1

1A

() :
n
1
^= = X
n i=1 i

:
n 14
1 1 44 +12+ 16+10+13+5+22+13+15+ 22+ 11+16+ 42+ 15
^= =
n i=1
X i= X i=
14 i=1 14
=18.29

^=18,29

() s2 :
n
1
2
s=
n1 i=1
( x i^ )
2

:
n
1
2
s=
n1 i=1
(
2
x i^ ) =

( 4418,29 )
[ 2+ (1218,29 ) + ( 1618,29 ) + ( 1018,29 ) + (1318,29 ) + ( 518,29 ) + ( 2218,29 ) + (1318,29 )2 + ( 15
2 2 2 2 2 2

1

13

s= 128,99=11,36

2
S =128,99

95%
:

( , ):
 [ x t
n1 ;
a
2
s
n
, x +t
n1 ;
a
s
2 n
][
= 18,29t
n1;
0,05
11,36
2 14
,18,29+t
n1 ;
0,05
2
]
11,36
14
=

[ 18,29t 13;0.025
11,36
14
, 18,29+t 13;0.025
11,36
14
=
]
[ 18,292,160
11,36
3,742
,18,29+2,160
11,36
3,742 ]
=[ 11,73, 24,85 ]

[ ( n1 ) s2 ( n1 ) s2
X 2
n1 ;
a
, 2
X
2
a
=
X 2 0.05
n1 ;1
2
][
( 141 ) 128,99 ( 141 ) 128,99
,
X2
141;
0.05
2
=
141 ;1
2
]
[ 13128,99 13128,99
2
X 13 ;0,025
, 2
X 13; 0,975
=
24,74
,
][
1676,87 1676,87
5,01 ]
= [ 67,78 , 334,71 ]

() :
n
1
^= = X
n i=1 i

:
n 14
1 1
^= =
n i=1
X i= X i=
14 i=1

10+ 8+0+23+ 40+35+11+ 6+6+17+ 41+12+10+12

=16,5
14

^ =16,5

 () s2 :
n
1
s=
2
( x ^ )2
n1 i=1 i

:
n
1
s= 2

n1 i=1
( x i^ )2=

( 1016,5 )
[ 2+ ( 816,5 ) + ( 016,5 ) + ( 2316,5 ) + ( 4016,5 ) + ( 3516,5 ) + (1116,5 ) + ( 616,5 )2 + ( 616,5 )2+ ( 17
2 2 2 2 2 2

1

13

173,65

s= 173,65=13,18

2
S =173,65

90%
:

( , ):

[ x t
n1 ;
a
2
s
n
, x +t
n1 ;
a
][
s
2 n
= 16,5t
n1;
0,10
2
13,18
14
, 16,5+t
n1;;
0,10
2
]
13,18
14
=

[ 16,5t 13;0,05
13,18
14
, 16,5+t 13 ;0.05
]
13,18
14
=

[ 16,51,771
13,18
3,742
,16,5+1,771
13,18
3,742 ]
=[ 8,05,28,53 ]

:
 [ ( n1 ) s2 ( n1 ) s2
X
2
a
n1 ;
, 2
X
2
a
=
n1 ;1
X
2

2
][
( 141 ) 173,65 ( 141 ) 173,65
0,1
,
X
2
141 ;
0,1
2
=
141; 1
2
]
[ 13173,65 13173,65
2
X 13; 0,05
, 2
X 13 ;0,95
=
22,36
,
][
2257,45 2257,45
5,89
=[ 100,96 , 383,27 ] ]

. .

0 (
=) 1(
=):

0:==0 1: 0

0 :

( ^ ^ ) ( )
Z= t ( n+ m2 )
Sp
1 1
+
n m

, S p=

( n1 ) S2 + ( m1 ) S 2
( n+m2 )
 ^ =18,29 S2 =128,99

^ =16,5 S2 =173,65

n=m=14
:

S p=
( n1 ) S2 + ( m1 ) S 2
( n+m2 ) =
(141 ) 173,65+ ( 141 ) 128,99
14+142
= 151,32=12,3

( ^ ^ )( ) ( 16,518,29 )0
Z = = =0,385
Sp
1 1
+
n m
12,3

1 1
+
14 14

0 1:
0 {:||<} 1 { :|| } .

