EX.

1 vanzari

reclama
(1000$) pret ($) (1000$)
73.2
71.8
62.4
67.4
89.3
70.3
73.2
86.1
81
76.4
76.6
82.2
82.1
68.6
76.5
80.3
70.7
75
73.7
71.2
84.7
73.6
73.7
78.1
75.7
74.4
68.7
83.9
86.1
73.7
75.7
78.8
73.7
80.2
69.9
69.1
83.8
84.3
66
84.3
79.5
80.2
67.6
86.5
87.6
84.2
75.2

5.69
6.49
5.63
6.22
5.02
6.41
5.85
5.41
6.24
6.20
5.48
6.14
5.37
6.45
5.35
5.22
5.89
5.21
6.00
6.37
5.33
5.23
5.88
6.24
5.59
6.22
6.41
4.96
4.83
6.35
6.47
5.69
5.56
6.41
5.54
6.47
4.94
6.16
5.93
5.20
5.62
5.28
5.46
5.11
5.04
5.08
5.86

1.30
2.90
0.80
0.70
1.50
1.30
1.80
2.40
0.70
3.00
2.80
2.70
2.80
2.80
2.30
1.70
1.50
0.80
2.90
0.50
2.10
0.80
1.10
1.90
2.10
1.30
1.10
1.10
2.90
1.40
2.50
3.00
1.00
3.10
0.50
2.70
0.90
1.50
2.80
2.30
1.20
3.10
1.00
2.50
2.10
2.80
3.10

Residuals
et
-3.13927883
-1.1931302
-13.482458
-3.63056548
7.289941915
-0.34562372
-2.80531427
5.497679259
10.12759161
0.927333615
-4.19380465
6.811637637
0.436331378
-4.52318595
-4.39053357
-0.50100407
-4.43022482
-4.20375677
-3.16797882
1.728129528
4.023826194
-5.44559969
-0.76426966
4.992490486
-2.92013168
2.251883962
-1.57310686
2.160504364
-0.02016839
2.393646597
3.293746419
-0.70567209
-3.10852461
6.201724597
-6.13538956
-3.67877044
2.274864132
11.30489585
-11.2352702
2.223288278
2.793429793
-2.73415079
-9.99931005
3.339064534
4.63054844
0.243053623
-3.14759528

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.669520547
R Square
0.448257762
Adjusted R Square
0.432931589
Standard Error
4.886123971
Observations
75
ANOVA
df
Regression
Residual
Total

2
72
74
Coefficients
118.9136104
-7.907854327
1.862584271

Intercept
price ($)
advert (1000$)

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22

Predicted sales (1000$)

76.33927883
72.9931302
75.88245796
71.03056548
82.01005808
70.64562372
76.00531427
80.60232074
70.87240839
75.47266638
80.79380465
75.38836236
81.66366862
73.12318595
80.89053357
80.80100407
75.13022482
79.20375677
76.86797882
69.47187047
80.67617381
79.04559969

84.7
73.7
81.2
69
69.7
78.1
88
80.4
79.7
73.2
85.9
83.3
73.6
79.2
88.1
64.5
84.1
91.2
71.8
80.6
73.1
81
73.7
82.2
74.2
75.4
81.3
75

4.89
5.68
5.83
6.33
6.47
5.70
5.22
5.05
5.76
6.25
5.34
4.98
6.39
6.22
5.10
6.49
4.86
5.10
5.98
5.02
5.08
5.23
6.02
5.73
5.11
5.71
5.45
6.05

3.10
0.90
1.80
3.10
1.90
0.70
1.60
2.90
2.30
1.70
1.80
0.60
3.10
1.20
2.10
0.50
2.90
1.60
1.50
2.00
1.30
1.10
2.20
1.70
0.70
0.70
2.00
2.20

-1.31821398
-1.97332367
5.036528639
-5.63090375
-1.58870302
2.957350274
7.385254354
-3.98044043
2.051686701
0.544085884
5.861680019
2.649953586
-0.55643249
7.238142389
5.605019699
-4.02292795
-1.78293276
9.636311834
-2.61851793
-2.34135022
-8.06306997
1.395625032
-1.70601275
5.432001634
-5.60828378
0.336428818
1.759027141
-0.16877712

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74

74.46426966
73.10750951
78.62013168
72.14811604
70.27310686
81.73949564
86.12016839
71.3063534
72.40625358
79.50567209
76.80852461
73.9982754
76.03538956
72.77877044
81.52513587
72.99510415
77.2352702
82.07671172
76.70657021
82.93415079
77.59931005
83.16093547
82.96945156
83.95694638
78.34759528
86.01821398
75.67332367
76.16347136
74.63090375
71.28870302
75.14264973
80.61474565
84.38044043
77.6483133
72.65591412
80.03831998
80.65004641
74.15643249
71.96185761
82.4949803
68.52292795
85.88293276
81.56368817
74.41851793
82.94135022
81.16306997
79.60437497
75.40601275
76.76799837
79.80828378
75.06357118
79.54097286

