View
133
Download
0
Category
Preview:
DESCRIPTION
regression
Citation preview
PASW Statistics 17
12- . ( ) , (, ), , ( , , , , ), 10 ( 1989 . 1998 .). , 1 0 . - , , ( 1998 . 1998 .). (). :
. , . ex ante . .
2 . . , . , . 108 , . , . PASW STATISTICS 17 Select cases . - , 1
PASW Statistics 17
, , :
Data Select cases Select cases Base on time or case range. , Range.
. , :
Analyze Forecasting Sequence Charts
. - , 2
PASW Statistics 17
, Time Lines
. - , 3
PASW Statistics 17
, , :
( ) () ( ).
. , :
Analyze Forecasting Autocorrelations
, . 12. , .
. - , 4
PASW Statistics 17
trnd, :
Transform Compute Variable PASW STATISTICS 17 $CASENUM, , (12), ( 1989 .).
, () . 11 11- (12- !1). 11 , , ( , !). PASW STATISTICS 17 , , . :
1 , . 2: .
. - , 5
PASW Statistics 17
Edit Options Options Data, Calculate values before used. Calculate values immediately, .. , (, ).
. :
Transform Compute Variable JAN ( ) MONTH_=1 ( MONTH_ , PASW STATISTICS 17, ). 10 , (FEB, MAR.NOV) (MONTH_=2,3...11). Data View , , , . , - , , , . 11- , :
Transform Run Pending Transforms
. - , 6
PASW Statistics 17
, Calculate values immediately!
. - , 7
PASW Statistics 17
, . , :
Analyze Regression Linear , () . , . .
. - , 8
PASW Statistics 17
, : ) Statistics , ;
) Plots ;
. - , 9
PASW Statistics 17
, , .
. - , 10
PASW Statistics 17
. ( ; ); F -, .
( ), VIF , , . .
. - , 11
PASW Statistics 17
, - :
, 70% .
( 44,3%; F ).
() ( F - 0,05).
, VIF - 2.
, , . , . 45 - , - ( ).
. - , 12
PASW Statistics 17
, -, - -2.
- - - (0,05), . - ( 100 !), PASW STATISTICS 17, , . , - , - 2 ( ). - 5,99!
2 PASW STATISTICS 17, . - 2: .
. - , 13
PASW Statistics 17
JB=31,68, - Chi-squareddf=2=5,99. . . , . , 7 3, 30,105.
, . ( ). , ( ). , men, .
. - , 14
PASW Statistics 17
, Go to case.
Edit Go to case
. :
Transform Replace Missing Values Replace Missing Values men. .
.
. - , 15
PASW Statistics 17
, . , - . - :
, 86,3% .
( 16%).
( 49,1%; F ).
() ( F - 0,05).
, VIF - 2.
. 1222 .
, , 22137 .
. 10926 - . .
. - , 16
PASW Statistics 17
. , .
. - , 17
PASW Statistics 17
- - , ( 0,05!).
, . . , 2: . ( 12 , 3) 16,425, 0,872129 24. -, 0,872129 > 0,05. , , , .. . , .
3 12, , (- 0), , - .
. - , 18
PASW Statistics 17
- ( ). , - DW=1,623. 108 , , , 12, =0,05 : dl(n=100;k=12)=1,416; (4-dl=2,584) du(n=100;k=12)=1,948; (4-du=2,052). , 4, dl
PASW Statistics 17
.
(r) ( 1). Transform-Compute. , -. b - r. -
, r. Y1t=Yt - r.Yt-1; Y1it=Yit - r.Yt-1, .. Y1=Y-r.LAG(Y). , -
( !). b1...i . , r. bo=bo1/(1-r); SE=SE[bo1]/(1-r) DW .
, -.
( 1). :
Transform Create Time Series Create Time Series , , .
. - , 20
PASW Statistics 17
.
, Include constant in equation.
. 0,168.
. - , 21
PASW Statistics 17
- Compute variables. , , 13 () (1 12 ).
( ) 11 .
. - , 22
PASW Statistics 17
- :
, 84,6% .
() ( F - 0,05).
, VIF 2.
. - DW=1,988 du
PASW Statistics 17
). :
(b0) = 18348,45496997992 / (1-0,167571223582773) = 22042,071934312098.
(SE[b0])= 748,8988291859125 / (1-0,167571223582773) = 899,655142160237.
( .. ), ( ). - Compute Variable.
, . . ( 5), - , Q - , - .
5 , . 16. - PASW STATISTICS 17. . - , 24
PASW Statistics 17
Statistics MAPEsr() MAPEsr
N Valid 12 12
Missing 0 0
Mean 11.0015 10.9783
, , :
- !
:
6 . ex ante . .
, , , , , . ex ante . .
- ( !)
6 . , . .
. - , 25
Recommended