t X1t X2t Yt Ŷ u u2 u3

1 1 1.7 3.1 -1.8 -1.316083 -0.4839169 0.234176 -0.113322

2 1 6.4 4 2.9 2.409073 0.4909269 0.241009 0.118318
3 1 7.9 4.3 2.9 3.584842 -0.6848424 0.469009 -0.321197
4 1 3.4 1.4 2.4 2.11148 0.2885205 0.083244 0.024018
5 1 0.6 4.2 -3.7 -3.533918 -0.1660822 0.027583 -0.004581
6 1 3 1.8 1.8 1.304994 0.4950058 0.245031 0.121292
7 1 0.7 4.1 -3.6 -3.332296 -0.2677036 0.071665 -0.019185
8 1 3.8 1.4 2.8 2.507176 0.2928242 0.085746 0.025108
9 1 1.5 3.3 -2.1 -1.719326 -0.3806742 0.144913 -0.055165
10 1 8.1 5.7 3 2.344929 0.6550710 0.429118 0.281103
11 1 -0.4 5.2 -5.7 -5.550131 -0.1498689 0.022461 -0.003366
12 1 4.2 1.8 2.8 2.492083 0.3079169 0.094813 0.029194
13 1 6.7 3.1 2.9 3.630121 -0.7301206 0.533076 -0.389210
14 1 -2.3 7.1 -9.1 -9.380936 0.2809364 0.078925 0.022173
15 1 5 2.6 2.8 2.461898 0.3381024 0.114313 0.038650
16 1 2.6 2.8 -0.1 -0.117675 0.0176747 0.000312 0.000006
17 1 3.5 1.3 2.5 2.313101 0.1868991 0.034931 0.006529
18 1 5.2 2.2 2.8 3.070535 -0.2705348 0.073189 -0.019800
19 1 8.5 5.5 3 2.94602 0.0539802 0.002914 0.000157
20 1 5.3 2.3 2.8 3.066762 -0.2667616 0.071162 -0.018983
21 1 2.5 1.7 0.8 0.913071 -0.1130711 0.012785 -0.001446
22 1 2.7 2.7 0 0.083947 -0.0839467 0.007047 -0.000592
23 1 1.6 2.6 -0.8 -0.901521 0.1015209 0.010306 0.001046
24 1 1.8 3.8 -1.7 -1.93604 0.2360398 0.055715 0.013151
25 1 5.8 2.8 2.9 3.047896 -0.1478957 0.021873 -0.003235
SUM 89.8 80.8 10.5 10.5 0 3.16532 -0.26934
MIU 0.14388 -0.01224
S u2 0.144
2
Ru 0.98941

