Comparison of Means for form1
95, 0% confidence interval for mean of num> 65=0: 4, 68547 +/- 9, 79282 [-5, 10735; 14, 4783]
95, 0% confidence interval for mean of num> 65=1: -0, 129683 +/- 13, 7501 [-13, 8798; 13, 6204]
95, 0% confidence interval for the difference between the means
not assuming equal variances: 4, 81515 +/- 16, 7334 [-11, 9183; 21, 5486]
t test to compare means
Null hypothesis: mean1 = mean2
Alt. hypothesis: mean1 NE mean2
not assuming equal variances: t = 0, 570132 P-value = 0, 569726
Do not reject the null hypothesis for alpha = 0, 05.
3) Проверка гипотез для разности второго порядка
Summary Statistics for form2
|
| num> 65=0
| num> 65=1
| | Count
|
|
| | Average
| -1, 10857
| -0, 371746
| | Standard deviation
| 53, 8094
| 71, 7066
| | Coeff. of variation
| -4853, 94%
| -19289, 1%
| | Minimum
| -96, 51
| -157, 21
| | Maximum
| 120, 73
| 189, 9
| | Range
| 217, 24
| 347, 11
| | Stnd. skewness
| 1, 22519
| 0, 936084
| | Stnd. kurtosis
| -0, 494935
| 0, 513801
|
Comparison of Standard Deviations for form2
|
| num> 65=0
| num> 65=1
| | Standard deviation
| 53, 8094
| 71, 7066
| | Variance
| 2895, 46
| 5141, 84
| | Df
|
|
| Ratio of Variances = 0, 563117
95, 0% Confidence Intervals
Standard deviation of num> 65=0: [45, 7806; 65, 2799]
Standard deviation of num> 65=1: [61, 0073; 86, 9922]
Ratio of Variances: [0, 340716; 0, 930688]
F-test to Compare Standard Deviations
Null hypothesis: sigma1 = sigma2
Alt. hypothesis: sigma1 NE sigma2
F = 0, 563117 P-value = 0, 0253078
Reject the null hypothesis for alpha = 0, 05.
Comparison of Means for form2
95, 0% confidence interval for mean of num> 65=0: -1, 10857 +/- 13, 5518 [-14, 6603; 12, 4432]
95, 0% confidence interval for mean of num> 65=1: -0, 371746 +/- 18, 0591 [-18, 4309; 17, 6874]
95, 0% confidence interval for the difference between the means
not assuming equal variances: -0, 736825 +/- 22, 3732 [-23, 11; 21, 6363]
t test to compare means
Null hypothesis: mean1 = mean2
Alt. hypothesis: mean1 NE mean2
not assuming equal variances: t = -0, 0652349 P-value = 0, 9481
Reject the null hypothesis for alpha = 0, 05.
4) Проверка гипотез для разности третьего порядка
Summary Statistics for form3
|
| num> 66=0
| num> 66=1
| | Count
|
|
| | Average
| 0, 280317
| 1, 14226
| | Standard deviation
| 92, 8079
| 118, 661
| | Coeff. of variation
| 33108, 2%
| 10388, 3%
| | Minimum
| -201, 98
| -281, 73
| | Maximum
| 202, 16
| 306, 52
| | Range
| 404, 14
| 588, 25
| | Stnd. skewness
| 0, 0412798
| 0, 141011
| | Stnd. kurtosis
| -0, 481061
| 0, 567171
|
Comparison of Standard Deviations for form3
|
| num> 66=0
| num> 66=1
| | Standard deviation
| 92, 8079
| 118, 661
| | Variance
| 8613, 31
| 14080, 5
| | Df
|
|
| Ratio of Variances = 0, 611719
95, 0% Confidence Intervals
Standard deviation of num> 66=0: [78, 9601; 112, 592]
Standard deviation of num> 66=1: [100, 834; 144, 206]
Ratio of Variances: [0, 369156; 1, 0126]
F-test to Compare Standard Deviations
Null hypothesis: sigma1 = sigma2
Alt. hypothesis: sigma1 NE sigma2
F = 0, 611719 P-value = 0, 0559115
Do not reject the null hypothesis for alpha = 0, 05.