,
:

(||; 0 )=

=> 2(;0 )=
=> (; 0 )=/2.

c
(+2)=(14+142)=(26)

1% 2,779
5% 2,056
10% 1,706

5% c=2,056. ||=0,385<c.
0
= 1.
1% 10%.

1
 ^p 14

)
)

14

X i , =10+ 8+0+23+ 40+35+11+ 6+6+17+ 41+12+10+12=231

i=1

14

X i ,=44+12+16+ 10+13+5+22+13+15+22+11+ 16+42+15=256

i=1

14 14

X i , + X i , =231+257=487
i=1 i=1

14

X i , 256
i=1
^p= 14 14
= =0,5257
487
X i , + X i ,
i=1 i=1

0: p > 0,55 = p0
1: p 0,55 = p0
( )

^p p
Z= N ( 0,1 )
p(1 p)/ n

:
 ^p p0
Z= > za
p0 (1 p 0)/n

^p p0
Z=
p0 (1 p 0)/n

^p=0,5257, p0=0,55 , n=14

0,52570 , 55 0,0243
Z= = =0,18276
0 , 55(10 ,55)/ 14 0,13296

Z = 0,18276 ,
= 0.05, z = 1.645.

< z = 1.645

1
55% .

,
55%
.

1E ( , )

^p 14


)
)

14

X i , =10+ 8+0+23+ 40+35+11+ 6+6+17+ 41+12+10+12=231

i=1

 14

X i ,=44+12+16+ 10+13+5+22+13+15+22+11+ 16+42+15=256

i=1

14 14

X i , + X i , =231+257=487
i=1 i=1

14

X i , 256
i=1
^p= 14 14
= =0,5257
487
X i , + X i ,
i=1 i=1

50%
.

0: p =0,5=p0
1: p0,5= p0
( )

^p p
Z= N ( 0,1 )
p(1 p)/n

0,52570 , 50 0,0257 0,0257

Z= = = =0,1923
0 , 5(10 ,5)/ 14 0,017857 0,13363

0 1:
0 {:||<} 1{ :|| } .

,
:

(||; 0 )=

=> 2(;0 )=
=> (; 0 )=/2.
 Z = 0,1923 ,
= 0.05, z/2 = 1.96.

50%
.

50% p+p=1
( ),
.

2A

i i
1 2 = 1 +
2 + .

( )

:
n

( X i X )( Y iY )
^ 2= i=1
n

( X i X )2
i=1

^ 1=Y ^ 2 X

:
n
1
= X = 29,6+30+ 29,7+30,6+30,9
n i=1 i 5
=
150,8
5
=30,16

n
1 15,01+16,43+15,52+17,92+22,04 86,92
= i= = =17,384
n i=1 5 5

.
 2A(I)

X
X i

Xi Yi X i X Y iY (X i X )2 (Y iY )2

2011 29,6 15,01 -0,56 -2,374 0,3136 5,635876 1,32944

2012 30 16,43 -0,16 -0,954 0,0256 0,910116 0,15264

2013 29,7 15,52 -0,46 -1,864 0,2116 3,474496 0,85744

2014 30,6 17,92 0,44 0,536 0,1936 0,287296 0,23584

2015 30,9 22,04 0,74 4,656 0,5476 21,67834 3,44544

150,8 86,92 0 0 1,292 31,98612 6,0208

=5
n

( X i X )( Y iY ) =6,02
i=1

n
2
( X i X ) =1,29
i=1

2
n

( X i X )( Y iY ) 6,02
^ 2= i=1 = =4,666667
n
1,29
( X i X )2
i=1

1
^ 1=Y ^ 2 X=17,3844,66666730,16=123,3626767
123,36

Y^ i=123,36+4,66667 X i
 ( )
2 1 ,
:
n

X i Y iN X Y
^ 2= i=1
n

X 2i N X 2
i=1

a^ 0 =Y a^ 1 X

2A(I)
2 1 .