75

75.16877712

EX.2

SS
MS
F
Significance F
1396.53893 698.2695 29.24786 5.04086E-10
1718.942937 23.87421
3115.481867
Standard Error
t Stat
P-value
Lower 95% Upper 95%
6.351637506 18.72172 2.21E-29 106.2518526 131.5754
1.095993022 -7.21524 4.42E-10 -10.0926765 -5.72303
0.683195474 2.726283 0.008038 0.500659004 3.22451

Residuals
-3.139278831
-1.193130203
-13.48245796
-3.630565476
7.289941915
-0.345623716
-2.805314274
5.497679259
10.12759161
0.927333615
-4.193804646
6.811637637
0.436331378
-4.523185949
-4.390533573
-0.501004073
-4.43022482
-4.203756773
-3.167978823
1.728129528
4.023826194
-5.445599687

Lower 90.0%
108.3299169
-9.73410059
0.724179959

Upper 90.0%
129.497304
-6.08160806
3.00098858

-0.764269655
4.992490486
-2.920131681
2.251883962
-1.573106862
2.160504364
-0.020168386
2.393646597
3.293746419
-0.705672091
-3.108524613
6.201724597
-6.135389564
-3.678770435
2.274864132
11.30489585
-11.2352702
2.223288278
2.793429793
-2.734150793
-9.999310045
3.339064534
4.63054844
0.243053623
-3.147595283
-1.31821398
-1.973323666
5.036528639
-5.630903749
-1.588703019
2.957350274
7.385254354
-3.980440434
2.051686701
0.544085884
5.861680019
2.649953586
-0.556432489
7.238142389
5.605019699
-4.022927953
-1.782932756
9.636311834
-2.618517931
-2.34135022
-8.063069971
1.395625032
-1.706012747
5.432001634
-5.608283779
0.336428818
1.759027141

-0.168777117

Cheltuieli
Venit
alimentare $ saptamanal Residuals
yt
$ xt
52.25
58.32
81.79
119.9
125.8
100.46
121.51
100.08
127.75
104.94
107.48
98.48
181.21
122.23
129.57
92.84
117.92
82.13
182.28
139.13
98.14
123.94
126.31
146.47
115.98
207.23
119.8
151.33
169.51
108.03
168.9
227.11
84.94
98.7
141.06
215.4
112.89
166.25
115.43
269.03

258.3
343.1
425
267.5
482.9
487.7
496.5
519.4
543.3
548.7
564.6
588.3
591.3
607.3
611.2
631
659.6
664
704.2
704.8
719.8
720
722.3
722.3
734.4
742.5
747.7
763.3
810.2
818.5
825.6
833.3
834
918.1
918.1
929.6
951.7
1014
1141.3
1154.6

-26.149689
-30.206785
-16.517554
40.401616
20.577836
-5.3353954
14.66368
-9.5011142
15.314669
-8.140217
-7.4990476
-19.32938
63.04235
2.1515773
9.0258264
-30.068755
-8.4042616
-44.719724
50.629459
7.407805
-35.373545
-9.5974292
-7.5021028
12.657897
-19.277125
71.005546
-17.045455
12.621542
25.200589
-37.270625
22.75147
80.04191
-62.211686
-58.495186
-16.135186
56.831446
-48.317809
-2.397881
-68.420468
83.591202

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.546197
R Square 0.298331
Adjusted R Square
0.279866
Standard Error
38.32188
Observations
40
ANOVA
df
Regression
Residual
Total

SS
MS
1 23727.04 23727.04
38 55805.52 1468.566
39 79532.55

Coefficients
Standard Error t Stat
Intercept
47.55265 21.46263 2.215602
Venit saptamanal
0.119423
$ xt 0.029711 4.019528

RESIDUAL OUTPUT
Observation
Predicted Cheltuieli alimentare
Residuals
$ yt
1 78.39969 -26.1497
2 88.52679 -30.2068
3 98.30755 -16.5176
4 79.49838 40.40162
5 105.2222 20.57784
6 105.7954
-5.3354
7 106.8463 14.66368
8 109.5811 -9.50111
9 112.4353 15.31467
10 113.0802 -8.14022
11 114.979 -7.49905
12 117.8094 -19.3294
13 118.1676 63.04235
14 120.0784 2.151577
15 120.5442 9.025826
16 122.9088 -30.0688
17 126.3243 -8.40426
18 126.8497 -44.7197
19 131.6505 50.62946
20 131.7222 7.407805
21 133.5135 -35.3735
22 133.5374 -9.59743
23 133.8121
-7.5021
24 133.8121 12.6579

25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

135.2571
136.2245
136.8455
138.7085
144.3094
145.3006
146.1485
147.0681
147.1517
157.1952
157.1952
158.5686
161.2078
168.6479
183.8505
185.4388

-19.2771
71.00555
-17.0455
12.62154
25.20059
-37.2706
22.75147
80.04191
-62.2117
-58.4952
-16.1352
56.83145
-48.3178
-2.39788
-68.4205
83.5912

