Proiect Econometrie

35
Tara GDP and main components - Current prices [nama_gdp_c] Belgium 400 Bulgaria -200 Czech Republic 800 Denmark 2,200 Germany 1,900 Estonia -100 Ireland 8,700 Greece -800 Spain 200 France -700 Croatia 100 Italy 300 Cyprus -700 Latvia -400 Lithuania 100 Luxembourg 23,500 Hungary 700 Malta 700 Netherlands 3,000 Austria 1,200 Portugal -100 Romania -300 Slovenia 800 Slovakia 700 Finland -400 Sweden 2,500 United Kingdom -600 Iceland 2,000 Norway 10,300 Switzerland 6,500

description

Regression

Transcript of Proiect Econometrie

Datele analizateTaraGDP and main components - Current prices [nama_gdp_c]Deaths total by monthAir transport of passengersStatisticile descriptive ale fiecarei variabile in parteBelgium400109,07625913625Bulgaria-200109,2816819024Air transport of passengersDeaths total by monthCzech Republic800108,18911742352Mean40170001.8666667Mean157,779Denmark2,20052,32526528356Standard Error10405122.2513136Standard Error40009.5757488153Germany1,900869,582178591103Median20026452Median71,805Estonia-10015,4502202427ModeERROR:#N/AModeERROR:#N/AIreland8,70028,84823594089Standard Deviation56991201.7064342Standard Deviation219141.471538378Greece-800116,66831575703Sample Variance3247997071943460.00Sample Variance48022984548.0057Spain200401,122159771261Kurtosis2.3435771547Kurtosis3.3816302582France-700569,986135005802Skewness1.8616757459Skewness2.0198999049Croatia10051,7105422530Range201898769RangeItaly300612,883116029388Minimum1167877Minimum1,955Cyprus-7005,6657328248Maximum203066646Maximum869,582Latvia-40029,0254754530Sum1205100056Sum4,733,365Lithuania10040,9383166628Count30Count30Luxembourg23,5003,8761893988Hungary700129,4408429843GDP and main components - Current prices [nama_gdp_c]Malta7003,4183650345Mean2,077Netherlands3,000140,81355680131Standard Error885.0960508087Austria1,20079,43625965977Median550Portugal-100107,61228186254Mode700Romania-300255,5399674226Standard Deviation4847.8707258664Slovenia80019,2571167877Sample Variance23501850.5747126Slovakia70052,4371563197Kurtosis13.4065179446Finland-40051,70716458815Skewness3.4241435052Sweden2,50091,93830350845Range24,300United Kingdom-600569,024203066646Minimum-800Iceland2,0001,9552740691Maximum23,500Norway10,30041,99234590312Sum62,300Switzerland6,50064,17343235843Count30

RegresiaSUMMARY OUTPUT

Regression StatisticsMultiple R0.2499429205R Square0.0624714635Adjusted R Square-0.0069750947Standard Error4864.7485247525Observations30ANOVAdfSSMSFSignificance FRegression242577655.021467821288827.51073390.89956169290.4185917757Residual27638976011.64519923665778.2090814Total29681553666.666667

CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%Intercept2740.66447931251106.43525503442.477022010.019802959470.44685852325010.8821001018470.44685852325010.8821001018Deaths total by month-0.01097076410.0097991224-1.11956599110.2727598261-0.03107690240.0091353742-0.03107690240.0091353742Air transport of passengers0.0000265610.00003767940.70492180340.4868958542-0.00005075070.0001038728-0.00005075070.0001038728RESIDUAL OUTPUT

ObservationPredicted GDP and main components - Current prices [nama_gdp_c]Residuals12232.3099355561-1832.309935556121722.8886929672-1922.888692967231865.637421327-1065.63742132742871.2396583041-671.23965830415-2055.75121100463955.751211004662629.6648991493-2729.664899149373050.86313927295649.136860727182299.4105077798-3099.410507779892583.7386003471-2383.73860034711073.3754305027-773.3754305027112317.3942383297-2217.394238329712-901.27050621011201.2705062101132873.1609024038-3573.1609024038142548.5232558381-2948.5232558381152375.6522328949-2275.6522328949162748.448066242620751.5519337575171544.5140677207-844.5140677207182800.1233240505-2100.1233240505192674.7598000366325.2401999634202558.8739074072-1358.8739074072212308.7344972412-2408.734497241222194.1637732895-494.1637732895232560.4204883538-1760.4204883538242206.9106400956-1506.9106400956252610.5622279112-3010.5622279112262538.1840168897-38.1840168897271891.6953035138-2491.6953035138282792.0122064159-792.0122064159293198.73440488567101.2655951144303185.02607848833314.9739215117

