7/28/2019 Seminar Econometrie Management
1/30
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.958974633 coef de corelatie
R Square 0.919632346 coef de determinatie
Adjusted R Square 0.919325599 coef de determinatie ajustat
Standard Error 0.470409534Observations 264
ANOVA
df SS MS
Regression 1 663.4168075 663.4168075
Residual 262 57.97670403 0.22128513
Total 263 721.3935115
Coefficients Standard Error t Stat
Intercept 0.413966345 0.0454146 9.115270191X Variable 1 1.14286E-05 2.08726E-07 54.75415986
t calculat
care se compara
cu valoarea critica
RESIDUAL OUTPUT din tabel
Y estimat reziduuri
Observation Predicted Y Residuals
1 0.415773214 -0.411073214
2 0.415900072 -0.411100072
3 0.416028072 -0.411328072
4 0.416574361 -0.409374361
5 0.416706934 -0.409506934
6 0.416760648 -0.409660648
7 0.417025793 -0.409925793
8 0.417367509 -0.410267509
9 0.417616654 -0.410416654
10 0.417996084 -0.410796084
11 0.418434944 -0.401934944
12 0.419046377 -0.395046377
13 0.42003724 -0.39483724
14 0.420793816 -0.39589381615 0.421478392 -0.397178392
16 0.421829251 -0.397229251
17 0.422781257 -0.394481257
18 0.423156116 -0.389256116
19 0.423447546 -0.375647546
20 0.423767548 -0.371367548
21 0.424760697 -0.369260697
22 0.425794989 -0.368794989
7/28/2019 Seminar Econometrie Management
2/30
23 0.427394999 -0.375494999
24 0.429166439 -0.375566439
25 0.430915021 -0.374015021
26 0.432309315 -0.371809315
27 0.433989325 -0.365089325
28 0.435989338 -0.362489338
29 0.442692236 -0.36709223630 0.444264817 -0.362564817
31 0.44826027 -0.36086027
32 0.451972293 -0.361172293
33 0.456127747 -0.354427747
34 0.463010075 -0.348710075
35 0.469959832 -0.349459832
36 0.474079857 -0.345179857
37 0.477025018 -0.322625018
38 0.480745041 -0.314145041
39 0.486287932 -0.303887932
40 0.490634245 -0.300434245
41 0.494451411 -0.301951411
42 0.496519995 -0.300019995
43 0.497824003 -0.292724003
44 0.499315441 -0.293715441
45 0.502675461 -0.289275461
46 0.506576057 -0.287376057
47 0.509209216 -0.289909216
48 0.511193228 -0.296393228
49 0.513147526 -0.293847526
50 0.514577249 -0.28987724951 0.515509826 -0.277509826
52 0.517144122 -0.269944122
53 0.518251557 -0.268251557
54 0.519622994 -0.261822994
55 0.522345296 -0.256845296
56 0.523395589 -0.257095589
57 0.525136171 -0.257436171
58 0.529092766 -0.247892766
59 0.533788795 -0.223088795
60 0.538173965 -0.211873965
61 0.539676831 -0.210776831
62 0.542049417 -0.195249417
63 0.544259717 -0.183659717
64 0.546793446 -0.183793446
65 0.553886061 -0.193986061
66 0.555339785 -0.185539785
67 0.56597185 -0.18187185
68 0.571734171 -0.172834171
69 0.575522766 -0.171922766
7/28/2019 Seminar Econometrie Management
3/30
70 0.581000514 -0.168500514
71 0.590626858 -0.148526858
72 0.608847542 -0.144047542
73 0.635526563 -0.034626563
74 0.677114246 0.120985754
75 0.757931885 0.074168115
76 0.781669174 0.02333082677 0.797336699 0.014263301
78 0.806145896 0.005854104
79 0.808854484 -0.018954484
80 0.822749426 -0.027749426
81 0.83627408 -0.01077408
82 0.863635391 -0.002435391
83 0.882832081 0.008667919
84 0.903937353 -0.018137353
