Professional Documents
Culture Documents
Proiect Econometrie
Proiect Econometrie
Tari
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
Educatie
Conditii de viata
Varsta si sex
Belgium
42.5
20.3
69.3
Bulgaria
96.7
48.1
55.9
Czech Republic
92.6
Denmark
86.3
Germany (until 1990 former territory
92.5
of the FRG)
Estonia
96.0
Ireland
99.3
14.2
19.2
19.9
22.7
27.4
64.0
70.2
66.5
62.1
62.2
Greece
Spain
94.4
70.7
30.8
25.4
63.2
62.4
France
Croatia
Italy
Cyprus
Latvia
Lithuania
Luxembourg
78.5
98.5
91.9
86.8
98.7
98.8
86.5
18.0
32.5
27.1
24.6
39.4
32.6
15.3
58.9
55.3
56.4
42.4
66.9
77.1
48.7
Hungary
Malta
84.0
67.0
29.0
20.2
66.3
52.6
Netherlands
Austria
Poland
Portugal
Romania
Slovenia
96.8
91.1
89.0
84.1
97.5
98.4
15.1
16.4
26.6
21.3
37.4
19.5
72.1
55.2
71.2
61.8
55.8
71.7
Slovakia
Finland
Sweden
United Kingdom
Iceland
Norway
Switzerland
90.7
91.0
87.0
73.6
90.6
93.8
91.9
19.5
18.0
15.9
21.6
12.7
14.6
16.7
58.5
69.8
64.9
51.3
69.1
64.4
59.4
Sursa : EUROSTAT
Educatie
Last update
Extracted on
Source of data
INDIC_ED
Varsta si sex
Last update
Extracted on
Source of data
INDIC_ED
SEX
rivate institutions
Educatie
Conditii de viata
Belgium
42.5
Bulgaria
96.7
Czech Republic
92.6
Denmark
86.3
Germany (until 1990 former territory
92.5 of the FRG)
Estonia
96.0
Ireland
99.3
Greece
94.4
Spain
70.7
France
78.5
Croatia
98.5
Italy
91.9
Cyprus
86.8
Latvia
98.7
Lithuania
98.8
Luxembourg
86.5
Hungary
84.0
Malta
67.0
Netherlands
96.8
Austria
91.1
Poland
89.0
Portugal
84.1
Romania
97.5
Slovenia
98.4
Slovakia
90.7
Finland
91.0
Sweden
87.0
United Kingdom
73.6
Iceland
90.6
Norway
93.8
Switzerland
91.9
Varsta si sex
20.3
48.1
14.2
19.2
19.9
22.7
27.4
30.8
25.4
18.0
32.5
27.1
24.6
39.4
32.6
15.3
29.0
20.2
15.1
16.4
26.6
21.3
37.4
19.5
19.5
18.0
15.9
21.6
12.7
14.6
16.7
69.3
55.9
64.0
70.2
66.5
62.1
62.2
63.2
62.4
58.9
55.3
56.4
42.4
66.9
77.1
48.7
66.3
52.6
72.1
55.2
71.2
61.8
55.8
71.7
58.5
69.8
64.9
51.3
69.1
64.4
59.4
60.0
50.0
40.0
EDUCATIE
Tari
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
30.0
20.0
10.0
0.0
0.0
90.0
80.0
70.0
60.0
EDUCATIE
Nr crt
50.0
40.0
30.0
20.0
10.0
0.0
0.0
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.291797033
R Square
0.085145508
Adjusted R Square
0.019798759
Standard Error
11.7268616
Observations
31
ANOVA
df
SS
MS
Significance F
Regression
Residual
Total
Intercept
Conditii de viata
Varsta
2
28
30
358.3697544
3850.539923
4208.909677
179.1848772
137.519283
Coefficients
66.09987462
0.384490069
0.213181375
Standard Error
18.85492612
0.25898879
0.276606724
t Stat
3.505708493
1.484581896
0.770702073
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
23
24
25
26
27
28
29
30
31
Predicted Educatie
Residuals
88.67849235
-46.17849235
96.51068585
0.18931415
85.20324164
7.396758362
88.44741651
-2.147416513
87.92778847
4.572211528
88.06636261
7.933637386
89.89478408
9.405215922
91.41523169
2.98476831
89.16844021
-18.46844021
85.57707889
-7.077078886
90.38473194
8.115268059
88.54298508
3.357014921
84.59722065
2.202779351
