2.70006E-
Sum 13
Count 30
Confidence 0.701903
Level(95.0%) 65
f. Previziunea valorii variabilei Y in ipoteza modificarii variabilelor factoriale
yi
^ =-147672 (553.947) x1i +179631.7x2i
Dac x 1 prev =10%, iar x 2 prev =50% =>
y i =-147672-55,394+8,981
^
24

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Academia de Studii Economice

Facultatea de Relatii Economice Internationale

Student: Tanase Ecaterina-Marina

a. Prezentarea problemei i verificarea preliminar a datelor;

b. Definirea modelului de regresie;

c. Estimarea parametrilor modelului;

d. Testarea semnificaiei corelaiei i a parametrilor modelului de regresie;

f. Previziunea valorii variabilei Y in ipoteza modificarii variabilelor factoriale

a. Prezentarea problemei i verificarea preliminar a datelor

Italia 30.353 0.951 81.1

a.2. Verificarea preliminar a datelor

n>=15 => date suficiente

- Regula celor 3 sigma:

27.737-3*16.124< x 1i < 27.737+3*16.124 => x 1i (-20.635; 76.109)

0.907-3*0.059< x 2i <0.907+3*0.059 => x 2i (0.73; 1.084)

77,214-3*3.498 < y i < 77.214+3*3.498 => y i (66.72; 87.708)

=> date corecte conform regulii celor 3 sigma

a.2.2. Factorii sunt independeni( criteriul Klein)

b.Definirea modelului de regresie

b.2.Aproximarea grafic a modelului legturii dintre variabile

c. Estimarea parametrilor modelului

32.410 4.5430 0.6368 419.00 58

Muntenegr 136.86 9.7569 0.6955 865.72

b^0 nu are interpretare economic.

b^i : la creterea cu un procent a IDU, speranta de viata scrade cu 553,95 procente.

b^2 : la creterea cu un procent al PIB-ului, speranta de viata creste cu

c.2.Estimarea parametrilor prin interval de ncredere

PIB/loc (%) IDU (%) - Sperana

s b^ = 98.519 * 24.94381 = 2.457,457

Limita inferioar: -147672 2,0518 * 2.457= -147.677

Limita superioar: : -147672+2,0518 * 2.457= -147.667

s b^ =98.519 * 0,000485 = 0,0477817

Limita inferioar: 553.947 - 2,0518 *0,0478=-554,045

Limita superioar: 553.947 + 2,0518 * 0,0478=-553,849

s b^ = 98.519 * 36.718 =3,617

Limita inferioar: 179631.7 2,0518 * 3,617=179,624

Limita superioar: : 179631.7+ 2,0518 * 3,617=179,639

d. 1. Testarea semnificaiei corelaiei (Testul F):

Coeffici Standar P- Lower Upper Lower Upper

Fcritic = F0,05;2;27 = 3,35

d.2. Testarea parametrilor modelului de regresie:

tcritic = t0,025;27 = 2,0518

tcritic = t0,025;27 = 2,0518

tcritic = t0,025;27 = 2,0518

5.Testarea ipotezelor clasice asupra modelului de regresie

Fcritic = F0,05;5;24 = 2,62

Significance F = 0,04 < 0,05 => heteroscedasticitate

Observati Predict Residu

ei e(i-1) ei - e(i-1) [ei - e(i-1)] ei

0.306901427 1.964275789 -1.657374362 2.746889777 0.094188

Conform tabelului distribuiei Durbin-Watson=> dL=1,28; dU=1,57=>

d2 < d < 4-d2=> erorile sunt independente

4-d2 d 4-d1 => indecizie

4-d1 < d < 4 => autocorelare negativa

DW = 2.032198749 > d1 si d2 si nu se incadreaza in niciunul din intervalele de decizie,

f. Previziunea valorii variabilei Y in ipoteza modificarii variabilelor factoriale

Dac x 1 prev =10%, iar x 2 prev =50% =>

S-ar putea să vă placă și

27.737-316.124< x 1i < 27.737+316.124 => x 1i (-20.635; 76.109)

0.907-30.059< x 2i <0.907+30.059 => x 2i (0.73; 1.084)

77,214-33.498 < y i < 77.214+33.498 => y i (66.72; 87.708)