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Wariancja resztowa: |
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EKONOMETRYCZNY MODEL dot. PRODUKCJI CHLEBA |
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Su^2= |
0,627658095546623 |
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Odchylenie resztowe: |
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Dane odnoszą się do pewnej piekarni X i dotyczą okresów 10 dniowych. |
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Su= |
0,792248758627379 |
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Yt- produkcja chleba w tysiącach sztuk. |
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X1t-liczba zatrudnionych na dwie zmiany. |
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Współczynnik zmienności: |
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X2t-czas pracy w godzinach. |
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Vu= |
4,56857930441796 |
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X3t-zużycie mąki w tonach. |
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Średnie y= |
17,34125 |
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Źródło:Dane z piekarni X. |
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Współczynnik zbieżności: |
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ρ^2= |
0,116904142130177 |
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Okres |
Yt |
X1t |
X2t |
X3t |
Y*t |
ut |
u^2t |
Yt^2 |
ut-1 |
ut-ut-1 |
(ut-ut-1)^2 |
ut*ut-1 |
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1 |
14,35 |
152 |
12,89 |
6 |
15,189 |
-0,839 |
0,704 |
205,923 |
- |
- |
- |
- |
Współczynnik determinacji: |
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2 |
18,26 |
202 |
16,4 |
6 |
18,329 |
-0,069 |
0,005 |
333,428 |
-0,839 |
0,770 |
0,594 |
0,058 |
R^2= |
0,883095857869823 |
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3 |
21,98 |
213 |
20,37 |
8 |
22,503 |
-0,523 |
0,273 |
483,120 |
-0,069 |
-0,454 |
0,206 |
0,036 |
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4 |
19,23 |
202 |
17,27 |
7 |
19,601 |
-0,371 |
0,137 |
369,793 |
-0,523 |
0,152 |
0,023 |
0,194 |
Skorygowany współczynnik determinacji: |
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5 |
14,67 |
161 |
13,19 |
6 |
15,540 |
-0,870 |
0,758 |
215,209 |
-0,371 |
-0,500 |
0,250 |
0,323 |
Ř^2= |
0,853869822337278 |
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6 |
18,02 |
194 |
16,49 |
6 |
18,246 |
-0,226 |
0,051 |
324,720 |
-0,870 |
0,644 |
0,415 |
0,197 |
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7 |
17,74 |
184 |
15,9 |
6 |
17,690 |
0,050 |
0,002 |
314,708 |
-0,226 |
0,276 |
0,076 |
-0,011 |
Błędy szacunku parametrów: |
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8 |
17,34 |
197 |
15,55 |
5 |
16,981 |
0,359 |
0,129 |
300,676 |
0,050 |
0,309 |
0,095 |
0,018 |
D^2(a0)= |
11,0777755075776 |
D^(a0)= |
3,32832923665577 |
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9 |
19,1 |
166 |
14,21 |
7 |
16,997 |
2,103 |
4,422 |
364,810 |
0,359 |
1,744 |
3,043 |
0,754 |
D^2(a1)= |
0,00102249875082 |
D^(a1)= |
0,031976534377884 |
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10 |
15,95 |
180 |
14,3 |
5 |
15,877 |
0,073 |
0,005 |
254,403 |
2,103 |
-2,030 |
4,123 |
0,152 |
D^2(a2)= |
0,114224900778153 |
D^(a2)= |
0,337971745532305 |
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11 |
19,36 |
183 |
17,37 |
7 |
19,331 |
0,029 |
0,001 |
374,810 |
0,073 |
-0,044 |
0,002 |
0,002 |
D^2(a3)= |
0,161968177289504 |
D^(a3)= |
0,402452701928443 |
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12 |
16,99 |
199 |
15,27 |
5 |
16,836 |
0,154 |
0,024 |
288,660 |
0,029 |
0,125 |
0,016 |
0,004 |
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13 |
18,12 |
190 |
16,25 |
5 |
17,309 |
0,811 |
0,657 |
328,334 |
0,154 |
0,657 |
0,431 |
0,125 |
Test t-Studenta: |
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14 |
15,09 |
176 |
13,86 |
5 |
15,524 |
-0,434 |
0,188 |
227,708 |
0,811 |
-1,244 |
1,549 |
-0,352 |
Ho: α1=0 |
t0,05;16-4= |
2,17881 |
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15 |
14,91 |
181 |
13,38 |
5 |
15,302 |
-0,392 |
0,154 |
222,308 |
-0,434 |
0,041 |
0,002 |
0,170 |
H1: α1≠0 |
t1= |
0,549508127482715 |
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16 |
16,35 |
185 |
14,67 |
5 |
16,204 |
0,146 |
0,021 |
267,323 |
-0,392 |
0,539 |
0,290 |
-0,057 |
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277,46 |
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0,000 |
7,532 |
4875,931 |
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11,115 |
