11. Статистик суурь үзүүлэлтүүд
I Y P X E
Mean 152.4364 59909.09 2327.155 61.11818 5.663636
Median 101.2000 42500.00 2348.000 61.40000 6.100000
Maximum 326.8000 108000.0 4300.000 62.40000 10.80000
Minimum 62.30000 24750.00 1103.000 59.40000 -1.600000
Std. Dev. 100.8377 35850.08 1108.029 1.160877 4.081733
Skewness 0.789185 0.471140 0.417319 -0.346408 -0.452054
Kurtosis 1.954573 1.450007 1.893920 1.633477 1.983831
Jarque-Bera 1.642744 1.508087 0.880016 1.075882 0.847922
Probability 0.439828 0.470460 0.644031 0.583950 0.654449
Оbservations 11 11 11 11 11
12. Корреляцийн матриц
I Y P X E
I 1 0.97 0.95 -0.08 -0.01
Y 0.97 1 0.95 0.05 0.12
P 0.95 0.95 1 0.14 0.23
X -0.08 0.05 0.14 1 0.93
E -0.01 0.12 0.23 0.93 1
13. Энгийн регрессийн загвар
Dependent Variable: I
Method: Least Squares
Date: 11/01/12 Time: 21:42
Sample: 2000 2010
Included observations: 11
Variable Coefficient Std. Error t-Statistic Prob.
C 155.0864 843.2038 0.183925 0.8601
Y 0.001366 0.000577 2.368241 0.0557
P 0.048239 0.019097 2.525973 0.0449
X -2.853107 14.10077 -0.202337 0.8463
E -3.948705 4.127572 -0.956665 0.3757
R-squared 0.978196 Mean dependent var 152.4364
Adjusted R-squared 0.963660 S.D. dependent var 100.8377
S.E. of regression 19.22280 Akaike info criterion 9.053026
Sum squared resid 2217.096 Schwarz criterion 9.233888
Log likelihood -44.79165 F-statistic 67.29433
Durbin-Watson stat 1.626756 Prob(F-statistic) 0.000041
14. Энгийн регрессийн загвар
Dependent Variable: I
Method: Least Squares
Date: 11/01/12 Time: 21:45
Sample: 2000 2010
Included observations: 11
Variable Coefficient Std. Error t-Statistic Prob.
Y 0.001532 0.000513 2.983505 0.0175
P 0.039359 0.015422 2.552095 0.0341
E -5.097355 1.465242 -3.478849 0.0083
R-squared 0.974582 Mean dependent var 152.4364
Adjusted R-squared 0.968228 S.D. dependent var 100.8377
S.E. of regression 17.97414 Akaike info criterion 8.842746
Sum squared resid 2584.558 Schwarz criterion 8.951263
Log likelihood -45.63510 Durbin-Watson stat 1.708315