Comparison of Means for form3
95, 0% confidence interval for mean of num> 66=0: 0, 280317 +/- 23, 3734 [-23, 0931; 23, 6537]
95, 0% confidence interval for mean of num> 66=1: 1, 14226 +/- 30, 1344 [-28, 9921; 31, 2766]
95, 0% confidence interval for the difference between the means
assuming equal variances: -0, 861941 +/- 37, 6829 [-38, 5449; 36, 821]
t test to compare means
Null hypothesis: mean1 = mean2
Alt. hypothesis: mean1 NE mean2
assuming equal variances: t = -0, 0452768 P-value = 0, 96396
Do not reject the null hypothesis for alpha = 0, 05.
5) Проверка гипотез для разности четвертого порядка
Summary Statistics for form4
|
| num> 66=0
| num> 66=1
| | Count
|
|
| | Average
| -3, 35161
| 1, 26855
| | Standard deviation
| 170, 585
| 207, 603
| | Coeff. of variation
| -5089, 65%
| 16365, 4%
| | Minimum
| -392, 46
| -543, 34
| | Maximum
| 374, 94
| 427, 85
| | Range
| 767, 4
| 971, 19
| | Stnd. skewness
| -0, 271673
| -0, 301083
| | Stnd. kurtosis
| -0, 476347
| 0, 085268
|
Comparison of Standard Deviations for form4
|
| num> 66=0
| num> 66=1
| | Standard deviation
| 170, 585
| 207, 603
| | Variance
| 29099, 3
| 43099, 1
| | Df
|
|
| Ratio of Variances = 0, 675173
95, 0% Confidence Intervals
Standard deviation of num> 66=0: [144, 957; 207, 307]
Standard deviation of num> 66=1: [176, 413; 252, 294]
Ratio of Variances: [0, 406813; 1, 12056]
F-test to Compare Standard Deviations
Null hypothesis: sigma1 = sigma2
Alt. hypothesis: sigma1 NE sigma2
F = 0, 675173 P-value = 0, 127819
Do not reject the null hypothesis for alpha = 0, 05.
Comparison of Means for form4
95, 0% confidence interval for mean of num> 66=0: -3, 35161 +/- 43, 3206 [-46, 6722; 39, 969]
95, 0% confidence interval for mean of num> 66=1: 1, 26855 +/- 52, 7214 [-51, 4529; 53, 99]
95, 0% confidence interval for the difference between the means
assuming equal variances: -4, 62016 +/- 67, 5532 [-72, 1734; 62, 9331]
t test to compare means
Null hypothesis: mean1 = mean2
Alt. hypothesis: mean1 NE mean2
assuming equal variances: t = -0, 135391 P-value = 0, 892526
Do not reject the null hypothesis for alpha = 0, 05.
Приложение 14
Построение модели типа ARIMA.
1) ARIMA(4, 3, 1)
Forecasting - ConsGOODS
Data variable: ConsGOODS
Number of observations = 129
Start index = 1.50
Sampling interval = 1, 0 month(s)
Forecast Summary
Nonseasonal differencing of order: 3
Forecast model selected: ARIMA(4, 3, 1)
Number of forecasts generated: 1
Number of periods withheld for validation: 1
|
| Estimation
| Validation
| | Statistic
| Period
| Period