85 0.927799214 -0.026199214
86 0.964742298 -0.069142298
87 0.985418996 -0.093918996
88 1.001000806 -0.085800806
89 1.014376888 -0.073176888
90 1.021922077 -0.076922077
91 1.030055841 -0.073655841
92 1.033975865 -0.065275865
93 1.05073254 -0.00533254
94 1.075427548 0.053072452
95 1.088068769 0.071131231
96 1.102718002 0.135581998
97 1.123449558 0.19505044298 1.143837111 0.231362889
99 1.19025911 0.33984089
100 1.227933627 0.355566373
101 1.271187607 0.348912393
102 1.314854161 0.321045839
103 1.329730824 0.318969176
104 1.340888606 0.367011394
105 1.370436216 0.347663784
106 1.410246746 0.379253254
107 1.449987562 0.355612438
108 1.480223176 0.340776824
109 1.526178887 0.337321113
110 1.550276177 0.291723823
111 1.570642017 0.283157983
112 1.625980642 0.245319358
113 1.648052778 0.202647222
114 1.683025564 0.313974436
115 1.737297897 0.294402103
116 1.761608903 0.267891097
7/28/2019 Seminar Econometrie Management
4/30
117 1.799460564 0.257039436
118 1.837739656 0.262360344
119 1.87815019 0.27104981
120 1.914296698 0.386803302
121 1.969659323 0.494840677
122 2.004617252 0.468282748
123 2.037024308 0.447775692124 2.080082858 0.407817142
125 2.109039607 0.381860393
126 2.136045487 0.337154513
127 2.158550768 0.368049232
128 2.197559008 0.487640992
129 2.232216363 0.522583637
130 2.276626922 0.513273078
131 2.327487805 0.453112195
132 2.368747487 0.451652513
133 2.41429291 0.41370709
134 2.437359337 0.367940663
135 2.444592524 0.425207476
136 2.486033921 0.445466079
137 2.524347299 0.553052701
138 2.549760027 0.641439973
139 2.56051095 0.71158905
140 2.578104201 0.658395799
141 2.591396854 0.656703146
142 2.627168502 0.635731498
143 2.683662563 0.675537437
144 2.717479913 0.706320087145 2.747195524 0.812204476
146 2.76608364 0.77811636
147 2.791422082 0.790877918
148 2.816758237 0.839141763
149 2.828509166 0.933190834
150 2.849011006 0.957188994
151 2.8782649 0.8382351
152 2.884715226 0.833584774
153 2.937696122 0.854703878
154 2.97616493 0.83083507
155 3.013021156 0.978178844
156 3.043196198 1.014503802
157 3.072178091 1.037221909
158 3.088987337 0.968212663
159 3.102299418 0.903100582
160 3.117878943 0.951621057
161 3.125608133 0.930291867
162 3.141717946 0.933682054
163 3.176401588 0.920198412
7/28/2019 Seminar Econometrie Management
5/30
164 3.191411965 0.903288035
165 3.217686412 0.890013588
166 0.69207091 3.41482909
167 3.270437593 0.711562407
168 3.286678836 0.590721164
169 3.309846978 0.507953022
170 3.327266514 0.349233486171 3.335690565 0.298109435
172 3.388625747 0.240674253
173 3.397065799 0.221134201
174 3.405831567 0.208068433
175 3.434416886 0.131083114
176 3.437479761 0.068220239
177 3.454686724 0.055613276
178 3.480806885 0.117593115
179 3.517963684 0.135036316
180 2.392124773 1.266775227
181 3.56727873 0.07722127
182 3.574733861 -0.034333861
183 3.581311959 -0.073911959
184 3.594463697 -0.103363697
185 3.613563928 -0.106463928
186 3.618442587 -0.070142587
187 3.621854493 -0.049554493
188 3.619562022 -0.091862022
189 3.621252318 -0.094252318
190 3.62792093 -0.10872093
