95,0% Confidence intervals for coefficient estimates
-----------------------------------------------------------------------------
Standard
Parameter Estimate Error Lower Limit Upper Limit
-----------------------------------------------------------------------------
res_t2 -0,379058 0,160926 -0,711959 -0,0461571
res_t3 -0,474514 0,161168 -0,807916 -0,141111
-----------------------------------------------------------------------------
The StatAdvisor
---------------
This table shows 95,0% confidence intervals for the coefficients in
the model. Confidence intervals show how precisely the coefficients
can be estimated given the amount of available data and the noise
which is present.
Приложение № 7
[для модели (1) ]
|
t |
Z(t) |
|
Z(t)ср |
(Z(t)-Z(t)ср)^4 |
(Z(t)-Z(t)ср)^2 |
(Z(t)-Z(t)ср)^3 |
|
1 |
-3,4574 |
|
-0,17899 |
115,523 |
10,748 |
-35,2372 |
|
2 |
5,3158 |
|
-0,17899 |
911,606 |
30,193 |
165,9035 |
|
3 |
-2,7384 |
|
-0,17899 |
42,909 |
6,551 |
-16,7654 |
|
4 |
3,2405 |
|
-0,17899 |
136,719 |
11,693 |
39,9827 |
|
5 |
0,5348 |
|
-0,17899 |
0,260 |
0,509 |
0,3637 |
|
6 |
-0,7395 |
|
-0,17899 |
0,099 |
0,314 |
-0,1761 |
|
7 |
0,0860 |
|
-0,17899 |
0,005 |
0,070 |
0,0186 |
|
8 |
-2,0042 |
|
-0,17899 |
11,097 |
3,331 |
-6,0800 |
|
9 |
-3,1830 |
|
-0,17899 |
81,432 |
9,024 |
-27,1079 |
|
10 |
2,0832 |
|
-0,17899 |
26,187 |
5,117 |
11,5763 |
|
11 |
-5,9390 |
|
-0,17899 |
1100,792 |
33,178 |
-191,1080 |
|
12 |
1,8954 |
|
-0,17899 |
18,515 |
4,303 |
8,9256 |
|
13 |
4,4974 |
|
-0,17899 |
478,241 |
21,869 |
102,2668 |
|
14 |
8,4560 |
|
-0,17899 |
5559,570 |
74,563 |
643,8444 |
|
15 |
-9,7703 |
|
-0,17899 |
8462,721 |
91,993 |
-882,3330 |
|
16 |
-2,4733 |
|
-0,17899 |
27,707 |
5,264 |
-12,0766 |
|
17 |
-5,1400 |
|
-0,17899 |
605,732 |
24,612 |
-122,0985 |
|
18 |
12,8148 |
|
-0,17899 |
28506,460 |
168,839 |
2193,8527 |
|
19 |
6,5920 |
|
-0,17899 |
2101,920 |
45,847 |
310,4289 |
|
20 |
-0,0141 |
|
-0,17899 |
0,001 |
0,027 |
0,0045 |
|
21 |
-3,0509 |
|
-0,17899 |
68,031 |
8,248 |
-23,6881 |
|
22 |
-7,4034 |
|
-0,17899 |
2724,031 |
52,192 |
-377,0588 |
|
23 |
-4,2056 |
|
-0,17899 |
262,875 |
16,213 |
-65,2849 |
|
24 |
-0,9058 |
|
-0,17899 |
0,279 |
0,528 |
-0,3839 |
|
25 |
1,0344 |
|
-0,17899 |
2,167 |
1,472 |
1,7863 |
|
Среднее = |
-0,17899 |
