(10.34) 0 ≤ η T ≤ 1. η T 1,
.
(n < 30),
a b ( , ).
t - . -
H0, , -
b , 0.
b. -
t - :
, (10.35)
-
yi (-
).
. (10.36)
.
(10.35) :
.
tb t, , -
t - (. . 10)
.
t = 2,78, tb > t, H0 -
b .
,
t -
. (10.37)
(10.37)
, :
.
, ta > t, -
.
F - .
F-
. (10.38)
F F -
( 4),
v 1 = 1 v 2 = n − 2.
, F > F, -
.
(10.38) :
.
( )
α = 0,05. : v 1 = 1 (
v 1 = 1 ); v 2 = 4. F - -
: F = 7,71. F > F, -
(10.29)
5%. ( -
8), -
, -
,
, -
(
). -
,
x y, -
|
|
|
.
x ( -
.) xt
xt- 1 ( ).
(), xt
xt-1.
(8.41):
. (10.39)
(10.39) -
. 10.2.
10.2
xt xt −1 xt ⋅ xt −1
1991 773 1130 597529 873490
1992 1138 773 1295044 879674
1993 1396 1138 1948816 1588648
1994 1352 1396 1827904 1887392
1995 1336 1352 1784896 1806272
1996 1130 1336 1276900 1509680
;
;
.
(10.39)
.
-
( 9) ra -
n. α = 0,01,
6, . . n = 6.
ra = 0,447. ra < ra,
xt ( ).
yt (
). , -
, . 10.3.
10.3
yt yt −1 yt ⋅ yt −1
1991 4481 (9549) 20079361 42789069
1992 8873 4481 78730129 39759913
1993 19154 8873 3,6687571108 1,6995344108
1994 18059 19154 3,2612748108 3,4590208108
1995 12160 18059 1,478656108 2,1959744108
1996 9549 12160 91183401 1,1611584108
;
;
;
(10.39) :
.
ra < ra, -
yt ( ).