95.51061738
3.189382624
95.07053493
3.729465066
82.36450567
4.135494331
91.38401183
-7.384011829
85.07991437
-18.07991437
87.27605184
9.523948158
84.17312369
6.926876314
91.5058244
-2.505824402
87.4641221
-3.364122104
92.37532397
5.124676031
88.8825356
9.517464403
86.06854144
4.63145856
87.90075588
3.099244121
86.04873799
0.951262006
85.34106468
-11.74106468
85.71373155
4.886268452
85.44231022
8.357689784
85.18383248
6.716167516
1.30298 0.2876924
P-value
0.001553
0.148826
0.447338
Lower 95%
27.477309
-0.1460244
-0.3534218
Conditii de viata
Linear (Conditii de viata)
0.0
20.0
40.0
60.0
80.0
100.0
120.0
CONDITII DE VIATA
Varsta si sex
Linear (Varsta si sex)
0.0
gnificance F
20.0
40.0
60.0
VARSTA SI SEX
80.0
100.0
120.0
Upper 95%
104.72244
0.91500456
0.77978456
Lower 95.0%
27.4773093
-0.14602442
-0.35342181
Upper 95.0%
104.7224399
0.915004557
0.779784564
p - value pentu parametrul variabilei Conditii de viata = 0.386938207126683 >0,05, rezulta parametru nesemnific
p - value pentru parametrul variabilei Varsta si sex = 0.701875678802844 > 0,05, rezulta parametru nesemnificati
Residuals
-46.17849235
0.18931415
7.396758362
-2.147416513
4.572211528
7.933637386
9.405215922
2.98476831
-18.46844021
-7.077078886
8.115268059
3.357014921
2.202779351
3.189382624
3.729465066
4.135494331
-7.384011829
-18.07991437
9.523948158
6.926876314
-2.505824402
-3.364122104
5.124676031
9.517464403
4.63145856
3.099244121
0.951262006
-11.74106468
4.886268452
8.357689784
6.716167516
IeI
Conditii de viata
Varsta si sex
46.17849235
20.3
69.3
0.18931415
48.1
55.9
7.396758362
14.2
64.0
2.147416513
19.2
70.2
4.572211528
19.9
66.5
7.933637386
22.7
62.1
9.405215922
27.4
62.2
2.98476831
30.8
63.2
18.46844021
25.4
62.4
7.077078886
18.0
58.9
8.115268059
32.5
55.3
3.357014921
27.1
56.4
2.202779351
24.6
42.4
3.189382624
39.4
66.9
3.729465066
32.6
77.1
4.135494331
15.3
48.7
7.384011829
29.0
66.3
18.07991437
20.2
52.6
9.523948158
15.1
72.1
6.926876314
16.4
55.2
2.505824402
26.6
71.2
3.364122104
21.3
61.8
5.124676031
37.4
55.8
9.517464403
19.5
71.7
4.63145856
19.5
58.5
3.099244121
18.0
69.8
0.951262006
15.9
64.9
11.74106468
21.6
51.3
4.886268452
12.7
69.1
8.357689784
14.6
64.4
6.716167516
16.7
59.4
Regression Statistics
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.185217484
R Square
0.034305516
Adjusted R Square
-0.034672661
Standard Error
8.481662357
Observations
31
ANOVA
df
Regression
Residual
Total
Intercept
Conditii de viata
Varsta si sex
2
28
30
SS
MS
F
Significance F
71.55569411 35.77785 0.497339 0.613417991
2014.280697 71.9386
2085.836391
Coefficients
Standard Error
t Stat
P-value
Lower 95%
6.57332674
13.63716249 0.482016 0.633541 -21.36113429
-0.164633251
0.187318274
-0.8789 0.386938 -0.548337341
0.07737059
0.200060759 0.386735 0.701876 -0.332435298
Upper 95%
34.507788
0.2190708
0.4871765
Nr crt
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
Residuals
-46.1784924
0.18931415
7.39675836
-2.14741651
4.57221153
7.93363739
9.40521592
2.98476831
-18.4684402
-7.07707889