| | RMSE
| 49, 7634
| 35, 4549
| | MAE
| 38, 0752
| 35, 4549
| | MAPE
| 4, 01628
| 3, 3589
| | ME
| 5, 22155
| -35, 4549
| | MPE
| 0, 624167
| -3, 3589
|
ARIMA Model Summary
| Parameter
| Estimate
| Stnd. Error
| t
| P-value
| | AR(1)
| -0, 772509
| 0, 0882737
| -8, 75129
| 0, 000000
| | AR(2)
| -0, 700371
| 0, 102481
| -6, 83415
| 0, 000000
| | AR(3)
| -0, 526385
| 0, 096931
| -5, 43051
| 0, 000001
| | AR(4)
| -0, 263229
| 0, 077883
| -3, 37979
| 0, 000977
| | MA(1)
| 0, 988729
| 0, 00549178
| 180, 038
| 0, 000000
| Backforecasting: yes
Estimated white noise variance = 2494, 25 with 121 degrees of freedom
Estimated white noise standard deviation = 49, 9425
Number of iterations: 10
Forecast Table for ConsGOODS
Model: ARIMA(4, 3, 1)
V = withheld for validation
| Period
| Data
| Forecast
| Residual
|
| | 1.50
| 813, 17
|
|
|
| | 2.50
| 877, 02
|
|
|
| | 3.50
| 844, 36
|
|
|
| | 4.50
| 856, 69
| 863, 788
| -7, 09819
|
| | 5.50
| 924, 97
| 885, 396
| 39, 5743
|
| | 6.50
| 953, 18
| 956, 914
| -3, 73364
|
| | 7.50
| 892, 74
| 964, 292
| -71, 5525
|
| | 8.50
| 874, 46
| 876, 158
| -1, 69815
|
| | 9.50
| 771, 4
| 880, 65
| -109, 25
|
| | 10.50
| 785, 72
| 748, 872
| 36, 8479
|
| | 11.50
| 829, 36
| 757, 653
| 71, 7067
|
| | 12.50
| 865, 08
| 790, 248
| 74, 832
|
| | 1.51
| 892, 15
| 836, 335
| 55, 8155
|
| | 2.51
| 947, 28
| 875, 169
| 72, 1115
|
| | 3.51
| 948, 6
| 974, 106
| -25, 5062
|
| | 4.51
| 992, 79
| 969, 05
| 23, 7396
|
| | 5.51
| 1017, 36
| 1019, 9
| -2, 53969
|
| | 6.51
| 997, 49
| 1038, 82
| -41, 3253
|
| | 7.51
| 911, 97
| 1007, 64
| -95, 669
|
| | 8.51
| 837, 21
| 896, 604
| -59, 3937
|
| | 9.51
| 857, 42
| 817, 276
| 40, 1442
|
| | 10.51
| 798, 01
| 832, 038
| -34, 0279
|
| | 11.51
| 859, 33
| 733, 88
| 125, 45
|
| | 12.51
| 849, 27
| 820, 41
| 28, 8602
|
| | 1.52
| 838, 65
| 817, 118
| 21, 5325
|
| | 2.52
| 824, 31
| 826, 515
| -2, 20525
|
| | 3.52
| 820, 56
| 809, 657
| 10, 9028
|
| | 4.52
| 821, 28
| 821, 069
| 0, 211068
|
| | 5.52
| 812, 44
| 803, 988
| 8, 45172
|
| | 6.52
| 786, 55
| 794, 107
| -7, 55734
|
| | 7.52
| 804, 84
| 766, 149
| 38, 6909
|
| | 8.52
| 834, 95
| 795, 996
| 38, 9536
|
| | 9.52
| 863, 61
| 828, 116
| 35, 4942
|
| | 10.52
| 816, 88
| 858, 382
| -41, 5021
|
| | 11.52
| 862, 39
| 803, 124
| 59, 2661
|
| | 12.52
| 839, 67
| 879, 335
| -39, 6649
|
| | 1.53
| 812, 22
| 836, 913
| -24, 6931
|
| | 2.53
| 822, 04
| 799, 014
| 23, 0258
|
| | 3.53
| 823, 26
| 809, 789
| 13, 4712
|
| | 4.53
| 843, 39
| 817, 395
| 25, 9952
|
| | 5.53
| 865, 42
| 828, 779
| 36, 6411
|
