You are on page 1of 60

# 5

1.

1
2 x y y

x x

x y
y x

y = f (x) x
y

(y)(x)
y = p x (p )

(S)S =
r2
(y)(x1)
(x2) (x3)
y = x1 x2 x3

2.

3 x y

(y)(x)
(y)(x)
(y)(x)
(y)(x1) (x2)
(x3)
(y)(x)
(y)(x)

(1)

(2)

(3)

(4)

1234
1.
2.

3.
1

4.

1.

2.

1.

2.

3.

12

()xy

30

20 30 20 20 40 30 40 80 80 50 40 30 20 80 50
/ 18 16 16 15 16 15 15 14 14 15 15 16 18 14 14

20 50 20 30 50 20 50 40 20 80 40 20 50 80 30
/ 16 16 18 16 15 18 15 14 16 14 15 16 14 15 15

20 20 20 20 20 20 20 20 20 30 30 30 30 30 40
/ 15 16 16 16 16 18 18 18 18 15 15 15 16 16 14

40 40 40 40 50 50 50 50 50 50 80 80 80 80 80
/ 15 15 15 16 14 14 15 15 15 16 14 14 14 14 15

( )xyx,y

30

12

33
12

33
12

40
13

56
14

58
14

65
20

72
22

40
30
20
10
0
0

20

40

60

80

100

80
26

80
26

90
30

()

1.

Cov ( X , Y )
Var ( X )Var (Y )

7.1

CovXY X Y
Var(X) Var(Y) X Y

( X t X )(Yt Y )

7.2

2
2
( X t X ) (Yt Y )

X Y

xy2
r
x y
2 ( x x )( y y )

xy

x y

x x )2

n
2
(
y

y
)
y

()
1. r [-1,1]
2.||

||1xy ||
0xy: ||0.3
0.3 ||0.50. ||0.8
0.8 ||1

3.||=1=1

=-1
4.

=0

-1.0

-0.5

+0.5

+1.0

()

1 x y
(
x

x
)(
y

y
)

xy

( x x )( y y)

( x x )2

( y y)

Lxy n xy ( x) ( y)
Lxx n x 2 ( x )2

L yy n y 2 ( y)2

2 x 2 1 ( x)2
(
x

x
)

n
2 y 2 1 ( y)2
(
y

y
)

L xy
L xx L yy

15

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

274
180
375
205
86
265
98
330
195
53
430
372
236
157
370
3626

162
120
223
131
67
169
81
192
116
55
252
234
144
103
212
2261

x2

y2

xy

75076
32400
140625
42025
7396
70225
9604
108900
38025
2809
184900
138384
55696
24649
136900
1067614

26244
14400
49729
17161
4489
28561
6561
36864
13456
3025
63504
54756
20736
10609
44944
395039

44388
21600
83625
26855
5762
44785
7938
63360
22620
2915
108360
87048
33984
16171
78440
647851

x
3626

2
x

y2

xy

## Lxy n xy x y 15 647851 3626 2261

1519379
Lxx n x 2 ( x ) 2 15 1067614 3626 2 2866334
L yy n y 2 ( y)2 15 395039 22612 813464

Lxy

1519379
r

Lxx L yy
2866334 813464

0.9950

1
2 t
3

H0 H1 0

r n2
1 r2

t>tH0
t<tH0

~ t (n 2)

(0.05)

1.

H0 H1 0

2.

0.9950 15 2
1 0.9950

48.385

3. 0.05t
t(n-2)=2.160
t=48.385>t(15-2)=2.160H0

1.

2.

3.

1.

2.

1 ()

1 ()

3.

1.

y x

2.

3.

y x

()
t01tut

7.5

u t

():
... n)
ttut

Yt 0 1 X et

yt =

y x ()

x y

x y y

x y

0 1

212

3utt
tt
t

12

1.

ut 0E(ut)=0
x y E ( yt ) = 0+ 1 xt

2.

x ut2

3.

ut
u~N( 0 ,2 )

xu
x u

x yt xt

ut

Yt

t12t

1.

y x

2.

E( y ) = 0+ 1 x

0 y x=0 y

1 x

()
1.

0 1

2. 0 1
0 1
3.

y 0 1 x

0 y 1
x y
x y

0 1

1.

0 1
n

i 1

i 1

2
2

Q( 0 , 1 ) ( yi y ) ei

2. xy

(xn , yn)

(x2 , y2)

(x1 , y1)

ei = yi
-yi

y 0 1 x

(xi , yi)

:
2
Q et2 (Yt Yt ) 2 (Yt 0 1 X t )

Q
2 (Yt 0 1 X t )0
0
Q
2 X t (Yt 0 1 X t ) 0
1

n0 1 X t Yt

0 X t 1 X 2t X tYt

1
0
0 1

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

274
180
375
205
86
265
98
330
195
53
430
372
236
157
370
3626

162
120
223
131
67
169
81
192
116
55
252
234
144
103
212
2261

3626

2
x

y2

xy

n 15

## Lxy n xy x y 15 647851 3626 2261

1519379
Lxx n x 2 ( x ) 2 15 1067614 3626 2

2866334

xy 1519379

0.5301
L
2866334
xx
2261
3626

0 y 1 x
0.05301
22.5905
15
16

y x 22.5905 0.5301x
0 1
b1
0.53015.301

Excel
SUMMARY OUTPUT

Multiple R0.995024
R Square 0.990073
Square
6.435265

15
Coefficients t Stat P-value Lower 95%Upper 95%
Intercept 22.59595 3.927445 5.753344 6.67E-05 14.11122 31.08067
X Variable0.530077
1
0.014721 36.00731 2.08E-14 0.498274 0.561881

Sy
1.
2.
3.
4.

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15

274
180
375
205
86
265
98
330
195
53
430
372
236
157
370
3626

162
120
223
131
67
169
81
192
116
55
252
234
144
103
212
2261

y 22.5905+0.5301 x ( y y )2
167.8379
118.0085
221.3780
131.2610
68.1791
163.0670
74.5403
197.5235
125.9600
50.6858
250.5335
219.7877
147.6947
105.8162
218.7275

33.9272
3.8122
2.4849
0.0681
1.2364
35.0466
41.4969
30.3551
98.9707
18.4584
1.9967
201.8362
13.4925
7.7771
45.1054
536.0644

( y y )2

S
536.0644 6.4215()
Q
n2
15 2

P172

P172

1.

y y

x (xy)

2.

y y

( xi , yi )

{}

y y

y y
y y

y 0 1 x
y

1.

y y y y y y

2.

i 1

i 1

2
2

yi y yi y

i 1

SST

SSR

SSE

1.

(SST)

2.

(SSR)

x y
x y y

3.

(SSE)

x y

r2
1.

n xy x y
n x ( x)

y x

y
x

y x
0 1

2.
3.
4.
5.

[ 0 , 1 ]
r2 1r20

r2(r)2