F
Significance F
16.1566 0.000266

P-value Lower 95%Upper 95%Lower 95,0%

Upper 95,0%
0.032784 4.10382 91.00148 4.10382 91.00148
0.000266 0.059277 0.17957 0.059277 0.17957

vanzari
(1000$)
71.2
69.9
64.5
83.3
67.4
81
78.1
74.2
75.4
62.4
75
73.6
83.8
73.7
73.7
67.6
73.7
68.7
83.9
81
79.5
79.2
73.2
70.3
74.4
73.1
73.7
89.3
70.7
84.3
71.8
88
91.2
80.3
73.2
82.2
73.2
81.2
85.9
78.1
69.7
80.6
81.3
84.7
75.7
87.6
88.1
73.7
75
76.5

pret ($)
6.37
5.54
6.49
4.98
6.22
6.24
5.70
5.11
5.71
5.63
5.21
5.23
4.94
5.68
5.56
5.46
5.88
6.41
4.96
5.23
5.62
6.22
5.69
6.41
6.22
5.08
6.35
5.02
5.89
6.16
5.98
5.22
5.10
5.22
6.25
5.73
5.85
5.83
5.34
6.24
6.47
5.02
5.45
5.33
5.59
5.04
5.10
6.02
6.05
5.35

reclama
(1000$)
0.50
0.50
0.50
0.60
0.70
0.70
0.70
0.70
0.70
0.80
0.80
0.80
0.90
0.90
1.00
1.00
1.10
1.10
1.10
1.10
1.20
1.20
1.30
1.30
1.30
1.30
1.40
1.50
1.50
1.50
1.50
1.60
1.60
1.70
1.70
1.70
1.80
1.80
1.80
1.90
1.90
2.00
2.00
2.10
2.10
2.10
2.10
2.20
2.20
2.30

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.545072
R Square 0.297103
Adjusted R Square
0.233203
Standard Error
5.148367
Observations
25
ANOVA
df
Regression
Residual
Total

SS
MS
F
2 246.4773 123.2387 4.649518
22 583.1251 26.50569
24 829.6024

Coefficients
Standard Error t Stat
P-value
Intercept
104.3794 12.35601 8.447659 2.36E-08
X Variable 1 -6.044 2.10653 -2.86918 0.008913
X Variable 2 4.966905 4.030209 1.232419 0.230802

se elimina cele 25 observatii din centrul seriei ordonate dupa reclama!

primul grup

EX.1

Multiple R 0.791303
R Square 0.626161
Adjusted R Square
0.592175
Standard Error
3.916123
Observations
25
ANOVA
df
Regression
Residual
Total

SS
MS
F
2 565.114 282.557 18.42441
22 337.3924 15.33602
24 902.5064

Coefficients
Standard Error t Stat
Intercept
135.3519 11.27701 12.00246
X Variable 1 -7.8313 1.369172 -5.71973
X Variable 2 -4.36096 3.197482 -1.36387

P-value
3.96E-11
9.41E-06
0.1864

al doilea grup

5.20
5.76
5.41
6.47
5.11
6.14
6.47
5.48
5.37
6.45
5.93
5.08
6.49
6.00
4.83
5.05
4.86
6.20
5.69
6.41
5.28
5.86
4.89
6.33
6.39

2.30
2.30
2.40
2.50
2.50
2.70
2.70
2.80
2.80
2.80
2.80
2.80
2.90
2.90
2.90
2.90
2.90
3.00
3.00
3.10
3.10
3.10
3.10
3.10
3.10

se elimina cel

84.3
79.7
86.1
75.7
86.5
82.2
69.1
76.6
82.1
68.6
66
84.2
71.8
73.7
86.1
80.4
84.1
76.4
78.8
80.2
80.2
75.2
84.7
69
73.6

Significance F
0.020692

Lower 95%Upper 95%Lower 95.0%Upper 95.0%

78.75457 130.0042 78.75457 130.004175
-10.4127 -1.67533 -10.4127 -1.6753278
-3.39124 13.32505 -3.39124 13.3250471

GQ=
Significance F
1.99E-05

val. critica

Lower 95%Upper 95%Lower 95.0%Upper 95.0%

111.9648 158.739 111.9648 158.739017
-10.6708 -4.99181 -10.6708 -4.9918093
-10.9921 2.27021 -10.9921 2.27020991

GQ < F(0.05,22,22) =>

1.728329 nu respingem H0 =>

2.04777

homoscedasticitate

al doilea grup

primul grup

EX.2

Cheltuieli
alimentare

Venit
saptamanal

$ yt

$ xt
52.25
58.32
81.79
119.9
125.8
100.46
121.51
100.08
127.75
104.94
107.48
98.48
181.21
122.23
129.57
92.84
117.92
82.13
182.28
139.13
98.14
123.94
126.31
146.47
115.98
207.23
119.8
151.33
169.51
108.03
168.9
227.11
84.94
98.7
141.06
215.4
112.89
166.25
115.43
269.03

258.3
343.1
425
267.5
482.9
487.7
496.5
519.4
543.3
548.7
564.6
588.3
591.3
607.3
611.2
631
659.6
664
704.2
704.8
719.8
720
722.3
722.3
734.4
742.5
747.7
763.3
810.2
818.5
825.6
833.3
834
918.1
918.1
929.6
951.7
1014
1141.3
1154.6

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.545355
R Square 0.297412
Adjusted R Square
0.25838
Standard Error28.3941
Observations
20
ANOVA
df
Regression
Residual
Total

