PORTFLIO 2

K=2

n=20

Ms
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Dependente
Y

Independente
X1

Independente
X2

Demanda
(Em Mil
Unidades)

Preo do
Produto
(Em R$)

Preo do
Concorrente
(Em R$)

12.56
13.25
14.75
16.59
16.32
17.55
18.66
19.01
20.13
22.15
18.11
19.01
17.45
16.23
15.03
19.47
20.33
22.58
23.56
25.98

8.79
8.15
8.01
8.10
7.98
7.50
7.44
7.36
6.10
5.41
7.39
7.20
7.49
7.99
8.05
6.55
6.09
5.16
4.12
3.85

2.15
2.23
2.25
2.13
2.35
2.50
2.56
2.59
3.79
4.25
2.50
2.60
2.49
2.34
2.25
3.25
3.80
4.59
5.19
6.78

RESOLUO ALGBRICA
(i) Representao matricial do problema:

X 20 X 3

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

8.79
8.15
8.01
8.10
7.98
7.50
7.44
7.36
6.10
5.41
7.39
7.20
7.49
7.99
8.05
6.55
6.09
5.16
4.12
3.85

2.15
2.23
2.25
2.13
2.35
2.50
2.56
2.59
3.79
4.25
2.50
2.60
2.49
2.34
2.25
3.25
3.80
4.59
5.19
6.78

Y20 X 1

(ii) Clculo do produto:

X X 3X 3
t

X
20.0000
138.7300
62.5900

138.7300
998.9963
402.3257

45.5224
-4.3771
-4.8283

-4.3771
0.4244
0.4579

(iii) Invertendo matriz, temos:

X X
t

1
3X 3

(iv) Multiplicando a matriz inversa pela matriz transposta de X, obtendo uma matriz de 3

X X X
1

3 X 20

-3.3337
0.3382
0.3316

-0.9186
0.1032
0.0808

(v) Multiplicando a matriz anterior pela matriz Y, temos:

X X
t

XY

3X1

42.65404
-3.10301
-0.86083

Portanto, o modelo estimado ser:

Y 42,65404

12.56
13.25
14.75
16.59
16.32
17.55
18.66
19.01
20.13
22.15
18.11
19.01
17.45
16.23
15.03
19.47
20.33
22.58
23.56
25.98

Y20 X 1

62.5900
402.3257
225.3789

-4.8283
0.4579
0.5279

3 X 20

1
8.79
2.15

1
8.15
2.23

o uma matriz de 3 linhas e 20 colunas:

-0.4023
0.0529
0.0273

-0.2169
0.0362
0.0051

-0.7538
0.0860
0.0663

0.6229
-0.0491
-0.0743

0.5959
-0.0471
-0.0701

0.8012
-0.0673
-0.0909

65404 3,10301 X 1 0,86083 X 2

0.5224
-0.0526
-0.0344

1
8.01
2.25

1
8.1
2.13

1
7.98
2.35

1
7.5
2.5

1
7.44
2.56

1
7.36
2.59

1
6.1
3.79

1.3215
-0.1348
-0.1075

1.1044
-0.0958
-0.1247

1.4532
-0.1306
-0.1589

0.7150
-0.0579
-0.0841

-0.7493
0.0856
0.0656

-0.5774
0.0699
0.0456

1.1599
-0.1089
-0.1134

1
5.41
4.25

1
7.39
2.5

1
7.2
2.6

1
7.49
2.49

1
7.99
2.34

1
8.05
2.25

1
6.55
3.25

1
6.09
3.8

1
5.16
4.59

0.5178
-0.0523
-0.0337

0.7742
-0.0852
-0.0425

2.4294
-0.2519
-0.2019

-4.0658
0.3616
0.5138

1
4.12
5.19

1
3.85
6.78

RESUMO DOS RESULTADOS

Estatstica de regresso
R mltiplo
0.95786506
R-Quadrado
0.917505473
R-quadrado ajustado
0.9078002347
Erro padro
1.0416400626
Observaes
20
ANOVA
gl
Regresso
Resduo
Total

SQ
MQ
F
2 205.14824166 102.5741 94.53714
17 18.445238341 1.085014
19
223.59348

Coeficientes
Erro padro
Stat t
valor-P
42.65403678 7.0279729302 6.069181 1.25E-005
-3.10301451 0.6786182308 -4.572548 0.00027
-0.860832924 0.7568261191 -1.137425 0.271139

Interseo (A0)
Varivel X 1 (A1)
Varivel X 2 (A2)
RESULTADOS DE RESDUOS
Observao
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Y previsto
13.527748454
15.444811107
15.86201648
15.686045125
15.869023623
17.229345649
17.363876544
17.586292717
20.463091492
22.208188359
17.570677245
18.07416671
17.268984123
15.846601807
15.737895899
19.531584741
20.485513307
22.691258792
25.401894129
24.870983698

Resduos
-0.9677484542
-2.1948111068
-1.1120164798
0.9039548753
0.4509763773
0.320654351
1.2961234558
1.4237072827
-0.3330914916
-0.0581883587
0.5393227549
0.9358332903
0.1810158767
0.3833981932
-0.7078958994
-0.0615847409
-0.1555133075
-0.1112587922
-1.8418941285
1.1090163024

F de significao
6.16046729E-010

95% inferiores
95% superiores
Inferior 95,0%
Superior 95,0%
27.8263100156 57.4817635531 27.8263100156 57.4817635531
-4.534773825
-1.6712551953
-4.534773825
-1.6712551953
-2.4575964596
0.7359306122 -2.4575964596
0.7359306122