Documente Academic
Documente Profesional
Documente Cultură
Gr 8692
Specializarea C.I.G.
Tematica proiectului
In acest proiect mi-am propus sa construiesc un model econometric pentru a pune in
evidenta anumite legaturi sau corelatii care se stabilesc intre variabilele introduse in model.
Ca variabila de explicat (y) am ales productia agricola exprimata in mii tone, iar ca
variabile explicative suprafata agricola cultivata in mii ha (x1),servicile de mecanizare in
mld lei ,imbunatatirile funciare in mld lei,servicile de reproductie si selectie in mld lei si
numarul de tractoare folsite in agricultura (mii) intr-un judet.
ani
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
y
512.22
644.38
584.18
689.79
764.81
435.63
589.05
517.41
516.31
519.89
400.29
673.91
655.14
670.06
388.92
637.86
727.92
551.60
519.57
449.01
x1
386.80
401.03
394.95
405.26
411.66
376.76
395.47
387.43
387.30
387.72
371.52
403.81
402.06
403.46
369.73
400.40
408.59
391.40
387.69
378.64
x2
22.662
25.385
24.170
26.264
27.655
20.872
24.270
22.747
22.723
22.801
20.007
25.960
25.596
25.885
19.721
25.256
26.980
23.486
22.794
21.190
x3
26.713
33.321
30.311
35.591
39.342
22.884
30.554
26.973
26.918
27.097
21.117
35.116
34.059
34.605
20.748
32.995
37.498
28.772
27.081
23.652
x4
0.991
0.925
1.366
0.502
0.427
0.954
0.963
0.788
1.124
1.343
0.673
0.739
0.724
0.596
0.640
0.517
0.557
0.909
0.595
0.483
x5
6.197
8.243
2.624
3.882
6.703
5.154
6.789
4.022
2.863
3.288
4.231
4.175
4.633
4.152
4.673
2.880
1.942
1.813
4.643
2.271
Testarea parametrilor
Pentru a vedea care dinte variabilele au o influenta semnificativa asupra
variabilei de explicat trebuie calculati estimatorii parametrilor si se testeaza fiecare
variabila in parte cu un test student .
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.999985
R Square
0.99997
Adjusted R Square 0.99996
Standard Error
0.69023
Observations
20
ANOVA
Regression
Residual
Total
df
5
14
19
SS
MS
F
Significance F
224538.58 44907.71671 94261.36
3.633E-31
6.6698384 0.476417026
224545.25
Intercept
X Variable 1
X Variable 2
X Variable 3
X Variable 4
X Variable 5
Intercept
X Variable 1
X Variable 2
df
2
7
9
SS
MS
F
Significance F
87398.017 43699.00848 46931.413 3.581E-15
6.5178745 0.931124933
87404.535
In perioada1990-1999:
SUMMARY OUTPUT
Upper 95%
2383.387
-7.61786
105.0118
Regression Statistics
Multiple R
0.999998
R Square
0.999996
Adjusted R
0.999994
Square
Standard Error 0.295306
Observations
10
ANOVA
Regression
Residual
Total
Intercept
X Variable 1
X Variable 2
df
2
7
9
SS
MS
F
136646.06 68323.03014 783471.76
0.6104384 0.087205479
136646.67
Significance F
1.884E-19
SS
MS
224537.9 74845.97
16
19
7.337075 0.458567
224545.3
F
163217
Significan
ce F
4.34E-36
Intercept
X Variable 1
X Variable 2
X Variable 3
Coefficients
1841.287
-8.97997
94.72526
0.657563
Standard Error
71.17999
0.266797
1.411451
0.721566
t Stat
25.86804
-33.6584
67.11196
0.9113
Upper 95%
1992.182
-8.41439
97.7174
2.187215
Dupa cum se vede din tabela de regresie aceasta variabila auxiliara nu a influentat
semnificativ productia agricola in acel an, tcalc=0.9113<tstud=2.086
Se calculeaza coeficientii de corelatie liniara.
Coeficient de corelatie partiala de ordin1 :
Ryx1.x2
Se estimeaza yf(x1) si se calculeaza rezidurile apoi se calculeaza influenta lui x2
asupra lui x1 .
