Econometrics TSU version 5

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Uploaded: 15.02.2014
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Description


Option 5

Zadacha1.
There are reports of 10 companies based on specific fixed costs of Y in output X:
№ p / p 1 2 3 4 5 6 7 8 9 10
X 1000 900 950 1020 1100 950 1150 1200 1220 1250
Y 800 720 730 800 845 745 890 940 922 960
1. Assess the linear regression coefficients = β0 + y + ε β1h least squares.
2. Check the statistical significance of the estimates of b0 and b1 theoretical coefficients β0 and β1 at a significance level α = 0,05.
3. Calculate the 95% confidence intervals for the theoretical regression coefficients.
4. Predict the fixed costs in the amount of release of X = 1200 and calculate the 95% confidence interval for the conditional expectation of M (Y | X = 1200).
5. Calculate the limit of the range, which will focus at least 95% of the possible fixed costs in the total output of X = 1200.
6. Evaluate how many units will change the value of fixed costs if production volume will grow by 100.
7. Calculate the coefficient of determination R².
8. Calculate the F-statistics for the coefficient of determination and evaluate its statistical significance.

Additional information

Objective 2.
Choose a suitable non-linear model is linearized and its parameters to vote, if you have the following data (X - explanatory variable, Y - dependent variable).
X 1 2 3 4 5 6 7 8 9 10
At 5 12.31 20.86 30.31 40.52 51.35 62.75 74.64 86.99 99.76

Task 3.
A model. The resulting matrix.

Calculate the estimation of the model parameters.
Task 4.
What are the coefficient of determination and F - Statistics in the case of severe functional dependence of y on x?

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