Сумма = |
|
51244,88 |
626,70 |
1719,56 |
|
|
|
(Сумма/25) = |
|
2049,80 |
25,07 |
68,78 |
|
|
Корень (сум/25) = |
|
|
5,007 |
| |
|
|
(корень (сум/25))^4 = |
|
|
628,401 |
| |
|
|
(корень (сум/25))^3 = |
|
|
125,510 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
А = |
0,5480 |
|
Ср. кв. ошибка А = |
0,43538539 |
| |
|
Э = |
0,2619 |
|
Ср. кв. ошибка Э = |
0,73120288 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
А = |
0,5480 |
< |
0,65308 |
|
|
|
|
[Э-6/26] = |
0,0312 |
< |
1,09680 |
|
|
|
|
|
|
|
|
|
|
|
|
А = |
0,5480 |
< |
0,87077 |
|
|
|
|
[Э+6/26] = |
0,4927 |
< |
1,46241 |
|
|
|
Приложение № 8
[для модели (2) ]
|
t |
Z(t) |
|
Z(t)ср |
(Z(t)-Z(t)ср)^4 |
(Z(t)-Z(t)ср)^2 |
(Z(t)-Z(t)ср)^3 |
|
1 |
-3,4574 |
|
-0,22944 |
108,575 |
10,420 |
-33,6355 |
|
2 |
5,3158 |
|
-0,22944 |
945,548 |
30,750 |
170,5150 |
|
3 |
-2,4853 |
|
-0,22944 |
25,899 |
5,089 |
-11,4805 |
|
4 |
1,2108 |
|
-0,22944 |
4,303 |
2,074 |
2,9875 |
|
5 |
3,1432 |
|
-0,22944 |
129,383 |
11,375 |
38,3627 |
|
6 |
-1,3582 |
|
-0,22944 |
1,623 |
1,274 |
-1,4382 |
|
7 |
0,4049 |
|
-0,22944 |
0,162 |
0,402 |
0,2552 |
|
8 |
-1,4165 |
|
-0,22944 |
1,985 |
1,409 |
-1,6726 |
|
9 |
-3,6844 |
|
-0,22944 |
142,487 |
11,937 |
-41,2411 |
|
10 |
2,0049 |
|
-0,22944 |
24,922 |
4,992 |
11,1541 |
|
11 |
-6,4303 |
|
-0,22944 |
1478,466 |
38,451 |
-238,4287 |
|
12 |
0,2679 |
|
-0,22944 |
0,061 |
0,247 |
0,1230 |
|
13 |
6,1428 |
|
-0,22944 |
1648,757 |
40,605 |
258,7423 |
|
14 |
6,2351 |
|
-0,22944 |
1746,424 |
41,790 |
270,1545 |
|
15 |
-9,9442 |
|
-0,22944 |
8906,948 |
94,377 |
-916,8466 |
|
16 |
0,0463 |
|
-0,22944 |
0,006 |
0,076 |
0,0210 |
|
17 |
-0,3338 |
|
-0,22944 |
0,000 |
0,011 |
-0,0011 |
|
18 |
7,2202 |
|
-0,22944 |
3079,927 |
55,497 |
413,4331 |
|
19 |
3,6210 |
|
-0,22944 |
219,811 |
14,826 |
57,0869 |
|
20 |
-0,8609 |
|
-0,22944 |
0,159 |
0,399 |
-0,2518 |
|
21 |
3,8910 |
|
-0,22944 |
288,258 |
16,978 |
69,9578 |
|
22 |
-3,8914 |
|
-0,22944 |
179,831 |
13,410 |
-49,1076 |
|
23 |
-7,1285 |
|
-0,22944 |
2265,429 |
47,597 |
-328,3695 |
|
24 |
-3,3999 |
|
-0,22944 |
101,043 |
10,052 |
-31,8699 |
|
25 |
-0,8490 |
|
-0,22944 |
0,147 |
0,384 |
-0,2378 |
|
Среднее = |
-0,22944 |
Сумма = |
|
21300,15 |
454,42 |
-361,79 |
|
|
|
(Сумма/25) = |
|
852,01 |
18,18 |
-14,47 |