2A(I)

Xi Yi X i2 Xi Y i

444,29
2011 29,6 15,01 876,16 6
2012 30 16,43 900 492,9
460,94
2013 29,7 15,52 882,09 4
548,35
2014 30,6 17,92 936,36 2
681,03
2015 30,9 22,04 954,81 6
4549,4 2627,5
150,8 86,92 2 28

, , ^ 2

n
1
= X = 29,6+30+ 29,7+30,6+30,9
n i=1 i 5
=
150,8
5
=30,16

n
1 15,01+16,43+15,52+17,92+22,04 86,92
=
n i=1
i=
5
=
5
=17,384
 n

X i Y iN X Y 2627,528530,1617,384 6,0208
^ 2= i=1 = = =4,66
n
4549,42530,162 1,292
X 2i N X 2
i=1

^ 1=Y ^ 2 X=17,3844,6630,16=123,16

Y^ i=123,16+4,66 X i

Y^ i=123,36+4,66667 X i

^ 1=123,36

() , ()
2

^ 2=4,66667

() () .
(1000 )
4666,67 .

,
:
n

( X i X )( Y iY ) 6,0208
i=1
r= = =0,936574

1,29231,98612
n n
2 2
( X i X ) (Y i Y )
i=1 i=1

,

. , :
2 2
R =0,936574 =0,87717

87,7% ()
().

Y^ i=123,36+4,66667 X i

2011-2015
n
1 29,6+30+ 29,7+30,6+30,9 150,8
=
n i=1
Xi=
5
=
5
=30,16

2015=30,9

2016

2016 1% 2015

2016=1,01* 2015=1,01*30,9=31,209

Y^ i=123,36+4,6666731,209=22,2821

2016 22.882,1

2017

2017 2,5% 2016

2017=1,025* 2016=1,025*31,209=31,98922


Y^ i=123,36+4,6666731,98922=25,92313

2017 25.923,13 .

Yt = 1 +2Xt +3It +4Zt + ut t = 1,2,3,....,48(),

u^
Yt = -0,93 +0,78Xt +0,07It +0,38Zt + t
(0,510) (0,128) (0,021) (0,188)

:
^ 1=0,93 , ^ 2=0,78 , ^ 3=0,07 , ^ 4 =0,38

SE ( ^1 ) =0,510 , SE ( ^ 2) =0,128 , SE ( ^ 3) =0,021 , SE ( ^ 4 ) =0,188

R2 0,82 ,RSS 2,4086

n=48 , k=4 (1,2,3,4 )

3
 0: 3 = 0 .
0
1.
:
0 1:

0: 3 = 0 1: 3 0
,
0 :

t-statistic:

^ 3 3
t= St (nk )
SE( ^ )
3

(3)=0,021 3
^
n=48, k=4, 3=0,07

/
0,070
t = =3,333
0,021

0 1:

C0{t* :| t* |} C1{ t*:| t* |>} .

,
:

(||>;0 )=
=> 2(>;0 )=
=>(>;0 )= /2 .

c
()=(484)=(44)
( df=44
)

c df=40, df=50 df=44

1% 2,704 2,678 2,6923
5% 2,021 2,009 2,0154
10% 1,684 1,676 1,6802
 : 0 t, t*
0, 0 1
t* 1.

10% =1,6802 . | | =3,333>.

1 0.
1% =2,6923 . | | =3,333>.
1 0.
5% =2,0154 . | | =3,333>.
1 0.

5%
( )
.

3
(3) p-value
:
0: 3 = 0 .
0:
0:3=0
,
0 :
t-statistic:
^
t= 3 3 St (nk )
SE( ^ ) 3

SE ( ^ 3)=0,021 3

0,070
t = =3,333
0,021

p-value 0:
= (|| t*;0 )=2( t*;0 ) =2(3,333 ;0
)

= 3,333 Students t (n-k=48-4)
.
44 : (3,333 ; 0 )0,001

= (|| ;0 )=2(;0 )=
=2(0,691;0 )=20,001=0,002.

0:3=0, 3 ( )
(
) .

( ) .

3
0: 2= 0.
C0
C1
:
0 1:

0: 2= 0
1: 2>0 (
)
,
0 :

t-statistic:

^ 2 2
t= St (nk )
SE( ^ 2 )

^
SE ( 2)=0,128 2
^ 2=0,78
n=48, k=4,

0,780
t = =6,09
0,128

0 1:

C0{t* : t* } C1{ t*: t* > } .