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.995373
R Square
0.990767
Adjusted R 0.990254
Square
Standard Error 10.73242
Observations
20
ANOVA
Regressio
n
Residual
Total
Df
1
SS
MS
F
Significance F
222471.93 222471.9266 1931.434423 9.086E-20
18
19
2073.3268 115.1848202
224545.25
Coefficien Standard
t Stat
P-value
Lower
Upper
ts
Error
95%
95%
Intercept -2921.23 79.530569 -36.7308734 2.21794E-18 -3088.315 -2754.14
X
8.899065 0.2024904 43.94808782 9.08578E-20 8.4736481 9.3244817
Variable 1
Multiple R
R Square
Adjusted R
Square
Standard
Error
Observations
0.9988524
0.9977061
0.9975786
0.5983365
20
ANOVA
Regression
Residual
Total
df
1
18
19
Coefficient
SS
MS
F
Significance F
2802.780509 2802.781 7828.852 3.27E-25
6.444118174 0.358007
2809.224627
Standard
t Stat
P-value
Lower
Upper
Intercept
X Variable 1
s
Error
266.68849 1.429126088 186.6095 4.86E-31
5.2849994 0.059730464 88.4808 3.27E-25
95%
263.686
5.15951
95%
269.691
5.410489
df
1
18
19
SS
MS
F
2060.871 2060.871 2978.082
12.45623 0.692013
2073.327
Coefficien Standard
t Stat
ts
Error
Intercept
-3.2E-13 0.186012 -1.7E-12
X Variable 1 -17.8831 0.327699 -54.5718
P-value
1
1.9E-21
Significance F
1.9E-21
Lower
Upper
Lower
Upper
95%
95%
95.0%
95.0%
-0.3908 0.390798 -0.3908 0.390798
-18.5716 -17.1947 -18.5716 -17.1947
Ryx2.x1
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.991523
R Square
0.983118
Adjusted R
0.98218
Square
Standard Error 0.703603
Observations
20
ANOVA
df
SS
MS
F
Significance F
Regression
1
518.9341 518.9341 1048.231 2.08E-17
Residual
18
8.911027 0.495057
Total
19
527.8451
Intercept
X Variable 1
Coefficien Standard
t Stat
P-value
Lower
Upper
ts
Error
95%
95%
-5.3E-13 0.15733 -3.4E-12
1
-0.33054 0.330539
47.48079 1.466525 32.37639 2.08E-17 44.39974 50.56185
SUMMARY
OUTPUT
SUMMARY
OUTPUT
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.999983
R Square 0.999965
Adjusted 0.999961
R Square
Standard 0.677669
Error
Observati
20
ons
Regression Statistics
Multiple R 0.998855
R Square 0.997712
Adjusted 0.997585
R Square
Standard 0.597568
Error
Observati
20
ons
Regression Statistics
Multiple R 0.994939
R Square 0.989903
Adjusted 0.989342
R Square
Standard 1.255285
Error
Observati
20
ons
Regression Statistics
Multiple R 0.278982
R Square 0.077831
Adjusted 0.026599
R Square
Standard 5.362448
Error
Observati
20
ons
Regression Statistics
Multiple R 0.219842
R Square 0.04833
Adjusted -0.00454
R Square
Standard 12.18662
Error
Observati
20
ons
Regression Statistics
Multiple R 0.998538
R Square 0.997078
Adjusted 0.996916
R Square
Standard 0.127626
Error
Observati
20
ons
Regression Statistics
Multiple R 0.998538
R Square 0.997078
Adjusted 0.996916
R Square
Standard 0.127626
Error
Observati
20
ons
Regression Statistics
Multiple R 0.112338
R Square 0.01262
Adjusted -0.04223
R Square
Standard 5.548811
Error
Observati
20
ons
Autocorelatia erorilor.
Este necesara respectarea ipotezei in care se precizeaza ca erorile nu sunt
corelate. Daca erorile sunt corelate intre ele estimatorii nu mai au varianta minima.
