Seminar Econometrie Management

7/28/2019 Seminar Econometrie Management

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SUMMARY OUTPUT

Regression Statistics

Multiple R 0.958974633 coef de corelatie

R Square 0.919632346 coef de determinatie

Adjusted R Square 0.919325599 coef de determinatie ajustat

Standard Error 0.470409534Observations 264

ANOVA

df SS MS

Regression 1 663.4168075 663.4168075

Residual 262 57.97670403 0.22128513

Total 263 721.3935115

Coefficients Standard Error t Stat

Intercept 0.413966345 0.0454146 9.115270191X Variable 1 1.14286E-05 2.08726E-07 54.75415986

t calculat

care se compara

cu valoarea critica

RESIDUAL OUTPUT din tabel

Y estimat reziduuri

Observation Predicted Y Residuals

1 0.415773214 -0.411073214

2 0.415900072 -0.411100072

3 0.416028072 -0.411328072

4 0.416574361 -0.409374361

5 0.416706934 -0.409506934

6 0.416760648 -0.409660648

7 0.417025793 -0.409925793

8 0.417367509 -0.410267509

9 0.417616654 -0.410416654

10 0.417996084 -0.410796084

11 0.418434944 -0.401934944

12 0.419046377 -0.395046377

13 0.42003724 -0.39483724

14 0.420793816 -0.39589381615 0.421478392 -0.397178392

16 0.421829251 -0.397229251

17 0.422781257 -0.394481257

18 0.423156116 -0.389256116

19 0.423447546 -0.375647546

20 0.423767548 -0.371367548

21 0.424760697 -0.369260697

22 0.425794989 -0.368794989


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23 0.427394999 -0.375494999

24 0.429166439 -0.375566439

25 0.430915021 -0.374015021

26 0.432309315 -0.371809315

27 0.433989325 -0.365089325

28 0.435989338 -0.362489338

29 0.442692236 -0.36709223630 0.444264817 -0.362564817

31 0.44826027 -0.36086027

32 0.451972293 -0.361172293

33 0.456127747 -0.354427747

34 0.463010075 -0.348710075

35 0.469959832 -0.349459832

36 0.474079857 -0.345179857

37 0.477025018 -0.322625018

38 0.480745041 -0.314145041

39 0.486287932 -0.303887932

40 0.490634245 -0.300434245

41 0.494451411 -0.301951411

42 0.496519995 -0.300019995

43 0.497824003 -0.292724003

44 0.499315441 -0.293715441

45 0.502675461 -0.289275461

46 0.506576057 -0.287376057

47 0.509209216 -0.289909216

48 0.511193228 -0.296393228

49 0.513147526 -0.293847526

50 0.514577249 -0.28987724951 0.515509826 -0.277509826

52 0.517144122 -0.269944122

53 0.518251557 -0.268251557

54 0.519622994 -0.261822994

55 0.522345296 -0.256845296

56 0.523395589 -0.257095589

57 0.525136171 -0.257436171

58 0.529092766 -0.247892766

59 0.533788795 -0.223088795

60 0.538173965 -0.211873965

61 0.539676831 -0.210776831

62 0.542049417 -0.195249417

63 0.544259717 -0.183659717

64 0.546793446 -0.183793446

65 0.553886061 -0.193986061

66 0.555339785 -0.185539785

67 0.56597185 -0.18187185

68 0.571734171 -0.172834171

69 0.575522766 -0.171922766


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70 0.581000514 -0.168500514

71 0.590626858 -0.148526858

72 0.608847542 -0.144047542

73 0.635526563 -0.034626563

74 0.677114246 0.120985754

75 0.757931885 0.074168115

76 0.781669174 0.02333082677 0.797336699 0.014263301

78 0.806145896 0.005854104

79 0.808854484 -0.018954484

80 0.822749426 -0.027749426

81 0.83627408 -0.01077408

82 0.863635391 -0.002435391

83 0.882832081 0.008667919

84 0.903937353 -0.018137353

85 0.927799214 -0.026199214

86 0.964742298 -0.069142298

87 0.985418996 -0.093918996

88 1.001000806 -0.085800806

89 1.014376888 -0.073176888

90 1.021922077 -0.076922077

91 1.030055841 -0.073655841

92 1.033975865 -0.065275865

93 1.05073254 -0.00533254

94 1.075427548 0.053072452