191 3.663025146 -0.167625146192 3.687119008 -0.273019008
193 3.693791392 -0.300091392
194 3.6951242 -0.3127242
195 3.69727987 -0.32787987
196 3.714434719 -0.379534719
197 3.735549934 -0.450549934
198 3.740185391 -0.513785391
199 3.749783964 -0.616083964
200 3.778453969 -0.554753969
201 3.814691677 -0.468091677
202 3.847810509 -0.495310509
203 3.879809677 -0.409109677
204 3.902104785 -0.373204785
205 3.931980397 -0.238980397
206 3.95675312 -0.30395312
207 3.980535895 -0.258735895
208 3.999045837 -0.356445837
209 4.016448001 -0.357048001
210 4.02646212 -0.37076212
7/28/2019 Seminar Econometrie Management
6/30
211 4.051492102 -0.472292102
212 4.04836774 -0.52156774
213 4.062819371 -0.437419371
214 4.101543038 -0.356143038
215 4.113493625 -0.338193625
216 4.121909563 -0.206609563
217 4.167877845 0.064822155218 4.200840219 0.083059781
219 4.219827192 0.062272808
220 4.230236856 -0.034836856
221 4.230686116 -0.061786116
222 4.238170619 -0.025570619
223 4.235671747 -0.018871747
224 4.228497303 -0.009997303
225 4.243194764 -0.004294764
226 4.25996561 0.02483439
227 4.285564967 0.002535033
228 4.297809842 -0.073009842
229 4.363100757 -0.222200757
230 4.370859548 -0.252959548
231 4.379522001 -0.291622001
232 4.393471001 -0.264971001
233 4.399323608 -0.225023608
234 4.405556447 -0.165956447
235 4.508361078 -0.247261078
236 4.517674849 -0.278774849
237 4.540602418 -0.276402418
238 4.563168271 -0.283368271239 4.584838576 -0.291738576
240 4.606880197 -0.314380197
241 4.639236967 -0.377036967
242 4.671722995 -0.424522995
243 4.697246123 -0.532646123
244 4.725438296 -0.626238296
245 4.73456258 -0.62256258
246 4.722158047 -0.529258047
247 4.706896239 -0.466396239
248 4.692040948 -0.441940948
249 4.683150951 -0.401150951
250 4.710442661 -0.386642661
251 4.7283758 -0.3747758
252 4.738506719 -0.411806719
253 4.754153215 -0.411353215
254 4.781948471 -0.431348471
255 4.800123326 -0.434923326
256 4.803069172 -0.427069172
257 4.803962435 -0.365862435
7/28/2019 Seminar Econometrie Management
7/30
258 4.809960872 -0.349660872
259 4.83573463 -0.28733463
260 4.858129625 -0.341829625
261 4.91050766 -0.40980766
262 4.92351734 -0.36521734
263 4.925221808 -0.399721808
264 4.952472947 -0.462972947
7/28/2019 Seminar Econometrie Management
8/30
MODELUL DE RE
F ignificance F
2998.018022 1.9E-145
P-value Lower 95% Upper 95% ower 95.0 pper 95.0%
2.11427E-17 0.324542 0.50339 0.324542 0.503391.8883E-145 1.1E-05 1.18E-05 1.1E-05 1.18E-05
p-value
7/28/2019 Seminar Econometrie Management
9/30
7/28/2019 Seminar Econometrie Management
10/30
7/28/2019 Seminar Econometrie Management
11/30
7/28/2019 Seminar Econometrie Management
12/30
7/28/2019 Seminar Econometrie Management
13/30
7/28/2019 Seminar Econometrie Management
14/30
7/28/2019 Seminar Econometrie Management
15/30
INSTALARE DATA ANALYSIS
FILE->OPTIONS->ADD-INS(IN STANGA)->ANALYSIS TOOLPAK->GO->SELECTARE
DATA->DATA ANALYSIS->REGRESSION
RESIE LINIARA SI cs real(t)=0.413966345+1.1428E-05*IPC(t)
7/28/2019 Seminar Econometrie Management
16/30
7/28/2019 Seminar Econometrie Management
17/30