,
:

(t; 0 )=
 c
()=(484)=(44)

df=40, df=50 df=44

1% 2,423 , 2,402 2,414
5% 1,684 , 1,676, 1,680
10% 1,303 , 1,299 1,301

: H0 t, t*
C0, 0 H1
t* C1.

10% =1,301. t* = 6,09> c.

0 1.
1% =2,414. t* = 6,09> c.
0 1.
5% =1,680. t* = 6,09> c.
H0 H1.

5%
.

3
0: 4= 0.
C0
C1
:
0 1:

0: 4= 0
1: 4<0 (
)
,
0 :

t-statistic:

^ 4 4
t= St (nk )
SE( ^ )
4
 ^
SE ( 4 )=0,188 4
^ 4=0,38
n=48, k=4,

0,380
t = =2,02
0,188

0 1:

C0{t* :t* } C1{ t*:t<} .

,
:

(t<;0 )=

c
()=(484)=(44)

df=40, df=50 df=44

1% 2,423 , 2,402 2,414
5% 1,684 , 1,676, 1,680
10% 1,303 , 1,299 1,301

: H0 t, t*
C0 H0 H1 t*
C1.

1% =2,414. t* =2,02<. 0
H1.
10% =1,301. t* =2,02>. H0
H1.
5% =1,680. t* =2,02>. H0
H1.

5% H0
.

3

( 1) .
 0 1:

0: 2=3,=4 = 0 1: 2 , 3, 4 0

,
0 :

F-statistic
R2
(nk )
1R2
F= F( k1, nk )
(k1)

0,82
( 484 )
10,82
F= =66,815.
( 41 )

0 1:

C0{F* : F* } C1{ F* : F* > } .

,
:

(F* > ; 0 )=

c
F ( k 1, nk )=F ( 41, 484 ) =F (3,44)

c c
(3,40) (3,44)
1% 4,31 4,26
5% 2,83 2,82

: 0 F, F*
C0, 0 1 F*
C1.

5% =2,82. F* = 66,815>c. .
0 1
 5%
(, )
.

4A
:

R 0,914397684

R 0,836123125

R
0,816613973

0,22608809

48

SS MS F F

5 10,95360865 2,19072173 42,85799467 1,95594E-15

42 2,146864626 0,051115824

47 13,10047328

t -P 95%
95% 95,0% 95,0%
- 0,63933237 -
-0,501816185 0,565462028 0,887444532 0,379893542 -1,642964744 4 1,642964744 0,639332374
- 0,04036496 -
Loans (LN) -0,02572438 0,032748597 0,785510917 0,436563126 -0,091813724 3 0,091813724 0,040364963
- 0,01155616
Innovation (INN) -0,060707404 0,035808048 1,695356413 0,097410345 -0,13297097 2 -0,13297097 0,011556162
0,07766888 -
HR 0,012501673 0,032291662 0,387148647 0,700601042 -0,052665538 4 0,052665538 0,077668884
0,98223888
Sales (SL) 0,728648075 0,12565934 5,798598625 7,73677E-07 0,475057264 6 0,475057264 0,982238886
0,72372064 -
Advertisement (ADV) 0,350870451 0,18475476 1,899114538 0,064432445 -0,021979746 7 0,021979746 0,723720647

4, (i)

5
1,2,3,4,5.
.
^
1, 1=0,501816185 ,

SE ( ^ 1)=0,565462028 . H (t-statistic)

0: 1=0 , t*=-0,887444532. pvalue

(0:1=0) =0,379893542

5%, 10%, (0:2=0)

(pvalue> ). 1
.
 ^ 2=0,02572438
2, ,
^
SE ( 2)=0,032748597 . H (t-statistic)
0: 2=0 , t*=-0,785510917. pvalue
(0:2=0) =0,436563126.
5%, 10% (0:2=0)
(pvalue> ). 2
.

^ 3=0,060707404
3, ,
^
SE ( 3)=0,035808048 . H (t-statistic)
0: 3=0 , t*=-1,695356413. pvalue
(0:3=0) =0,097410345.

5%, (0:2=0)
(pvalue> ). 2
.
10%, (0:2=0)
(pvalue< ). 2
.

^ 4=0,012501673
4, ,
^
. SE ( 4 )=0,032291662 . H (t-statistic)
0: 4=0 , t*=0,387148647. pvalue
(0:4=0) =0,700601042.
(0:4=0) . 4
.