TESTUL JB - NORMALITATEA DISTRIB. ERORILOR

S -0.224327
K 2.078887
JB 0.245029
X2(0,05;2) 5.991465
X2(JB;2) 0.884693

MULTICOLINEARITATEA
-0.096239
 u4 (Y-Ȳ)2 dw u u2 x1^2 x2^2 X1 X2
0.0548382 4.9284 -0.483917 0.234176 2.89 9.61 1.7 3.1
0.0580855 3.952144 0.9503 0.490927 0.241009 40.96 16 6.4 4
0.2199696 4.288351 1.3824 -0.684842 0.469009 62.41 18.49 7.9 4.3
0.0069296 2.758488 0.9474 0.288520 0.083244 11.56 1.96 3.4 1.4
0.0007608 19.04132 0.2067 -0.166082 0.027583 0.36 17.64 0.6 4.2
0.0600401 0.862245 0.4370 0.495006 0.245031 9 3.24 3 1.8
0.0051359 19.58063 0.5817 -0.267704 0.071665 0.49 16.81 0.7 4.1
0.0073524 3.034931 0.3142 0.292824 0.085746 14.44 1.96 3.8 1.4
0.0209997 9.370401 0.4536 -0.380674 0.144913 2.25 10.89 1.5 3.3
0.1841423 3.455225 1.0728 0.655071 0.429118 65.61 32.49 8.1 5.7
0.0005045 45.22563 0.6479 -0.149869 0.022461 0.16 27.04 -0.4 5.2
0.0089895 1.760044 0.2096 0.307917 0.094813 17.64 3.24 4.2 1.8
0.2841701 2.314745 1.0775 -0.730121 0.533076 44.89 9.61 6.7 3.1
0.0062292 107.3615 1.0222 0.280936 0.078925 5.29 50.41 -2.3 7.1
0.0130675 0.455625 0.0033 0.338102 0.114313 25 6.76 5 2.6
0.0000001 4.681322 0.1027 0.017675 0.000312 6.76 7.84 2.6 2.8
0.0012202 0.0484 0.0286 0.186899 0.034931 12.25 1.69 3.5 1.3
0.0053566 0.29642 0.2092 -0.270535 0.073189 27.04 4.84 5.2 2.2
0.0000085 0.660156 0.1053 0.053980 0.002914 72.25 30.25 8.5 5.5
0.0050640 0.530816 0.1029 -0.266762 0.071162 28.09 5.29 5.3 2.3
0.0001635 1.3225 0.0236 -0.113071 0.012785 6.25 2.89 2.5 1.7
0.0000497 4.7524 0.0008 -0.083947 0.007047 7.29 7.29 2.7 2.7
0.0001062 12.42563 0.0344 0.101521 0.010306 2.56 6.76 1.6 2.6
0.0031041 31.36 0.0181 0.236040 0.055715 3.24 14.44 1.8 3.8
0.0004784 14.44 0.1474 -0.147896 0.021873 33.64 7.84 5.8 2.8
0.94677 298.9073 10.0798 0 3.17 89.8 80.8
0.04303
X1*X2 u(t-1) u(t-2)
5.27
25.6 -0.483917
33.97 0.490927 -0.483917 (X'X)-1 X'Y
4.76 -0.684842 0.490927 0.330076 -0.023352 -0.063798 10.5
2.52 0.288520 -0.684842 -0.023352 0.005615 0.000985 225.29
5.4 -0.166082 0.28852 -0.063798 0.000985 0.018645 -31.05
2.87 0.495006 -0.166082
5.32 -0.267704 0.495006 Var(Â) -1.026973
4.95 0.292824 -0.267704 0.047491 -0.00336 -0.009179 0.051794
46.17 -0.380674 0.292824 -0.00336 0.000808 0.000142 0.987609
-2.08 0.655071 -0.380674 -0.009179 0.000142 0.002683 876.7657
7.56 -0.149869 0.655071 252.2947
20.77 0.307917 -0.149869 a2 a1 a0
-16.33 -0.730121 0.307917 -1.026973 0.989241 0.185823
13 0.280936 -0.730121
7.28 0.338102 0.280936 Y ajustat -1.316083
4.55 0.017675 0.338102
11.44 0.186899 0.017675 TESTUL WHITE
46.75 -0.270535 0.186899 -0.003796 0.113077 -0.061628 -0.020368 0.013819
12.19 0.053980 -0.270535 0.008089 0.105335 0.126246 0.017637 0.014246
4.25 -0.266762 0.05398 R^2= 0.358056 0.135821 #N/A #N/A #N/A
7.29 -0.113071 -0.266762 2.119519 19 #N/A #N/A #N/A
4.16 -0.083947 -0.113071 0.195497 0.350499 #N/A #N/A #N/A
6.84 0.101521 -0.083947
16.24 0.236040 0.101521 nR^2 8.951398
0.15 -0.09 hi ^2 (0,05;5) 11.0705
nR^2 este mai mic decat hi, prin urmare testul white nu gaseste argumente in f

-0.096239 Coeficientul de corelatie este apoape de 10%

R^2 0.766184
 Â std t-stat prob
0.185823 0.217924 0.852696 20.15%
0.989241 0.028423 34.80397 0.00%
-1.026973 0.051794 -19.82794 0.00%

0.989241 0.185823
0.028423 0.217924
0.379313 #N/A
22 #N/A
3.165317 #N/A

0.004361
0.334947
#N/A
#N/A
#N/A

nu gaseste argumente in favoarea ipotezei de heteroscedasticitate