| | 6.53
| 825, 66
| 860, 085
| -34, 4248
|
| | 7.53
| 850, 26
| 816, 855
| 33, 4054
|
| | 8.53
| 828, 34
| 855, 058
| -26, 7181
|
| | 9.53
| 783, 02
| 821, 624
| -38, 604
|
| | 10.53
| 807, 71
| 762, 627
| 45, 0828
|
| | 11.53
| 791, 73
| 794, 642
| -2, 91194
|
| | 12.53
| 829, 32
| 775, 056
| 54, 2645
|
| | 1.54
| 863, 65
| 816, 287
| 47, 3625
|
| | 2.54
| 878, 19
| 859, 462
| 18, 7279
|
| | 3.54
| 894, 68
| 886, 522
| 8, 15754
|
| | 4.54
| 873, 43
| 904, 945
| -31, 515
|
| | 5.54
| 841, 42
| 884, 695
| -43, 275
|
| | 6.54
| 923, 94
| 841, 3
| 82, 6397
|
| | 7.54
| 919, 01
| 938, 768
| -19, 7577
|
| | 8.54
| 919, 19
| 910, 693
| 8, 49747
|
| | 9.54
| 881, 18
| 912, 983
| -31, 8031
|
| | 10.54
| 911, 06
| 878, 387
| 32, 6727
|
| | 11.54
| 921, 6
| 929, 349
| -7, 74859
|
| | 12.54
| 1016, 39
| 911, 98
| 104, 41
|
| | 1.55
| 1055, 37
| 1028, 82
| 26, 5453
|
| | 2.55
| 1103, 51
| 1065, 93
| 37, 5767
|
| | 3.55
| 1112, 47
| 1139, 99
| -27, 5241
|
| | 4.55
| 1119, 03
| 1147, 76
| -28, 7315
|
| | 5.55
| 1113, 04
| 1159, 71
| -46, 6693
|
| | 6.55
| 1028, 2
| 1131, 07
| -102, 868
|
| | 7.55
| 1038, 78
| 1017, 91
| 20, 8711
|
| | 8.55
| 1086, 43
| 1031, 61
| 54, 8152
|
| | 9.55
| 1105, 96
| 1077, 55
| 28, 4141
|
| | 10.55
| 1125, 8
| 1086, 22
| 39, 5784
|
| | 11.55
| 1124, 88
| 1115, 35
| 9, 52579
|
| | 12.55
| 1162, 68
| 1139, 82
| 22, 8588
|
| | 1.56
| 1204, 92
| 1187, 6
| 17, 3184
|
| | 2.56
| 1232, 24
| 1222, 91
| 9, 33235
|
| | 3.56
| 1138, 69
| 1248, 61
| -109, 924
|
| | 4.56
| 1230, 79
| 1130, 75
| 100, 041
|
| | 5.56
| 1271, 72
| 1266, 26
| 5, 46391
|
| | 6.56
| 1307, 78
| 1285, 21
| 22, 5679
|
| | 7.56
| 1328, 18
| 1313, 29
| 14, 8873
|
| | 8.56
| 1310, 47
| 1338, 08
| -27, 6124
|
| | 9.56
| 1326, 15
| 1344, 82
| -18, 6672
|
| | 10.56
| 1344, 56
| 1347, 66
| -3, 09791
|
| | 11.56
| 1348, 83
| 1357, 03
| -8, 19916
|
| | 12.56
| 1324, 74
| 1349, 85
| -25, 1053
|
| | 1.57
| 1347, 72
| 1317, 23
| 30, 4892
|
| | 2.57
| 1213, 49
| 1356, 26
| -142, 774
|
| | 3.57
| 1145, 62
| 1180, 12
| -34, 4999
|
| | 4.57
| 1180, 98
| 1112, 62
| 68, 3591
|
| | 5.57
| 1181, 07
| 1154, 59
| 26, 4784
|
| | 6.57
| 1145, 27
| 1136, 97
| 8, 30172
|
| | 7.57
| 995, 52
| 1084, 59
| -89, 0744
|
| | 8.57
| 957, 73
| 943, 826
| 13, 9042
|
| | 9.57
| 1030, 47
| 935, 09
| 95, 3805
|
| | 10.57
| 987, 7
| 1003, 57
| -15, 8712
|
| | 11.57
| 874, 21
| 922, 364
| -48, 1537
|
| | 12.57
| 749, 78
| 802, 609
| -52, 829
|
| | 1.58
| 815, 25
| 708, 454
| 106, 796
|
| | 2.58
| 788, 89
| 803, 932
| -15, 042
|
| | 3.58
| 688, 15
| 719, 292
