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Ekonometrik model – bu
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bet | 12/12 | Sana | 21.02.2024 | Hajmi | 28,89 Kb. | | #160226 |
Bog'liq Ekonometrik model – bu-fayllar.orgAgar Y = bZ (bu erda b - konstantbo`lsa, Cov(X, Y) aniqlovchi bandni ko`rsating:
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Cov(X, Y) = Cov(X, V) + Cov(X, W);
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#Cov(X, Y) = Cov(X, bZ) = bCov(X, Z);
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Cov(X, Y) = Cov(X, = 0;
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Cov(X, Y) = Cov(X, V).
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Agar Y = b (bu erda b-konstantbo`lsa, Cov(X, Y) aniqlovchi bandni ko`rsating:
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Cov(X, Y) = Cov(X, V) + Cov(X, W);
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Cov(X, Y) = Cov(X, bZ) = bCov(X, Z);
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#Cov(X, Y) = Cov(X, = 0;
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Cov(X, Y) = Cov(X, V).
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Agar Y = V + W bo`lsa, Var(Y) aniqlovchi bandni ko`rsating:
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#Var(Y) = Var(V) + Var(W) + 2Cov(V, W);
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Var(Y) =b^2Var(Z);
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Var(Y) = 0;
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Var(Y) = Var(V).
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Agar Y = bZ (bu erda b-konstantbo`lsa, Var(Y) aniqlovchi bandni ko`rsating:
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Var(Y) = Var(V) + Var(W) + 2Cov(V, W);
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#Var(Y) =b^2Var(Z);
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Var(Y) = 0;
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Var(Y) = Var(V).
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Agar Y = b (bu erda b konstantbo`lsa, Var(Y) aniqlovchi bandni ko`rsating:
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Var(Y) = Var(V) + Var(W) + 2Cov(V, W);
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Var(Y) =b^2Var(Z);
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#Var(Y) = 0;
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Var(Y) = Var(V).
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Agar Y = V + b (bu erda b-konstantbo`lsa, Var(Y) aniqlovchi bandni ko`rsating:
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Var(Y) = Var(V) + Var(W) + 2Cov(V, W);
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Var(Y) =b^2Var(Z);
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Var(Y) = 0;
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#Var(Y) = Var(V).
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Statistik prognozlashda qo`llanadigan usulni ko`rsating:
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Potentsiallar usuli;
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Simpleks usuli;
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#Ekstrapolyatsiya usuli;
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Evristik usul.
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Ko`p omilli chiziqli bog`lanishni ko`rsating:
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Yx=a0+a1X;
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#Yx=a0+a1X1+a2X2+…+anXn;
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Yx=a0+a1X^2;
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Yx=a0+a1^X.
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Ekonometrik modelda qatnashadigan omillarni tanlashda qo`llanadigan usulni ko`rsating:
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Regression tahlil usuli;
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#Korrelyatsion tahlil usuli;
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Ekstrapolyatsiya usuli;
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Prognoz usuli.
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Natijaviy ko`rsatkich va unga ta`sir etuvchi omillar o`rtasidagi bog`lanish zichligini aniqlovchi koeffitsient:
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#Korrelyatsiya koeffitsienti;
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Styudent koeffitsienti;
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Elastik koeffitsienti;
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Doimiy koeffitsient.
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Ekonometrik model shaklini tanlashda qo`llanadigan usul:
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#Regression tahlil usuli;
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Korrelyatsion tahlil usuli;
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Ekstrapolyatsiya usuli;
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Prognoz usuli.
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To`plamli korrelyatsiya koeffitsientini aniqlovchi bandni ko`rsating:
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#Ryxj=SQRT[(Ryx1^2 + Ryx2^2 – 2Ryx1*Ryx2*Rx1x2)/(1-Rx1x2^2)]
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Ryxj=SQRT[(Ryx1^2 + Ryx2^2)/(1-Rx1x2^2)]
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Ryxj=SQRT[(2Ryx1*Ryx2*Rx1x2)/(1-Rx1x2^2)]
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Ryxj=SQRT[(Ryx1^2 + Ryx2^2 – 2Ryx1*Ryx2*Rx1x2)/1]
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Fisher mezonini aniqlovchi formula keltirilgan bandni ko`rsating:
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#F=R^2/(1-R^2) * (n-m-1)/m;
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F=R^2/(1-R^2);
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F=R^2/(1-R^2) * m;
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F=1/(1-R^2) * (n-m-1)/m.
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Fisher mezonining hisoblangan qiymati jadvaldagi qiymatidan katta bo`lsa:
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#Regressiya tenglamasi real o`rganilayotgan iqtisodiy jarayonga mos deyiladi;
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Dinamik qatorlar 10% gacha xatolik bilan tekislangan deyiladi;
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Regressiya tenglamasining koeffitsientlari ahamiyatli deyiladi;
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Korrelyatsiya koeffitsienti ishonchli deyiladi.
http://fayllar.org
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