95 1.088068769 0.071131231

96 1.102718002 0.135581998

97 1.123449558 0.19505044298 1.143837111 0.231362889

99 1.19025911 0.33984089

100 1.227933627 0.355566373

101 1.271187607 0.348912393

102 1.314854161 0.321045839

103 1.329730824 0.318969176

104 1.340888606 0.367011394

105 1.370436216 0.347663784

106 1.410246746 0.379253254

107 1.449987562 0.355612438

108 1.480223176 0.340776824

109 1.526178887 0.337321113

110 1.550276177 0.291723823

111 1.570642017 0.283157983

112 1.625980642 0.245319358

113 1.648052778 0.202647222

114 1.683025564 0.313974436

115 1.737297897 0.294402103

116 1.761608903 0.267891097


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117 1.799460564 0.257039436

118 1.837739656 0.262360344

119 1.87815019 0.27104981

120 1.914296698 0.386803302

121 1.969659323 0.494840677

122 2.004617252 0.468282748

123 2.037024308 0.447775692124 2.080082858 0.407817142

125 2.109039607 0.381860393

126 2.136045487 0.337154513

127 2.158550768 0.368049232

128 2.197559008 0.487640992

129 2.232216363 0.522583637

130 2.276626922 0.513273078

131 2.327487805 0.453112195

132 2.368747487 0.451652513

133 2.41429291 0.41370709

134 2.437359337 0.367940663

135 2.444592524 0.425207476

136 2.486033921 0.445466079

137 2.524347299 0.553052701

138 2.549760027 0.641439973

139 2.56051095 0.71158905

140 2.578104201 0.658395799

141 2.591396854 0.656703146

142 2.627168502 0.635731498

143 2.683662563 0.675537437

144 2.717479913 0.706320087145 2.747195524 0.812204476

146 2.76608364 0.77811636

147 2.791422082 0.790877918

148 2.816758237 0.839141763

149 2.828509166 0.933190834

150 2.849011006 0.957188994

151 2.8782649 0.8382351

152 2.884715226 0.833584774

153 2.937696122 0.854703878

154 2.97616493 0.83083507

155 3.013021156 0.978178844

156 3.043196198 1.014503802

157 3.072178091 1.037221909

158 3.088987337 0.968212663

159 3.102299418 0.903100582

160 3.117878943 0.951621057

161 3.125608133 0.930291867

162 3.141717946 0.933682054

163 3.176401588 0.920198412


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164 3.191411965 0.903288035

165 3.217686412 0.890013588

166 0.69207091 3.41482909

167 3.270437593 0.711562407

168 3.286678836 0.590721164

169 3.309846978 0.507953022

170 3.327266514 0.349233486171 3.335690565 0.298109435

172 3.388625747 0.240674253

173 3.397065799 0.221134201

174 3.405831567 0.208068433

175 3.434416886 0.131083114

176 3.437479761 0.068220239

177 3.454686724 0.055613276

178 3.480806885 0.117593115

179 3.517963684 0.135036316

180 2.392124773 1.266775227

181 3.56727873 0.07722127

182 3.574733861 -0.034333861

183 3.581311959 -0.073911959

184 3.594463697 -0.103363697

185 3.613563928 -0.106463928

186 3.618442587 -0.070142587

187 3.621854493 -0.049554493

188 3.619562022 -0.091862022

189 3.621252318 -0.094252318

190 3.62792093 -0.10872093

191 3.663025146 -0.167625146192 3.687119008 -0.273019008

193 3.693791392 -0.300091392

194 3.6951242 -0.3127242

195 3.69727987 -0.32787987

196 3.714434719 -0.379534719

197 3.735549934 -0.450549934

198 3.740185391 -0.513785391

199 3.749783964 -0.616083964

200 3.778453969 -0.554753969

201 3.814691677 -0.468091677

202 3.847810509 -0.495310509

203 3.879809677 -0.409109677

204 3.902104785 -0.373204785

205 3.931980397 -0.238980397

206 3.95675312 -0.30395312

207 3.980535895 -0.258735895

208 3.999045837 -0.356445837

209 4.016448001 -0.357048001

210 4.02646212 -0.37076212


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211 4.051492102 -0.472292102

