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Student, Fisher, Chow PB Coca Cola
Student, Fisher, Chow PB Coca Cola
Luna
total
consum
pierderi
retur
capacit.
fond
salarii
IPC
distrib.
(nr. pet)
comb.
()
materiale
()
mf.
(%)
ncarc.
(nr. pet)
()
(%)
yt
Nov-99
dec.99
ian.00
feb.00
mar.00
apr.00
mai.00
iun.00
iul.00
aug.00
sep.00
oct.00
Nov-01
dec.01
ian.01
feb.01
mar.01
apr.01
mai.01
iun.01
iul.01
aug.01
sep.01
oct.01
x1
131750
225245
76316
104875
159366
160124
168745
240814
213702
207965
181546
117786
133079
226416
78116
106994
161203
164045
170614
243398
214011
208844
183939
118968
1523
2525
1114
1369
1945
1865
1647
2444
2268
2097
1952
1464
1884
2927
1580
1884
2355
2208
1999
2630
2325
2545
2355
1884
x2
x3
124
236
124
147
165
167
172
258
240
225
182
123
178
245
110
117
185
206
217
260
233
206
183
165
1,510
1,532
1,480
1,500
1,580
1,600
1,630
1,650
1,640
1,635
1,580
1,490
1,510
1,536
1,485
1,487
1,530
1,550
1,620
1,640
1,638
1,636
1,580
1,550
x4
530
550
400
400
420
430
480
500
490
470
450
430
560
580
450
450
470
480
520
550
550
510
490
480
x5
x6
1887
1965
1942
1958
1913
1877
1876
1925
1899
1881
1905
1911
2021
2120
1932
2025
2030
2050
2057
2070
2012
2043
2050
2069
153,7
154,8
156,8
155,7
149,0
148,9
144,0
140,9
144,5
145,4
144,9
142,9
141,3
140,7
139,9
140,0
140,3
137,5
137,4
135,7
131,8
132,4
131,2
130,8
Regression Statistics
Multiple R
0,984912
R Square
Adjusted R
Square
0,970052
Standard Error
10055,22
0,959481
Observations
24
ANOVA
df
SS
Regression
MS
5,57E+10
9,28E+09
Residual
17
1,72E+09
1,01E+08
Total
23
5,74E+10
Coefficients
Intercept
Standard
Error
F
91,77361
t Stat
P-value
Significance
F
5,29E-12
Lower 95%
Upper
95%
Lower
95,0%
Upper
95,0%
-313558
277324,5
-1,13065
0,273901
-898661
271545,7
-898661
271545,7
X Variable 1
63,99406
10,98732
5,824355
2,03E-05
40,81284
87,17528
40,81284
87,17528
X Variable 2
294,4433
140,3699
2,097625
0,051195
-1,7112
590,5979
-1,7112
590,5979
X Variable 3
233123,4
85884,23
2,714392
0,014726
51923,55
414323,3
51923,55
414323,3
X Variable 4
107,0846
61,2569
1,748123
0,098477
-22,1561
236,3254
-22,1561
236,3254
X Variable 5
-119,891
55,08067
-2,17665
0,043892
-236,101
-3,68122
-236,101
-3,68122
X Variable 6
807,2307
530,3579
1,522049
0,14638
-311,727
1926,188
-311,727
1926,188
Estimator
a0
-1,13065
a1
5,824355
a2
2,097625
a3
2,714392
a4
1,748123
a5
-2,17665
a6
1,522049
Observatii
< 2,11
>2,11
< 2,11
>2,11
< 2,11
>2,11
< 2,11
Atunci cand |t* (t Stat)| < t/2n-k-1 grade de libertate rezulta ca se accepta ipoteza nula, estimatorii nu
sunt semnificativi diferiti de zero. Astfel, in analiza se renunta la valorile x aferente
coeficientilor ce inregistreaza in t Stat valori mai mici de t/2n-k-1 grade de libertate.
Se observa ca estimatorii a0, a2, a4 si a6 ridica probleme. Variabilele explicative aferente
acestor estimatori sunt: pierderi materiale (), capacitatea de ncarcare (nr. pet) si IPC (%), si
vor fi eliminati din analiza urmatoare, astfel spre analiza raman x 1, x3, x5 si x6. Cum s-a
observa si a0 trebuie eliminat, insa i se mai acorda o sansa.
In paralel cu analiza t Stat se studiaza si coloanele P-Value, Lower 95% si Lower 95%.
Estimatori
a0
a1
a2
a3
a4
a5
a6
P-Value
0,273901
Analiza PValue
> 5%
2,03E-05
0,051195
> 5%
0,014726
0,098477
> 5%
0,043892
0,14638
> 5%
Lower 95%
Power 95%
-898661
271545,7
40,81284
87,17528
-1,7112
590,5979
51923,55
414323,3
-22,1561
236,3254
-236,101
-3,68122
-311,727
1926,188
Schimba semnul de la la +
Schimba semnul de la la +
Schimba semnul de la la +
Schimba semnul de la la +
P-Value trebuie sa fie mai mic sau egal cu (5%). Valoarea P-Value indica pragul de
semnificatie , de la care incepand estimatorii se pot considera semnificativ diferiti de zero.