8.11526806
3.35701492
2.20277935
3.18938262
3.72946507
4.13549433
-7.38401183
-18.0799144
9.52394816
6.92687631
-2.5058244
-3.3641221
5.12467603
9.5174644
4.63145856
3.09924412
0.95126201
-11.7410647
4.88626845
8.35768978
6.71616752
Conditii de viata
x1
e2
2132.453156
0.035839848
54.71203427
4.611397679
20.90511826
62.94260217
88.45808654
8.908841866
341.083284
50.08504556
65.85757566
11.26954918
4.852236869
10.17216152
13.90890968
17.10231336
54.52363069
326.8833038
90.70558853
47.98161547
6.279155934
11.31731753
26.26230442
90.58212867
21.45040839
9.60531412
0.904899405
137.8525999
23.87561938
69.85097853
45.1069061
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.216501526
R Square
0.046872911
Adjusted R Square
-0.143752507
Standard Error 407.9307079
Observations
31
Varsta si
sex
x2
20.3
48.1
14.2
19.2
19.9
22.7
27.4
30.8
69.3
55.9
64.0
70.2
66.5
62.1
62.2
63.2
25.4
62.4
18.0
32.5
27.1
24.6
39.4
32.6
15.3
29.0
20.2
15.1
16.4
26.6
21.3
37.4
19.5
19.5
18.0
15.9
21.6
12.7
14.6
16.7
58.9
55.3
56.4
42.4
66.9
77.1
48.7
66.3
52.6
72.1
55.2
71.2
61.8
55.8
71.7
58.5
69.8
64.9
51.3
69.1
64.4
59.4
x12
412.09
2,313.61
201.64
368.64
396.01
515.29
750.76
948.64
645.16
324.00
1,056.25
734.41
605.16
1,552.36
1,062.76
234.09
841.00
408.04
228.01
268.96
707.56
453.69
1,398.76
380.25
380.25
324.00
252.81
466.56
161.29
213.16
278.89
x22
4,802.49
3,124.81
4,096.00
4,928.04
4,422.25
3,856.41
3,868.84
3,994.24
3,893.76
3,469.21
3,058.09
3,180.96
1,797.76
4,475.61
5,944.41
2,371.69
4,395.69
2,766.76
5,198.41
3,047.04
5,069.44
3,819.24
3,113.64
5,140.89
3,422.25
4,872.04
4,212.01
2,631.69
4,774.81
4,147.36
3,528.36
ANOVA
df
Regression
Residual
Total
Intercept
x1
x2
x12
x22
x1x2
5
25
30
Coefficients
-1598.561336
84.28914377
17.80495115
-0.675182494
0.062602743
-0.819133461
SS
MS
F
Significance F
204589.7715 40917.954 0.2458901 0.9379568
4160186.561 166407.46
4364776.333
Standard Error
4075.511524
123.7060027
118.4674598
0.945449988
0.988033793
1.498321694
t Stat
-0.3922358
0.6813666
0.150294
-0.7141388
0.0633609
-0.5467007
P-value
0.6982081
0.501903
0.8817387
0.4817564
0.949983
0.5894312
Lower 95%
-9992.234
-170.4881
-226.1833
-2.622373
-1.972291
-3.904985
Pentru acest test vom efectua un model regresie avand ca variabila dependenta erorile modelului
de regresie initial la patrat. Ecuatia va fi de forma:
x1x2
1406.79
2688.79
908.8
1347.84
1323.35
1409.67
1704.28
1946.56
1584.96
1060.2
1797.25
1528.44
1043.04
2635.86
2513.46
745.11
1922.7
1062.52
1088.71
905.28
1893.92
1316.34
2086.92
1398.15
1140.75
1256.4
1031.91
1108.08
877.57
940.24
991.98
Ceea ce ne intereseaza este valoarea lui R Square pe care o vom inmulti cu numarul de observatii
ale serie de date si il vom compara cu 2,k unde k reprezinta numarul de variabile ale modelului
nou definit.
Testul LM(White) este N*R2 = 31*0.0468729107442318= 1.453060233 (2,k(0,05;k=5)=11,07)
rezulta ca erorile modelului sunt homoscedastice(intrucat valoarea testului LM este mai mica
decat valoarea tabelata a 2,k).
