AUTOCORELATIA ERORILOR

Pentru determinarea existentei autocorelatiei erorilor se foloseste metoda grafica diagrama fiind construita pe baza seriei de
reziduri a modelului.

AUTOCORELATIA ERORILOR

T
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005

Y
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

X1
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
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

X4
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

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

D
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.504395887
R Square
0.254415211
Adjusted R
Square
-0.15979856
Standard Error
4.040665958
Observations
15
ANOVA
SS
50.14116751
146.9428325
197.084

MS
10.0282335
16.32698139

F
0.6142123

Significance
F
0.692693281

Coefficients
110.7531238
0.462806077

Standard Error
19.44295338

t Stat
5.696311751

P-value
0.0002957

Lower 95%
66.77007401

Upper
95%
154.7362

0.508117846

-0.910824292

0.3861327

-1.612249378

0.686637

0.264535881
0.286168119
0.343696314
2.493046415

0.272743686
0.399224877

0.969906527
0.716809337

0.357435
0.4916736

-0.352453671
-0.616941983

0.881525
1.189278

0.741754539

-0.463355862

0.6541103

-2.021662936

1.33427

21.34531294

-0.116795965

0.9095865

-50.77953576

45.79344

df
Regression
Residual
Total

Intercept
X Variable 1
X Variable 2
X Variable 3
X Variable 4
X Variable 5

5
9
14

Lower
95.0%
66.770074
1.6122494
0.3524537
-0.616942
2.0216629
50.779536

Upper
95.0%
154.736174
0.68663722
0.88152543
1.18927822
1.33427031
45.7934429

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

Predicted Y
121.8
118.1400416
115.9588574
116.7757667
115.8990664
116.4374227
117.1904496
116.0992213
115.2927871
115.420529
115.2231688
118.1278673
116.7287121
115.3075814
113.3985285

A. METODA GRAFICA

Residuals
-1.42109E-14
0.759958401
3.0411426
4.224233261
4.000933551
3.362577344
2.009550393
2.00077866
-0.692787085
-1.520529027
-4.123168816
-4.727867253
-5.328712122
-3.607581441
0.601471535

et
0.759958401
3.0411426
4.224233261
4.000933551
3.362577344
2.009550393
2.00077866
-0.692787085
-1.520529027
-4.123168816
-4.727867253
-5.328712122
-3.607581441
0.601471535

et-1
-1.421E-14
0.7599584
3.0411426
4.2242333
4.0009336
3.3625773
2.0095504
2.0007787
-0.6927871
-1.520529
-4.1231688
-4.7278673
-5.3287121
-3.6075814

AUTOCORELATIA ERORILOR
6
4

et

2
0
1990
-2

AUTOCORELATIA ERORILOR
1992

1994

1996

1998

-4
-6
TIMP

2000

2002

2004

2006

AUTOCORELATIA ERORILOR
6
4
2
et

0
-6

-4

-2

AUTOCORELATIA ERORILOR
0

-2
-4
-6
et-1

B. TESTUL DURBIN WATSON

et-et-1

(et-et-1)^2

7.60E-01
2.28E+00
1.18E+00
-2.23E-01
-6.38E-01
-1.35E+00
-8.77E-03
-2.69E+00
-8.28E-01
-2.60E+00
-6.05E-01
-6.01E-01
1.72E+00
4.21E+00

0.577536772
5.203801347
1.399703513
0.049862761
0.407498647
1.830681929
7.69433E-05
7.255296425
0.685156723
6.773733872
0.3656602
0.361014556
2.96229082
17.71612696
45.58844146

et^2
2.02E-28
5.78E-01
9.25E+00
1.78E+01
1.60E+01
1.13E+01
4.04E+00
4.00E+00
4.80E-01
2.31E+00
1.70E+01
2.24E+01
2.84E+01
1.30E+01
3.62E-01
146.9428325

DW
0.310246105

DW este cuprins intre(0,d1)=> exista o autocorelatie pozitiva

d1
0.56

d2
2.21

4-d1
3.44

4-d2
1.79