1,612 |
Ho: α2=0 |
t0,05;16-4= |
2,17881 |
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H1: α2≠0 |
t2= |
1,90593318391538 |
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14,35 |
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1 |
152 |
12,89 |
6 |
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Y= |
18,26 |
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X= |
1 |
202 |
16,4 |
6 |
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Ho: α3=0 |
t0,05;16-4= |
2,17881 |
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21,98 |
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1 |
213 |
20,37 |
8 |
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H1: α3≠0 |
t3= |
1,76855528639185 |
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19,23 |
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1 |
202 |
17,27 |
7 |
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14,67 |
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1 |
161 |
13,19 |
6 |
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Test F Fishera-Snedecora: |
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18,02 |
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1 |
194 |
16,49 |
6 |
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Ho: Rw=0 |
F0,05;4-1;16-4= |
3,49029 |
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17,74 |
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1 |
184 |
15,9 |
6 |
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H1: Rw>0 |
F= |
30,2160673446955 |
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17,34 |
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1 |
197 |
15,55 |
5 |
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19,1 |
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1 |
166 |
14,21 |
7 |
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Test Durbina-Watsona: |
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15,95 |
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1 |
180 |
14,3 |
5 |
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Ho: ρ1=0 |
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d |
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19,36 |
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1 |
183 |
17,37 |
7 |
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H1: ρ1>0 |
dl=0,8572 |
< |
1,47566029408857 |
< |
du=1,7277 |
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16,99 |
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1 |
199 |
15,27 |
5 |
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18,12 |
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1 |
190 |
16,25 |
5 |
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Estymator współczynnika autokorelacji rzedu 1.: |
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15,09 |
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1 |
176 |
13,86 |
5 |
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r1= |
0,21401920167082 |
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14,91 |
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1 |
181 |
13,38 |
5 |
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16,35 |
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1 |
185 |
14,67 |
5 |
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1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
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X'= |
152 |
202 |
213 |
202 |
161 |
194 |
184 |
197 |
166 |
180 |
183 |
199 |
190 |
176 |
181 |
185 |
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12,89 |
16,4 |
20,37 |
17,27 |
13,19 |
16,49 |
15,9 |
15,55 |
14,21 |
14,3 |
17,37 |
15,27 |
16,25 |
13,86 |
13,38 |
14,67 |
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6 |
6 |
8 |
7 |
6 |
6 |
6 |
5 |
7 |
5 |
7 |
5 |
5 |
5 |
5 |
5 |
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16 |
2965 |
247,37 |
94 |
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X'X= |
2965 |
553411 |
46223,92 |
17459 |
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247,37 |
46223,92 |
3880,5099 |
1470,53 |
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94 |
17459 |
1470,53 |
566 |
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17,6493788356701 |
-0,146482599037967 |
1,1840132773434 |
-1,48892042169773 |
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277,46 |
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-0,055518604265672 |
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(X'X)-1= |
-0,146482599037962 |
0,001629069644883 |
-0,015784173853103 |