|
|
|
Корень (сум/25) = |
|
|
4,263 |
|
|
|
(корень (сум/25))^4 = |
|
|
330,398 |
| |
|
|
(корень (сум/25))^3 = |
|
|
77,496 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
А = |
-0,1867 |
|
Ср. кв. ошибка А = |
0,4353854 |
| |
|
Э = |
-0,4213 |
|
Ср. кв. ошибка Э = |
0,7312029 |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
А = |
0,1867 |
< |
0,65308 |
|
|
|
|
[Э-6/26] = |
0,6520 |
< |
1,09680 |
|
|
|
|
|
|
|
|
|
|
|
|
А = |
0,1867 |
< |
0,87077 |
|
|
|
|
[Э+6/26] = |
0,1905 |
< |
1,46241 |
|
|
|
Приложение №9
|
|
|
|
(1) |
(2) | ||
|
t |
Y |
Y^=a+b*t+c*t^2+d*t^3+e*t^4 |
E(t) |
Y прогноз |
E(t) |
Y прогноз |
|
1 |
30,0 |
33,4574 |
-3,4574 |
|
-3,4574 |
|
|
2 |
37,4 |
32,0842 |
5,3158 |
|
5,3158 |
|
|
3 |
31,9 |
33,0748 |
-1,1748 |
|
-1,1748 |
|
|
4 |
36,7 |
35,8636 |
0,8364 |
|
0,8364 |
|
|
5 |
41,0 |
39,9339 |
1,0661 |
|
1,0661 |
|
|
6 |
43,7 |
44,8178 |
-1,1178 |
|
-1,1178 |
|
|
7 |
49,7 |
50,0961 |
-0,3961 |
|
-0,3961 |
|
|
8 |
53,9 |
55,3986 |
-1,4986 |
|
-1,4986 |
|
|
9 |
57,4 |
60,4038 |
-3,0038 |
|
-3,0038 |
|
|
10 |
67,6 |
64,8391 |
2,7609 |
|
2,7609 |
|
|
11 |
63,9 |
68,4806 |
-4,5806 |
|
-4,5806 |
|
|
12 |
71,8 |
71,1533 |
0,6467 |
|
0,6467 |
|
|
13 |
79,3 |
72,731 |
6,5690 |
|
6,5690 |
|
|
14 |
81,3 |
73,1365 |
8,1635 |
|
8,1635 |
|
|
15 |
59,6 |
72,3411 |
-12,7411 |
|
-12,7411 |
|
|
16 |
64,2 |
70,3652 |
-6,1652 |
|
-6,1652 |
|
|
17 |
67,9 |
67,2778 |
0,6222 |
|
0,6222 |
|
|
18 |
78,8 |
63,197 |
15,6030 |
|
15,6030 |
|
|
19 |
64,6 |
58,2893 |
6,3107 |
|
6,3107 |
|
|
20 |
45,7 |
52,7705 |
-7,0705 |
|
-7,0705 |
|
|
21 |
41,0 |
46,9049 |
-5,9049 |
|
-5,9049 |
|
|
22 |
36,8 |
41,0058 |
-4,2058 |
|
-4,2058 |
|
|
23 |
33,9 |
35,4351 |
-1,5351 |
|
-1,5351 |
|
|
24 |
31,6 |
30,6037 |
0,9963 |
|
0,9963 |
|
|
25 |
28,7 |
26,9714 |
1,7286 |
|
1,7286 |
|
|
26 |
26,7 |
25,0466 |
-0,4506 |
24,5960 |
0,35077 |
25,3974 |
|
27 |
25,1 |
25,3867 |
-0,7818 |
24,6049 |
-1,128 |
24,2587 |
|
28 |
29 |
28,5977 |
0,2038 |
28,8015 |
-0,95321 |
27,6445 |
|
29 |
39,7 |
35,3348 |
0,3535 |
35,6883 |
0,26113 |
35,5959 |
|
30 |
42,4 |
46,3016 |
-0,0922 |
46,2094 |
0,89657 |
47,1982 |
|
|
|
|
Кт = |
0,080 |
Кт = |
0,089 |
Приложение №10
|
t |
Y |
Y тренд |
|
Constant |
Y(t-2) |
t |
t^2 |
t^3 |
t^4 | |||||
|
1 |
30,0 |
33,46 |
|
1 |