5%, 10% (0:4=0)

(pvalue> ). 4
.
^
5, 5=0,728648075 ,
^
. SE ( 5)=0,12565934 . H (t-statistic)
0: 5=0 , t*=5,798598625. pvalue
(0:5=0) =7,73677*10-7 0 .
(0: 5=0) .
5 .
 ^ 6=0,350870451
6, ,
^
SE ( 6)= 0,18475476. H (t-statistic)
0: 6=0 , t*=1,899114538. pvalue
(0:6=0) =0,064432445.

5%, (0:6=0)
(pvalue> ). 6
.

10%, (0:2=0)
(pvalue< ). 2
.

4, (ii)
.

0 1:

0: 2=3,=4 = 5=6 =0 1: 2 , 3, 4 , 5, 6 0

F-statistic
R2
(nk )
1R2
F= F( k1, nk )
(k1)

excel,
p-value:

F* =42,85799467 , =1,9559410-150.

(0: 2=3,=4 = 5=6 =0) .
.

F-statistic

4
,
.
0 1:

0: 2= 0 ( )
1: 2<0 ( )
 ,
0 :

t-statistic:

^ 2 2
t= St (nk )
SE( ^ 2 )

Excel

SE ( ^ 2)=0,032748597
^ 2

^ 2=0,02572438

n=48
k=6 .

Excel
t =0,785510916913645

0 1:

C0{t* :t* } C1{ t*:t<} .

,
:

(t<;0 )=

c
()=(486)=(42)

df=40, df=50
1% -2,423 , -2,403
5% -1,684 , -1,676
10% -1,303 , -1,299

: 0 t, t*
0, 0 1
t* 1.
1%,5% 10%
t =0,785510916913645 >c ,
0 1.




4
 ,

.

0 1:
0: 6= 0 ( )
1: 6>0 ( )
,
0 :

t-statistic:
^
t= 6 6 St(nk )
SE( ^ ) 6

Excel

SE ( ^ 6)=0,184754760062282
^ 6

^ 6=0,350870450763279

n=48
k=6 .
Excel
t = 1,89911453780675

0 1:

C0{t* : t* } C1{ t*: t* > } .

,
:

(t; 0 )=

c
()=(486)=(42)

df=40, df=50
1% 2,423 , 2,403
5% 1,684 , 1,676
10% 1,303 , 1,299
: 0 t, t*
0, 0 1
t* 1.
5% 10%
t =1,89911453780675 >c . 0
1

.
1% c=2,423. t* < c.
0 ( )
1 ( )

4E
,

t = 1 + 2 t + 3 IN t + 4 t + 5 t + 6t + t,

.

(0: 2=3= 4=0).

t = 1 + 5 t + 6t + t,

excel
:

R 0,881622884

R 0,77725891
R
0,767359306

0,254646321

48

SS MS F
F

2 10,18245958 5,091229788 78,51414144 2,11596E-15

45 2,918013701 0,064844749

47 13,10047328

t -P
95% 95% 95,0% 95,0%
-
-0,726112062 0,549848568 1,320567342 0,193322799 -1,83356391 0,381339786 -1,83356391 0,381339786

Sales (SL) 0,858850251 0,136146232 6,308292489 1,08715E-07 0,584637668 1,133062833 0,584637668 1,133062833
-
Advertisement (ADV) 0,251863158 0,199721864 1,261069532 0,213782659 -0,150397319 0,654123635 0,150397319 0,654123635

0 1:
0: 2=3= 4=0 1: 2,3,40
 ,
0 :

F-statistic
R
2 2
( U R R )/m
F (m , nk )
(1R2U )/(nk )
F=
:

R
0,8361231247073910,777258909708289
486
( U 2R2R )/m 10,777258909708289
= = 0,26427191732792114=3,6998
(1R2U )/(nk ) 3
F=

0 1:

C0{F* : F* } C1{ F* : F* > } .

,
:

(F* > ; 0 )=

c
F ( m ,nk )=F ( 3, 486 )=F (3,42)

( c F(3,40) F ( 3,42 ) )

1% 4,31
5% 2,83
: 0 F, F*
C0, 0 1
F* C1.