SS
1 6143.099
18 14512.05
19 20655.15

Coefficients
Standard Error
Intercept
38.27193 27.56082
X Variable 1 0.138394 0.050136
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.32191
R Square 0.103626
Adjusted R Square
0.053827
Standard Error47.8115
Observations
20
ANOVA
df
Regression
Residual
Total

SS
1 4756.814
18 41146.91
19 45903.72

Coefficients
Standard Error
Intercept
48.17674 70.24191
X Variable 1 0.117671 0.081573

GQ=
Fc=

2.835362
2.217197

GQ> F(0.05,18,18) => respin

H0 => exista heteroscedasti

MS
F
Significance F
6143.099 7.619584 0.01288426
806.2249

t Stat
P-value Lower 95% Upper 95%Lower 95,0%
Upper 95,0%
1.388635 0.181889 -19.631205 96.17507 -19.6312 96.17507
2.760359 0.012884 0.0330616 0.243726 0.033062 0.243726

MS
F
Significance F
4756.814 2.080901 0.16632786
2285.939

t Stat
P-value Lower 95% Upper 95%Lower 95,0%
Upper 95,0%
0.685869 0.501535
-99.39604 195.7495
-99.396 195.7495
1.442533 0.166328 -0.0537065 0.289049 -0.05371 0.289049

GQ> F(0.05,18,18) => respingem

=> exista heteroscedasticitate

EX.1

vanzari
(1000$)
73.2
71.8
62.4
67.4
89.3
70.3
73.2
86.1
81
76.4
76.6
82.2
82.1
68.6
76.5
80.3
70.7
75
73.7
71.2
84.7
73.6
73.7
78.1
75.7
74.4
68.7
83.9
86.1
73.7
75.7
78.8
73.7
80.2
69.9
69.1
83.8
84.3
66
84.3
79.5
80.2
67.6
86.5
87.6
84.2
75.2
84.7
73.7
81.2
69

pret ($)
5.69
6.49
5.63
6.22
5.02
6.41
5.85
5.41
6.24
6.20
5.48
6.14
5.37
6.45
5.35
5.22
5.89
5.21
6.00
6.37
5.33
5.23
5.88
6.24
5.59
6.22
6.41
4.96
4.83
6.35
6.47
5.69
5.56
6.41
5.54
6.47
4.94
6.16
5.93
5.20
5.62
5.28
5.46
5.11
5.04
5.08
5.86
4.89
5.68
5.83
6.33

reclama
(1000$)
1.30
2.90
0.80
0.70
1.50
1.30
1.80
2.40
0.70
3.00
2.80
2.70
2.80
2.80
2.30
1.70
1.50
0.80
2.90
0.50
2.10
0.80
1.10
1.90
2.10
1.30
1.10
1.10
2.90
1.40
2.50
3.00
1.00
3.10
0.50
2.70
0.90
1.50
2.80
2.30
1.20
3.10
1.00
2.50
2.10
2.80
3.10
3.10
0.90
1.80
3.10

Residuals
et

et in
modul

-3.139279
-1.19313
-13.48246
-3.630565
7.2899419
-0.345624
-2.805314
5.4976793
10.127592
0.9273336
-4.193805
6.8116376
0.4363314
-4.523186
-4.390534
-0.501004
-4.430225
-4.203757
-3.167979
1.7281295
4.0238262
-5.4456
-0.76427
4.9924905
-2.920132
2.251884
-1.573107
2.1605044
-0.020168
2.3936466
3.2937464
-0.705672
-3.108525
6.2017246
-6.13539
-3.67877
2.2748641
11.304896
-11.23527
2.2232883
2.7934298
-2.734151
-9.99931
3.3390645
4.6305484
0.2430536
-3.147595
-1.318214
-1.973324
5.0365286
-5.630904

3.139279
1.19313
13.48246
3.630565
7.289942
0.345624
2.805314
5.497679
10.12759
0.927334
4.193805
6.811638
0.436331
4.523186
4.390534
0.501004
4.430225
4.203757
3.167979
1.72813
4.023826
5.4456
0.76427
4.99249
2.920132
2.251884
1.573107
2.160504
0.020168
2.393647
3.293746
0.705672
3.108525
6.201725
6.13539
3.67877
2.274864
11.3049
11.23527
2.223288
2.79343
2.734151
9.99931
3.339065
4.630548
0.243054
3.147595
1.318214
1.973324
5.036529
5.630904

Regresia auxiliara: reziduurile (in modul) in

Regression Statistics
Multiple R
0.195698
R Square
0.038298
Adjusted R Square
0.011584
Standard Error
2.902798
Observations
75
ANOVA
df
Regression
Residual
Total

Intercept
pret
reclama

SS
MS
2 24.16018 12.08009
72 606.6892 8.426239
74 630.8494

Coefficients
Standard Error t Stat
5.67015 3.773446 1.502645
-0.1061 0.651119 -0.16295
-0.6821 0.40588 -1.68056

Parametrii nu sunt semnificativi (p-value > 0,

69.7
78.1
88
80.4
79.7
73.2
85.9
83.3
73.6
79.2
88.1
64.5
84.1
91.2
71.8
80.6
73.1
81
73.7
82.2
74.2
75.4
81.3
75