gnificance F
Upper 95%
6795.11177
339.066426
261.793252
1.27200821
2.09749643
2.26671783
2,k(0,05;k=5)=11,07)
rea testului LM este mai mica
Testul Glesjer
Nr Crt
Tari
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
Educatie (y)
Belgium
42.5
20.3
Bulgaria
96.7
48.1
Czech Republic
92.6
14.2
Denmark
86.3
19.2
Germany (until 1990 former 92.5
territory of the FRG)19.9
Estonia
96.0
22.7
Ireland
99.3
27.4
Greece
94.4
30.8
Spain
70.7
25.4
France
78.5
18.0
Croatia
98.5
32.5
Italy
91.9
27.1
Cyprus
86.8
24.6
Latvia
98.7
39.4
Lithuania
98.8
32.6
Luxembourg
86.5
15.3
Hungary
84.0
29.0
Malta
67.0
20.2
Netherlands
96.8
15.1
Austria
91.1
16.4
Poland
89.0
26.6
Portugal
84.1
21.3
Romania
97.5
37.4
Slovenia
98.4
19.5
Slovakia
90.7
19.5
Finland
91.0
18.0
Sweden
87.0
15.9
United Kingdom
73.6
21.6
Iceland
90.6
12.7
Norway
93.8
14.6
Switzerland
91.9
16.7
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.719755966
R Square
0.518048651
Adjusted R Square0.483623555
Standard Error 0.182762735
Observations
31
69.3
55.9
64.0
70.2
66.5
62.1
62.2
63.2
62.4
58.9
55.3
56.4
42.4
66.9
77.1
48.7
66.3
52.6
72.1
55.2
71.2
61.8
55.8
71.7
58.5
69.8
64.9
51.3
69.1
64.4
59.4
ANOVA
df
Regression
Residual
Total
Intercept
x1*(=x1/x2)
x2*(=1/x2)
SS
1.005311562
0.935262088
1.94057365
MS
0.502655781
0.033402217
F
15.04857521
t Stat
0.869206868
1.683923829
4.029780053
P-value
0.392124115
0.103314229
0.000387939
2
28
30
Testul Glesjer
y*(=y/x2)
0.61327561
1.72987478
1.446875
1.22934473
1.39097744
1.54589372
1.59646302
1.49367089
1.13301282
1.3327674
1.78119349
1.62943262
2.04716981
1.47533632
1.28145266
1.7761807
1.26696833
1.27376426
1.34257975
1.65036232
1.25
1.36084142
1.74731183
1.37238494
1.55042735
1.30372493
1.34052388
1.43469786
1.31114327
1.45652174
1.54713805
x1*(=x1/x2)
0.292929293
0.860465116
0.221875
0.273504274
0.29924812
0.365539452
0.440514469
0.487341772
0.407051282
0.305602716
0.587703436
0.480496454
0.580188679
0.588938714
0.422827497
0.314168378
0.437405732
0.384030418
0.209431345
0.297101449
0.373595506
0.344660194
0.670250896
0.271966527
0.333333333
0.257879656
0.244992296
0.421052632
0.183791606
0.226708075
0.281144781
x2*(=1/x2)
0.01443001
0.01788909
0.015625
0.01424501
0.01503759
0.01610306
0.01607717
0.01582278
0.01602564
0.01697793
0.01808318
0.0177305
0.02358491
0.01494768
0.01297017
0.02053388
0.01508296
0.01901141
0.01386963
0.01811594
0.01404494
0.01618123
0.01792115
0.013947
0.01709402
0.01432665
0.01540832
0.01949318
0.01447178
0.01552795
0.01683502
Significance F
3.6479E-05
Lower 95%
Upper 95% Lower 95.0% Upper 95.0%
-0.28852777 0.713884396 -0.28852777 0.713884396
-0.08830962 0.90429579 -0.08830962 0.90429579
32.2454033 98.91807657 32.2454033 98.91807657
heteroscedasticitate, am conssiderat ca
cea care genereaza heteroscedasticitate
regresie impartind la variabila x2 ecuatia
e2
e3
Residuals
-46.17849235 2132.453156
0.18931415 0.035839848
7.396758362 54.71203427
-2.147416513 4.611397679
4.572211528 20.90511826
7.933637386 62.94260217
9.405215922 88.45808654
2.98476831 8.908841866
-18.46844021
341.083284
-7.077078886 50.08504556
8.115268059 65.85757566
3.357014921 11.26954918
2.202779351 4.852236869
3.189382624 10.17216152
3.729465066 13.90890968
4.135494331 17.10231336
-7.384011829 54.52363069
-18.07991437 326.8833038
9.523948158 90.70558853
-98473.47175
0.00678499
404.691697
-9.902591523
95.58262269
499.3637817
831.9674039
26.59082888
-6299.276238
-354.4558185
534.4518802
37.83204474
10.68840718
32.44291521
51.87279275
70.72651996
-402.6031339
-5910.022142
863.8753228
4547356.462
0.001284495
2993.406694
21.26498856
437.0239693
3961.771168
7824.833074
