SIMON KUZNETS KHARKIV NATIONAL UNIVERSITY OF ECONOMICS

Bachelor's degree Training Direction: Business administration Semester 3

Academic discipline Econometrics

Examination paper number 1 The goal is to assess the creative thinking of the student, his ability to in-
Task 1 tegrate the knowledge gained for the selection and application of economic and
The goal is to assess the student's cognitive knowledge of the discipline,
mathematical methods and models for assessing, analyzing and planning socio-
which makes it possible to determine the level of possession of the study material
Test questions of single and multiple choice "Examination tests" are in the economic processes.
root directory of the discipline "Econometrics" on the website of the distance learn- The marketing department of the enterprise is tasked to analyze the de-
ing system https://pns.hneu.edu.ua/ pendence of the volume of sales of products Y (UAH thousand) on advertising
Task 2
expenses X1 (thousand UAH) and prices for goods X2 (UAH).
The goal is to assess the student's ability to apply the knowledge gained
in practice to solve a wide class of management tasks for various socioeconomic In Table. 2 shows the initial data. It is necessary:
objects (processes) 1) to propose an idea of the type of connection between the dependent
The matrix of coefficients of pair correlations of factor attributes is known. and independent characteristics;
It is necessary to verify the presence of multicollinearity in an array of independ- 2) to determine the parameters of the corresponding econometric model;
ent variables using the Farrar - Glauber method and draw conclusions. Number
3) to test, with the help of Student's criterion, the hypothesis of the signifi-
of observations n = 18.
cance of the influence of advertising costs and prices on the value of products sold;
1 0,37 0,61
4) to check the adequacy of the model;
r= 0,37 1 0,45
5) to plot the actual and calculated (theoretical) values of the sales volume;
0,61 0,45 1
6) to find the forecast value of the sales volume, if the advertising costs
Task 3 are 10 thousand UAH, and the price - 15 UAH.
The goal is to assess the student's ability to apply the knowledge gained Table 2. Initial data
in practice to solve a wide class of management tasks for various socioeconomic
objects (processes) Х1 7,1 25,6 11,6 13,1 15,6 19,6 21,1 22,6 25,1 10,6
X2 24,6 35,6 9,1 27,1 52,6 60,6 49,6 22,1 9,6 5,6
In Table. 1 presents the initial data. It is necessary to check the presence
Y 66,1 87,6 28,6 75,1 118,1 121,6 122,6 62,6 38,1 31,1
of autocorrelation of the residuals in the model 𝑦̂ = 46.54 + 1.23𝑥. Using the Dur-
bin-Watson criterion and the cyclic autocorrelation coefficient. Draw conclusions.
Draw economic conclusions.
Table 1. Initial data
Х 302,1 212,1 170,1 139,6 78,1 77,1 12,1 20,1
Y 387,1 342,1 262,1 230,6 189,1 103,1 67,6 39,1
Task 4

Approved at the meeting of the Department of Economic Cybernetics. Protocol № 8 from 26.11.2019
Head of Department _________________Guryanova L. S. Examiners _______________________S. Prokopovych _______________________S. Milevskyi