Testul Jarque Bera(normalite) Nr crtResidualse2e3e41-1832.313357359.70-6151723535.4311271864154765.702-1922.893697500.93-7109882721.9613671513094377.403-1065.641135583.11-1210119861.021289549008194.114-671.24450562.68-302435538.62203006727599.6753955.7515647967.6461899466955.00244858891367773.006-2729.667451070.46-20338925500.2555518451024442.1075649.1431912747.27180279476936.951018423438397110.008-3099.419606345.50-29774008170.8592281873783447.909-2383.745682209.71-13544902632.4032287507242795.1010-773.38598109.56-462563235.75357735041582.8811-2217.394916837.21-10902566496.2224175288131721.00121201.271443050.831733494399.952082395695338.3413-3573.1612767478.83-45620256193.59163008515788568.0014-2948.528693789.39-25633840198.4275581973961467.2015-2275.655178593.09-11784676917.3226817826340833.001620751.55430626907.668936176638368.09185439533600326000.0017-844.51713204.01-602310820.09508659960704.7818-2100.124410517.98-9262631673.0119452668818568.2019325.24105781.1934404294.6311189659665.3520-1358.871846538.30-2509212709.783409703679451.8421-2408.735802001.88-13975482077.0833663225794634.5022-494.16244197.83-120673723.4959632582536.4923-1760.423099080.30-5455684447.819604298679913.1324-1506.912270779.68-3421862056.945156440342535.5725-3010.569063484.93-27286185377.8682146759042359.3026-38.181458.02-55673.032125819.8327-2491.706208545.49-15469803628.0038546037046175.3028-792.01627283.34-496816058.29393484382509.02297101.2750427973.05358102430068.062542980466169160.00303314.9710989052.1036428421134.64120759266063167.00Total638976011.659323217712910.14190058055264433000.0021299200.392812455824.2917295218325.45S20.0008186184JB11.2499046916k0.0000381excel = CHIDIST(jb,2).0.003606735T/65.00k-3-2.999962se compara cu a 20.05,2 = 5.99(k-3)2/42.24994

Autocorelarea erorilor(DW)Nr. Crt.TaraAir transport of passengersGDP and main components - Current prices [nama_gdp_c]Residualset-et-1(et-et-1)2et21Belgium25913625400-1832.3099355561003357359.699937692Bulgaria6819024-200-1922.8886929672-90.57875741118204.5112941353697500.925541123Czech Republic11742352800-1065.637421327857.2512716402734879.7427288131135583.113732374Denmark265283562,200-671.2396583041394.3977630229155549.595477462450562.6788801615Germany1785911031,9003955.75121100464626.990869308621409044.504665615647967.64336426Estonia2202427-100-2729.6648991493-6685.416110153944694788.56590547451070.461647917Ireland235940898,7005649.13686072718378.801759876470204318.931308131912747.27122548Greece31575703-800-3099.4105077798-8748.547368506976537081.05900939606345.495736039Spain159771261200-2383.7386003471715.6719074327512186.2790883825682209.7147848310France135005802-700-773.37543050271610.36316984442593269.53879138598109.55650522511Croatia5422530100-2217.3942383297-1444.0188078272085190.317358124916837.20817773DW=2.135099288erorile nu sunt autocorelate12Italy1160293883001201.27050621013418.664744539811687268.63555961443050.8290903513Cyprus7328248-700-3573.1609024038-4774.431408613922795195.275559312767478.8344672DW critic(n=30,p=2)14Latvia4754530-400-2948.5232558381624.6376465657390172.1895071718693789.3902180115Lithuania3166628100-2275.6522328949672.8710229432452755.4135166255178593.0850794816Luxembourg189398823,50020751.551933757523027.2041666523530252131.732691430626907.65943317Hungary8429843700-844.5140677207-21596.0660014782466390066.740201713204.01057816418Malta3650345700-2100.1233240505-1255.60925632981576554.60458114410517.9762209619Netherlands556801313,000325.24019996342425.36352401395882388.22361714105781.18767222920Austria259659771,200-1358.8739074072-1684.11410737062836240.326644671846538.2962321321Portugal28186254-100-2408.7344972412-1049.8605898341102207.258086595802001.8781998422Romania9674226-300-494.16377328951914.57072395173665581.05701305244197.83483169323Slovenia1167877800-1760.4204883538-1266.25671506431603406.06844543099080.295815724Slovakia1563197700-1506.9106400956253.509848258264267.24316388932270779.6772332625Finland16458815-400-3010.5622279112-1503.65158781562260968.097540419063484.9281255726Sweden303508452,500-38.18401688972972.37821102158835032.229355491458.019145830427United Kingdom203066646-600-2491.6953035138-2453.51128662416019717.633591866208545.4855525828Iceland27406912,000-792.01220641591699.68309709782888922.63056011627283.33511182629Norway3459031210,3007101.26559511447893.277801530462303834.452132250427973.052356230Switzerland432358436,5003314.9739215117-3786.291673602814336004.637593510989052.10030271364277227.49499638976011.645199

