"
"
yt = ą0 + ą1xt + t
yt
xt
ą0, ą1 ą0 ą1
t
yt = ą0 + ą1x1t + ą2x2t + ... + ąKxKt + t
yt
x1t, x2t, ...
ą0, ą1, ą2, ...
t
yt
yt w
t
(yt - w
t)2 min
30
25
20
15
10
5
0
0 2 4 6 8 10 12
yt = 5 + 2 � xt
xt
yt
R2
(yt - w
t)2
R2 = 1 -
(yt - y)2
y
R2
ai
tOBL =
Sai
ai ąi
Sai ąi
tOBL
H0 : ąi = 0
H1 : ąi = 0

H0
H1
tOBL
tKRY T
|tOBL| d" tKRY T H0
tOBL| > tKRY T H0 H1
|tOBL| > 2