30,0 |
1 |
1 |
1 |
1 | |||||
|
2 |
37,4 |
32,08 |
|
1 |
30,0 |
2 |
4 |
8 |
16 | |||||
|
3 |
31,9 |
33,07 |
|
1 |
30,0 |
3 |
9 |
27 |
81 | |||||
|
4 |
36,7 |
35,86 |
|
1 |
37,4 |
4 |
16 |
64 |
256 | |||||
|
5 |
41,0 |
39,93 |
|
1 |
31,9 |
5 |
25 |
125 |
625 | |||||
|
6 |
43,7 |
44,82 |
|
1 |
36,7 |
6 |
36 |
216 |
1296 | |||||
|
7 |
49,7 |
50,10 |
|
1 |
41,0 |
7 |
49 |
343 |
2401 | |||||
|
8 |
53,9 |
55,40 |
|
1 |
43,7 |
8 |
64 |
512 |
4096 | |||||
|
9 |
57,4 |
60,40 |
|
1 |
49,7 |
9 |
81 |
729 |
6561 | |||||
|
10 |
67,6 |
64,84 |
|
1 |
53,9 |
10 |
100 |
1000 |
10000 | |||||
|
11 |
63,9 |
68,48 |
|
1 |
57,4 |
11 |
121 |
1331 |
14641 | |||||
|
12 |
71,8 |
71,15 |
|
1 |
67,6 |
12 |
144 |
1728 |
20736 | |||||
|
13 |
79,3 |
72,73 |
|
1 |
63,9 |
13 |
169 |
2197 |
28561 | |||||
|
14 |
81,3 |
73,14 |
|
1 |
71,8 |
14 |
196 |
2744 |
38416 | |||||
|
15 |
59,6 |
72,34 |
|
1 |
79,3 |
15 |
225 |
3375 |
50625 | |||||
|
16 |
64,2 |
70,37 |
|
1 |
81,3 |
16 |
256 |
4096 |
65536 | |||||
|
17 |
67,9 |
67,28 |
|
1 |
59,6 |
17 |
289 |
4913 |
83521 | |||||
|
18 |
78,8 |
63,20 |
|
1 |
64,2 |
18 |
324 |
5832 |
104976 | |||||
|
19 |
64,6 |
58,29 |
|
1 |
67,9 |
19 |
361 |
6859 |
130321 | |||||
|
20 |
45,7 |
52,77 |
|
1 |
78,8 |
20 |
400 |
8000 |
160000 | |||||
|
21 |
41,0 |
46,90 |
|
1 |
64,6 |
21 |
441 |
9261 |
194481 | |||||
|
22 |
36,8 |
41,01 |
|
1 |
45,7 |
22 |
484 |
10648 |
234256 | |||||
|
23 |
33,9 |
35,44 |
|
1 |
41,0 |
23 |
529 |
12167 |
279841 | |||||
|
24 |
31,6 |
30,60 |
|
1 |
36,8 |
24 |
576 |
13824 |
331776 | |||||
|
25 |
28,7 |
26,97 |
|
1 |
33,9 |
25 |
625 |
15625 |
390625 | |||||
|
26 |
26,7 |
25,05 |
|
1 |
31,6 |
26 |
676 |
17576 |
456976 | |||||
|
27 |
25,1 |
25,39 |
|
1 |
28,7 |
27 |
729 |
19683 |
531441 | |||||
|
28 |
29 |
28,60 |
|
1 |
26,7 |
28 |
784 |
21952 |
614656 | |||||
|
29 |
39,7 |
35,33 |
|
1 |
25,1 |
29 |
841 |
24389 |
707281 | |||||
|
30 |
42,4 |
46,30 |
|
1 |
29 |
30 |
900 |
27000 |
810000 | |||||
|
31 |
60,3194 |
|
|
1 |
39,7 |
31 |
961 |
29791 |
923521 | |||||
|
|
|
|
|
|
|
|
|
|
| |||||
|
|
S^2 |
34,378 |
|
|
|
|
|
|
| |||||
|
|
S |
5,86327 |
|
|
|
|
|
|
| |||||
|
|
t табл |
2,0639 |
|
|
|
|
|
|
| |||||
|
|
|
|
|
|
|
|
|
|
| |||||
|
Нижн. граница |
41,908 |
|
|
|
|
|
|
| ||||||
|
Верх. граница |
78,7307 |
|
|
|
|
|
|
| ||||||