EQ01.
Y = -218594.046447 + 4069.21117808*X3 + 17662.7414418*X4 + 5284.75518039*X5
,:
-
-
- ;
- (Prob.<0,05) 95%;
- 95% (Prob.F<0,05);
- =0.99>0.75, ;
- =0.98>0.75, .
. , , -. , Գ , .
-, (JB) χ2. , .
EViews ( -) : View→Residual Diagnostics→Histogram-Normality Test. -.
, - JB=0.6925537 χ2 0,95 5,99. (0.6925537<5,99) , Գ , -. Probability=0.707322, , 0.05, .
(EQ01) .
Գ, .
F- . , (()=0). EViews : F-statistic=239.0098.
Գ 0,05 : Fteor=F(1-α;k-1;n-k), (1-α) , (k-1) (n-k) . EViews7 : Quick→GenerateSeries→fteor=@qfdist(0.95,4-1,14-4). Գ=3.7.
, (239.0098>3.7) , .
|
|
. Probability 0,05. Prob(ѳ)>0,05, , .
Prob(C)=0.0002, 0,05 95%;
Prob(3)=0.0000, 0,05 95%;
Prob(4)=0.0463, 0,05 95%;
Prob(5)=0.0033, 0,05 95%.
. 0,05 : Tteor=F(1-α/2;n-k), (1-α/2) , (n-k) . EViews : Quick→GenerateSeries→tteor=@qtdist(1-0.05/2,14-4). = 2.23.
(t-Statistic):
t-Statistic(C)=5.745899>2.23;
t-Statistic(2)=8.625137>2.23;
t-Statistic(X3)=2.273682>2.23;
t-Statistic(6)=3.826752>2.23;
, .
(-, , ) .
- View→ResidualDiagnostics→HeteroskedasticityTest. Breush-Pagan-Godfrey. :
, Prob.(F)=0,3278>0,05 .
- . View→ResidualDiagnostics→HeteroskedasticityTests Glejser. :
, Prob.(F)=0,3365>0,05 - .
. View→Residual Diagnostics→Heteroskedasticity Tests White. :
Include White cross terms, , 80.
, Prob.(F)=0,2646>0,05 - .
, .
- -.
-.
-. Views7 Durbin-Watson stat = 1.24. (du) (dl) - 95% : du=0,82, dl=1,75. : 1) [0; 0,82] ; 2) (0,82; 1,75) , (1.76)
-
-. View→ResidualDiagnostics→SerialCorrelation LM Test (2). :
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, Prob.F=0.4490>0,05, - .
. ó , . , , .
, , 2007 . View→StabilityDiagnostics→ Chow Breakpoint Test.
Prob>0,05 , 2007 .
2009 ‑ , . . View→StabilityDiagnostics→ChowForecastTest.
Prob>0,05 , 2009 .
CUSUM
View→Stability Diagnostics→Recursive Estimate (OLS only)
2013 , , .
4. . .
.
: % 1%, , . . .
EViews7 View→CoefficientDiagnostics→ScaledCoefficients :
:
( 3) - ; 1% ( ) 0.630985%;
( 5) - ; 1% ( ) 0.463075%;
( 4 ) ; 1% ( ) 0.463075%.
:
1 . . ( ) 4069.211 . .;
1 . ( ) 5284.755 . .;
1 . ( ) 17662.74 . .
5. .
, Forecast.
RMSE=39471.08
MAPE=8.102293
10%, .
Y_ | Y_ | |(Y_-Y_)/Y_| | MAPE | |
108835,00 | 82672,12 | 0,24039 | 8,10229 | |
191946,00 | 141656,84 | 0,26200 | ||
211922,00 | 212936,25 | 0,00479 | ||
264382,00 | 301468,90 | 0,14028 | ||
365923,00 | 408697,44 | 0,11689 | ||
475200,00 | 495555,50 | 0,04284 | ||
625868,00 | 665409,80 | 0,06318 | ||
850232,00 | 910847,68 | 0,07129 | ||
645049,00 | 635244,91 | 0,01520 | ||
752696,00 | 733206,59 | 0,02589 | ||
904916,00 | 920890,46 | 0,01765 | ||
1023132,00 | 938954,40 | 0,08227 | ||
1061886,00 | 1020360,80 | 0,03911 | ||
1122890,00 | 1136975,30 | 0,01254 | ||
1,13432 |
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Excel, :
6. , . (). .
Actual, Fitted, Residual→Actual, Fitted, ResidualTable, , y, , . :
Residual Plot , (Actual) (Fitted) . , .
:
2015-2016 . 2014 .
Range 2 .
x3 x4 x5 : QuickEstimateEquitation x3 c @trend Forecast. x3f, 2015-2016 . ϳ x3.
.
y, Forecast.
.
, 2015-2016 .:
г | , . . | , . . | , . . |
1216757.986827598 | |||
1297041.175547468 |
7. ( ): , , , ( 2 6 ) , .
(t).
:
- ;
- ;
- ;
- ;
- (2-6 ).
˳:
:
:
:
(2- ):
(3- ):
(4- ):
(5- ):
(6- ):
.
8. . . .
, , 6 . R-squared 1, (0,96), .
Y = 1373.75824176 + 81768.0417582*T
2015-2016 :
, 2015-2016 .:
г | , . . | , . . | , . . |
1227894.384615385 | |||
1309662.426373627 |
9. .
:
EQ01: Y = -218594.046447 + 4069.21117808*X3 + 17662.7414418*X4 + 5284.75518039*X5
|
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EQ05: Y = 1373.75824176 + 81768.0417582*T
EQ01 :
1) , . .
2)
3) , .
, .
EQ05 , , .
, .
:
1) . : // -OBSERVER. 1. 2012. . 90-97
2) . ϳ 볿 , , , ³ , . .: . ., 2014. 60 .
3) . . λ / . ‑ 4(30). 2013. . 96-102.
4) / http://www.ukrstat.gov.ua/
5) http://eeas.europa.eu/delegations/ukraine/index_uk.htm/