§®§Ъ§Я§Ъ§г§д§Ц§в§г§д§У§а §а§Т§в§С§Щ§а§У§С§Я§Ъ§с §Ъ §Я§С§е§Ь§Ъ §І§¶ §¶§Ц§Х§Ц§в§С§Э§о§Я§а§Ц §С§Ф§Ц§Я§д§г§д§У§а §б§а §а§Т§в§С§Щ§а§У§С§Я§Ъ§р §¤§°§µ §Ј§±§° §µ§Э§о§с§Я§а§У§г§Ь§Ъ§Ы §Ф§а§г§е§Х§С§в§г§д§У§Ц§Я§Я§н§Ы §д§Ц§з§Я§Ъ§й§Ц§г§Ь§Ъ§Ы §е§Я§Ъ§У§Ц§в§г§Ъ§д§Ц§д §¬§С§ж§Ц§Х§в§С §б§в§Ъ§Ь§Э§С§Х§Я§а§Ы §Ю§С§д§Ц§Ю§С§д§Ъ§Ь§Ъ §Ъ §Ъ§Я§ж§а§в§Ю§С§д§Ъ§Ь§Ъ §ґ§Ъ§б§а§У§а§Ы §в§С§г§й§Ц§д §®§Я§а§Ш§Ц§г§д§У§Ц§Я§Я§С§с §Ъ §б§а§к§С§Ф§а§У§С§с §в§Ц§Ф§в§Ц§г§г§Ъ§с §Ј§С§в§Ъ§С§Я§д n=5 §Ј§н§б§а§Э§Я§Ъ§Э: §г§д§е§Х§Ц§Я§д §Ф§в§е§б§б§н §¶§Ь§Х§е-11 §Ј§С§г§Ц§й§Ь§Ъ§Я §Ј.§і. §µ§Э§о§с§Я§а§У§г§Ь 2007
§і§а§Х§Ц§в§Ш§С§Я§Ъ§Ц 1. §©§С§Х§С§Я§Ъ§ЦЎЎЎЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎЎЎЎЎ 3 2. §ґ§С§Т§Э§Ъ§и§С §п§Ь§г§б§Ц§в§Ъ§Ю§Ц§Я§д§С§Э§о§Я§н§з §Х§С§Я§Я§н§зЎЎЎЎЎЎЎЎЎЎЎЎЎЎ 3 3. §І§Ц§Щ§е§Э§о§д§С§д§нЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎЎЎЎЎЎЎ 3 3.1. §®§Я§а§Ш§Ц§г§д§У§Ц§Я§Я§С§с §в§Ц§Ф§в§Ц§г§г§Ъ§сЎЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎ.4 3.1.1. §І§Ц§Щ§е§Э§о§д§С§д§нЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎЎЎЎЎЎ4 3.1.2. §°§и§Ц§Я§Ь§С §Ь§С§й§Ц§г§д§У§СЎЎЎЎЎЎЎЎЎЎЎЎ
ЎЎЎЎЎЎЎЎЎ 5 3.1.3. §Ґ§Ъ§С§Ф§Я§а§г§д§Ъ§Ь§С §г§а§Т§Э§р§Х§Ц§Я§Ъ§с §І§Ў-§®§Ї§¬ЎЎЎЎЎЎЎЎЎЎЎЎЎ 5 3.2. §±§а§к§С§Ф§а§У§С§с §в§Ц§Ф§в§Ц§г§г§Ъ§сЎЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎ 6 3.2.1. §І§Ц§Щ§е§Э§о§д§С§д§нЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎЎЎЎЎЎ6 3.2.2. §°§и§Ц§Я§Ь§С §Ь§С§й§Ц§г§д§У§СЎЎЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎ 8 3.2.3. §Ґ§Ъ§С§Ф§Я§а§г§д§Ъ§Ь§С §г§а§Т§Э§р§Х§Ц§Я§Ъ§с §І§Ў-§®§Ї§¬ЎЎЎЎЎЎЎЎЎЎЎЎЎ 8
§Ј§н§У§а§Х§нЎЎЎЎЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎЎЎЎЎ 9 §¤§в§С§ж§Ъ§Ь§ЪЎЎЎЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎЎЎЎЎЎЎЎЎ10 §і§б§Ъ§г§а§Ь §Ъ§г§б§а§Э§о§Щ§е§Ц§Ю§а§Ы §Э§Ъ§д§Ц§в§С§д§е§в§нЎЎЎЎЎЎЎЎЎЎ ЎЎЎЎЎЎ16 1. §©§С§Х§С§Я§Ъ§Ц 1.§±§в§Ъ§Ю§Ц§Я§Ъ§д§о §б§в§а§и§Ц§Х§е§в§н MR §Ъ §±§І §г ¦В0. 2.§°§и§Ц§Я§Ъ§д§о §Ь§С§й§Ц§г§д§У§а §б§а§г§д§е§Э§Ъ§в§е§Ц§Ю§а§Ы (MR) §Ъ §а§б§д§Ъ§Ю§С§Э§о§Я§а§Ы (§±§І) §Ю§а§Х§Ц§Э§Ц§Ы §б§а F- §Ъ R- §Ь§в§Ъ§д§Ц§в§Ъ§с§Ю.
