41
Nombre d'observation Modelisation lineaire du Y=a 0 + a 1 x 1 +a 2 x 2 i + e

LA Mondialisation

  • Upload
    salma

  • View
    222

  • Download
    0

Embed Size (px)

DESCRIPTION

LA Mondialisation

Citation preview

Rgression multiple

YX1X2a05.46434.78096.83501 5.52134.79206.86681 5.51794.81816.88051 5.55444.95386.87691 5.55494.99056.91651 5.61235.00956.92561 5.65855.02506.93951 5.67345.05056.95261 5.70465.07856.95841 5.73215.12296.97091 5.75495.16216.97691 5.79575.21076.99441 5.82715.28467.00671 5.87225.35697.01861 5.88825.35447.02181 5.90685.37007.02131 Nombre d'observationN16

MoyenneYX1X25.6899087555.08503200116.9476532554

Variances Empiriques YX1X2Variance0.01929213280.03606237940.0033397167Ecart Type0.13889612240.18990097260.0577902821

Dfinition de la matrice XX4.78094057786.834980611114.79197751146.86684674114.81813348076.880526187614.95378384546.876880931914.9905164446.916460767915.00945939466.925557318815.02504767016.939518626715.05045709486.952597567115.07846406836.958423136615.12293310076.970882049415.16213408066.976919021915.21073575586.994440111115.28459539617.006738310415.35691458137.018635357515.35444843937.021765598715.36997057677.0212797491Xt4.78094057784.79197751144.81813348074.95378384544.9905164445.00945939465.02504767015.05045709485.07846406835.12293310075.16213408065.21073575585.28459539615.35691458135.35444843935.36997057676.83498061116.8668467416.88052618766.87688093196.91646076796.92555731886.93951862676.95259756716.95842313666.97088204946.97691902196.99444011117.00673831047.01863535757.02176559877.0212797491111111111111111

(Xt*X)-1(Xt*X)-134.0726534995-109.0792915094584.5845613467-109.0792915094367.9177202488-2001.4930588284584.5845613464-2001.493058828210933.1110640623

(Xt*Y) (Xt*Y)463.3487024349632.63020376591.0385400803

Estimation des Coefficients^a10.3903918416^a21.1080896564^a0-3.9938689612

Y^YY - ^Y(Y - ^Y)^Y-Ybar(^Y-Ybar)Y-Ybar(Y-Ybar)5.464272 5.446343 0.017929 0.000321 -0.243566 0.059324 -0.225637 0.050912 5.521289 5.485962 0.035327 0.001248 -0.203947 0.041594 -0.168620 0.028433 5.517868 5.511331 0.006537 0.000043 -0.178578 0.031890 -0.172041 0.029598 5.554376 5.560248 -0.005872 0.000034 -0.129660 0.016812 -0.135532 0.018369 5.554897 5.618447 -0.063549 0.004039 -0.071462 0.005107 -0.135012 0.018228 5.612298 5.635922 -0.023623 0.000558 -0.053987 0.002915 -0.077610 0.006023 5.658489 5.657477 0.001012 0.000001 -0.032431 0.001052 -0.031419 0.000987 5.673426 5.681890 -0.008464 0.000072 -0.008019 0.000064 -0.016483 0.000272 5.704574 5.699279 0.005296 0.000028 0.009370 0.000088 0.014666 0.000215 5.732061 5.730445 0.001616 0.000003 0.040536 0.001643 0.042152 0.001777 5.754923 5.752438 0.002485 0.000006 0.062529 0.003910 0.065014 0.004227 5.795668 5.790827 0.004842 0.000023 0.100918 0.010184 0.105759 0.011185 5.827124 5.833288 -0.006164 0.000038 0.143379 0.020558 0.137216 0.018828 5.872244 5.874704 -0.002460 0.000006 0.184795 0.034149 0.182335 0.033246 5.888213 5.877210 0.011003 0.000121 0.187301 0.035082 0.198304 0.039324 5.906818 5.882731 0.024087 0.000580 0.192822 0.037180 0.216909 0.047050 0.007121 0.301553 0.308674 Estimation des Coefficients^Var0.0005478 ^EcartType0.0234052842Matrice des variances et Covariance^Var*(Xt*X)-10.0186652493-0.05975443540.3202397077-0.05975443540.201548024-1.09643256850.3202397077-1.09643256855.9892383803

N16Ecart-type des Coefficents EstimsValeur de t telle que P(|t|>t) = 5%2.1603686565Valeurs^tPLimite inferieur 95%Limite Superieur 95%^a10.39039184160.13662082322.85748418420.01346239980.09524049730.6855431859^a21.10808965640.44894100282.46823001140.02822856550.13821158542.0779677274^a0-3.99386896122.4472920505-1.6319543720.1266643425-9.28092200031.2931840778

ResumCoefficient de determination0.9769287584Coefficient de determination multiple0.9883970652Coefficient de determination ajustStatistique FProbabilit

Fth19.4189038394Analyse de la varianceSource de variationSomme des carrsMoyennes des CarrsDegrs de liebrtF0P-valueRegression0.30160.15082275.23603018522.2907E-11Residus0.00710.000513Total0.30870.020615RAPPORT DTAILL