6.47
5.70
5.22
5.05
5.76
6.25
5.34
4.98
6.39
6.22
5.10
6.49
4.86
5.10
5.98
5.02
5.08
5.23
6.02
5.73
5.11
5.71
5.45
6.05

1.90
0.70
1.60
2.90
2.30
1.70
1.80
0.60
3.10
1.20
2.10
0.50
2.90
1.60
1.50
2.00
1.30
1.10
2.20
1.70
0.70
0.70
2.00
2.20

-1.588703
2.9573503
7.3852544
-3.98044
2.0516867
0.5440859
5.86168
2.6499536
-0.556432
7.2381424
5.6050197
-4.022928
-1.782933
9.6363118
-2.618518
-2.34135
-8.06307
1.395625
-1.706013
5.4320016
-5.608284
0.3364288
1.7590271
-0.168777

1.588703
2.95735
7.385254
3.98044
2.051687
0.544086
5.86168
2.649954
0.556432
7.238142
5.60502
4.022928
1.782933
9.636312
2.618518
2.34135
8.06307
1.395625
1.706013
5.432002
5.608284
0.336429
1.759027
0.168777

EX.2

reziduurile (in modul) in functie de pret si reclama:

F
Significance F
1.433628 0.245166

P-value Lower 95%Upper 95%Lower 95,0%

Upper 95,0%
0.137304 -1.85208 13.19238 -1.85208 13.19238
0.871011 -1.40408 1.191879 -1.40408 1.191879
0.097183 -1.49121 0.127003 -1.49121 0.127003

Cheltuieli
alimentare $
yt
52.25
58.32
81.79
119.9
125.8
100.46
121.51
100.08
127.75
104.94
107.48
98.48
181.21
122.23
129.57
92.84
117.92
82.13
182.28
139.13
98.14
123.94
126.31
146.47
115.98
207.23
119.8
151.33
169.51
108.03
168.9
227.11
84.94
98.7
141.06
215.4
112.89
166.25
115.43
269.03

emnificativi (p-value > 0,05) => model homoscedastic

Regresia
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA

Regression
Residual
Total

Intercept
Venit saptamanal $ xt

Parametru s

Venit
saptamanal
$ xt
258.3
343.1
425
267.5
482.9
487.7
496.5
519.4
543.3
548.7
564.6
588.3
591.3
607.3
611.2
631
659.6
664
704.2
704.8
719.8
720
722.3
722.3
734.4
742.5
747.7
763.3
810.2
818.5
825.6
833.3
834
918.1
918.1
929.6
951.7
1014
1141.3
1154.6

Residuals
et

et in
modul

-26.14969
-30.20679
-16.51755
40.401616
20.577836
-5.335395
14.66368
-9.501114
15.314669
-8.140217
-7.499048
-19.32938
63.04235
2.1515773
9.0258264
-30.06876
-8.404262
-44.71972
50.629459
7.407805
-35.37354
-9.597429
-7.502103
12.657897
-19.27712
71.005546
-17.04545
12.621542
25.200589
-37.27062
22.75147
80.04191
-62.21169
-58.49519
-16.13519
56.831446
-48.31781
-2.397881
-68.42047
83.591202

26.14969
30.20679
16.51755
40.40162
20.57784
5.335395
14.66368
9.501114
15.31467
8.140217
7.499048
19.32938
63.04235
2.151577
9.025826
30.06876
8.404262
44.71972
50.62946
7.407805
35.37354
9.597429
7.502103
12.6579
19.27712
71.00555
17.04545
12.62154
25.20059
37.27062
22.75147
80.04191
62.21169
58.49519
16.13519
56.83145
48.31781
2.397881
68.42047
83.5912

Regresia auxiliara: reziduurile (in modul) in functie de venit:

Regression Statistics
0.43234915
0.18692579
0.1655291
21.3186746
40

df

SS
MS
F
Significance F
1 3970.4803 3970.48 8.736201 0.005334
38 17270.464 454.4859
39 21240.944

Coefficients Standard Error t Stat

P-value Lower 95%Upper 95%Lower 95,0%
Upper 95,0%
-4.45912094 11.939783 -0.37347 0.710876 -28.6299 19.71171 -28.6299 19.71171
0.04885273 0.0165283 2.955707 0.005334 0.015393 0.082312 0.015393 0.082312
Parametru semnificativ (p-value < 0,05) => model heteroscedastic

EX.1

vanzari
(1000$) y

pret ($)

x1

73.2
71.8
62.4
67.4
89.3
70.3
73.2
86.1
81
76.4
76.6
82.2
82.1
68.6
76.5
80.3
70.7
75
73.7

5.69
6.49
5.63
6.22
5.02
6.41
5.85
5.41
6.24
6.20
5.48
6.14
5.37
6.45
5.35
5.22
5.89
5.21
6.00

71.2
84.7
73.6
73.7
78.1
75.7
74.4
68.7
83.9
86.1
73.7
75.7
78.8
73.7
80.2
69.9
69.1
83.8
84.3
66
84.3
79.5
80.2