3.§±§в§а§У§Ц§в§Ъ§д§о §г§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §е§г§Э§а§У§Ъ§Ы §І§Ў-§®§Ї§¬ §Х§Э§с §б§а§г§д§е§Э§Ъ§в§е§Ц§Ю§а§Ы §Ъ §а§б§д§Ъ§Ю§С§Э§о§Я§а§Ы §Ю§а§Х§Ц§Э§Ъ. 4.§і§Х§Ц§Э§С§д§о §а§Т§л§Ъ§Ц §У§н§У§а§Х§н §б§а §С§Я§С§Э§Ъ§Щ§е. 2. §ґ§С§Т§Э§Ъ§и§С §п§Ь§г§б§Ц§в§Ъ§Ю§Ц§Я§д§С§Э§о§Я§н§з §Х§С§Я§Я§н§з (§ґ§ї§Ґ) §Є§Ю§Ц§р§д§г§с §Х§С§Я§Я§н§Ц §а §Х§Ц§с§д§Ц§Э§о§Я§а§г§д§Ъ §Ь§в§е§б§Я§Ц§Ы§к§Ъ§з §Ь§а§Ю§б§С§Я§Ъ§Ы §і§є§Ў §У 1996 §Ф. Ўн §б/§б §№§Ъ§г§д§н§Ы §Х§а§з§а§Х, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў, §е §°§Т§а§в§а§д §Ь§С§б§Ъ§д§С§Э§С, §Ю§Э§в§Х.
§Х§а§Э§Э. §і§є§Ў, §з1 §Є§г§б§а§Э§о§Щ§а§У§С§Я§Я§н§Ы §Ь§С§б§Ъ§д§С§Э, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў, §з2 §№§Ъ§г§Э§Ц§Я§Я§а§г§д§о §г§Э§е§Ш§С§л§Ъ§з, §д§н§г. §й§Ц§Э §з3 §І§н§Я§а§й§Я§С§с §Ь§С§б§Ъ§д§С§Э§Ъ§Щ§С§и§Ъ§с §Ь§а§Ю§б§С§Я§Ъ§Ъ, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў, §з4 1 0,95 31,35 18,95 43,05 40,95 2 1,75 13,45 13,75 64,75 40,55 3 0,75 4,55 18,55 24,05 38,95 4 1,75 10,05 4,85 50,25 38,55 5 2,65 20,05 21,85 106,05 37,35 6 1,35 15,05 5,85 96,65 26,55 7 4,15 137,15 99,05 347,05 37,05 8 1,65 17,95 20,15 85,65 36,85 9 6,95 165,45 60,62 745,05 36,35 10 0,45 2,05 1,45 4,15 35,35 11 1,35 6,85 8,05 26,85 35,35 12 1,95 27,15 18,95 42,75 35,05 13 1,95 13,45 13,25 61,85 26,25 14 1,45 9,85 12,65 212,05 33,15 15 0,45 19,55 12,25 105,05 32,75 16 0,85 6,85 3,25 33,55 32,15 17 1,85 27,05 13,05 142,05 30,55 18 0,95 12,45 6,95 96,05 29,85 19 1,15 17,75 15,05 140,05 25,45 20 1,95 12,75 11,95 59,35 29,35 21 – 0,85 21,45 1,65 131,05 29,25 22 1,35 13,55 8,65 70,75 29,25 23 2,05 13,45 11,55 65,45 29,15 24 0,65 4,25 1,95 23,15 27,95 25 0,72 15,55 5,85 80,85 27,25 3.§І§Ц§Щ§е§Э§о§д§С§д§н §І§Ц§к§Ц§Я§Ъ§Ц §Х§С§Я§Я§а§Ф§а §д§Ъ§б§а§У§а§Ф§а §в§С§г§й§Ц§д§С §а§г§е§л§Ц§г§д§У§Э§с§Э§а§г§о §г §Ъ§г§б§а§Э§о§Щ§а§У§С§Я§Ъ§Ц§Ю