In primul rand pentru a detecta prezenta multicoliniaritatii se face examenul vizual
al rezidurilor. Dupa cum se vede din analiza vizuala erorile sunt corelate intre ele, dar
aceasta metoda nu este foarte precisa .
graficul erorilor
98
19
19
96
94
19
92
19
90
19
88
19
84
86
19
19
82
-1.00
19
80
0.00
19
reziduri
1.00
-2.00
-3.00
anii
X12-x11
92.22581
74.78304
89.94148
88.11667
48.11137
94.67572
71.70252
77.98943
78.52257
61.97196
107.2089
79.67256
82.46789
47.62545
105.2262
88.92576
65.19196
75.2121
69.12285
X22-x21
7.291951
3.903638
6.967667
6.687183
-1.20695
7.60702
3.370233
4.562528
4.660368
1.803728
9.986845
4.870309
5.450988
-0.94489
9.511348
6.816692
1.946489
4.043692
2.991827
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.999995
R Square 0.99999
Adjusted R 0.999989
Square
Standard 0.475603
Error
Observations
19
ANOVA
df
SS
MS
F
2 370727.8 185363.9 819475.1
16 3.619173 0.226198
18 370731.4
Regression
Residual
Total
Coefficien
ts
Intercept 372.6347
X Variable 1 -9.00365
X Variable 2 94.86495
Standard
t Stat P-value
Error
8.307199 44.85684 2.96E-18
0.155215 -58.0077 4.95E-20
0.829312
114.39 9.72E-25
Significance F
8.25E-41
Lower 95%
Upper 95%
355.0242
-9.33269
93.10689
390.2452
-8.67461
96.62302
369.73
371.52
376.76
378.64
386.80
387.30
387.43
387.72
387.69
391.40
394.95
395.47
400.40
401.03
402.06
403.46
403.81
405.26
408.59
411.66
19.721
20.007
20.872
21.190
22.632
22.723
22.747
22.801
22.794
23.486
24.170
24.270
25.256
25.385
25.596
25.885
25.960
26.264
26.980
27.685
ANOVA
Regressio
n
Residual
Total
df
SS
13311.65258
5
7
0.426167369
13312.07874
MS
Significan
ce F
6655.826 78089.35 5.8E-12
0.085233
ANOVA
Regressio
n
Residual
Total
df
SS
MS
21668.43004
5
7
0.000973439
21668.43102
Significan
ce F
10834.22 55649158 4.28E-19
0.000195
Intercept
X Variable 1
X Variable 2
Ani
1980
1981
1982
1983
1984
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
^22000=^2*(X2000(XX)X2000+1)=2.44
^22001=^2*(X2000(XX)X2000+1)=0.697
y
x1
512.22
644.38
584.18
689.79
764.81
435.63
589.05
517.41
516.31
519.89
400.29
673.91
655.14
670.06
388.92
637.86
727.92
551.60
519.57
449.01
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
x2
386.80
401.03
394.95
405.26
411.66
376.76
395.47
387.43
387.30
387.72
371.52
403.81
402.06
403.46
369.73
400.40
408.59
391.40
387.69
378.64
380.00
390
22.662
25.385
24.170
26.264
27.655
20.872
24.270
22.747
22.723
22.801
20.007
25.960
25.596
25.885
19.721
25.256
26.980
23.486
22.794
21.190
22
23
Yt
514.5533
644.5863
584.1328
689.9391
764.2346
435.1515
589.0313
516.9262
515.8239
519.4226
400.379
674.1111
655.3488
670.2639
389.3186
638.0505
727.8082
551.3406
519.1018
448.4269
512.9284
517.8174
Intervale de incredere
Y2000=y^+-t/2*sqrt(2000)=512+-1.729*sqrt(2.44)
Y2001=y^+-t/2*sqrt(2001)=517+-1.729*sqrt(0.697)
IC2000=( 510.22 :515.62 )
IC2001=(516.37: 519.26 )
Grafice
Productia ,supraf cultivata
800.00
700.00
600.00
y
suprfata cultivata
500.00
400.00
19
80
19
82
19
84
19
86
19
88
19
90
19
92
19
94
19
96
19
98
300.00
timpul
graficul erorilor
-2.00
-3.00
anii
98
19
96
19
94
19
92
19
90
19
88
19
86
19
84
19
82
-1.00
19
80
0.00
19
reziduri
1.00
x2 x3 x
45.000
40.000
35.000
30.000
25.000
20.000
servicii
mecani
zare
inbunat
atiri
funciare
15.000
10.000
5.000
98
19
96
19
94
92
19
19
90
19
88
86
19
19
84
82
19
19
19
80
0.000
anii