6.37
5.33
5.23
5.88
6.24
5.59
6.22
6.41
4.96
4.83
6.35
6.47
5.69
5.56
6.41
5.54
6.47
4.94
6.16
5.93
5.20
5.62
5.28

67.6
86.5
87.6
84.2
75.2
84.7
73.7
81.2

reclama
(1000$)

x2
1.30
2.90
0.80
0.70
1.50
1.30
1.80
2.40
0.70
3.00
2.80
2.70
2.80
2.80
2.30
1.70
1.50
0.80
2.90
0.50

x12

x22

x1x2

Residuals

e2

32.38
42.12
31.70
38.69
25.20
41.09
34.22
29.27
38.94
38.44
30.03
37.70
28.84
41.60
28.62
27.25
34.69
27.14
36.00

1.69
8.41
0.64
0.49
2.25
1.69
3.24
5.76
0.49
9.00
7.84
7.29
7.84
7.84
5.29
2.89
2.25
0.64
8.41

7.397
18.821
4.504
4.354
7.53
8.333
10.53
12.984
4.368
18.6
15.344
16.578
15.036
18.06
12.305
8.874
8.835
4.168
17.4

-3.13928
-1.19313
-13.4825
-3.63057
7.289942
-0.34562
-2.80531
5.497679
10.12759
0.927334
-4.1938
6.811638
0.436331
-4.52319
-4.39053
-0.501
-4.43022
-4.20376
-3.16798

9.855072
1.42356
181.7767
13.18101
53.14325
0.119456
7.869788
30.22448
102.5681
0.859948
17.588
46.39841
0.190385
20.45921
19.27679
0.251005
19.62689
17.67157
10.03609

2.10
0.80
1.10
1.90
2.10
1.30
1.10
1.10
2.90
1.40
2.50
3.00
1.00
3.10
0.50
2.70
0.90
1.50
2.80
2.30
1.20
3.10

40.58
28.41
27.35
34.57
38.94
31.25
38.69
41.09
24.60
23.33
40.32
41.86
32.38
30.91
41.09
30.69
41.86
24.40
37.95
35.16
27.04
31.58
27.88

0.25
4.41
0.64
1.21
3.61
4.41
1.69
1.21
1.21
8.41
1.96
6.25
9.00
1.00
9.61
0.25
7.29
0.81
2.25
7.84
5.29
1.44
9.61

3.185
11.193
4.184
6.468
11.856
11.739
8.086
7.051
5.456
14.007
8.89
16.175
17.07
5.56
19.871
2.77
17.469
4.446
9.24
16.604
11.96
6.744
16.368

1.72813
4.023826
-5.4456
-0.76427
4.99249
-2.92013
2.251884
-1.57311
2.160504
-0.02017
2.393647
3.293746
-0.70567
-3.10852
6.201725
-6.13539
-3.67877
2.274864
11.3049
-11.2353
2.223288
2.79343
-2.73415

2.986432
16.19118
29.65456
0.584108
24.92496
8.527169
5.070981
2.474665
4.667779
0.000407
5.729544
10.84877
0.497973
9.662925
38.46139
37.64301
13.53335
5.175007
127.8007
126.2313
4.943011
7.80325
7.475581

5.46

1.00

29.81

1.00

5.46

-9.99931

99.9862

5.11
5.04
5.08
5.86
4.89
5.68
5.83

2.50
2.10
2.80
3.10
3.10
0.90
1.80

26.11
25.40
25.81
34.34
23.91
32.26
33.99

6.25
4.41
7.84
9.61
9.61
0.81
3.24

12.775
10.584
14.224
18.166
15.159
5.112
10.494

3.339065
4.630548
0.243054
-3.1476
-1.31821
-1.97332
5.036529

11.14935
21.44198
0.059075
9.907356
1.737688
3.894006
25.36662

69
69.7
78.1
88
80.4
79.7
73.2
85.9
83.3
73.6
79.2
88.1
64.5
84.1
91.2
71.8
80.6
73.1
81
73.7
82.2
74.2
75.4
81.3
75

6.33
6.47
5.70
5.22
5.05
5.76
6.25
5.34
4.98
6.39
6.22
5.10
6.49
4.86
5.10
5.98
5.02
5.08
5.23
6.02
5.73
5.11
5.71
5.45
6.05

3.10
1.90
0.70
1.60
2.90
2.30
1.70
1.80
0.60
3.10
1.20
2.10
0.50
2.90
1.60
1.50
2.00
1.30
1.10
2.20
1.70
0.70
0.70
2.00
2.20

40.07
41.86
32.49
27.25
25.50
33.18
39.06
28.52
24.80
40.83
38.69
26.01
42.12
23.62
26.01
35.76
25.20
25.81
27.35
36.24
32.83
26.11
32.60
29.70
36.60

9.61
3.61
0.49
2.56
8.41
5.29
2.89
3.24
0.36
9.61
1.44
4.41
0.25
8.41
2.56
2.25
4.00
1.69
1.21
4.84
2.89
0.49
0.49
4.00
4.84

19.623
12.293
3.99
8.352
14.645
13.248
10.625
9.612
2.988
19.809
7.464
10.71
3.245
14.094
8.16
8.97
10.04
6.604
5.753
13.244
9.741
3.577
3.997
10.9
13.31