ContinueЎ and serial correlation of residuals Durbin- Watson d Serial Corr. Estimate 1.717223 160081 3.1.2. §°§и§Ц§Я§Ь§С §Ь§С§й§Ц§г§д§У§С §ґ§С§Ь §Ь§С§Ь §ж§С§Ь§д§Ъ§й§Ц§г§Ь§а§Ц §Щ§Я§С§й§Ц§Я§Ъ§Ц §Ь§в§Ъ§д§Ц§в§Ъ§с §¶§Ъ§к§Ц§в§С §Т§а§Э§о§к§Ц, §й§Ц§Ю §д§С§Т§Э§Ъ§й§Я§а§Ц, §д§а §Я§Ц§а§Т§з§а§Х§Ъ§Ю§а §г§Х§Ц§Э§С§д§о §У§н§У§а§Х §а §Щ§Я§С§й§Ъ§Ю§а§г§д§Ъ §Ю§а§Х§Ц§Э§Ъ §е§в§С§У§Я§Ц§Я§Ъ§с §в§Ц§Ф§в§Ц§г§г§Ъ§Ъ, §Ъ§г§г§Э§Ц§Х§е§Ю§С§с §Щ§С§У§Ъ§г§Ъ§Ю§С§с §б§Ц§в§Ц§Ю§Ц§Я§Я§С§с §з§а§в§а§к§а §а§б§Ъ§г§н§У§С§Ц§д§г§с §б§Ц§в§Ц§Ю§Ц§Я§Я§н§Ю§Ъ
X1 X2 X3 X4. 3.1.3. §Ґ§Ъ§С§Ф§Я§а§г§д§Ъ§Ь§С §г§а§Т§Э§р§Х§Ц§Я§Ъ§с §І§Ў-§®§Ї§¬ §±§в§а§У§Ц§в§Ъ§Ю §г§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §а§г§Я§а§У§Я§н§з §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§Ы §ІA – . §і§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§Ы – §п§Ь§г§б§Ц§в§Ъ§Ю§Ц§Я§д§С§д§а§в §г§д§С§в§С§Ц§д§г§с §а§Т§Ц§г§б§Ц§й§Ъ§д§о §б§в§Ъ §а§в§Ф§С§Я§Ъ§Щ§С§и§Ъ§Ъ §п§Ь§г§б§Ц§в§Ъ§Ю§Ц§Я§д§С. §Ј §г§Э§е§й§С§Ц §г ¦В0 §Ю§а§Х§Ц§Э§о §Ъ§Щ§Т§н§д§а§й§Я§С, §д.§Ь. §Х§Э§с §в§Ц§Ф§в§Ц§г§г§а§в§а§У X1, X2, X3, X4, p-
Level §б§в§Ц§У§н§к§С§Ц§д §е§в§а§У§Ц§Я§о §Щ§Я§С§й§Ъ§Ю§а§г§д§Ъ=0,05. §ў§Ц§г§б§а§в§с§Х§а§й§Я§н§Ы §з§С§в§С§Ь§д§Ц§в §Ф§в§С§ж§Ъ§Ь§а§У §е§Ь§С§Щ§н§У§С§Ц§д §а§д§г§е§д§г§д§У§Ъ§Ц §У §Ю§а§Х§Ц§Э§с§з §Щ§Я§С§й§Ъ§Ю§а§Ф§а §ж§С§Ь§д§а§в§С. §ґ§С§Ь§а§Ы §з§С§в§С§Ь§д§Ц§в §в§С§г§б§а§Э§а§Ш§Ц§Я§Ъ§с §д§а§й§Ц§Ь §а§Щ§Я§С§й§С§Ц§д, §й§д§а §д§С§Ь§Ъ§Ц §Ю§а§Х§Я§Э§Ъ §У§в§с§Х §Э§Ъ §Ю§а§Ш§Я§а §е§Э§е§й§к§Ъ§д§о. §і§б§Ц§и§Ъ§С§Э§о§Я§н§з §б§в§Ъ§Щ§Я§С§Ь§а§У §Я§С§в§е§к§Ц§Я§Ъ§с §Я§Ц §г§е§л§Ц§г§д§У§е§Ц§д. §¬§а§г§У§Ц§Я§Я§н§Ю§Ъ §б§в§Ъ§Щ§Я§С§Ь§С§Ю§Ъ
§Ю§а§Ф§е§д §Т§н§д§о §б§в§Ъ§Щ§Я§С§Ь§Ъ §Я§С§в§е§к§Ц§Я§Ъ§с §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§с , §С §Ъ§Ю§Ц§Я§Я§а, §Щ§Я§С§й§Ъ§Ю§н§Ц §Ь§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д§н §б§С§в§Я§а§Ы §Ь§а§в§в§Ц§Э§с§и§Ъ§Ъ. §Ї§С§в§е§к§Ц§Я§Ъ§Ц §п§д§а§Ф§а §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§с §д§в§С§Ь§д§е§Ц§д§г§с §Ь§С§Ь §с§У§Э§Ц§Я§Ъ§Ц §Ю§е§Э§о§д§Ъ§Ь§а§Э§Э§Ъ§Я§Ц§С§в§Я§а§г§д§Ъ . §Ї§С§Ъ§Т§а§Э§Ц§Ц §й§С§г§д§а §Ю§е§Э§о§д§Ъ§Ь§а§Э§Э§Ъ§Я§Ц§С§в§Я§а§г§д§о §а§Т§г§Э§е§Ш§Ъ§У§С§Ц§д§г§с §б§а §Ь§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д§С§Ю §б§С§в§Я§а§Ы §Ь§а§в§в§Ц§Э§с§и§Ъ§Ъ rij §Ю§С§д§в§Ъ§и§н
