i/j

1
2
3
4
5
6

2
4
6
9
6
11
7

5
11
13
13
15
21

nr defecte (yi)
3
6
13
14
16
17
23

test de egalitate a variantelor

vi
4
v
24
var tot
51.58333 51.58333
x^2(chi^2) 13.26645 13.26645
C
3.430556 1.097222
x^2(chi^2) corectat
12.09094
val din tab chinv
11.0705
test godfeld-quandt
yi
xi
4
4
5
4
6
4
8
4
8
4
6
3.5
11
3.5
13
3.5
15
3.5
17
3.5
9
2
13
2
14
2
15
2
21
2
6
1.5
13
1.5
16
1.5
23
1.5
26
1.5
11
1
15
1
17
1
22
1
34
1
7
0.5
21
0.5
23
0.5
28
0.5
38
0.5

5
8
15
15
23
22
28

8
17
21
26
34
38

timp verif
(xi)
var grupa i
4
3.2
3.5
17.8
2
18.8
1.5
63.7
1
78.7
0.5
127.3
309.5

ln(var i)
1.163151
2.879198
2.933857
4.154185
4.365643
4.846547
20.34258

pt ca 12,09>11,07, spunem ca, cu probab de 95%, modelul e heteroscedasti

regresia pt primele 11 valori

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.29344217
R Square 0.08610831
Adjusted R -0.0154352
Standard E 4.27741701
Observatio
11
ANOVA
df
Regression
Residual
Total

SS
MS
F
Significance F
1 15.5151515 15.515152 0.84799411 0.381141
9 164.666667 18.296296
10 180.181818

CoefficientsStandard Error t Stat

P-value Lower 95%
Intercept 16.9333333 8.41829284 2.0114926 0.07514685 -2.110168
X Variable -2.1333333 2.31666001 -0.920866 0.38114143 -7.373982

regresia pt ultimele 11 valori

SUMMARY OUTPUT
Regression Statistics
Multiple R 0.0475967
R Square 0.00226545
Adjusted R -0.1085939
Standard E 9.84332825
Observatio
11

ANOVA
df
Regression
Residual
Total

Intercept
X Variable

F*
val din tab finv

5.295668
3.178893

SS
1
9
10

1.98
872.02
874

MS
F
Significance F
1.98 0.02043531 0.889477
96.891111

CoefficientsStandard Error t Stat

P-value Lower 95%
23.08 8.11701642 2.8434093 0.01929553 4.718033
-1.32 9.23386039 -0.1429521 0.88947729 -22.20844

pt ca 5,29>3,17, spunem ca, cu o probab de 95%, modelul e heteroscedasti

5%, modelul e heteroscedastic

Significance F

Upper 95%Lower 95,0%

Upper 95,0%
35.97683 -2.110168 35.97683
3.107316 -7.373982 3.107316

Significance F

Upper 95%Lower 95,0%

Upper 95,0%
41.44197 4.718033 41.44197
19.56844 -22.20844 19.56844

5%, modelul e heteroscedastic