-5.6309
-1.5887
2.95735
7.385254
-3.98044
2.051687
0.544086
5.86168
2.649954
-0.55643
7.238142
5.60502
-4.02293
-1.78293
9.636312
-2.61852
-2.34135
-8.06307
1.395625
-1.70601
5.432002
-5.60828
0.336429
1.759027
-0.16878

31.70708
2.523977
8.745921
54.54198
15.84391
4.209418
0.296029
34.35929
7.022254
0.309617
52.39071
31.41625
16.18395
3.178849
92.85851
6.856636
5.481921
65.0131
1.947769
2.910479
29.50664
31.45285
0.113184
3.094176
0.028486

Nr. grd. libertate=nr. p

auxiliara
SUMMARY OUTPUT

LM < X(0.05,5) => nu respingem H0

=> exista homoscedasticitate

Regression Statistics
Multiple R 0.245964
R Square 0.060499
Adjusted R Square
-0.00758
Standard Error
34.15224
Observations
75
ANOVA
df
Regression
Residual
Total

SS
MS
F
5 5182.447 1036.489 0.888641
69 80479.91 1166.375
74 85662.35

Coefficients
Standard Error t Stat
Intercept
-583.685 622.1463 -0.93818
pret ($) x1 232.2527 217.3591 1.068521
reclama (1000$)
-46.197
x2
56.24529 -0.82135
x12
-21.4458 18.9129 -1.13393
x22
0.823326 7.058356 0.116646
x1x2
6.3722 8.779323 0.725819

P-value
0.351425
0.28901
0.414277
0.26075
0.90748
0.470404

Significance F
0.49359733

Lower 95%
Upper 95%Lower 95,0%
-1824.832767 657.4631 -1824.83
-201.3667796 665.8721 -201.367
-158.4032432 66.00931 -158.403
-59.17600385 16.28439
-59.176
-13.25770846 14.90436 -13.2577
-11.14206992 23.88647 -11.1421

EX.2

Nr. grd. libertate=nr. parametrilor in regresia

LM=
val crit=

Upper 95,0%
657.4631
665.8721
66.00931
16.28439
14.90436
23.88647

4.5374
11.07

Cheltuieli Venit
alimentare saptamanal
$ yt
$ xt
52.25
258.3
58.32
343.1
81.79
425
119.9
267.5
125.8
482.9
100.46
487.7
121.51
496.5
100.08
519.4
127.75
543.3
104.94
548.7
107.48
564.6
98.48
588.3
181.21
591.3
122.23
607.3
129.57
611.2
92.84
631
117.92
659.6
82.13
664
182.28
704.2
139.13
98.14
123.94
126.31
146.47
115.98
207.23
119.8
151.33
169.51
108.03
168.9
227.11
84.94
98.7
141.06
215.4
112.89
166.25
115.43
269.03

704.8
719.8
720
722.3
722.3
734.4
742.5
747.7
763.3
810.2
818.5
825.6
833.3
834
918.1
918.1
929.6
951.7
1014
1141.3
1154.6

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.59377299
R Square
0.35256637
Adjusted R Square
0.31756996
Standard Error1554.57398
Observations
40

ANOVA
df
Regression
Residual
Total

2
37
39

Coefficients
Intercept
2946.6423
Venit saptamanal
-10.0887035
$ xt
xt2
0.01042458

xt2

e2

66718.89
117717.61
180625
71556.25
233192.41
237851.29
246512.25
269776.36
295174.89
301071.69
318773.16
346096.89
349635.69
368813.29
373565.44
398161
435072.16
440896
495897.64

Residuals
-26.14969
-30.20679
-16.51755
40.401616
20.577836
-5.335395
14.66368
-9.501114
15.314669
-8.140217
-7.499048
-19.32938
63.04235
2.1515773
9.0258264
-30.06876
-8.404262
-44.71972
50.629459

683.8062
912.4499
272.8296
1632.291
423.4474
28.46644
215.0235
90.27117
234.5391
66.26313
56.23571
373.6249
3974.338
4.629285
81.46554
904.13
70.63161
1999.854
2563.342

496743.04
518112.04
518400
521717.29
521717.29
539343.36
551306.25
559055.29
582626.89
656424.04
669942.25
681615.36
694388.89
695556
842907.61
842907.61
864156.16
905732.89
1028196
1302565.69
1333101.16

7.407805
-35.37354
-9.597429
-7.502103
12.657897
-19.27712
71.005546
-17.04545
12.621542
25.200589
-37.27062
22.75147
80.04191
-62.21169
-58.49519
-16.13519
56.831446
-48.31781
-2.397881
-68.42047
83.591202

54.87557
1251.288
92.11065
56.28155
160.2224
371.6075
5041.788
290.5475
159.3033
635.0697
1389.099
517.6294
6406.707
3870.294
3421.687
260.3442
3229.813
2334.611
5.749834
4681.36
6987.489