R. ContinueЎ X1 X2 X3 X4 Y X1 1.00 .90 .91 .25 .85 X2 .90 1.00 .71 .35 .76 X3 .91 .71 1.00 .12 .83 X4 .25 .35 .12 1.00 .27 Y .85 .76 .83 .27 1.00 §¬§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д§н rx1x2, rx1x3 §г§е§л§Ц§г§д§У§Ц§Я§Я§а §а§д§Э§Ъ§й§Я§н §а§д 0, §г§Э§Ц§Х§а§У§С§д§Ц§Э§о§Я§а, §Ю§е§Э§о§д§Ъ§Ь§а§Э§Э§Ъ§Я§Ц§С§в§Я§а§г§д§о §Щ§Я§С§й§Ъ§Ю§С. §° §Я§С§в§е§к§Ц§Я§Ъ§Ъ §е§г§Э§а§У§Ъ§с §Я§Ц§г§Э§е§й§С§Ы§Я§а§г§д§Ъ rij §Ю§а§Ш§Я§а §г§е§Х§Ъ§д§о §б§а §Ь§а§г§г§У§Ц§Я§Я§а§Ю§е
§б§в§Ъ§Щ§Я§С§Ь§е ЁC §в§Ц§Щ§Ь§а§Ю§е §Я§С§Э§Ъ§й§Ъ§р §У§Я§е§д§в§Ц§Я§Я§Ц§Ы §Ъ §У§Я§Ц§к§Я§Ц§Ы §д§а§й§Я§а§г§д§о§р §б§в§а§Ф§Я§а§Щ§С. §°§Т§н§й§Я§а §Я§С§в§е§к§Ц§Я§Ъ§Ц §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§с §а§Т §С§Х§Х§Ъ§д§Ъ§У§Я§а§г§д§Ъ ¦Е §б§в§а§Ъ§г§з§а§Х§Ъ§д §б§в§Ъ §б§Ц§в§Ц§з§а§Х§Ц §а§д §Я§Ц§Э§Ъ§Я§Ц§Ы§Я§а§Ы §б§а ¦В §Ю§а§Х§Ц§Э§Ъ (§У§Я§е§д§в§Ц§Я§Я§Ц §Э§Ъ§Я§Ц§Ы§Я§а§Ы) §Ь §Э§Ъ§Я§Ц§Ы§Я§а§Ы. §Ј §Х§С§Я§Я§а§Ю §б§в§Ъ§Ю§Ц§в§Ц §Ю§н §Ъ§Ю§Ц§Ц§Ю §Х§Ц§Э§а §г §Э§Ъ§Я§Ц§Ы§Я§а§Ы §Ю§а§Х§Ц§Э§о§р. §µ§г§Э§а§У§Ъ§Ц §®[¦Е]=0, §Я§Ц §д§в§Ц§Т§е§Ц§д §а§г§а§Т§а§Ф§а §У§Я§Ъ§Ю§С§Я§Ъ§с
§б§в§Ъ §Я§С§Э§Ъ§й§Ъ§Ъ ¦В0 §У §Ю§а§Х§Ц§Э§Ъ. §¬§С§Ь §У§Ъ§Х§Я§а §Ъ§Щ §Ф§в§С§ж§Ъ§Ь§а§У, §е§г§Э§а§У§Ъ§Ц §а§Х§Я§а§в§а§Х§Я§а§г§д§Ъ §Я§С§Т§Э§р§Х§Ц§Я§Ъ§Ы §Я§С§в§е§к§С§Ц§д§г§с. §Ў§У§д§а§в§Ц§Ф§в§Ц§г§г§Ъ§с §б§а§Э§а§Ш§Ъ§д§Ц§Э§о§Я§С, §д.§Ь. D §Я§С§з§а§Х§Ъ§д§г§с §У §Ъ§Я§д§Ц§в§У§С§Э§Ц 0-2 (§Х§Э§с §Ю§а§Х§Ц§Э§Ъ §г ¦В0): ContinueЎ and serial correlation of residuals Durbin- Watson d Serial Corr. Estimate 1.717223 160081 §°§г§Я§а§У§Я§н§Ю §б§в§Ъ§Щ§Я§С§Ь§а§Ю
§Я§С§в§е§к§Ц§Я§Ъ§с §е§г§Э§а§У§Ъ§с §а §д§а§й§Я§а§Ы §Ъ§Х§Ц§Я§д§Ъ§ж§Ъ§Ь§С§и§Ъ§Ъ §с§У§Э§с§Ц§д§г§с §Я§Ц§г§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §е§г§Э§а§У§Ъ§с . §¶§а§в§Ю§С§Э§о§Я§н§Ю §б§в§Ъ§Щ§Я§С§Ь§а§Ю §с§У§Э§с§Ц§д§г§с §б§в§Ъ§Ю§Ц§Я§Ц§Я§Ъ§Ц §Я§Ц§б§а§Э§Я§а§Ф§а §Ю§Ц§д§а§Х§С §б§Ц§в§Ц§Т§а§в§С. §Ґ§Э§с §Ю§Я§а§Ф§а§а§д§Ь§Э§Ъ§Ь§а§У§а§Ы §Щ§С§Х§С§й§Ъ §б§в§С§У§а§Ю§Ц§в§Я§а §б§в§Ъ§Ю§Ц§Я§Ц§Я§Ъ§Ц §®§Ї§¬ §Ь §Ь§С§Ш§Х§а§Ы §Ъ§Щ §в§Ц§Ф§в§Ц§г§г§Ъ§Ы §У §а§д§Х§Ц§Э§о§Я§а§г§д§Ъ. §Ј §Х§С§Я§Я§а§Ю §г§Э§е§й§С§Ц §Ю§а§Х§Ц§Э§Ъ §а§Х§Я§а§а§д§Ь§Э§Ъ§Ь§а§У§н§Ц.