5% =2,83. F* = 3,699807 >c.

0 1.
 1% =4,31. F* = 3,699807 <c.
0 1

1E ( )

i 1 2 3 4 5 6 7 8 9 10 11 12 13 14


10 8 0 23 40 35 11 6 6 17 41 12 10 12
(X i , )


44 12 16 10 13 5 22 13 15 22 11 16 42 15
( X i , )


(
X i , + X i , 54 20 16 33 53 40 33 19 21 39 52 28 52 27

)



X i ,
X i , + X i , 0,185 0,400 0,000 0,697 0,755 0,875 0,333 0,316 0,286 0,436 0,788 0,429 0,192 0,444

p i,
)



X i ,
0,815 0,600 1,000 0,303 0,245 0,125 0,667 0,684 0,714 0,564 0,212 0,571 0,808 0,556
X i , + X i ,
pi ,
)

i 1 2 3 4 5 6 7 8 9 10 11 12 13 14



X i ,
X i , + X i , 0,185 0,400 0,000 0,697 0,755 0,875 0,333 0,316 0,286 0,436 0,788 0,429 0,192 0,444

p i,
)

()
n n
X i,
^p ^p = p= 1 pi , = 1
: n i=1 n i=1 X i , + X i ,

:
14
1 1
^p= p= ^p =
14 i=1
p i , = ( 0,185+0,4+ 0+0,697+ 0,755+ 0,875+0,333+0,316+ 0,286+0,436+ 0,788+ 0,42
14

^p =0,4383

() s2 :
n
1
s 2= ( p ^p ) 2
n1 i=1 i

:
n
1
s 2= ( p ^p ) 2
n1 i=1 i =

[ 2+ ( 0,40,4383 )2+ ( 00,4383 )2 + ( 0,6970,4383 )2 + ( 0,7550,4383 )2 + ( 0,8750,4383 )2+ ( 0.3330,4383 )

s= 0,0652=0,255
 2
S =0,0652

()
n n
X i ,
^p ^p = p= 1 pi , = 1
: n i=1 n i=1 X i , + X i ,

:
14 14
1
^p= p= ^p = p = 1 p =
14 i=1 i , 14 i=1 i ,

1 1
( 0,815+0,6 +1+ 0,303+0,245+0,125+ 0,667+0,684+ 0,714+0,564+ 0,212+0,571+0,808+0,556 )=
14 14
7,864=0,5617

^p =0,5617 0,561686)

() s2 :
n
1
2
s=
n1 i=1
( pi ^p ) 2 :

n
1
s 2= ( p ^p ) 2
n1 i=1 i =

[ 2+ ( 0,60,5617 )2+ (10,5617 )2 + ( 0,3030,5617 )2 + ( 0,2450,5617 )2 + ( 0,1250,5617 )2+ ( 0,6670,5617

s= 0,0652=0,255

2
S =0,0652
 . .

H0 (
p=p)
H1 (
pp ):

H0: p -p=0

H1: p -p 0

H0 :

( ^p ^p ) ( p p )
Z= t ( n+m2 )
Sp
1 1
+
n m

, S p=

( n1 ) S2 + ( m1 ) S 2
( n+m2 )

2
^p =0 ,5617
, S =0 ,0652

2
^p =0 , 4383
, S =0 ,0652

n=m=14

260,0652
= 0,0652=0,255
26

S p=
( n1 ) S2 + ( m1 ) S 2
( n+m2 )
=

(141 ) 0,0652+ ( 141 ) 0,0652
14+142
=

2130,0652
26
=
 ( p ^p ) ( p p ) ( 0,56170,4383 )0 0,1234
Z = = = =1,2803
Sp
1 1
+
n m
0,255
1 1
+
14 14
0,255
1
7

0 1:
0 {:||<} 1{ :|| } .

,
:

(||; 0 )=

=> 2(;0 )=
=> (; 0 )=/2.

c
(+2)=(14+142)=(26)

1% 2,779
5% 2,056
10% 1,706

5% c=2,056. ||=1,2803<c.
0
p=p
H1.
1% 10%.

t kai f o
:

http://stattrek.com/online-calculator/f-distribution.aspx

https://www.easycalculation.com/statistics/t-distribution-critical-value-table.php