In situatia in care intervalele de incredere (Lower/Upper 95%) pentru =5% schimba semnul
de la - la + (sau invers) este cea mai evidenta dovada a faptului ca respectivii estimatori
pot lua si valoarea 0, si astfel trebuiesc eliminati din analiza.
Si din analiza P-Value, Lower/Upper 95% ni se intareste afirmatia ca estimatorii a0, a2, a4 si a6
trebuiesc eliminati din analiza.
Astfel, se face o noua analiza de regresie ce cuprinde y, x1, x3 si x5.
Luna
Nov-99
dec.99
ian.00
feb.00
mar.00
apr.00
mai.00
iun.00
iul.00
aug.00
sep.00
oct.00
Nov-01
dec.01
ian.01
feb.01
mar.01
apr.01
mai.01
iun.01
iul.01
aug.01
sep.01
oct.01
total
consum
retur
fond
salarii
distrib.
(nr. pet)
yt
comb.
()
x1
mf.
(%)
x3
()
131750
225245
76316
104875
159366
160124
168745
240814
213702
207965
181546
117786
133079
226416
78116
106994
161203
164045
170614
243398
214011
208844
183939
118968
1523
2525
1114
1369
1945
1865
1647
2444
2268
2097
1952
1464
1884
2927
1580
1884
2355
2208
1999
2630
2325
2545
2355
1884
1,510
1,532
1,480
1,500
1,580
1,600
1,630
1,650
1,640
1,635
1,580
1,490
1,510
1,536
1,485
1,487
1,530
1,550
1,620
1,640
1,638
1,636
1,580
1,550
x5
1887
1965
1942
1958
1913
1877
1876
1925
1899
1881
1905
1911
2021
2120
1932
2025
2030
2050
2057
2070
2012
2043
2050
2069
SUMMARY OUTPUT
Regression Statistics
0,96326
Multiple R
8
0,92788
R Square
5
Adjusted R
0,91706
Square
8
14385,5
Standard Error
7
Observations
24
ANOVA
df
Regression
SS
3
5,33E+10
Residual
20
4,14E+09
Total
23
5,74E+10
Coefficie
nts
Intercept
Standard
Error
165384,1
X Variable 2
-117693
93,0529
9
274214,
2
X Variable 3
-169,237
53,64852
X Variable 1
10,71257
67327,02
RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
Predicte
dY
118738,
8
204810,
1
63145,6
8
89650,6
8
172802
176934,
6
165044,
7
236399,
6
221680,
3
207443,
5
174807,
3
103702,
7
129653,
2
217082,
5
Residuals
13011,16
20434,86
13170,32
15224,32
-13436
-16810,6
3700,277
4414,388
-7978,31
521,5463
6738,707
14083,27
3425,835
9333,49
MS
1,78E+
10
2,07E+
08
t Stat
0,7116
4
8,6863
35
4,0728
7
3,1545
6
F
85,778
02
P-value
0,4849
08
3,19E08
0,0005
93
0,0049
87
Significanc
eF
1,36E-11
Lower
95%
-462679
70,70696
Upper
95%
227291,
7
133772,5
115,399
414655,
9
-281,146
57,3285
Lower
95,0%
Upper
95,0%
-462679
227291,7
70,70696
115,399
133772,5
414655,9
-281,146
-57,3285
15
16
17
18
19
20
21
22
23
24
109571,
8
122669,
3
177442,
3
165863
164425,
3
226425,
9
207312,
1
221989
187768,
2
132498,
3
-31455,8
-15675,3
-16239,3
-1818,02
6188,724
16972,09
6698,912
-13145
-3829,24
-13530,3
Se face din nou analiza Student si se studiaza in paralel P-Value si Lower/Upper 95%, precum
am facut analiza mai sus.
De aceasta data valoarea teoretica, tabelara Student este: t0,05/2=0,02524-3-1=20 = 2,086
Se observa ca a0 continua sa ieie si valoarea 0, si astfel se elimina din analiza.