3.2. §±§а§к§С§Ф§а§У§С§с §в§Ц§Ф§в§Ц§г§г§Ъ§с 3.2.1. §І§Ц§Щ§е§Э§о§д§С§д§н §©§С§Х§С§Х§Ъ§Ю §Щ§С§У§Ъ§г§Ъ§Ю§е§р §б§Ц§в§Ц§Ю§Ц§Я§Я§е§р Y §Ъ §Я§Ц§Щ§С§У§Ъ§г§Ъ§Ю§н§Ц X1 X2 X3 X4. §Є§д§а§Ф§Ъ §С§Я§С§Э§Ъ§Щ§С §г §Ъ§г§б§а§Э§о§Щ§а§У§С§Я§Ъ§Ц§Ю §б§С§Ь§Ц§д§С §С§Я§С§Э§Ъ§Щ§С STATISTICA. §°§Т§м§Ц§Ю §У§н§Т§а§в§Ь§Ъ, §г§в§Ц§Х§Я§Ц§Ц §г§д§С§Я§Х§С§в§д§Я§а§Ц §а§д§Ь§Э§а§Я§Ц§Я§Ъ§Ц: ContinueЎ mean St. dev. N X1 25.5320 38.7453 25 X2 16.3760 20.7695 25
X3 114.2720 149.3857 25 X4 32.8200 4.7355 25 Y 1.5800 1.4393 25 §®§С§д§в§Ъ§и§С §Ь§а§в§в§Ц§Э§с§и§Ъ§Ъ §Ъ§Ю§Ц§Ц§д §У§Ъ§Х: ContinueЎ X1 X2 X3 X4 Y X1 1.00 .90 .91 .25 .85 X2 .90 1.00 .71 .35 .76 X3 .91 .71 1.00 .12 .83 X4 .25 .35 .12 1.00 .27 Y .85 .76 .83 .27 1.00 1 §к§С§Ф: §Ї§С§Ы§Х§Ц§Ю §Ь§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д §Х§Ц§д§Ц§в§Ю§Ъ§Я§С§и§Ъ§Ъ R2 §Ъ §б§в§а§У§Ц§в§Ъ§Ю §Щ§Я§С§й§Ъ§Ю§а§г§д§о §е§в§а§У§Я§с §в§Ц§Ф§в§Ц§г§г§Ъ§Ъ §б§в§Ъ §б§а§Ю§а§л§Ъ §Ь§в§Ъ§д§Ц§в§Ъ§с
§¶§Ъ§к§Ц§в§С. §Є§д§а§Ф§Ъ §С§Я§С§Э§Ъ§Щ§С §Я§С §б§Ц§в§У§а§Ю §к§С§Ф§Ц §г §Ъ§г§б§а§Э§о§Щ§а§У§С§Я§Ъ§Ц§Ю §б§С§Ь§Ц§д§С §С§Я§С§Э§Ъ§Щ§С STATISTICA. Multiple Regression results (Step 1) Dep. Var. : Y Multiple R : .86951977 F = 21.69613 RI : .75606464 df = 3,21 No of cases : 25 adjusted RI: .72121673 p = .01 Standart error of estimate: .754025957 Intercept:.37562 Std.Error: 1.151655 t(21)= 3261 p
X2 beta=.298 X3 beta=.606 X4 beta=.095 (significant betaЎЇs are highlighted) §µ§в§С§У§Я§Ц§Я§Ъ§Ц §в§Ц§Ф§в§Ц§г§г§Ъ§Ъ §Щ§Я§С§й§Ъ§Ю§а, §д.§Ь. Ft=3,21
Dep. Var. : Y Multiple R : .86511671 F = 32.72487 RI : .74842693 df = 2,22 No of cases : 25 adjusted RI: .72555665 p = .0 Standart error of estimate: .754025957 Intercept:.544074889 Std.Error: .1986340 t(22)=-2.7391 p
Multiple Regression results (Step 3, final solution) no other F to remove 1s less than specified limit Dep. Var. : Y Multiple R : .82956794 F = 50.76120 RI : .68818297 df = 1,23 No of cases : 25 adjusted RI: .67462571 p = .0 Standart error of estimate: .821015883 Intercept:.666638659 Std.Error: .1986340 t(23)=3.2001 p
X3 beta=.830 (significant betaЎЇs are highlighted) §Ї§С §д§в§Ц§д§о§Ц§Ю §п§д§С§б§Ц §Я§С§Ю§Ъ §б§а§Э§е§й§Ц§Я§С §а§б§д§Ъ§Ю§С§Э§о§Я§С§с §Ъ§г§Ь§а§Ю§С§с §Ю§а§Х§Ц§Э§о: Y=0,666638659+0,830X3 §і§д§С§д§Ъ§г§д§Ъ§Ь§С §Ґ§С§в§Т§Ъ§Я§С-§µ§а§д§г§а§Я§С ContinueЎ and serial correlation of residuals Durbin- Watson d Serial Corr. Estimate 1.953311 035796 3.2.2. §°§и§Ц§Я§Ь§С §Ь§С§й§Ц§г§д§У§С §ґ§С§Ь §Ь§С§Ь §ж§С§Ь§д§Ъ§й§Ц§г§Ь§а§Ц