0,015085757165658 |
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X'Y= |
51761,4 |
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a= |
0,017571365529378 |
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1,18401327734331 |
-0,015784173853103 |
0,181985863941858 |
-0,182574256663192 |
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4344,7845 |
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0,644151565035827 |
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-1,48892042169766 |
0,015085757165658 |
-0,182574256663195 |
0,258051602359159 |
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1651,66 |
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0,711759853518231 |
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PODSUMOWANIE - WYJŚCIE |
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Statystyki regresji |
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Wielokrotność R |
0,939731801031456 |
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R kwadrat |
0,883095857869824 |
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Dopasowany R kwadrat |
0,853869822337279 |
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Błąd standardowy |
0,792248758627378 |
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Obserwacje |
16 |
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ANALIZA WARIANCJI |
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df |
SS |
MS |
F |
Istotność F |
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Regresja |
3 |
56,8960778534406 |
18,9653592844802 |
30,2160673446957 |
7,10056687977432E-06 |
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Resztkowy |
12 |
7,53189714655947 |
0,627658095546622 |
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Razem |
15 |
64,427975 |
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Współczynniki |
Błąd standardowy |
t Stat |
Wartość-p |
Dolne 95% |
Górne 95% |
Dolne 95,0% |
Górne 95,0% |
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Przecięcie |
-0,05551860426161 |
3,32832923665597 |
-0,016680622713092 |
0,986965538666494 |
-7,30732503811616 |
7,19628782959294 |
-7,30732503811616 |
7,19628782959294 |
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X1t |
0,017571365529351 |
0,031976534377887 |
0,549508127481845 |
0,592736274612622 |
-0,052099517741473 |
0,087242248800175 |
-0,052099517741473 |
0,087242248800175 |
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X2t |
0,644151565036071 |
0,33797174553233 |
1,90593318391597 |
0,080889233838551 |
-0,092225609349138 |
1,38052873942128 |
-0,092225609349138 |
1,38052873942128 |
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X3t |
0,711759853517938 |
0,402452701928463 |
1,76855528639103 |
0,102356414226939 |
-0,165109255771038 |
1,58862896280691 |
-0,165109255771038 |
1,58862896280691 |
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SKŁADNIKI RESZTOWE - WYJŚCIE |
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PRAWDOPODOBIEŃSTWO - WYJŚCIE |
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Obserwacja |
Przewidywane Yt |
Składniki resztowe |
Std. składniki resztowe |
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Percentyl |
Yt |
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1 |
15,1890017506224 |
-0,839001750622378 |
-1,18401255111044 |
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3,125 |
14,35 |
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2 |
18,3285420203666 |
-0,068542020366554 |
-0,09672758409892 |
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9,375 |
14,67 |
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3 |
22,5026284614185 |
-0,522628461418496 |
-0,737541557485438 |
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15,625 |
14,91 |
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4 |
19,6007137354659 |
-0,370713735465873 |
-0,523157091549604 |
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21,875 |
15,09 |
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5 |
15,5403895098974 |
-0,870389509897361 |
-1,22830745383889 |
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28,125 |
15,95 |
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6 |
18,245944736985 |
-0,225944736984989 |
-0,318856789332233 |
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34,375 |
16,35 |
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|
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|
7 |
17,6901816583202 |
0,049818341679806 |
0,070304432357433 |
|
40,625 |
16,99 |
|
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|
