TEMA 2 - ECONOMETRIE - UNGUREANU CRISTIAN AMEDEO MIHAIL - CIG ID AN 2 - GRUPA 2

t Xt Yt Xt2 XtYt Ŷt Ut=Yt-Ŷt Ut2 (𝑌𝑡 −𝑌)ҧ 2 (𝑋𝑡 −𝑋)ҧ 2 (𝑈𝑡 − 𝑈𝑡−1 )2
1 5,1 24,2 26,01 123,42 20,30593 3,89407 15,163781 0,1225 1,1881
2 6,2 23,5 38,44 145,7 23,88236 -0,38236 0,1461992 0,1225 0,0001 18,28785
3 2,3 13,2 5,29 30,36 11,20229 1,99771 3,9908452 113,4225 15,1321 5,66473
4 11,2 39,5 125,44 442,4 40,13886 -0,63886 0,4081421 244,9225 25,1001 6,95150
5 8,5 33,7 72,25 286,45 31,36035 2,33965 5,4739621 97,0225 5,3361 8,87152
6 7,3 25 53,29 182,5 27,45879 -2,45879 6,0456483 1,3225 1,2321 23,02503
7 2,5 9,2 6,25 23 11,85255 -2,65255 7,0360215 214,6225 13,6161 0,03754
8 8,2 29,7 67,24 243,54 30,38496 -0,68496 0,4691702 34,2225 4,0401 3,87141
9 6,6 26,3 43,56 173,58 25,18288 1,11712 1,2479571 6,0025 0,1681 3,24749
10 5,6 21,5 31,36 120,4 21,93158 -0,43158 0,1862613 5,5225 0,3481 2,39847
11 3,5 13,3 12,25 46,55 15,10385 -1,80385 3,2538748 111,3025 7,2361 1,88312
12 8,3 28,2 68,89 234,06 30,71009 -2,51009 6,3005518 18,9225 4,4521 0,49877
13 3,6 14,5 12,96 52,2 15,42898 -0,92898 0,8630038 87,4225 6,7081 2,49991
14 6,4 21,5 40,96 137,6 24,53262 -3,03262 9,1967841 5,5225 0,0441 4,42530
15 4,2 21 17,64 88,2 17,37976 3,62024 13,106138 8,1225 3,9601 44,26055
16 10 37,5 100 375 36,2373 1,26270 1,5944113 186,3225 14,5161 5,55799
17 9,5 35,6 90,25 338,2 34,61165 0,98835 0,9768357 138,0625 10,9561 0,07527
18 3 13,3 9 39,9 13,4782 -0,17820 0,0317552 111,3025 10,1761 1,36084
19 7,5 28,6 56,25 214,5 28,10905 0,49095 0,2410319 22,5625 1,7161 0,44776
20 4,3 17,7 18,49 76,11 17,70489 -0,00489 0,00002 37,8225 3,5721 0,24586
∑ 123,8 477 895,82 3373,67 476,99694 0,00306 75,732398 1444,67 129,498 133,61093
 ∑𝑌𝑡 = 𝑛𝑎ሶ 0 + 𝑎1ሶ Σ𝑋𝑡 477 = 20𝑎ሶ 0 + 123,8𝑎1ሶ 20 123,8
> > Δ =
123,8 895,82
∑𝑌𝑡 𝑋𝑡 = 𝑎ሶ 0 Σ𝑋𝑡 + 𝑎1ሶ Σ𝑋𝑡2 3373,67 = 123,8𝑎ሶ 0 + 895,82𝑎1ሶ
> Δ = 20 𝑥 895,82 − 123,8 𝑥 123,8 = 17916,4 − 15326,44 = 2589,96
> ∆= 2589,96
477 123,8
Δ𝑎ො0 = = 477 𝑥 895,82 − 123,8 𝑥 3373,67 = 9645,794 >∆â0= 9645,794
3373,67 895,82
20 477
Δ𝑎ො1 = = 20 𝑥 3373,67 − 477 𝑥 123,8 = 8420,8 >∆â1= 8420,8
123,8 3373,67
Δ𝑎ො 9645,794
> 𝑎ො0 = 0 = = 3,7243
Δ 2589,96

Δ𝑎ො1 8420,8
> 𝑎ො1 = = = 3,2513
Δ 2589,96
> 𝑌෠𝑡 = 𝑎ො0 + 𝑎ො1 𝑋𝑡 = 3,7243 + 3,2513𝑋𝑡
Interpretarea rezultatului 𝑌෠𝑡 = 𝑎ො0 + 𝑎ො1 𝑋𝑡 = 3,7243 + 3,2513𝑋𝑡 este :
La cresterea cu 1 u.m. a investitiilor va creste si cifra de afaceri cu 3,2513 u.m.