§Щ§Я§С§й§Ц§Я§Ъ§Ц §Ь§в§Ъ§д§Ц§в§Ъ§с §¶§Ъ§к§Ц§в§С §Т§а§Э§о§к§Ц, §й§Ц§Ю §д§С§Т§Э§Ъ§й§Я§а§Ц, §д§а §Я§Ц§а§Т§з§а§Х§Ъ§Ю§а §г§Х§Ц§Э§С§д§о §У§н§У§а§Х §а §Щ§Я§С§й§Ъ§Ю§а§г§д§Ъ §Ю§а§Х§Ц§Э§Ъ §е§в§С§У§Я§Ц§Я§Ъ§с §в§Ц§Ф§в§Ц§г§г§Ъ§Ъ, §Ъ§г§г§Э§Ц§Х§е§Ц§Ю§С§с §Щ§С§У§Ъ§г§Ъ§Ю§С§с §б§Ц§в§Ц§Ю§Ц§Я§Я§С§с §з§а§в§а§к§а §а§б§Ъ§г§н§У§С§Ц§д§г§с §б§Ц§в§Ц§Ю§Ц§Я§Я§а§Ы §·3. 3.2.3. §Ґ§Ъ§С§Ф§Я§а§г§д§Ъ§Ь§С §г§а§Т§Э§р§Х§Ц§Я§Ъ§с §е§г§Э§а§У§Ъ§с §І§Ў-§®§Ї§¬ §±§в§а§У§Ц§в§Ъ§Ю §г§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §а§г§Я§а§У§Я§н§з §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§Ы §ІA –
. §і§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§Ы – §п§Ь§г§б§Ц§в§Ъ§Ю§Ц§Я§д§С§д§а§в §г§д§С§в§С§Ц§д§г§с §а§Т§Ц§г§б§Ц§й§Ъ§д§о §б§в§Ъ §а§в§Ф§С§Я§Ъ§Щ§С§и§Ъ§Ъ §п§Ь§г§б§Ц§в§Ъ§Ю§Ц§Я§д§С. §Ј §г§Э§е§й§С§Ц §г §б§а§к§С§Ф§а§У§а§Ы §в§Ц§Ф§в§Ц§г§г§Ъ§Ц§Ы §Ю§а§Х§Ц§Э§о §Я§Ц§Ъ§Щ§Т§н§д§а§й§Я§С §Х§Э§с §в§Ц§Ф§в§Ц§г§г§а§в§С §·3 §Ъ §Ъ§Щ§Т§н§д§а§й§Я§С §Х§Э§с §а§г§д§С§Э§о§Я§н§з §в§Ц§Ф§в§Ц§г§г§а§в§а§У, §д.§Ь. §Х§Э§с §·1, §·2, §·4 p-level §б§в§Ц§У§н§к§С§Ц§д §е§в§а§У§Ц§Я§о §Щ§Я§С§й§Ъ§Ю§а§г§д§Ъ =0,05. §ў§Ц§г§б§а§в§с§Х§а§й§Я§н§Ы
§з§С§в§С§Ь§д§Ц§в §в§С§г§б§а§Э§а§Ш§Ц§Я§Ъ§с §д§а§й§Ц§Ь §а§Щ§Я§С§й§С§Ц§д, §й§д§а §д§С§Ь§Ъ§Ц §Ю§а§Х§Ц§Э§Ъ §У§в§с§Х §Э§Ъ §Ю§а§Ш§Я§а §е§Э§е§й§к§Ъ§д§о. §і§б§Ц§и§Ъ§С§Э§о§Я§н§з §б§в§Ъ§Щ§Я§С§Ь§а§У §Я§С§в§е§к§Ц§Я§Ъ§с §Я§Ц §г§е§л§Ц§г§д§У§е§Ц§д. §¬§а§г§У§Ц§Я§Я§н§Ю§Ъ §б§в§Ъ§Щ§Я§С§Ь§С§Ю§Ъ §Ю§а§Ф§е§д §Т§н§д§о §б§в§Ъ§Щ§Я§С§Ь§Ъ §Я§С§в§е§к§Ц§Я§Ъ§с §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§с , §С §Ъ§Ю§Ц§Я§Я§а, §Щ§Я§С§й§Ъ§Ю§н§Ц §Ь§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д§н §б§С§в§Я§а§Ы §Ь§а§в§в§Ц§Э§с§и§Ъ§Ъ. §° §Я§Ц§а§Т§з§а§Х§Ъ§Ю§а§г§д§Ъ
§е§г§д§в§С§Я§Ц§Я§Ъ§с ¦В0 §г§е§Х§с§д §Ъ§Щ §г§е§л§Ц§г§д§У§С §б§в§а§и§Ц§г§г§С §Ъ§Э§Ъ §Ъ§Щ §в§Ц§Щ§е§Э§о§д§С§д§а§У §г§в§С§У§Я§Ц§Я§Ъ§с §г §б§в§Ъ§Ю§Ц§Я§Ц§Я§Ъ§Ц§Ю §У§Я§Ц§к§Я§Ъ§з §Ь§в§Ъ§д§Ц§в§Ъ§Ц§У §Ь§С§й§Ц§г§д§У§С. §Ї§С§Ъ§Т§а§Э§Ц§Ц §й§С§г§д§а §Ю§е§Э§о§д§Ъ§Ь§а§Э§Э§Ъ§Я§Ц§С§в§Я§а§г§д§о §а§Т§Я§С§в§е§Ш§Ъ§У§С§Ц§д§г§с §б§а §Ь§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д§С§Ю §б§С§в§Я§а§Ы §Ь§а§в§в§Ц§Э§с§и§Ъ§Ъ rij §Ю§С§д§в§Ъ§и§н R. ContinueЎ X1 X2 X3 X4 Y X1 1.00 .90 .91 .25 .85