7/28/2019 Seminar Econometrie Management
18/30
7/28/2019 Seminar Econometrie Management
19/30
7/28/2019 Seminar Econometrie Management
20/30
7/28/2019 Seminar Econometrie Management
21/30
7/28/2019 Seminar Econometrie Management
22/30
PRIN BIFARE A OPTIUNII ANALYSIS TOOLPAK->OK
7/28/2019 Seminar Econometrie Management
23/30
z-Test: Two Sample for Means variante diferite
Variable 1 Variable 2
Mean 167634.6147 2.329802273
Known Variance 0.5 0.7
Observations 264 264
Hypothesized Mean Difference 0z 2486388.595
P(Z
7/28/2019 Seminar Econometrie Management
24/30
t-Test: Two-Sample Assuming Equal Variances
Variable 1 Variable 2
Mean 233.8777778 0.0062375
Variance 3185.501944 1.55411E-06
Observations 9 8
Pooled Variance 1698.934371Hypothesized Mean 0
df 15
t Stat 11.67698876
P(T
7/28/2019 Seminar Econometrie Management
25/30
IPC (preturi comparabile, dec cs real
1991M01 158.1 0.0047
1991M02 169.2 0.0048
1991M03 180.4 0.0047
1991M04 228.2 0.0072
1991M05 239.8 0.0072
1991M06 244.5 0.00711991M07 267.7 0.0071
1991M08 297.6 0.0071
1991M09 319.4 0.0072
1991M10 352.6 0.0072
1991M11 391 0.0165
1991M12 444.5 0.024
1992M01 531.2 0.0252
1992M02 597.4 0.0249
1992M03 657.3 0.0243
1992M04 688 0.0246
1992M05 771.3 0.0283
1992M06 804.1 0.0339
1992M07 829.6 0.0478
1992M08 857.6 0.0524
1992M09 944.5 0.0555
1992M10 1035 0.057
1992M11 1175 0.0519
1992M12 1330 0.0536
1993M01 1483 0.0569
1993M02 1605 0.0605
1993M03 1752 0.06891993M04 1927 0.0735
1993M05 2513.5 0.0756
1993M06 2651.1 0.0817
1993M07 3000.7 0.0874
1993M08 3325.5 0.0908
1993M09 3689.1 0.1017
1993M10 4291.3 0.1143
1993M11 4899.4 0.1205
1993M12 5259.9 0.1289
1994M01 5517.6 0.1544
1994M02 5843.1 0.1666
1994M03 6328.1 0.1824
1994M04 6708.4 0.1902
1994M05 7042.4 0.1925
1994M06 7223.4 0.1965
1994M07 7337.5 0.2051
1994M08 7468 0.2056
1994M09 7762 0.2134
1994M10 8103.3 0.2192
7/28/2019 Seminar Econometrie Management
26/30
1994M11 8333.7 0.2193
1994M12 8507.3 0.2148
1995M01 8678.3 0.2193
1995M02 8803.4 0.2247
1995M03 8885 0.238
1995M04 9028 0.2472
1995M05 9124.9 0.251995M06 9244.9 0.2578
1995M07 9483.1 0.2655
1995M08 9575 0.2663
1995M09 9727.3 0.2677
1995M10 10073.5 0.2812
1995M11 10484.4 0.3107
1995M12 10868.1 0.3263
1996M01 10999.6 0.3289
1996M02 11207.2 0.3468
1996M03 11400.6 0.3606
1996M04 11622.3 0.363
1996M05 12242.9 0.3599
1996M06 12370.1 0.3698
1996M07 13300.4 0.3841
1996M08 13804.6 0.3989
1996M09 14136.1 0.4036
1996M10 14615.4 0.4125
1996M11 15457.7 0.4421
1996M12 17052 0.4648
1997M01 19386.4 0.6009
1997M02 23025.3 0.79811997M03 30096.8 0.8321
1997M04 32173.8 0.805
1997M05 33544.7 0.8116
1997M06 34315.5 0.812
1997M07 34552.5 0.7899
1997M08 35768.3 0.795
1997M09 36951.7 0.8255
1997M10 39345.8 0.8612
1997M11 41025.5 0.8915
1997M12 42872.2 0.8858
1998M01 44960.1 0.9016
1998M02 48192.6 0.8956
1998M03 50001.8 0.8915
1998M04 51365.2 0.9152
1998M05 52535.6 0.9412
1998M06 53195.8 0.945
1998M07 53907.5 0.9564
1998M08 54250.5 0.9687
1998M09 55716.7 1.0454
7/28/2019 Seminar Econometrie Management
27/30
1998M10 57877.5 1.1285
1998M11 58983.6 1.1592
1998M12 60265.4 1.2383
1999M01 62079.4 1.3185