Multicoliniaritate(Klein)GDP and main components - Current prices [nama_gdp_c]Deaths total by month GDP and main components - Current prices [nama_gdp_c]Deaths total by month400109,076GDP and main components - Current prices [nama_gdp_c]1-200109,281Deaths total by month-0.21264278491800108,1892,20052,3251,900869,582-10015,4508,70028,848-800116,668SUMMARY OUTPUT200401,122-700569,986Regression Statistics10051,710Multiple R0.2126427849300612,883R Square0.045216954-7005,665Adjusted R Square0.0111175595-40029,025Standard Error4820.847161328510040,938Observations3023,5003,876700129,440ANOVA7003,418dfSSMSFSignificance F3,000140,813Regression130817780.785762730817780.78576271.32603392670.25925034851,20079,436Residual28650735885.88090423240567.3528894-100107,612Total29681553666.666667-300255,53980019,257CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%70052,437Intercept2818.87503839421090.92383736942.58393385660.0152779319584.2188587725053.5312180164584.2188587725053.5312180164-40051,707Deaths total by month-0.00470410610.0040850727-1.15153546480.2592503485-0.01307199820.003663786-0.01307199820.0036637862,50091,938-600569,0242,0001,95510,30041,9926,50064,173

Heteroscedasticitate Glejser

Nr. Crt.TaraAir transport of passengersGDP and main components - Current prices [nama_gdp_c]Erorile modelului de regresie valori absolute(abs(u))Residuals1Belgium259136254001832.3099355561-1832.30993555612Bulgaria6819024-2001922.8886929672-1922.88869296723Czech Republic117423528001065.637421327-1065.6374213274Denmark265283562,200671.2396583041-671.2396583041SUMMARY OUTPUT5Germany1785911031,9003955.75121100463955.75121100466Estonia2202427-1002729.6648991493-2729.6648991493Regression Statistics7Ireland235940898,7005649.13686072715649.1368607271Multiple R0.89276693738Greece31575703-8003099.4105077798-3099.4105077798R Square0.79703280449Spain1597712612002383.7386003471-2383.7386003471Adjusted R Square0.781998197310France135005802-700773.3754305027-773.3754305027Standard Error1734.942984131211Croatia54225301002217.3942383297-2217.3942383297Observations3012Italy1160293883001201.27050621011201.270506210113Cyprus7328248-7003573.1609024038-3573.1609024038ANOVA14Latvia4754530-4002948.5232558381-2948.5232558381dfSSMSFSignificance F15Lithuania31666281002275.6522328949-2275.6522328949Regression2319142412.511652159571206.25582653.01321146620.000000000416Luxembourg189398823,50020751.551933757520751.5519337575Residual2781270733.2710193010027.1581858917Hungary8429843700844.5140677207-844.5140677207Total29400413145.78267118Malta36503457002100.1233240505-2100.123324050519Netherlands556801313,000325.2401999634325.2401999634CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%20Austria259659771,2001358.8739074072-1358.8739074072Intercept1302.4816079532425.56327662463.06060621180.0049498285429.29789028162175.6653256249429.29789028162175.665325624921Portugal28186254-1002408.7344972412-2408.7344972412Air transport of passengers0.00000223860.00000570730.39223042120.697967121-0.00000947190.000013949-0.00000947190.00001394922Romania9674226-300494.1637732895-494.1637732895GDP and main components - Current prices [nama_gdp_c]0.68741914040.067094857910.24548171870.00000000010.54975186340.82508641740.54975186340.825086417423Slovenia11678778001760.4204883538-1760.420488353824Slovakia15631977001506.9106400956-1506.910640095625Finland16458815-4003010.5622279112-3010.562227911226Sweden303508452,50038.1840168897-38.184016889727United Kingdom203066646-6002491.6953035138-2491.695303513828Iceland27406912,000792.0122064159-792.012206415929Norway3459031210,3007101.26559511447101.265595114430Switzerland432358436,5003314.97392151173314.9739215117