Mai departe se elimina a0 astfel: Tools Data Analysis Regression ( fereastra de mai jos se
observa ca bifam si Constant is zero)
0,997062
R Square
0,994133
Adjusted R Square
0,945955
Standard Error
14215,51
Observations
24
ANOVA
df
SS
Regression
MS
7,19E+11
2,4E+11
Residual
21
4,24E+09
2,02E+08
Total
24
7,23E+11
Coefficients
Intercept
F
1186,165
Significance F
1,1E-22
Standard Error
t Stat
P-value
Lower 95%
Upper 95%
Lower 95,0%
Upper 95,0%
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
#N/A
X Variable 1
98,55437
7,328335
13,4484
8,66E-12
83,31426
113,7945
83,31426
113,7945
X Variable 2
233214,6
34425,82
6,77441
1,06E-06
161622,2
304807
161622,2
304807
X Variable 3
-201,947
27,34028
-7,38643
2,89E-07
-258,804
-145,09
-258,804
-145,09
RESIDUAL OUTPUT
Observation
Predicted Y
Residuals
121178,4
10571,58
209308,8
15936,24
62766,17
13549,83
89330,67
15544,33
173842,8
-14476,8
177892,8
-17768,8
163606,3
5138,666
236923,1
3890,942
222496
-8793,96
10
208112,1
-147,139
11
176148,2
5397,775
12
105852,7
11933,3
13
129695,7
3383,341
14
218558,7
7857,303
15
111878
-33762
16
123523,9
-16529,9
17
178961,5
-17758,5
18
165099,4
-1054,4
19
159412,9
11201,07
20
223639,7
19758,28
21
204827,1
9183,873
22
219782,3
-10938,3
23
186583,3
-2644,33
24
129330,8
-10362,8
Subperioada 1
yt
1
2
3
4
5
6
7
8
9
1
0
1
1
1
2
x1
x3
x5
Nov-99
dec.99
ian.00
feb.00
mar.00
apr.00
mai.00
iun.00
iul.00
aug.00
131750
225245
76316
104875
159366
160124
168745
240814
213702
207965
1523
2525
1114
1369
1945
1865
1647
2444
2268
2097
1,510
1,532
1,480
1,500
1,580
1,600
1,630
1,650
1,640
1,635
1887
1965
1942
1958
1913
1877
1876
1925
1899
1881
sep.00
181546
1952
1,580
1905
oct.00
117786
1464
1,490
1911
MS
1,19E+1
1
F
1372,0
92
SUMMARY OUTPUT
Regression Statistics
0,99890
Multiple R
9
0,99781
R Square
8
Adjusted R
0,88622
Square
2
Standard
9317,90
Error
3
Observatio
ns
12
ANOVA
df
Regression
Residual
Total
Intercept
12
Coefficie
nts
0
SS
3,57E+1
1
7,81E+0
8
3,58E+1
1
Standar
d Error
#N/A
Significa
nce F
3,48E-11
86823
325
t Stat
#N/A
P-value
#N/A
Lower
95%
#N/A
Upper
95%
#N/A
Lower
95,0%
#N/A
Upper
95,0%
#N/A
X Variable
1
X Variable
2
99,7384
8
131442,
8
7,83428
2
43182,8
7
12,7310
3
3,04386
5
4,65E07
0,0139
3
X Variable
3
-117,783
31,6407
5
-3,7225
0,0047
52
Subperioada 2.
Subperioada 2
yt
1
3
1
4
1
5
1
6
1
7
1
8
1
9
2
0
2
1
2
2
2
3
2
4
x1
x3
x5
Nov-01
133079
1884
1,510
2021
dec.01
226416
2927
1,536
2120
ian.01
78116
1580
1,485
1932
feb.01
106994
1884
1,487
2025
mar.01
161203
2355
1,530
2030
apr.01
164045
2208
1,550
2050
mai.01
170614
1999
1,620
2057
iun.01
243398
2630
1,640
2070
iul.01
214011
2325
1,638
2012
aug.01
208844
2545
1,636
2043
sep.01
183939
2355
1,580
2050
oct.01
118968
1884
1,550
2069
SUMMARY OUTPUT
Regression Statistics
0,99761
Multiple R
9
0,99524
R Square
5
Adjusted R
0,88307
Square
7
Standard
13890,8
Error
1
Observatio
ns
12
82,0161
33756,4
-189,359
117,46
09
22912
9,3
46,206
3
82,016
1
33756,
4
189,35
9
117,46
09
22912
9,3
46,206
3
ANOVA
df
12
SS
3,63E+1
1
1,74E+0
9
3,65E+1
1
Intercept
X Variable
1
X Variable
2
Coefficie
nts
0
119,521
7
287637,
2
Standar
d Error
#N/A
12,0745
7
75062,5
9
X Variable
3
-268,067
57,1176
Regression
Residual
Total
3
9
MS
1,21E+
11
F
627,85
05
Significa
nce F
7,86E-10
1,93E+
08
t Stat
#N/A
9,8986
33
3,8319
64
4,6932
5
P-value
#N/A
3,89E06
0,0040
16
Lower
95%
#N/A
92,20715
117833,8
0,0011
31
-397,276
Upper
95%
#N/A
146,83
63
45744
0,5
138,85
8
Lower
95,0%
#N/A
92,207
15
11783
3,8
397,27
6
Atentie: pana la seminarul urmator determinati F* (Chow) pentru a-l putea analiza.
Upper
95,0%
#N/A
146,83
63
45744
0,5
138,85
8