| -31, 1416
|
| | 4.58
| 689, 85
| 606, 201
| 83, 6491
|
| | 5.58
| 758, 83
| 657, 899
| 100, 931
|
| | 6.58
| 813, 63
| 763, 592
| 50, 0378
|
| | 7.58
| 820, 49
| 794, 661
| 25, 829
|
| | 8.58
| 906, 61
| 808, 968
| 97, 6421
|
| | 9.58
| 902, 04
| 952, 964
| -50, 9242
|
| | 10.58
| 941, 57
| 938, 544
| 3, 02568
|
| | 11.58
| 988, 37
| 979, 04
| 9, 32958
|
| | 12.58
| 1024, 29
| 1023, 24
| 1, 04948
|
| | 1.59
| 1117, 68
| 1061, 89
| 55, 7877
|
| | 2.59
| 1125, 11
| 1157, 2
| -32, 088
|
| | 3.59
| 1142, 6
| 1160, 49
| -17, 8856
|
| | 4.59
| 1196, 45
| 1182, 91
| 13, 5389
|
| | 5.59
| 1193, 84
| 1243, 21
| -49, 3748
|
| | 6.59
| 1163, 26
| 1224, 08
| -60, 8242
|
| | 7.59
| 1141, 02
| 1168, 73
| -27, 7092
|
| | 8.59
| 1170, 72
| 1148, 45
| 22, 2703
|
| | 9.59
| 1132, 32
| 1180, 66
| -48, 345
|
| | 10.59
| 1143, 91
| 1109, 2
| 34, 7066
|
| | 11.59
| 1120, 08
| 1131, 51
| -11, 4334
|
| | 12.59
| 1128, 26
| 1107, 12
| 21, 1418
|
| | 1.60
| 1207, 35
| 1124, 71
| 82, 638
|
| | 2.60
| 1148, 54
| 1212, 24
| -63, 7007
|
| | 3.60
| 1163, 89
| 1135, 86
| 28, 0259
|
| | 4.60
| 1166, 96
| 1169, 89
| -2, 93031
|
| | 5.60
| 1156, 66
| 1178, 58
| -21, 9171
|
| | 6.60
| 1155, 66
| 1159, 38
| -3, 72177
|
| | 7.60
| 1134, 28
| 1140, 57
| -6, 29092
|
| | 8.60
| 1104, 87
| 1129, 12
| -24, 2479
|
| | 9.60
| 1055, 55
| 1091, 0
| -35, 4549
| V
|
|
|
| Lower 95, 0%
| Upper 95, 0%
| | Period
| Forecast
| Limit
| Limit
| | 10.60
| 1031, 56
| 932, 684
| 1130, 43
|
2) ARIMA(3, 3, 1)
Forecasting - ConsGOODS
Data variable: ConsGOODS
Number of observations = 129
Start index = 1.50
Sampling interval = 1, 0 month(s)
Forecast Summary
Nonseasonal differencing of order: 3
Forecast model selected: ARIMA(3, 3, 1)
Number of forecasts generated: 1
Number of periods withheld for validation: 1
|
| Estimation
| Validation
| | Statistic
| Period
| Period
| | RMSE
| 53, 84
| 16, 6713
| | MAE
| 41, 849
| 16, 6713
| | MAPE
| 4, 39063
| 1, 5794
| | ME
| 18, 0535
| -16, 6713
| | MPE
| 1, 92528
| -1, 5794
|
ARIMA Model Summary
| Parameter
| Estimate
| Stnd. Error
| t
| P-value
| | AR(1)
| -0, 691033
| 0, 0855976
| -8, 07304
| 0, 000000
| | AR(2)
| -0, 545163
| 0, 0766751
| -7, 11004
| 0, 000000
| | AR(3)
| -0, 325177
| 0, 0762359
| -4, 2654
| 0, 000040
| | MA(1)
| 0, 998004
| 0, 00166574
| 599, 134
| 0, 000000
| Backforecasting: yes
Estimated white noise variance = 2621, 47 with 122 degrees of freedom
Estimated white noise standard deviation = 51, 2003
Number of iterations: 13
Популярное:
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