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|
8 |
16,9813965089212 |
0,358603491078799 |
0,506066922976447 |
|
46,875 |
17,34 |
|
|
|
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|
|
9 |
16,9970407873989 |
2,10295921260115 |
2,96772932874818 |
|
53,125 |
17,74 |
|
|
|
|
|
|
|
|
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|
|
|
|
10 |
15,8774938386271 |
0,072506161372861 |
0,102321842635755 |
|
59,375 |
18,02 |
|
|
|
|
|
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|
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|
|
11 |
19,3312729469118 |
0,028727053088193 |
0,040540072041096 |
|
65,625 |
18,12 |
|
|
|
|
|
|
|
|
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|
|
|
12 |
16,8361768017698 |
0,153823198230199 |
0,217077732223325 |
|
71,875 |
18,26 |
|
|
|
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13 |
17,309303045741 |
0,810696954259011 |
1,14406837444336 |
|
78,125 |
19,1 |
|
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|
14 |
15,5237816878939 |
-0,433781687893859 |
-0,612159584324116 |
|
84,375 |
19,23 |
|
|
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|
15 |
15,3024457643233 |
-0,392445764323302 |
-0,553825674671394 |
|
90,625 |
19,36 |
|
|
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16 |
16,2036867453372 |
0,146313254662761 |
0,206479580985402 |
|
96,875 |
21,98 |
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Yt |
X1t |
X2t |
X3t |
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Yt |
1 |
0,682265497758488 |
0,91685385694221 |
0,725125469640414 |
|
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|
X1t |
0,682265497758488 |
1 |
0,813614495479818 |
0,169824826726561 |
|
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|
X2t |
0,91685385694221 |
0,813614495479818 |
1 |
0,620887477511402 |
|
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|
X3t |
0,725125469640414 |
0,169824826726561 |
0,620887477511402 |
1 |
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Ro= |
0,682265497758488 |
|
R= |
1 |
0,813614495479818 |
0,169824826726561 |
|
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|
|
0,91685385694221 |
|
|
0,813614495479818 |
1 |
0,620887477511402 |
|
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|
|
0,725125469640414 |
|
|
0,169824826726561 |
0,620887477511402 |
1 |
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L= |
7 |
kom. 1 |
licznik |
mianownik |
wynik |
|
kom. 5 |
licznik |
mianownik |
wynik |
|
|
|
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|
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|
|
|
|
h1.1 |
0,465486209431638 |
1 |
0,465486209431638 |
|
h5.2 |
0,840620994989807 |
1,6208874775114 |
0,518617736673762 |
|
|
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|
H1 |
0,465486209431638 |
|
h5.3 |
0,525806946721231 |
1,6208874775114 |
0,324394477726806 |
|
|
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|
H5 |
0,843012214400568 |
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|
kom. 2 |
licznik |
mianownik |
wynik |
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|
h2.2 |
0,840620994989807 |
1 |
0,840620994989807 |
|
kom. 6 |
licznik |
mianownik |
wynik |
|
|
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|
|
H2 |
0,840620994989807 |
|
h6.1 |
0,465486209431638 |
1,16982482672656 |
0,397911036590132 |
|
|
|
|
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|
h6.3 |
0,525806946721231 |
1,16982482672656 |
0,449474942494219 |
|
|
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|
kom. 3 |
licznik |
mianownik |
wynik |
|
|
|
H6 |
0,847385979084352 |
|
|
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|
h3.3 |
0,525806946721231 |
1 |
0,525806946721231 |
|
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|
H3 |
0,525806946721231 |
|
kom. 7 |
licznik |
mianownik |
wynik |
|
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|
h7.1 |
0,465486209431638 |
1,98343932220638 |
0,234686387539111 |
|
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|
kom. 4 |
licznik |
mianownik |
wynik |
|
h7.2 |
0,840620994989807 |
2,43450197299122 |
0,345294850575518 |
|
|
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|
h4.1 |
0,465486209431638 |
1,81361449547982 |
0,256662157581888 |
|
h7.3 |
0,525806946721231 |
1,79071230423796 |
0,293630051838499 |
|
|
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|
h4.2 |
0,840620994989807 |
1,81361449547982 |
0,463505886771934 |
|
|
|
H7 |
0,873611289953128 |
|
|
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|
H4 |
0,720168044353823 |
|
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|