Heteroscedasticitate White(LM)TESTUL WHITEu2=a*beds+ b*exp + c*beds2 + d*exp2 + f*beds*exp

Nr crtTaraAir transport of passengersAir transp of pas2GDP and main components - Current prices [nama_gdp_c]GDP-Current prices 2Air transp of pas2*GDP-Current prices 2Residuals la patrat (u2)Residuals1Belgium259136256715159606406254001600001074425537025000000003357359.69993769-1832.30993555612Bulgaria681902446499088312576-2004000018599635325030400003697500.92554112-1922.88869296723Czech Republic11742352137882830491904800640000882450115148186000001135583.11373237-1065.6374213274Denmark265283567037536720627362,20048400003406167772783642000000450562.678880161-671.23965830415Germany178591103318947820707566001,900361000011514016327543135000000015647967.64336423955.75121100466Estonia22024274850684690329-10010000485068469032900007451070.46164791-2729.6648991493SUMMARY OUTPUT7Ireland235940895566810357399218,700756900004213518759515462000000031912747.27122545649.13686072718Greece31575703997025019944209-8006400006380960127642938000009606345.49573603-3099.4105077798Regression Statistics9Spain159771261255268558415301002004000010210742336612049000005682209.71478483-2383.7386003471Multiple R0.998774424210France13500580218226566573663200-7004900008931017621094970000000598109.556505225-773.3754305027R Square0.997550350511Croatia542253029403831600900100100002940383160090000004916837.20817773-2217.3942383297Adjusted R Square0.997040006912Italy116029388134628188796545003009000012116536991689090000001443050.829090351201.2705062101Standard Error4243802.7011944713Cyprus732824853703218749504-7004900002631457718725700000012767478.8344672-3573.1609024038Observations3014Latvia475453022605555520900-40016000036168888833440000008693789.39021801-2948.523255838115Lithuania316662810027532890384100100001002753289038400005178593.08507948-2275.6522328949ANOVA16Luxembourg1893988358719054414423,5005522500001981025978003524000000430626907.65943320751.5519337575dfSSMSFSignificance F17Hungary84298437106225300464970049000034820503972278000000713204.010578164-844.5140677207Regression5176016140476366000352032280952732001954.6640242568018Malta36503451332501861902570049000065292591233222500004410517.97622096-2100.1233240505Residual2443223667279997118009861366665.519Netherlands5568013131002769881771603,000900000027902492893594450000000105781.187672229325.2401999634Total2917644837714916600020Austria259659776742319615645291,20014400009708940246529218000001846538.29623213-1358.873907407221Portugal28186254794464914552516-1001000079446491455251600005802001.87819984-2408.7344972412CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%22Romania967422693590648699076-300900008423158382916840000244197.834831693-494.1637732895Intercept6396204.636157071287073.330096864.96957281810.00004490153739815.841460369052593.430853773739815.841460369052593.4308537723Slovenia116787713639366871298006400008729194797625600003099080.2958157-1760.4204883538Air transport of passengers-0.07968530020.061201165-1.30202260270.2052669618-0.20599829660.0466276963-0.20599829660.046627696324Slovakia1563197244358486080970049000011973565817964100002270779.67723326-1506.9106400956Air transp of pas20.00000000040.00000000031.27307437560.2151856049-0.00000000030.0000000011-0.00000000030.000000001125Finland16458815270892591204225-400160000433428145926760000009063484.92812557-3010.5622279112GDP and main components - Current prices [nama_gdp_c]-5845.2825916197778.1621662045-7.51165097130.0000000945-7451.3303671624-4239.2348160769-7451.3303671624-4239.234816076926Sweden303508459211737922140252,500625000057573362013376560000001458.0191458304-38.1840168897GDP-Current prices 21.01402571840.034071117129.762033222100.94370638891.08434504790.94370638891.084345047927United Kingdom20306664641236062717689300-600360000148449825783681520000006208545.48555258-2491.6953035138Air transp of pas2*GDP-Current prices 2001.34719117010.1905016452-00-0028Iceland274069175113871574812,000400000030045548629924000000627283.335111826-792.012206415929Norway34590312119648968425734010,30010609000012693559060286162000000050427973.05235627101.265595114430Switzerland4323584318693381199206506,500422500007897953556664742000000010989052.10030273314.9739215117

