Bilet 730-FABBV-9-lulie 2016 ‘A, in cadrul unei analize econometrice printre alte teste s-a efectuat si unul specific reziduurilor. Rezuitatele obfinute sunt prezentate mai jos: Heteroskedasticity Test: White F-statistic 143.1538 Prob. F(3,1496) 0.0000 Obs*R-squared 334.5650 Prob. Chi-Square(3) 0.0000 Test Equation: Dependent Variable: RESID“2 ‘Method: Least Squares Included observations: 1500 Variable Coefficient Std. Error t-Statstic Prob. c “1359145 1.366914 0.994317 0.3202 EMPLOY"2 0.003338 0.003637 0.917814 0.3589 VENIT"2 0.000385 2258-05 17.1339 0.0000 VARSTA“2 0.002867 0.001001 2.865076 0.0042 Resquared 0.223043 Mean dependent var 6.017381 ‘Adjusted R-squared ‘0.221485 S.D. dependent var 35.65845 SLE. of regression 31.46269 Akaike info criterion 9.738145 Sum squared resid 1480892. Schwarz criterion 9.752314 F-statistic 143.1538 Durbin-Watson stat 2.007430, Prob(F-statistic) 0.000000 Folosind valorle prezentate mai sus precizat (Ce jpoteza a unui model clas de regresies-a testa gi ce alt test mai cunoastefi pentru a testa aceeas ipoteza?-0.75p Prezentati forma modelului propus de White pentru testarea acestei ipoteze-0.75p ‘Care este concluzia fa urma testirii? Justficati!-0.5p Folosind urmatorul set de valori calculate in urma unei analize econometrice folosind un model inifactorial s& se rispunda la cerinele date pan T Luna ui} ur | is fis) us| ue | 7 | us | 9) vio] ai Rata somajului (%)(y) | 12 | 11 | 16 | is | 21 | 2 | 3 | | 10 Ne IMMuri i049] 25] 3 | 4 [2 [is[3 | s | 3 [5 169 | 064 | 008 | 3.24 | 5.29 [0.68 | 17.64 | 0.68 | Lae (=)? ao x a9 | | 4 [225] | | 9 | 25 : 2) Estimati parameiri unui model de Tonina y=arbxt si, unde w reprezinta variabila rezidual, presupunand ca en respect ipotezee clasice (-1.5 p) b) Calculati gi interpretati valoarea raportului de determinare(determinatie)! (-Ip) «)_Interpretativaloarea termenului liber in seestcaz (-0.5p) d) Construifi un interval de incredere fa 0 probabilitate de 0.95 pentru valoarea medie a lui y in conditiile in care dispersia estimata a reziduurilor este 4, ignordnd-o pe cea objnut& anterior, iarx-9 (1.5p) . 6, = a; + ae + Ue Ce MES urmator:{°¢ 2 7220) ppublice, yun zgomot alb normal distribu a) In ce intervalul poate lua valori ay conform teoriei lui Keynes? Sa se precizeze semnificatia economica a acestuia -0.5p b) Aratati de ce nu este indicat s8 se aplice MCMMP clasic pentru estimarea parametrlor in acest a2 stiind ci G, poate fi considerata ca variabila exogen-0.5p ©) Aduceti modelul in forma redusé -0.5p D. Precizati ce fel de modele, din punct de vedere al seriilor de timp, sunt urmatoarele forme: unde C, reprezinta consumul gospodsrilor, Vie venitul 0.2 + dys + O.1Se,-1 + 0.86.2 KOH @) dy, =0.2-+0.56,-5 ~ 0856, + unde dreprezntl operator de diferetire arco constant. 