212 4.04836774 -0.52156774

213 4.062819371 -0.437419371

214 4.101543038 -0.356143038

215 4.113493625 -0.338193625

216 4.121909563 -0.206609563

217 4.167877845 0.064822155218 4.200840219 0.083059781

219 4.219827192 0.062272808

220 4.230236856 -0.034836856

221 4.230686116 -0.061786116

222 4.238170619 -0.025570619

223 4.235671747 -0.018871747

224 4.228497303 -0.009997303

225 4.243194764 -0.004294764

226 4.25996561 0.02483439

227 4.285564967 0.002535033

228 4.297809842 -0.073009842

229 4.363100757 -0.222200757

230 4.370859548 -0.252959548

231 4.379522001 -0.291622001

232 4.393471001 -0.264971001

233 4.399323608 -0.225023608

234 4.405556447 -0.165956447

235 4.508361078 -0.247261078

236 4.517674849 -0.278774849

237 4.540602418 -0.276402418

238 4.563168271 -0.283368271239 4.584838576 -0.291738576

240 4.606880197 -0.314380197

241 4.639236967 -0.377036967

242 4.671722995 -0.424522995

243 4.697246123 -0.532646123

244 4.725438296 -0.626238296

245 4.73456258 -0.62256258

246 4.722158047 -0.529258047

247 4.706896239 -0.466396239

248 4.692040948 -0.441940948

249 4.683150951 -0.401150951

250 4.710442661 -0.386642661

251 4.7283758 -0.3747758

252 4.738506719 -0.411806719

253 4.754153215 -0.411353215

254 4.781948471 -0.431348471

255 4.800123326 -0.434923326

256 4.803069172 -0.427069172

257 4.803962435 -0.365862435


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258 4.809960872 -0.349660872

259 4.83573463 -0.28733463

260 4.858129625 -0.341829625

261 4.91050766 -0.40980766

262 4.92351734 -0.36521734

263 4.925221808 -0.399721808

264 4.952472947 -0.462972947


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MODELUL DE RE

F ignificance F

2998.018022 1.9E-145

P-value Lower 95% Upper 95% ower 95.0 pper 95.0%

2.11427E-17 0.324542 0.50339 0.324542 0.503391.8883E-145 1.1E-05 1.18E-05 1.1E-05 1.18E-05

p-value


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INSTALARE DATA ANALYSIS

FILE->OPTIONS->ADD-INS(IN STANGA)->ANALYSIS TOOLPAK->GO->SELECTARE

DATA->DATA ANALYSIS->REGRESSION

RESIE LINIARA SI cs real(t)=0.413966345+1.1428E-05*IPC(t)


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PRIN BIFARE A OPTIUNII ANALYSIS TOOLPAK->OK


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z-Test: Two Sample for Means variante diferite

Variable 1 Variable 2

Mean 167634.6147 2.329802273

Known Variance 0.5 0.7

Observations 264 264

Hypothesized Mean Difference 0z 2486388.595

P(Z


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t-Test: Two-Sample Assuming Equal Variances

Variable 1 Variable 2

Mean 233.8777778 0.0062375

Variance 3185.501944 1.55411E-06

Observations 9 8

Pooled Variance 1698.934371Hypothesized Mean 0

df 15

t Stat 11.67698876

P(T


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IPC (preturi comparabile, dec cs real

