𝑥̅ − 𝜇0 𝑥̅ − 𝜇0 𝑥 𝑃(1 − 𝑃) 𝑝̂ − 𝑃0

𝑍= 𝜎 ; 𝑡= 𝑠 ; 𝑝̂ = ; 𝜎𝑝̂ = √ ;𝑍 = ; 𝐷0 = 𝜇𝑥 − 𝜇𝑦
𝑛 𝑛 𝑃0 (1 − 𝑃0 )
√𝑛 √𝑛 √
𝑛
𝐾 𝑛𝑖 𝐾 𝑛𝑖
𝑆𝑆𝑊
𝑆𝑆𝑇 = 𝑆𝑆𝑊 + 𝑆𝑆𝐺; 𝑆𝑆𝑇 = ∑ ∑(𝑥𝑖𝑗 − ̅̅̅
𝑥)2 ; 𝑆𝑆𝑊 = ∑ ∑(𝑥𝑖𝑗 − ̅̅̅̅
𝑥𝑖 )2 ; 𝑀𝑆𝑊 =
𝑛−𝐾
𝑖=1 𝑗=1 𝑖=1 𝑗=1

𝐾
𝑆𝑆𝐺 𝑆𝑆𝑇 𝑆𝑆𝐺 𝑀𝑆𝐺
𝑆𝑆𝐺 = ∑ 𝑛𝑖 (𝑥̅𝑖 − 𝑥̅ )2 ; 𝑀𝑆𝐺 = ; 𝑀𝑆𝑇 = ; 𝑀𝑆𝐺 = ;𝐹 = ;
𝐾−1 𝑛−1 𝐾−1 𝑀𝑆𝑊
𝑖=1
𝐾
12 𝑅𝑖2
𝑑𝑓1 = 𝐾 − 1; 𝑑𝑓2 = 𝑛 − 𝐾; 𝑊 = [ ∑ ] − 3(𝑛 + 1); 𝑆𝑆𝑇 = 𝑆𝑆𝐺 + 𝑆𝑆𝐵 + 𝑆𝑆𝐸
𝑛(𝑛 + 1) 𝑛𝑖
𝑖=1
𝐾 𝐻 𝐾 𝐾

𝑆𝑆𝑇 = ∑ ∑(𝑥𝑖𝑗 − ̅̅̅

𝑥)2 ; 𝑆𝑆𝐺 = 𝐻 ∑(𝑥̅𝑗∗ − 𝑥̅ )2 ; 𝑆𝑆𝐵 = 𝐾 ∑(𝑥̅∗𝑖 − 𝑥̅ )2 ;
𝑗=1 𝑖=1 𝑖=1 𝑖=1

𝐾 𝐻
𝑆𝑆𝑇 𝑆𝑆𝑇 𝑆𝑆𝑇
𝑆𝑆𝐸 = ∑ ∑(𝑥𝑗𝑖 − 𝑥̅𝑗∗ − 𝑥̅∗𝑖 + 𝑥̅ )2 ; 𝑀𝑆𝑇 = 𝑆𝐺 = ; 𝑀𝑆𝐵 = ;
𝑛−1 𝐾−1 𝐻−1
𝑗=1 𝑖=1

𝑆𝑆𝐸 𝑀𝑆𝐺 𝑀𝑆𝐵 𝑀𝑆𝐼

𝑀𝑆𝐸 = ;𝐹 = ; 𝐹= ;𝐹 =
(𝐾 − 1)(𝐻 − 1) 𝑀𝑆𝐸 𝑀𝑆𝐸 𝑀𝑆𝐸
𝐾

𝑆𝑆𝑇 = 𝑆𝑆𝐺 + 𝑆𝑆𝐵 + 𝑆𝑆𝐼 + 𝑆𝑆𝐸; 𝑆𝑆𝑇 = ∑ ∑ ∑(𝑥𝑗𝑖𝑙 − 𝑋̅)2 ; 𝑆𝑆𝐺 = 𝐻𝐿 ∑(𝑥̅𝑗∗∗ − 𝑥̅ )2
𝑗 𝑖 𝑙 𝑗=1

𝐻 𝐾 𝐻

𝑆𝑆𝐵 = 𝐾𝐿 ∑(𝑥̅∗𝑖∗ − 𝑥̅ ) ; 𝑆𝑆𝐼 = 𝐿 ∑ ∑(𝑥𝑗𝑖∗ − 𝑥̅𝑗∗∗ − 𝑥̅∗𝑖∗ + 𝑥̅ )2 ;

2

𝑖=1 𝑗=1 𝑖=1

𝑆𝑆𝐼 𝑆𝑆𝐸 𝑠𝑥𝑦

𝑆𝑆𝐸 = ∑ ∑ ∑(𝑥𝑗𝑖𝑙 − 𝑥̅𝑗𝑖∗ )2 ; 𝑀𝑆𝐼 = ; 𝑀𝑆𝐸 = ;𝑟 = ;
(𝐾 − 1)(𝐻 − 1) 𝐾𝐻(𝐿 − 1) 𝑠𝑥 𝑠𝑦
𝑖 𝑗 𝑙

∑(𝑥𝑖 − 𝑥̅ )(𝑦𝑖 − 𝑦̅) ∑𝑛𝑖=1(𝑥𝑖 − 𝑥̅ )(𝑦𝑖 − 𝑦̅)