1prs rn sf “Bah 30 FABRV - 3 uss dole © | ®i Hets Sado Whkls =) n-a Sota Lyla ds Yorsmoncadanty x fhe Tadeo do Vormadadicbals » Q nee laos | > “SoRE Wed - Quod, Terk a Yanna : aQicones, Jada Widls Xo comnidona. uoomalaudt, rmotdk ar 3 omualedls : Ni = Bo = BG © Baka x Gi Bo. Farag, woumalors Onn a) Se Whimoasa. eenradicar ds so NL rs RUMEN TWAdsaabsy Bi &) de rndsanc Yeqgnsa. danalLana ; Qo = Box Bi Ws Va Kags Baws BAR * Ss haa * 2) Se \sumlsane. My. Boke = hi =¥5=0 Af nla ' _ gabon wom Bi #0 (ahsrereadaierlades A) Se dims “RP das sequaria ancora AL no calaQsara LM = 90 ; |mm = ramos de Rosnuhs {Ras ANA RL UNWOTOR s aanioana wot vosman’ s ddsilstis LU ox 5 ote ds Weerddla Craton Ss eaelaoads -1 & 2) Bock Leaded > OAS) ro rasingg, Ho DL tse egwadssO co Toridsossl, rad Yainrorcdenses — Anammamdlons Agee, qo vols. wh < O05 mw emda CO waite. Yelrnoradartsolas & oad yn vedsra co Prd ‘hs. — Sayoaa (3) < 9,08 = grda Wdoorcadansabals (rs. rerguinag. sows mA)| \ ® al = 4+ x vw | Ww = vomalsla joduode parsnguorosd, eG. 8. aes igdisouls Xories % Igghands Sonica “sElai) = 03 tradsa VoridtsSax now Suds we 0 aVonluy =F lai *) = T*>) ~siamla carradslla, Seas (ni >a) = Ela is wi)= oO , le ards por Nand asiloeordabs ° Din eoadtade OLS: Dia mes PQ Zu {\-Zxi | DM = BUX * EXP Lm - THON = ma Dy - LEXY | MOK = wa Ty mb Ze | m ZY -2KTM Ulaxyhs w DXi | wat? aaa sKY- Exe me KD — (exp - a OE mn {Lagev THN ~ 1 2A ~ oe BN WKY Ze — Mew) yt ne Fe Lomo, Adie Nin Td ne eahadlasnd ZX = GaSe Gake vr. 4 d6 = 18,5 ZXNi = la aS MW 3a Was 6-6 = 48S Qe \84,5 —10-3,8 Ww _ syay | ABO LS — lo Be” Roard aya wedona ca. Sesoqla. As aagyusts \racg ee ies Y= G@absX waa V-X & = WW ~(-1, au) 3,8} = 131 LESS A) Payshsd be Mlmowonane Ws E— ESS = Era@aionsd ‘San Squossh Be eS EssVX =o Voricha waticalo. bx mobs aes Este ZAL-NS a (asbx -8-8x) os fix AR} AB e- B= WL Shinceddox Jeon Wa bay WA re posts, eal TO -K} = 469 + 6,644. + 4,84 = BSH | == 36 iTSS Gs Sum Squasd TSS = vasicha tdtola TSS = ZN YY a (a —vuyrs (ud. (@ 0) TSS = sem dsc Ve _ rod oT ga a (raged bs Sdsarmurnans. | goaded A YA) ole. ea) odessa, wosvadsas gomialsiias Ss) wreicala Yo woh, Yo coat Cor SEE Xan vomuabic, rales Nomenysbss, | ws wadicsto ds maammansdd Sg MM 1850. KR) as oh Boca mannan Sa lM Mus on rW GOLO Tao poor af ds 19.1% A) “Bera bo Ineradors fpsndoos 9, Nu 5 Aamo, LinmAa oO TRErasdar Ge 4 > %K=3 | JeRerood, wowrboonas. Yorumua | Ne - Lea Sg Weta aNyc Zhi) asern Ho tmadsh WA) R MALL ABAA(),9) Res We chy May etsy Ren * Ee er bey ee Og Ee -g Wea Rs Sa Dey* OwYe ae ee Madd HR (y) Ree Ny Wy Hae Ve x boy eg abe PHL = yy whe om madd KR) eA =Oa Oy + OAS ben 4 Ok teas erty dil\prones. =\ AR =\ MR =a) @ ARMAS) diWooncad Jood odor KAW NLe fen Nan = Bed Weatea) ‘at deyKurs Co 00) - Bh tess remnablavng, ue Sent = pe By yy \ Aye Mal) AR HA0(0,0,0) wailkadl comtank = Savmysd, Lrad Linsorr ssenarondscl rape A Ye ye MALS) ARMA (6,90) Neo Nant \ dye 8 Gp=s4 + 986-89 ge AR\ ma(o,O ja)