X2 .90 1.00 .71 .35 .76 X3 .91 .71 1.00 .12 .83 X4 .25 .35 .12 1.00 .27 Y .85 .76 .83 .27 1.00 §¬§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д§н §б§С§в§Я§а§Ы §Ь§а§в§в§Ц§Э§с§и§Ъ§Ъ rij §Ю§С§д§в§Ъ§и§н R §г§е§л§Ц§г§д§У§Ц§Я§Я§а §а§д§Э§Ъ§й§С§р§д§г§с §а§д 0, §г§Э§Ц§Х§а§У§С§д§Ц§Э§о§Я§а §Ю§е§Э§о§д§Ъ§Ь§а§Э§Э§Ъ§Я§Ц§С§в§Я§а§г§д§о §Щ§Я§С§й§Ъ§Ю§С. §°§Т§н§й§Я§а §Я§С§в§е§к§Ц§Я§Ъ§Ц §е§г§Э§а§У§Ъ§с §г§Э§е§й§С§Ы§Я§а§г§д§Ъ rij §Ю§а§Ш§Я§а §г§е§Х§Ъ§д§о §б§а §Ь§а§г§У§Ц§Я§Я§а§Ю§е §б§в§Ъ§Щ§Я§С§Ь§е
ЁC §в§Ц§Щ§Ь§а§Ю§е §в§С§Щ§Э§Ъ§й§Ъ§р §Ю§Ц§Ш§Х§е §У§Я§е§д§в§Ц§Я§Я§Ц§Ы §Ъ §У§Я§Ц§к§Я§Ц§Ы §д§а§й§Я§а§г§д§о §б§в§а§Ф§Я§а§Щ§С. §°§Т§н§й§Я§а §Я§С§в§е§к§Ц§Я§Ъ§Ц §б§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§с §а§Т §С§Х§Х§Ъ§д§Ъ§У§Я§а§г§д§Ъ ¦О §б§в§а§Ъ§г§з§а§Х§Ъ§д §б§в§Ъ §б§Ц§в§Ц§з§а§Х§Ц §а§д §Я§Ц§Э§Ъ§Я§Ц§Ы§Я§а§Ы §б§а ¦В §Ю§а§Х§Ц§Э§Ъ (§У§Я§е§д§в§Ц§Я§Я§Ц §Э§Ъ§Я§Ц§Ы§Я§а§Ы). §Ј §Х§С§Я§Я§а§Ю §б§в§Ъ§Ю§Ц§в§Ц §Ю§н §Ъ§Ю§Ц§Ц§Ю §Х§Ц§Э§а §г §Э§Ъ§Я§Ц§Ы§Я§а§Ы §Ю§а§Х§Ц§Э§о§р. §±§в§Ц§Х§б§а§Э§а§Ш§Ц§Я§Ъ§Ц §а §д§а§Ю, §й§д§а §® ¦О=0, §Я§Ц §д§в§Ц§Т§е§Ц§д §а§г§а§Т§а§Ф§а
§У§Я§Ъ§Ю§С§Я§Ъ§с, §б§а§г§Ь§а§Э§о§Ь§е §б§а§г§д§а§с§Я§Я§С§с §г§Ъ§г§д§Ц§Ю§С§д§Ъ§й§Ц§г§Ь§С§с §а§к§Ъ§Т§Ь§С §У§з§а§Х§Ъ§д §У §Ь§а§п§ж§ж§Ъ§и§Ъ§Ц§Я§д ¦В0. §¬§С§Ь §У§Ъ§Х§Я§а §Ъ§Щ §Ф§в§С§ж§Ъ§Ь§а§У §е§г§Э§а§У§Ъ§Ц §а§Х§Я§а§в§а§Х§Я§а§г§д§Ъ §Я§С§Т§Э§р§Х§Ц§Я§Ъ§Ы §Я§С§в§е§к§С§Ц§д§г§с. §Ў§У§д§а§в§Ц§Ф§в§Ц§г§г§Ъ§с §Я§Ц§б§а§Э§а§Ш§Ъ§д§Ц§Э§о§Я§С, §д.§Ь. D §Я§Ц §Я§С§з§а§Х§Ъ§д§г§с §У §Ъ§Я§д§Ц§в§У§С§Э§Ц 0-2: ContinueЎ and serial correlation of residuals Durbin-
Watson d Serial Corr. Estimate 1.953311 035796 §°§г§Я§а§У§Я§н§Ю §б§в§Ъ§Щ§Я§С§Ь§а§Ю §Я§С§в§е§к§Ц§Я§Ъ§с §е§г§Э§а§У§Ъ§с §а §д§а§й§Я§а§Ы §Ъ§Х§Ц§Я§д§Ъ§ж§Ъ§Ь§С§и§Ъ§Ъ §с§У§Э§с§Ц§д§г§с §Я§Ц§г§а§Т§Э§р§Х§Ц§Я§Ъ§Ц §е§г§Э§а§У§Ъ§с . §¶§а§в§Ю§С§Э§о§Я§н§Ю §б§в§Ъ§Щ§Я§С§Ь§а§Ю §с§У§Э§с§Ц§д§г§с §б§в§Ъ§Ю§Ц§Я§Ц§Я§Ъ§Ц §Я§Ц§б§а§Э§Я§а§Ф§а §Ю§Ц§д§а§Х§С §б§Ц§в§Ц§Т§а§в§С. §Ґ§Э§с §Ю§Я§а§Ф§а§а§д§Ь§Э§Ъ§Ь§а§У§а§Ы §Щ§С§Х§С§й§Ъ §б§в§С§У§а§Ю§Ц§в§Я§а §б§в§Ъ§Ю§Ц§Я§Ц§Я§Ъ§Ц §®§Ї§¬ §Ь §Ь§С§Ш§Х§а§Ы §Ъ§Щ §в§Ц§Ф§в§Ц§г§г§Ъ§Ы
