D la dany:h z tabe li p on iż ej os z acuj I ini owy mo de I e k on om etry cz ny (narz e dz ie regres ja). Model wykorzystaj do opracowania prognozy na okres t=ll 12. 12.13.
W tabeli podano prognozowane wartości zmiennych niezależnych Wyznacz błędy ex antę tak obliczonej prognozy.
t |
><! |
x2 |
Y |
X | |||
1 |
2.2 |
20.0 |
75.00 |
10 |
22 | ||
2 |
2.6 |
17.0 |
60.00 |
10 |
26 | ||
3 |
2.4 |
15.0 |
65.00 |
10 |
24 | ||
4 |
2.8 |
110 |
35.00 |
10 |
28 | ||
5 |
2.0 |
9.0 |
37.00 |
10 |
20 | ||
6 |
14 |
6.0 |
36.00 |
10 |
14 | ||
7 |
12 |
5.0 |
34.00 |
10 |
12 | ||
8 |
10 |
4.0 |
30.00 |
10 |
10 | ||
9 |
16 |
2.0 |
8.00 |
10 |
16 | ||
ID |
18 |
10 |
0.00 S(yA) |
V(yA) |
10 |
18 | |
11 |
2.0 |
10.0 40.80302141 5.30992714 |
1300% | ||||
12 |
4.0 |
12.0 19.00088105 9.23397736 |
4860% |
XTxX | |||
13 |
10 |
14.0 73.75058246 7.29855648 |
990% |
10.00 |
19.00 | ||
14 |
4.0 |
16.0 36.56967445 8.56795975 |
23.43% |
19.00 |
39.40 | ||
90.00 |
196.40 | ||||||
t=ll | |||||||
xT |
fXTxXYł | ||||||
1 |
2.0 |
100 |
13583 |
•0.8006 |
0.C292 | ||
-08006 |
0.6108 |
-0.0400 | |||||
0.0292 |
-0.0400 |
0.0052 | |||||
xt(XtXXT1 |
xT(XTxX)r1x |
S |
s(yA) | ||||
0.049153|0.CQ 10943910 001196398 |
0.1033C684 |
5.C6522632 5.3099271 | |||||
t=12 | |||||||
xT |
fXTxX>1 | ||||||
1 |
4.0 |
120 |
13583 |
-0.8006 |
o.cege | ||
■0 8006 |
0.6108 |
-0.0400 | |||||
0.0292 |
-0.0400 |
0.0052 | |||||
xT(XT*X)-ł |
xT(XTxX)ax |
S |
s(yA) | ||||
-1.493697 |
1.16271016 |
-00683336 |
2.33654052 |
5.C6522632 |
9.2339774 |
t=13