Statistiques de la rgressionCoefficient de dtermination multiple0.9883970652Coefficient de dtermination R^20.9769287585Coefficient de dtermination R^20.9733793367Erreur-type0.0234052842Observations16

ANALYSE DE VARIANCEDegr de libertSomme des carrsMoyenne des carrsFValeur critique de FRgression20.30155262960.1507763148275.23603019140Rsidus130.00712149530.0005478073Total150.3086741249

CoefficientsErreur-typeStatistique tProbabilitLimite infrieure pour seuil de confiance = 95%Limite suprieure pour seuil de confiance = 95%Limite infrieure pour seuil de confiance = 95,0%Limite suprieure pour seuil de confiance = 95,0%Constante-3.99386896072.4472920504-1.63195437180.1266643425-9.28092199971.2931840783-9.28092199971.2931840783Variable X 10.39039184160.13662082322.85748418440.01346239980.09524049730.68554318590.09524049730.6855431859Variable X 21.1080896560.44894100282.46823001130.02822856550.13821158532.07796772730.13821158532.0779677273

Regression lineaire Multiple

Modelisation lineaire du PIB en DH en fonction des variables explicatives capital et travail.

Y=a0 + a1x1+a2x2+i+ e

Donne finales MarocAnnesRevenu national brut disponible (MDHFormation brute du capital fixe (MDH)population Active occupe Nationale log10(RNBD)log10(FBCF)log10(PAON)1995291253.860386.66838811.149602845.46434.78096.83501996332115.561940.97359473.417694185.52134.79206.86681997329509.4657867594972.183396595.51794.81816.88051998358407899057531490.487797745.55444.95386.87691999358836.9978408250129.543048215.55494.99056.916520004095421022028424755.752498915.61235.00956.925620014555011059378699987.462082755.65855.02506.939520024714391123208965975.898229585.67345.05056.952620035064941198029087054.57968045.70465.07856.958420045395861327199351516.606692645.73215.12296.970920055687521452569482416.386279735.75495.16216.976920066246951624569872794.812692675.79575.21076.9944200767162119257310156365.24004115.82715.28467.0067200874515022746510438434.18855535.87225.35697.0186200977305922617710513942.52834925.88825.35447.0218201080689723440710502187.04752415.90685.37007.0213RAPPORT DTAILL

Statistiques de la rgressionCoefficient de dtermination multiple0.9883970652Coefficient de dtermination R^20.9769287585Coefficient de dtermination R^20.9733793367Erreur-type0.0234052842Observations16ANALYSE DE VARIANCEDegr de libertSomme des carrsMoyenne des carrsFValeur critique de FRgression20.30155262960.1507763148275.23603019140Rsidus130.00712149530.0005478073Total150.3086741249

CoefficientsErreur-typeStatistique tProbabilitLimite infrieure pour seuil de confiance = 95%Limite suprieure pour seuil de confiance = 95%Limite infrieure pour seuil de confiance = 95,0%Limite suprieure pour seuil de confiance = 95,0%Constante-3.99386896072.4472920504-1.63195437180.1266643425-9.28092199971.2931840783-9.28092199971.2931840783Variable X 10.39039184160.13662082322.85748418440.01346239980.09524049730.68554318590.09524049730.6855431859Variable X 21.10808965630.44894100282.46823001130.02822856550.13821158532.07796772730.13821158532.0779677273

Graphiques

Donne finales FranceAnnesRevenu national brut disponible (MM$)Formation brute du capital fixe (MM$)population Active occupe Nationale log10(RNBD)log10(FBCF)log10(PAON)19951570282228440003.19592.45027.358819961580268229640003.19872.42817.361019971432239228820003.15592.37847.359519981482267231300003.17082.42657.364219991480274233900003.17032.43787.369020001345264240210003.12872.42167.380620011356262243860003.13232.41837.387120021462270246340003.16492.43147.391520031810331246780003.25772.51987.392320042083395247770003.31872.59667.394020052170427249490003.33652.63047.397120062296471251180003.36102.67307.400020072627567255530003.41952.75367.407420082882622258990003.45972.79387.413320092668496256600003.42622.69557.409320102617495257100003.41782.69467.4101RAPPORT DTAILL

Statistiques de la rgressionCoefficient de dtermination multiple0.985734662Coefficient de dtermination R^20.9716728238Coefficient de dtermination R^20.9673147967Erreur-type0.0215493232Observations16Fth =19.4189038401ANALYSE DE VARIANCEDegr de libertSomme des carrsMoyenne des carrsFValeur critique de FRgression20.20707486920.1035374346222.96162919890.0000000001Rsidus130.00603685330.0004643733Total150.2131117225

CoefficientsErreur-typeStatistique tProbabilitLimite infrieure pour seuil de confiance = 95%Limite suprieure pour seuil de confiance = 95%Limite infrieure pour seuil de confiance = 95,0%Limite suprieure pour seuil de confiance = 95,0%Constante6.25164144054.12065665731.5171468920.1531655317-2.650496046115.1537789271-2.650496046115.1537789271Variable X 10.91893984940.079917617311.49858918380.00000003480.74628833391.09159136480.74628833391.0915913648Variable X 2-0.72048786470.5815934409-1.23881703960.2373154402-1.97694410510.5359683758-1.97694410510.5359683758Tth=2.1603686565