1991M01 158.1 0.0047

1991M02 169.2 0.0048

1991M03 180.4 0.0047

1991M04 228.2 0.0072

1991M05 239.8 0.0072

1991M06 244.5 0.00711991M07 267.7 0.0071

1991M08 297.6 0.0071

1991M09 319.4 0.0072

1991M10 352.6 0.0072

1991M11 391 0.0165

1991M12 444.5 0.024

1992M01 531.2 0.0252

1992M02 597.4 0.0249

1992M03 657.3 0.0243

1992M04 688 0.0246

1992M05 771.3 0.0283

1992M06 804.1 0.0339

1992M07 829.6 0.0478

1992M08 857.6 0.0524

1992M09 944.5 0.0555

1992M10 1035 0.057

1992M11 1175 0.0519

1992M12 1330 0.0536

1993M01 1483 0.0569

1993M02 1605 0.0605

1993M03 1752 0.06891993M04 1927 0.0735

1993M05 2513.5 0.0756

1993M06 2651.1 0.0817

1993M07 3000.7 0.0874

1993M08 3325.5 0.0908

1993M09 3689.1 0.1017

1993M10 4291.3 0.1143

1993M11 4899.4 0.1205

1993M12 5259.9 0.1289

1994M01 5517.6 0.1544

1994M02 5843.1 0.1666

1994M03 6328.1 0.1824

1994M04 6708.4 0.1902

1994M05 7042.4 0.1925

1994M06 7223.4 0.1965

1994M07 7337.5 0.2051

1994M08 7468 0.2056

1994M09 7762 0.2134

1994M10 8103.3 0.2192


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1994M11 8333.7 0.2193

1994M12 8507.3 0.2148

1995M01 8678.3 0.2193

1995M02 8803.4 0.2247

1995M03 8885 0.238

1995M04 9028 0.2472

1995M05 9124.9 0.251995M06 9244.9 0.2578

1995M07 9483.1 0.2655

1995M08 9575 0.2663

1995M09 9727.3 0.2677

1995M10 10073.5 0.2812

1995M11 10484.4 0.3107

1995M12 10868.1 0.3263

1996M01 10999.6 0.3289

1996M02 11207.2 0.3468

1996M03 11400.6 0.3606

1996M04 11622.3 0.363

1996M05 12242.9 0.3599

1996M06 12370.1 0.3698

1996M07 13300.4 0.3841

1996M08 13804.6 0.3989

1996M09 14136.1 0.4036

1996M10 14615.4 0.4125

1996M11 15457.7 0.4421

1996M12 17052 0.4648

1997M01 19386.4 0.6009

1997M02 23025.3 0.79811997M03 30096.8 0.8321

1997M04 32173.8 0.805

1997M05 33544.7 0.8116

1997M06 34315.5 0.812

1997M07 34552.5 0.7899

1997M08 35768.3 0.795

1997M09 36951.7 0.8255

1997M10 39345.8 0.8612

1997M11 41025.5 0.8915

1997M12 42872.2 0.8858

1998M01 44960.1 0.9016

1998M02 48192.6 0.8956

1998M03 50001.8 0.8915

1998M04 51365.2 0.9152

1998M05 52535.6 0.9412

1998M06 53195.8 0.945

1998M07 53907.5 0.9564

1998M08 54250.5 0.9687

1998M09 55716.7 1.0454


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1998M10 57877.5 1.1285

1998M11 58983.6 1.1592

1998M12 60265.4 1.2383

1999M01 62079.4 1.3185

1999M02 63863.3 1.3752

1999M03 67925.2 1.5301

1999M04 71221.7 1.58351999M05 75006.4 1.6201

1999M06 78827.2 1.6359

1999M07 80128.9 1.6487

1999M08 81105.2 1.7079

1999M09 83690.6 1.7181

1999M10 87174 1.7895

1999M11 90651.3 1.8056

1999M12 93296.9 1.821

2000M01 97318 1.8635

2000M02 99426.5 1.842

2000M03 101208.5 1.8538

2000M04 106050.6 1.8713

2000M05 107981.9 1.8507

2000M06 111042 1.997

2000M07 115790.8 2.0317

2000M08 117918 2.0295

2000M09 121230 2.0565

2000M10 124579.4 2.1001

2000M11 128115.3 2.1492

2000M12 131278.1 2.3011

2001M01 136122.3 2.46452001M02 139181.1 2.4729

2001M03 142016.7 2.4848

2001M04 145784.3 2.4879

2001M05 148318 2.4909

2001M06 150681 2.4732

2001M07 152650.2 2.5266

2001M08 156063.4 2.6852

2001M09 159095.9 2.7548

2001M10 162981.8 2.7899

2001M11 167432.1 2.7806

2001M12 171042.3 2.8204

2002M01 175027.5 2.828

2002M02 177045.8 2.8053

2002M03 177678.7 2.8698

2002M04 181304.8 2.9315

2002M05 184657.2 3.0774

2002M06 186880.8 3.1912

2002M07 187821.5 3.2721

2002M08 189360.9 3.2365