𝑆𝑥𝑦 = ; 𝑌𝑖 = 𝛽0 + 𝛽1 𝑥𝑖 + 𝜀𝑖 ; 𝑦̂𝑖 = 𝛽0 + 𝛽1 𝑥𝑖 ; 𝑏1 = ;
𝑛−1 ∑𝑛𝑖=1(𝑥𝑖 − 𝑥̅ )2

𝑏0 = 𝑦̅ − 𝑏1 𝑥̅ ; 𝑆𝑆𝑇 = 𝑆𝑆𝑅 + 𝑆𝑆𝐸; 𝑆𝑆𝑇 = ∑(𝑦𝑖 − 𝑦̅)2 ; 𝑆𝑆𝑅 = ∑(𝑦̅𝑖 − 𝑦̅)2 ; 𝑆𝑆𝐸 = ∑(𝑦𝑖 − 𝑦̂𝑖 )2 ;

𝑆𝑆𝑅 ∑𝑛𝑖=1 𝑒𝑖2 𝑆𝑆𝐸 𝑆𝑆𝐸 2

𝑆𝑒2 𝑆𝑒2
𝑅2 = 2
= 𝑟𝑥𝑦 ; 𝜎̂ 2 = 𝑠𝑒2 = = ; 𝑆𝑒 = √𝑠𝑒2 = √ ; 𝑆𝑏1 = 2
=
𝑆𝑆𝑇 𝑛−2 𝑛−2 𝑛−2 ∑(𝑥𝑖 − 𝑥̅ ) (𝑛 − 1)𝑆𝑥2

𝑏1 − 𝛽1 𝑀𝑆𝑅 𝑆𝑆𝑅 𝑆𝑆𝐸

𝑡= ;𝐹 = ; 𝑀𝑆𝑅 = ; 𝑀𝑆𝐸 = ; 𝑦̂ = 𝑏0 + 𝑏1 𝑋𝑛+1 ;
𝑆𝑏1 𝑀𝑆𝐸 𝑘 𝑛 − 𝑘 − 1 𝑛+1
 𝑆𝑆𝐸
∑𝑛𝑖=1 𝑒𝑖2 𝑆𝑆𝐸 𝑛 − 𝑘 − 1 ; 𝑡 = 𝑏𝑗 − 0 ;
𝑠𝑒2 = = ̅ 2
; 𝑅 =1−
𝑛−𝐾−1 𝑛−𝑘−1 𝑆𝑆𝑇 𝑆𝑏𝑗
𝑛−1
𝑆𝑆𝑅
𝑀𝑆𝑅 𝐾 ∑𝑛𝑡=2(𝑒𝑡 − 𝑒𝑡−1 )2
𝐹= = ; 𝑑= ;
𝑠𝑒2 𝑆𝑆𝐸 ∑𝑛𝑡=1 𝑒𝑡2
𝑛−𝑘−1
0 → 𝑑𝑙 → 𝑑𝑢 → 2 → 4 − 𝑑𝑢 → 4 − 𝑑𝑙 → 4

𝑝1 ∑𝑘𝑖=1 𝑝𝑡𝑖 ∑𝑘𝑖=1 𝑞0𝑖 𝑝𝑡𝑖 ∑𝑘𝑖=1 𝑞𝑡𝑖 𝑝0𝑖

𝑃𝐼 = 100 ; 𝑃𝐼𝑈𝑊 = 100 ( 𝑘 ) ; 𝑃𝐼𝐿 = 100 ( 𝑘 ) ; 𝑄𝐼𝐿 = 100 ( 𝑘 )
𝑝0 ∑𝑖=1 𝑝0𝑖 ∑𝑖=1 𝑞0𝑖 𝑝0𝑖 ∑𝑖=1 𝑞0𝑖 𝑝0𝑖
𝑠
𝑚 2
1 ∗
𝑋𝑡 = 𝑇𝑡 + 𝑆𝑡 + 𝐶𝑡 𝑥 𝐼𝑡 ; 𝑋𝑡 = 𝑇𝑡 𝑆𝑡 𝐶𝑡 𝐼𝑡 ; 𝑥𝑡∗ = ∑ 𝑥𝑡+𝑗 ; 𝑥𝑡+.5 = ∑ 𝑥𝑡+𝑗
2𝑚 + 1 𝑠
𝑗=−𝑚 𝑗=−( )+1
2
∗ ∗
𝑥𝑡−.5 + 𝑥𝑡+.5 𝑥𝑡
𝑥𝑡∗ = ; 𝑅𝑇𝑀𝐴 = 100 ∗ ;
2 𝑥𝑡

𝑥̅𝑡 = 𝛼 𝑥̅𝑡−1 + (1 − 𝛼)𝑥̅𝑡 ; 𝑥𝑡 = 𝛾 + 𝜑1 𝑥𝑡−1 + 𝜑2 𝑥𝑡−2 +. . +𝜑𝑝 𝑥𝑡−𝑝 + 𝜀𝑡

𝑛

𝑆𝑆 = ∑ ( 𝑥𝑡 − 𝛾 − 𝜑1 𝑥𝑡−1 − 𝜑2 𝑥𝑡−2 − ⋯ − 𝜑𝑝 𝑥𝑡−𝑝 )

𝑡=𝑝+1

𝑥̂𝑡+ℎ = ̂𝛾 + 𝜑̂1 𝑥𝑡+ℎ−1 + 𝜑̂2 𝑥𝑡+ℎ−2 +. . +𝜑̂𝑝 𝑥𝑡+ℎ−𝑝 + 𝜀𝑡