Эконометрическая модель с добавлением логарифма перед переменной Q
Dependent Variable: YNEW | ||||
Method: Least Squares | ||||
Date: 05/18/13 Time: 17:33 | ||||
Sample (adjusted): 2 71 | ||||
Included observations: 68 after adjustments | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
YESNO | 46.79176 | 21.56579 | 2.169721 | 0.0340 |
TEATR | -0.749105 | 2.550819 | -0.293672 | 0.7700 |
LOG(Q) | 18.58052 | 18.55224 | 1.001524 | 0.3206 |
NUMBER | -0.386858 | 0.327946 | -1.179640 | 0.2428 |
MEROPR | 0.004417 | 0.006100 | 0.724177 | 0.4718 |
HOTEL | -0.080007 | 0.303300 | -0.263788 | 0.7928 |
INCOME | 0.009739 | 0.002459 | 3.960173 | 0.0002 |
C | -195.5289 | 153.0858 | -1.277250 | 0.2064 |
R-squared | 0.252828 | Mean dependent var | 47.45588 | |
Adjusted R-squared | 0.165657 | S. D. dependent var | 93.75701 | |
S. E. of regression | 85.63985 | Akaike info criterion | 11.84831 | |
Sum squared resid | 440051.1 | Schwarz criterion | 12.10943 | |
Log likelihood | -394.8425 | Hannan-Quinn criter. | 11.95177 | |
F-statistic | 2.900393 | Durbin-Watson stat | 2.589188 | |
Prob(F-statistic) | 0.011142 |
Таблица 2.7.
Линейная эконометрическая модель
Dependent Variable: YNEW | ||||
Method: Least Squares | ||||
Date: 05/18/13 Time: 17:40 | ||||
Sample (adjusted): 2 71 | ||||
Included observations: 68 after adjustments | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
YESNO | 45.50812 | 21.36355 | 2.130176 | 0.0373 |
TEATR | -0.879038 | 2.541623 | -0.345857 | 0.7307 |
Q | 0.006010 | 0.004721 | 1.273087 | 0.2079 |
NUMBER | -0.374582 | 0.324859 | -1.153059 | 0.2535 |
MEROPR | 0.003705 | 0.006039 | 0.613499 | 0.5419 |
HOTEL | -0.130246 | 0.308468 | -0.422233 | 0.6744 |
INCOME | 0.009923 | 0.002439 | 4.068057 | 0.0001 |
C | -67.12345 | 33.15462 | -2.024558 | 0.0474 |
R-squared | 0.260317 | Mean dependent var | 47.45588 | |
Adjusted R-squared | 0.174021 | S. D. dependent var | 93.75701 | |
S. E. of regression | 85.20953 | Akaike info criterion | 11.83823 | |
Sum squared resid | 435639.9 | Schwarz criterion | 12.09935 | |
Log likelihood | -394.5000 | Hannan-Quinn criter. | 11.94170 | |
F-statistic | 3.016554 | Durbin-Watson stat | 2.538939 | |
Prob(F-statistic) | 0.008777 |
Таблица 2.8.
Эконометрическая модель с логарифмом перед переменными NUMBER и HOTEL
Dependent Variable: YNEW | ||||
Method: Least Squares | ||||
Date: 05/18/13 Time: 17:42 | ||||
Sample (adjusted): 2 71 | ||||
Included observations: 68 after adjustments | ||||
Variable | Coefficient | Std. Error | t-Statistic | Prob. |
YESNO | 36.84456 | 20.54012 | 1.793786 | 0.0779 |
TEATR | -2.141637 | 1.191421 | -1.797548 | 0.0773 |
Q | 0.011570 | 0.005230 | 2.212286 | 0.0308 |
LOG(NUMBER) | -45.89800 | 18.27820 | -2.511078 | 0.0147 |
MEROPR | -0.001841 | 0.004598 | -0.400274 | 0.6904 |
LOG(HOTEL) | -1.794225 | 21.14258 | -0.084863 | 0.9327 |
INCOME | 0.009625 | 0.002364 | 4.070654 | 0.0001 |
C | 79.42941 | 63.74349 | 1.246079 | 0.2176 |
R-squared | 0.318441 | Mean dependent var | 47.45588 | |
Adjusted R-squared | 0.238926 | S. D. dependent var | 93.75701 | |
S. E. of regression | 81.79318 | Akaike info criterion | 11.75640 | |
Sum squared resid | 401407.5 | Schwarz criterion | 12.01751 | |
Log likelihood | -391.7175 | Hannan-Quinn criter. | 11.85986 | |
F-statistic | 4.004787 | Durbin-Watson stat | 2.433632 | |
Prob(F-statistic) | 0.001177 |
Для того чтобы понять, какая модель наиболее репрезентативна и соответствует действительности, необходимо, как было ранее отмечено, оценить R2-adj и критерии Акайке и Шварца.
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