1. Excel: ///Excel/ _.xls
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. 4.1.
2. : / .
. 4.2.
Y=3,606+57,891X1+0,418X2, R^2=0,913645.
3. - du_1,du_2,du_3,du_4: / ( ).
4. , : / .
. 4.3.
Yx=-5,302i1+20,109i2+5,29i3+25,065i4+43,275X1+1,527X2,
R^2=0,9969.
5. . v1=4-1, v2=4*7-4-2. :v1=3, v2=22, R1=0,9969, R2=0,913645. : F=(R1/v1)/(R2/v2). : / .
. 4.4.
F=8,001>F(0,05;3;22)=3,049. , . , Yx=-5,302i1+20,109i2+5,29i3+25,065i4+43,275X1+1,527X2, , . , , .
6. .
6.1. Y, X1, X2 :
: Y1=Y*du_1, Y2=Y*du_2, Y3=Y*du_3, Y4=Y*du_4: / . X1, X2: X11=X1*du_1, 12=X1*du_2 ..
: SY1=sum(Y1)/7 . .
- ( 2), Y X1, X1. : a=3,60661, b1=57,89079, b2=0,417848.
YR1=a+b1*SX11+b2*SX21 ..
: E1=SY1-YR1, E2=SY2-YR2 . .
: E12=E1*E1 ..
: sum_sq_E=E12+E22+E32+E42 =297,243
. 4.5.
s2u:
: 96,176 /22=4,3716. C : 297,243-4,3716/7=296,618. T:
6.2. :
: T=0,9541, S=4,3716.
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. 4.6.
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. 4.7.
Xp1, Xp2:
. 4.8. Gretl
Yp Xp1, Xp2: / :
. 4.9.
Y=0,118+43,377X1+1,513X2.
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R^2=0,9901, , .
: / :
. 4.10.
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7. Gretl: / / .
4.2
R^2 | Se | DW | ||
Y=3,606+57,891X1+0,418X2 | 0,9136 | 10,40 | 0,13 | |
Yx=-5,302i1+20,109i2+5,29i3 +25,065i4+43,275X1+1,527X2 | 0,9969 | 2,09 | 1,04 | |
Y=0,118+43,377X1+1,513X2 | 0,9901 | 0,468 | 1,69 |