79.3674634
116337.8066
2508.511789
4337.220272
127.0027387
23.54420264
103.47287
193.4577684
292.4891224
2972.826303
106852.6943
8227.50379
6.926876314
-2.505824402
-3.364122104
5.124676031
9.517464403
4.63145856
3.099244121
0.951262006
-11.74106468
4.886268452
8.357689784
6.716167516
(suma)
332.3627157
-15.73446216
-38.07283808
134.585802
862.1121851
99.34667755
29.76921331
0.860796424
-1618.536292
116.6626857
583.7928097
302.9455375
-107199.5438
2302.235423
39.42779924
128.0816762
689.7086335
8205.122034
460.1200201
92.26205934
0.818842933
19003.33929
570.0452008
4879.159202
2034.632978
4843055.613
47.98161547
6.279155934
11.31731753
26.26230442
90.58212867
21.45040839
9.60531412
0.904899405
137.8525999
23.87561938
69.85097853
45.1069061
3850.539923
e4
31
T
S2
k
6.239972514
10.1259992
JB
97.83051645
"=CHIDIST(L21,2)"
5.70655E-22
Valoarea testul Jarque-Bera este 97.83051645 pe care o vom compara cu valoarea tabelata a
testului 2 , se compara cu a 20.05,2 = 5.99
Sau vom apela functia excel "=CHIDIST("casuta unde am calculat valoarea testul JB", 2)"
Residuals
et-et-1
-46.17849235
0
0.18931415
46.3678065
7.396758362 7.207444212
-2.147416513 -9.544174875
4.572211528 6.719628041
7.933637386 3.361425858
9.405215922 1.471578536
2.98476831 -6.420447612
-18.46844021 -21.45320852
-7.077078886 11.39136133
8.115268059 15.19234695
3.357014921 -4.758253138
2.202779351
-1.15423557
3.189382624 0.986603273
3.729465066 0.540082442
4.135494331 0.406029265
-7.384011829 -11.51950616
-18.07991437 -10.69590254
9.523948158 27.60386253
6.926876314 -2.597071844
-2.505824402 -9.432700716
-3.364122104 -0.858297702
5.124676031 8.488798135
9.517464403 4.392788372
4.63145856 -4.886005843
3.099244121 -1.532214439
0.951262006 -2.147982114
-11.74106468 -12.69232669
4.886268452 16.62733313
8.357689784 3.471421333
6.716167516 -1.641522268
(suma)
(et-et-1)
0
2149.97348
51.94725207
91.09127405
45.15340101
11.2991838
2.165543388
41.22214753
460.240156
129.7631129
230.8074057
22.64097293
1.33225975
0.973386018
0.291689044
0.164859764
132.6990222
114.4023312
761.9732267
6.744782165
88.9758428
0.736674946
72.05969378
19.29658968
23.8730531
2.347681087
4.613827163
161.0951568
276.4682072
12.05076607
2.694595357
4919.097574
e2
DW
2132.453156
0.035839848
54.71203427
4.611397679
20.90511826
62.94260217
88.45808654
8.908841866
341.083284
50.08504556
65.85757566
11.26954918
4.852236869
10.17216152
13.90890968
17.10231336
54.52363069
326.8833038
90.70558853
47.98161547
6.279155934
11.31731753
26.26230442
90.58212867
21.45040839
9.60531412
0.904899405
137.8525999
23.87561938
69.85097853
45.1069061
3850.539923
Avem nevoie de
1.277508524
Avem nevoie de erorile modelului de regresie.
DU<DW<n-DU
1,50 < 1.277508524 < 31-1,50
1,50 < 1.277508524 < 29,5
Erorile SUNT AUTOCORELATE
Conditii de viata
Varsta si sex
20.3
48.1
14.2
19.2
19.9
22.7
27.4
69.3
55.9
64.0
70.2
66.5
62.1
62.2
30.8
25.4
18.0
63.2
62.4
58.9
32.5
55.3
27.1
56.4
24.6
39.4
32.6
15.3
29.0
20.2
15.1
16.4
26.6
21.3
37.4
19.5
19.5
18.0
15.9
21.6
12.7
14.6
16.7
42.4
66.9
77.1
48.7
66.3
52.6
72.1
55.2
71.2
61.8
55.8
71.7
58.5
69.8
64.9
51.3
69.1
64.4
59.4
Conditii de viata
Conditii de viata
Varsta si sex
1
-0.093959579
R Square
0.085145508
za ca variabilele independente sa nu fie corelate intre ele. Aplicam din Data Analysis-Correlation
oarea acestui coeficient trebuie sa fie mai mica decat R Square a modelului de regresie liniara.
za ca variabilele independente sa nu fie corelate intre ele. Aplicam din Data Analysis-Correlation
oarea acestui coeficient trebuie sa fie mai mica decat R Square a modelului de regresie liniara.
Varsta si sex
1