4. Оцінимо параметри моделі на основі перетворення вихідної інформації
Побудуємо матрицю Т1:
0,9997075 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024185 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024185 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024185 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024185 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,02419 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024185 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0241854 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,02419 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
(Продовження)
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,024 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
1 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
-0,0242 |
1 |
Скоригуємо наявну інформацію:
|
0,9997075 |
74,97806 |
34,98976 |
112,9669 |
|
|
47,986 |
||
|
0,9758146 |
76,18609 |
37,15351 |
115,267 |
|
|
48,8391 |
||
|
0,9758146 |
78,11354 |
29,08095 |
105,1461 |
|
|
45,7907 |
||
|
0,9758146 |
77,06517 |
39,27444 |
120,388 |
|
|
49,8633 |
||
|
0,9758146 |
80,08935 |
40,03258 |
122,0252 |
|
|
51,7665 |
||
|
0,9758146 |
69,0168 |
32,0084 |
125,9768 |
|
|
46,7182 |
||
|
0,9758146 |
83,28283 |
45,20188 |
124,8801 |
|
|
53,8391 |
||
|
0,9758146 |
80,94424 |
41,88747 |
121,9043 |
|
|
52,6698 |
||
|
0,9758146 |
85,99261 |
45,96003 |
119,9768 |
|
|
55,694 |
||
|
0,9758146 |
89,87168 |
46,86328 |
126,0252 |
|
|
58,6214 |
||
Х*= |
0,9758146 |
88,77494 |
44,8391 |
129,8801 |
|
Y*= |
56,5489 |
||
|
0,9758146 |
92,79913 |
49,88747 |
124,7833 |
|
|
61,5972 |
||
|
0,9758146 |
90,70238 |
49,76654 |
134,9043 |
|
|
62,4763 |
||
|
0,9758146 |
95,75076 |
50,76654 |
134,6624 |
|
|
64,4521 |
||
|
0,9758146 |
93,62983 |
49,74236 |
137,6624 |
|
|
63,4038 |
||
|
0,9758146 |
91,6782 |
47,76654 |
135,5899 |
|
|
61,4279 |
||
|
0,9758146 |
97,72657 |
51,81491 |
129,6382 |
|
|
66,4763 |
||
|
0,9758146 |
102,5815 |
53,71817 |
139,7833 |
|
|
68,3554 |
||
|
0,9758146 |
105,4605 |
54,6698 |
141,5415 |
|
|
69,307 |
||
|
0,9758146 |
107,388 |
53,64562 |
144,4931 |
|
|
71,2828 |
Застосуємо функцію ЛИНЕЙН:
0,14066 |
0,27757 |
0,44224 |
-11,77 |
0,04453 |
0,0938 |
0,06038 |
3,8181 |
0,99975 |
1,0299 |
#Н/Д |
#Н/Д |
16061,7 |
16 |
#Н/Д |
#Н/Д |
68146,5 |
16,9712 |
#Н/Д |
#Н/Д |
Як бачимо, оцінки параметрів повністю збігаються з раніше розрахованими на основі матриці S^(-1).
Таким чином, економетрична модель матиме вигляд:
Y^= -11,77 + 0,44X1 + 0,28X2 + 0,14X3