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2002M09 190524 3.2481

2002M10 193654 3.2629

2002M11 198597.2 3.3592

2002M12 201556.2 3.4238

2003M01 204156.3 3.5594

2003M02 205809 3.5442

2003M03 208026.1 3.58232003M04 210243 3.6559

2003M05 211271.2 3.7617

2003M06 213065.1 3.8062

2003M07 215624.8 3.7165

2003M08 216189.2 3.7183

2003M09 220825 3.7924

2003M10 224191 3.807

2003M11 227415.9 3.9912

2003M12 230056.2 4.0577

2004M01 232592.1 4.1094

2004M02 234062.9 4.0572

2004M03 235227.7 4.0054

2004M04 236590.9 4.0695

2004M05 237267.2 4.0559

2004M06 238676.8 4.0754

2004M07 241711.6 4.0966

2004M08 243025 4.0947

2004M09 245324 4.1077

2004M10 24334 4.1069

2004M11 249939.7 3.982

2004M12 251360.8 3.87742005M01 253388 3.8178

2005M02 254912.2 3.6765

2005M03 255649.3 3.6338

2005M04 260281.1 3.6293

2005M05 261019.6 3.6182

2005M06 261786.6 3.6139

2005M07 264287.8 3.5655

2005M08 264555.8 3.5057

2005M09 266061.4 3.5103

2005M10 268346.9 3.5984

2005M11 271598.1 3.653

2005M12 173087.8 3.6589

2006M01 275913.14 3.6445

2006M02 276565.46 3.5404

2006M03 277141.04 3.5074

2006M04 278291.81 3.4911

2006M05 279963.07 3.5071

2006M06 280389.95 3.5483

2006M07 280688.49 3.5723


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2006M08 280487.9 3.5277

2006M09 280635.8 3.527

2006M10 281219.3 3.5192

2006M11 284290.9 3.4954

2006M12 286399.1 3.4141

2007M01 286982.93 3.3937

2007M02 287099.55 3.38242007M03 287288.17 3.3694

2007M04 288789.21 3.3349

2007M05 290636.78 3.285

2007M06 291042.38 3.2264

2007M07 291882.25 3.1337

2007M08 294390.86 3.2237

2007M09 297561.64 3.3466

2007M10 300459.52 3.3525

2007M11 303259.43 3.4707

2007M12 305210.24 3.5289

2008M01 307824.34 3.693

2008M02 309991.94 3.6528

2008M03 312072.92 3.7218

2008M04 313692.53 3.6426

2008M05 315215.21 3.6594

2008M06 316091.44 3.6557

2008M07 318281.55 3.5792

2008M08 318008.17 3.5268

2008M09 319272.68 3.6254

2008M10 322660.98 3.7454

2008M11 323706.65 3.77532008M12 324443.04 3.9153

2009M01 328465.24 4.2327

2009M02 331349.43 4.2839

2009M03 333010.78 4.2821

2009M04 333921.62 4.1954

2009M05 333960.93 4.1689

2009M06 334615.82 4.2126

2009M07 334397.17 4.2168

2009M08 333769.41 4.2185

2009M09 335055.43 4.2389

2009M10 336522.87 4.2848

2009M11 338762.8 4.2881

2009M12 339834.22 4.2248

2010M01 345547.14 4.1409

2010M02 346226.03 4.1179

2010M03 346983.99 4.0879

2010M04 348204.52 4.1285

2010M05 348716.62 4.1743

2010M06 349261.99 4.2396


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2010M07 358257.34 4.2611

2010M08 359072.29 4.2389

2010M09 361078.44 4.2642

2010M10 363052.94 4.2798

2010M11 364949.08 4.2931

2010M12 366877.71 4.2925

2011M01 369708.91 4.26222011M02 372551.42 4.2472

2011M03 374784.68 4.1646

2011M04 377251.48 4.0992

2011M05 378049.85 4.112

2011M06 376964.46 4.1929

2011M07 375629.06 4.2405

2011M08 374329.23 4.2501

2011M09 373551.36 4.282

2011M10 375939.37 4.3238

2011M11 377508.51 4.3536

2011M12 378394.96 4.3267

2012M01 379764.02 4.3428

2012M02 382196.09 4.3506

2012M03 383786.38 4.3652

2012M04 384044.14 4.376

2012M05 384122.3 4.4381

2012M06 384647.16 4.4603

2012M07 386902.35 4.5484

2012M08 388861.9 4.5163

2012M09 393444.95 4.5007

2012M10 394583.29 4.55832012M11 394732.43 4.5255

2012M12 397116.89 4.4895

Seminar Econometrie Management

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