Σ𝑌𝑡 477 Σ𝑋𝑡 123,8

𝑌ത = = = 23,85 𝑋ത = = = 6,19
𝑛 20 2 𝑛 20
Σ𝑈𝑡 75,7324
𝑅2 = 1 − ത 2
=1− = 1 − 0,0524 = 0,9476
Σ 𝑌𝑡 −𝑌 1444,67

Coeficientul de determinare 𝑅2 ne arata o acuratete de 94,76% a modelului.

 Σ𝑈𝑡2 75,7324
𝑆𝑈2 = = = 4,20736
𝑛−2 18 2
2 2
1 𝑋ത 1 6,192
𝑆𝑎ෞ0 = 𝑆𝑈 + = 4,20736 + = 1,45524 ⇒ 𝑆𝑎ො0 = 𝑆𝑎2ො0 = 1,45524 = 1,20633
𝑛 Σ(𝑋𝑡 −𝑋) ത 2 20 129,498
𝑎ො0 3,7234
⇒ 𝑡𝑎ො0 = = = 3,08666
𝑆𝑎ො0 1,20633
2 2 1 1
𝑆𝑎ෞ1
= 𝑆𝑈 ത 2 = 4,20736 ∙ = 0,03249 ⇒ 𝑆𝑎ො1 = 𝑆𝑎2ො1 = 0,03249 = 0,18025 ⇒
Σ(𝑋𝑡 −𝑋) 129,498
𝑎ො 1 3,2513
𝑡𝑎ො1 = = = 18,03773
𝑆𝑎
ෝ1 0,18025

𝑡0,05:18 = 1,734 < 𝑡0,0005:18 = 3,922 < 𝑡𝑎ො0 = 3,08666

Estimatorul 𝑎ො0 poate fi garantat cu un grad de incredere mai mare de 99,5%.
𝑡0,05:18 = 1,734 < 𝑡0,0005:18 = 3,922 < 𝑡𝑎ො1 = 18,03773
Estimatorul 𝑎ො1 poate fi garantat cu un grad de incredere mai mare de 99,95%.
Σ(𝑈𝑡 − 𝑈𝑡−1 )2 133,6109
𝑑𝑤 = = = 1,76425
Σ𝑈𝑡2 75,7324
Conform testului Durbin-Watson (dw) erorile nu sunt autocorelate.
Prognoza Y21 pentru X21 = 6,2
𝑌෠𝑡 = 𝑎ො0 + 𝑎ො1 𝑋𝑡 ⇒ 𝑌21Ƹ = 𝑎0Ƹ + 𝑎1Ƹ 𝑋21 = 3,7243 + 3,2513 ∗ 6,2 ⇒ 𝑌21Ƹ =23,88
2 2
1 𝑋21 − 𝑋ത 2 1 0,0001
𝑆𝑓 = 𝑆𝑈 1 + + = 4,20736 1 + + = 4,41773 ⇒ 𝑆𝑓 = 4,41773 = 2,10184
20 Σ 𝑋𝑡 − 𝑋ത 2 20 129,498
𝑡0.10;18 = 1,734 ⇒ 23,88 − 1,734 ∗ 2,10184 < 𝑌21 < 23,88 + 1,734 ∗ 2,10184 ⇒
⇒ 20,2354 < 23,88 < 27,5246
mininim 20,2354
Prognoza Y21 23,88
maxim 27,5246
45
40
𝑌෠𝑡 = 3,7243 + 3,2513𝑋
35
𝑅 2 = 0,9476
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25
Figura : Dreapta de regresie
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