8/17/2019 sem 5 - ecm

1/4

Vt Tt Ct y teoretic et et-(et-1) (et-(et-1))^2

1000 300 25 1104.20 -104.20 279.48 78108.97

1620 610 21 1444.72 175.28 -437.14 191095.43

850 870 30 1111.86 -261.86 656.81 431399.17

1890 500 19 1495.05 394.95 -3.81 14.49

2100 530 15 1708.86 391.14 -445.52 198491.45

1340 720 23 1394.38 -54.38 -356.48 127074.47550 1200 36 960.86 -410.86 -48.87 2388.08

1345 410 12 1804.73 -459.73 495.61 245633.49

1900 320 10 1864.11 35.89 259.27 67222.43

2310 100 5 2014.84 295.16 173.31 30034.71

2000 470 18 1531.53 468.47 -229.22 52540.70

1460 1000 29 1220.75 239.25 -686.27 470971.29

1800 60 0 2247.03 -447.03 126.33 15958.57

1430 180 11 1750.70 -320.70 379.32 143886.48

1580 890 22 1521.37 58.63

0 2054819.74

Regresie pt datele initiale   DW

SUMM!" #UT$UT t%& DW

Regression Statistics   ro

M'tie ! 0.7430379764

! S*'%re 0.5521054344

 +,'te+ ! S* 0.4774563401

St%+%r+ /rro 350.41179909

#&er%tio 15

 #V

df SS MS F Significance F  !ereio 2 1816288.853 908144.42635 7.396009821 0.00807337

!ei+'% 12 1473461.147 122788.42894

Tot% 14 3289750

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%

tercet 2219.8726048 198.58447 11.178480395 1.06131/-007 1787.19421 2652.55099531

V%ri%&e 1 0.4525483423 0.605500514 0.7473954714 0.4692178184 -0.86672395 1.7718206297

V%ri%&e 2 -50.057549075 20.93355671 -2.3912586747 0.0340570635 -95.667851 -4.4472471979

Regresie pt datele transformate

SUMM!" #UT$UT

Regression Statistics

M'tie ! 0.737179006

! S*'%re 0.5434328869

 +,'te+ ! S* 0.4604206845

St%+%r+ /rro 347.3617921

#&er%tio 14

8/17/2019 sem 5 - ecm

2/4

 #V

df SS MS F Significance F  

!ereio 2 1579785.306 789892.65292 6.546421747 0.01340527

!ei+'% 11 1327262.361 120660.21461

Tot% 13 2907047.667

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%

tercet 1542.6186873 149.9942901 10.284516073 5.58168/-007 1212.48348 1872.75389366

V%ri%&e 1 0.5448808038 0.919630685 0.5924995901 0.5654968052 -1.47921268 2.5689742925

V%ri%&e 2 -51.936455445 32.32623479 -1.606634852 0.1364357746 -123.086018 19.2131075626

%0 2212.3485208

8/17/2019 sem 5 - ecm

3/4

et̂ 2 yt-ro(yt-1) 1t-ro(1t-1) 2t-ro(2t-1)

10857.30 1317.28 519.18 13.43

30723.58 359.59 685.34 23.64

68572.33 1632.69 236.63 9.92

155982.86 1527.85 378.64 9.25

152990.51 704.28 559.56 18.46

2957.60 144.35 982.04 29.04168804.99 1178.50 46.73 1.10

211348.76 1492.84 195.88 6.37

1287.91 1734.83 3.13 1.97

87119.61 1300.71 439.73 16.49

219459.98 854.55 857.72 23.55

57239.59 1358.02 -242.72 -8.78

199831.80 885.10 161.84 11.00

102847.38 1147.11 835.51 18.67

3436.94

1473461.15

1.395

+1 0.946 3.054

+2 1.543 2.457

0.3027234756

Lower 95!% pper 95!%

1787.19421421 2652.551

-0.8667239451 1.771821

-95.6678509529 -4.447247

8/17/2019 sem 5 - ecm

4/4

Lower 95!% pper 95!%

1212.48348091 1872.754

-1.479212685 2.568974

-123.086018453 19.21311