Corectarea modelului

Nr crtTaraY Deaths total by monthY*(Y/X2)X2*(1/X2)X1*(x1/x2)X1 GDP and main components - Current prices [nama_gdp_c]X2 Air transport of passengers1Belgium109,0760.00420921430.00000003925913625400259136252Bulgaria109,2810.01602590050.0000001476819024-20068190243Czech Republic108,1890.00921357150.00000008511742352800117423524Denmark52,3250.00197241770.000000038265283562,200265283565Germany869,5820.00486912270.0000000061785911031,9001785911036Estonia15,4500.00701498850.0000004542202427-10022024277Ireland28,8480.00122267910.000000042235940898,700235940898Greece116,6680.00369486630.00000003231575703-800315757039Spain401,1220.00251060170.00000000615977126120015977126110France569,9860.00422193710.000000007135005802-70013500580211Croatia51,7100.0095361390.0000001845422530100542253012Italy612,8830.00528213590.00000000911602938830011602938813Cyprus5,6650.00077303610.0000001367328248-7007328248SUMMARY OUTPUT14Latvia29,0250.00610470440.0000002104754530-400475453015Lithuania40,9380.01292794730.00000031631666281003166628Regression Statistics16Luxembourg3,8760.00204647550.000000528189398823,5001893988Multiple R0.482534872417Hungary129,4400.01535497160.00000011984298437008429843R Square0.232839903118Malta3,4180.00093634990.00000027436503457003650345Adjusted R Square0.176013229319Netherlands140,8130.00252896320.000000018556801313,00055680131Standard Error0.007111245420Austria79,4360.0030592340.000000039259659771,20025965977Observations3021Portugal107,6120.00381788940.00000003528186254-1002818625422Romania255,5390.02641441290.0000001039674226-3009674226ANOVA23Slovenia19,2570.0164888940.00000085611678778001167877dfSSMSFSignificance F24Slovakia52,4370.03354471640.00000064015631977001563197Regression20.00041440640.00020720324.09736990330.027922935425Finland51,7070.00314159920.00000006116458815-40016458815Residual270.00136538490.000050569826Sweden91,9380.00302917430.000000033303508452,50030350845Total290.001779791327United Kingdom569,0240.00280215390.000000005203066646-60020306664628Iceland1,9550.00071332380.00000036527406912,0002740691CoefficientsStandard Errort StatP-valueLower 95%Upper 95%Lower 95.0%Upper 95.0%29Norway41,9920.00121398150.0000000293459031210,30034590312Intercept0.00457149690.0022740342.01030280950.0544859828-0.00009443540.0092374293-0.00009443540.009237429330Switzerland64,1730.00148425460.000000023432358436,50043235843X2*(1/X2)16481.48558585836994.6846932972.35628713920.02597081852129.578078993930833.39309272272129.578078993930833.3930927227X1*(x1/x2)-00-0.34011949980.7363984729-0.00000000010-0.00000000010