ТюмГУ Эконометрика Вариант 10 ТГУ контрольная ТюмГУ

Option 10.
Objective 1.
There is information in 10 years relative to the average income and average consumption (million rubles.):

1. Estimate the coefficients of linear regression by least squares method.
2. Check the statistical significance of the theoretical estimates of the coefficients of the level of significance.
3. Calculate the 95% confidence intervals for the theoretical regression coefficients.
4. Predict the consumption of an income and calculate the 95% confidence interval for the conditional expectation.
5. Calculate the limit of the range, which will focus at least 95% of the possible consumption volumes on revenues.
6. Estimate how much consumption will change if the income will grow by 3 million.
7. Calculate the coefficient of determination.
8. Calculate - Statistics for the coefficient of determination and evaluate its statistical significance.
Task 2
There is the following model of the Keynesian type:

where
The variables are endogenous.
Determine whether each of the identified model equations. Write a reduced form model.
Task 3.
To estimate the coefficients of the regression equation calculation carried out in a matrix form.

Determine the empirical regression coefficients.
Task 4.
The coefficient of determination between the variables and equals 0.64. What will be the correlation coefficient in the case of a linear regression model?