§У §а§д§Х§Ц§Э§о§Я§а§г§д§Ъ. §Ј §Х§С§Я§Я§а§Ю §г§Э§е§й§С§Ц §Ю§а§Х§Ц§Э§Ъ §а§Х§Я§а§а§д§Ь§Э§Ъ§Ь§а§У§н§Ц. §Ј§н§У§а§Х§н §Ј §б§Ц§в§У§а§Ю §г§Э§е§й§С§Ц §в§Ц§Ф§в§Ц§г§г§а§в§н §·1, §·2, §·3, §·4 §а§Ь§С§Щ§С§Э§Ъ§г§о §Я§Ц§Щ§Я§С§й§Ъ§Ю§н§Ю§Ъ, §д.§Ц. §·1-§а§Т§а§в§а§д §Ь§С§б§Ъ§д§С§Э§С, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў, §·2-§Ъ§г§б§а§Э§о§Щ§а§У§С§Я§Я§н§Ы §Ь§С§б§Ъ§д§С§Э, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў, §·3-§й§Ъ§г§Э§Ц§Я§Я§а§г§д§о §г§Э§е§Ш§С§л§Ъ§з, §д§н§г. §й§Ц§Э §·4-§в§н§Я§а§й§Я§С§с §Ь§С§б§Ъ§д§С§Э§Ъ§Щ§С§и§Ъ§с §Ь§а§Ю§б§С§Я§Ъ§Ъ, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў §Я§Ц §а§Ь§С§Щ§н§У§С§р§д
§г§е§л§Ц§г§д§У§Ц§Я§Я§а§Ф§а §У§Э§Ъ§с§Я§Ъ§с §Я§С Y-§й§Ъ§г§д§н§Ы §Х§а§з§а§Х, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў. §Ј§а §У§д§а§в§а§Ю §г§Э§е§й§С§Ц, §Ь§а§Ф§Х§С §Ю§н §Ъ§г§б§а§Э§о§Щ§е§Ц§Ю §б§а§к§С§Ф§а§У§е§р §в§Ц§Ф§в§Ц§г§г§Ъ§р, §д§С§Ь§а§Ы §в§Ц§Ф§в§Ц§г§г§а§в, §·3-§й§Ъ§г§Э§Ц§Я§Я§а§г§д§о §г§Э§е§Ш§С§л§Ъ§з, §д§н§г. §й§Ц§Э. §с§У§Э§с§Ц§д§г§с §Щ§Я§С§й§Ъ§Ю§н§Ю. §ґ§С§Ь§Ъ§Ц §в§Ц§Ф§в§Ц§г§г§а§в§н, §Ь§С§Ь §·1-§а§Т§а§в§а§д §Ь§С§б§Ъ§д§С§Э§С, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў, §·2-§Ъ§г§б§а§Э§о§Щ§а§У§С§Я§Я§н§Ы §Ь§С§б§Ъ§д§С§Э, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў §Ъ §·4-§в§н§Я§а§й§Я§С§с
§Ь§С§б§Ъ§д§С§Э§Ъ§Щ§С§и§Ъ§с §Ь§а§Ю§б§С§Я§Ъ§Ъ, §Ю§Э§в§Х. §Х§а§Э§Э. §і§є§Ў §а§Ь§С§Щ§С§Э§Ъ§г§о §Я§Ц§Щ§Я§С§й§Ъ§Ю§н§Ю§Ъ. §°§б§д§Ъ§Ю§С§Э§о§Я§С§с §Ъ§г§Ь§а§Ю§С§с §Ю§а§Х§Ц§Э§о: Y=0,666638659+0,830X3 §®§а§Х§Ц§Э§Ъ §Я§Ц §с§У§Э§с§р§д§г§с §а§б§д§Ъ§Ю§С§Э§о§Я§н§Ю§Ъ, §д§С§Ь §Ь§С§Ь §Я§С§Т§Э§р§Х§С§Ц§д§г§с §Я§С§в§е§к§Ц§Я§Ъ§Ц §д§С§Ь§Ъ§з §е§г§Э§а§У§Ъ§Ы §І§Ў-§®§Ї§¬, §Ь§С§Ь §Ъ . §¤§в§С§ж§Ъ§Ь§Ъ §®§Я§а§Ш§Ц§г§д§У§Ц§Я§Я§С§с §в§Ц§Ф§в§Ц§г§г§Ъ§с §±§а§к§С§Ф§а§У§С§с §в§Ц§Ф§в§Ц§г§г§Ъ§с §§Ъ§д§Ц§в§С§д§е§в§С 1.§Ј§С§Э§Ц§Ц§У
§і. §¤. §І§Ц§Ф§в§Ц§г§г§Ъ§а§Я§Я§а§Ц §Ю§а§Х§Ц§Э§Ъ§в§а§У§С§Я§Ъ§Ц §б§в§Ъ §а§Т§в§С§Т§а§д§Ь§Ц §Х§С§Я§Я§н§з. ЁC §¬§С§Щ§С§Я§о: §¶§ї§Ї, 2001, 296 §г. 2.§±§в§С§Ь§д§Ъ§Ь§е§Ю §б§а §п§Ь§а§Я§а§Ю§Ц§д§в§Ъ§Ь§Ц: §µ§й§Ц§Т. §б§а§г§а§Т§Ъ§Ц / §Є.§Є. §¦§Э§Ъ§г§Ц§Ц§У§С, §і.§Ј. §¬§е§в§н§к§Ц§У§С, §Ї.§®. §¤§а§в§Х§Ц§Ц§Я§Ь§а §Ъ §Х§в.; §±§а§Х §в§Ц§Х. §Є.§Є. §¦§Э§Ъ§г§Ц§Ц§У§а§Ы. ЁC §®.: §¶§Ъ§Я§С§Я§г§н §Ъ §г§д§С§д§Ъ§г§д§Ъ§Ь§С, 2003, 192 §г. 3.§ї§Ь§а§Я§а§Ю§Ц§д§в§Ъ§Ь§С: §µ§й§Ц§Т§Я§Ъ§Ь / §±§а§Х §в§Ц§Х. §Є.§Є. §¦§Э§Ъ§г§Ц§Ц§У§а§Ы.
ЁC §®.: §¶§Ъ§Я§С§Я§г§н §Ъ §г§д§С§д§Ъ§г§д§Ъ§Ь§С, 2002, 344 §г.