LM > X(0.05,3) =>

respingem H0
=> heteroscedasticitate

LM=40*R2
val critica=

14.103
7.8147

SS
MS
F
Significance F
48693404.7 24346702 10.07436
0.000321449
89417910 2416700.3
138111315
Standard Error t Stat
P-value
2070.93748 1.4228543 0.163156
5.99056713 -1.684098 0.100582
0.00419198 2.4867878 0.017527

Lower 95%
Upper 95%Lower 95,0%
Upper 95,0%
-1249.475617 7142.76 -1249.48 7142.76
-22.22674544 2.049338 -22.2267 2.049338
0.001930809 0.018918 0.001931 0.018918

Cheltuieli
Venit
alimentare $ saptamanal $
yt
xt
52.25
58.32
81.79
119.9
125.8
100.46
121.51
100.08
127.75
104.94
107.48
98.48
181.21
122.23
129.57
92.84
117.92
82.13
182.28
139.13
98.14
123.94
126.31
146.47
115.98
207.23
119.8
151.33
169.51
108.03
168.9
227.11
84.94
98.7
141.06
215.4
112.89
166.25
115.43
269.03

258.3
343.1
425
267.5
482.9
487.7
496.5
519.4
543.3
548.7
564.6
588.3
591.3
607.3
611.2
631
659.6
664
704.2
704.8
719.8
720
722.3
722.3
734.4
742.5
747.7
763.3
810.2
818.5
825.6
833.3
834
918.1
918.1
929.6
951.7
1014
1141.3
1154.6

e
-26.14968912
-30.20678542
-16.51755414
40.40161647
20.57783647
-5.335395392
14.66367952
-9.501114174
15.31466883
-8.140217024
-7.49904758
-19.32937992
63.04235016
2.151577277
9.025826386
-30.06875506
-8.404261598
-44.71972414
50.62945898
7.407804996
-35.37354459
-9.597429247
-7.50210285
12.65789715
-19.27712485
71.00554638
-17.04545481
12.62154163
25.2005886
-37.27062483
22.7514697
80.04191025
-62.21168607
-58.49518606
-16.13518606
56.83144593
-48.31780912
-2.397881049
-68.42046783
83.59120221

y*

x*

e*

0.202284
0.16998
0.192447
0.448224
0.260509
0.205987
0.244733
0.192684
0.235137
0.191252
0.190365
0.167398
0.30646
0.201268
0.211993
0.147132
0.178775
0.12369
0.258847
0.197404
0.136343
0.172139
0.174872
0.202783
0.157925
0.279098
0.160225
0.198258
0.20922
0.131985
0.204578
0.272543
0.101847
0.107505
0.153643
0.231713
0.118619
0.163955
0.101139
0.233007

0.003871
0.002915
0.002353
0.003738
0.002071
0.00205
0.002014
0.001925
0.001841
0.001822
0.001771
0.0017
0.001691
0.001647
0.001636
0.001585
0.001516
0.001506
0.00142
0.001419
0.001389
0.001389
0.001384
0.001384
0.001362
0.001347
0.001337
0.00131
0.001234
0.001222
0.001211
0.0012
0.001199
0.001089
0.001089
0.001076
0.001051
0.000986
0.000876
0.000866

-0.10124
-0.08804
-0.03886
0.151034
0.042613
-0.01094
0.029534
-0.01829
0.028188
-0.01484
-0.01328
-0.03286
0.106617
0.003543
0.014767
-0.04765
-0.01274
-0.06735
0.071896
0.010511
-0.04914
-0.01333
-0.01039
0.017524
-0.02625
0.09563
-0.0228
0.016535
0.031104
-0.04554
0.027557
0.096054
-0.07459
-0.06371
-0.01757
0.061135
-0.05077
-0.00236
-0.05995
0.072398

Corectarea heterosceda
Modelul initial:

Se mpart toi termenii l

un nou model care nu m
pot fi estimai cu precizi

yt / xt 1 / xt

Se ruleaza noul model si

modelul iniial.
Regression Statistics

Corectarea heteroscedasticitii
Modelul initial:

y t 1 2 x t et
(y-cheltuieli; x-venitul)
Se mpart toi termenii la variabila x care produce heteroscedasticitatea i rezult
un nou model care nu mai este afectat de heteroscedasticitate => parametrii i
pot fi estimai cu precizie.

y t / x t 1 / x t 2 x t / x t e t / x t y t 1 x t 2 e t*
*

Se ruleaza noul model si parametrii i astfel determinai sunt folosii apoi n

modelul iniial.
y 46 .456 0 .121 x
t

SUMMARY OUTPUT

Regression Statistics
Multiple R
0.475627
R Square
0.226221
Adjusted R Square0.205858
Standard Error
0.056965
Observations
40

et

ANOVA
df
Regression
Residual
Total

Intercept
x*

SS
MS
F
Significance F
1 0.036051 0.036051 11.10961 0.001923
38 0.123311 0.003245
39 0.159362

Coefficients
Standard Error t Stat
P-value Lower 95%Upper 95%Lower 95,0%
Upper 95,0%
2
0.121045 0.02421
4.999731 1.33E-05 0.072034 0.170057 0.072034 0.170057
46.45575 13.93767 3.333109 0.001923 18.24042 74.67108 18.24042 74.67108

Upper 95,0%