1999M02 63863.3 1.3752
1999M03 67925.2 1.5301
1999M04 71221.7 1.58351999M05 75006.4 1.6201
1999M06 78827.2 1.6359
1999M07 80128.9 1.6487
1999M08 81105.2 1.7079
1999M09 83690.6 1.7181
1999M10 87174 1.7895
1999M11 90651.3 1.8056
1999M12 93296.9 1.821
2000M01 97318 1.8635
2000M02 99426.5 1.842
2000M03 101208.5 1.8538
2000M04 106050.6 1.8713
2000M05 107981.9 1.8507
2000M06 111042 1.997
2000M07 115790.8 2.0317
2000M08 117918 2.0295
2000M09 121230 2.0565
2000M10 124579.4 2.1001
2000M11 128115.3 2.1492
2000M12 131278.1 2.3011
2001M01 136122.3 2.46452001M02 139181.1 2.4729
2001M03 142016.7 2.4848
2001M04 145784.3 2.4879
2001M05 148318 2.4909
2001M06 150681 2.4732
2001M07 152650.2 2.5266
2001M08 156063.4 2.6852
2001M09 159095.9 2.7548
2001M10 162981.8 2.7899
2001M11 167432.1 2.7806
2001M12 171042.3 2.8204
2002M01 175027.5 2.828
2002M02 177045.8 2.8053
2002M03 177678.7 2.8698
2002M04 181304.8 2.9315
2002M05 184657.2 3.0774
2002M06 186880.8 3.1912
2002M07 187821.5 3.2721
2002M08 189360.9 3.2365
7/28/2019 Seminar Econometrie Management
28/30
2002M09 190524 3.2481
2002M10 193654 3.2629
2002M11 198597.2 3.3592
2002M12 201556.2 3.4238
2003M01 204156.3 3.5594
2003M02 205809 3.5442
2003M03 208026.1 3.58232003M04 210243 3.6559
2003M05 211271.2 3.7617
2003M06 213065.1 3.8062
2003M07 215624.8 3.7165
2003M08 216189.2 3.7183
2003M09 220825 3.7924
2003M10 224191 3.807
2003M11 227415.9 3.9912
2003M12 230056.2 4.0577
2004M01 232592.1 4.1094
2004M02 234062.9 4.0572
2004M03 235227.7 4.0054
2004M04 236590.9 4.0695
2004M05 237267.2 4.0559
2004M06 238676.8 4.0754
2004M07 241711.6 4.0966
2004M08 243025 4.0947
2004M09 245324 4.1077
2004M10 24334 4.1069
2004M11 249939.7 3.982
2004M12 251360.8 3.87742005M01 253388 3.8178
2005M02 254912.2 3.6765
2005M03 255649.3 3.6338
2005M04 260281.1 3.6293
2005M05 261019.6 3.6182
2005M06 261786.6 3.6139
2005M07 264287.8 3.5655
2005M08 264555.8 3.5057
2005M09 266061.4 3.5103
2005M10 268346.9 3.5984
2005M11 271598.1 3.653
2005M12 173087.8 3.6589
2006M01 275913.14 3.6445
2006M02 276565.46 3.5404
2006M03 277141.04 3.5074
2006M04 278291.81 3.4911
2006M05 279963.07 3.5071
2006M06 280389.95 3.5483
2006M07 280688.49 3.5723
7/28/2019 Seminar Econometrie Management
29/30
2006M08 280487.9 3.5277
2006M09 280635.8 3.527
2006M10 281219.3 3.5192
2006M11 284290.9 3.4954
2006M12 286399.1 3.4141
2007M01 286982.93 3.3937
2007M02 287099.55 3.38242007M03 287288.17 3.3694
2007M04 288789.21 3.3349
2007M05 290636.78 3.285
2007M06 291042.38 3.2264
2007M07 291882.25 3.1337
2007M08 294390.86 3.2237
2007M09 297561.64 3.3466
2007M10 300459.52 3.3525
2007M11 303259.43 3.4707
2007M12 305210.24 3.5289
2008M01 307824.34 3.693
2008M02 309991.94 3.6528
2008M03 312072.92 3.7218
2008M04 313692.53 3.6426
2008M05 315215.21 3.6594
2008M06 316091.44 3.6557
2008M07 318281.55 3.5792
2008M08 318008.17 3.5268
2008M09 319272.68 3.6254
2008M10 322660.98 3.7454
2008M11 323706.65 3.77532008M12 324443.04 3.9153
2009M01 328465.24 4.2327
2009M02 331349.43 4.2839
2009M03 333010.78 4.2821
2009M04 333921.62 4.1954
2009M05 333960.93 4.1689
2009M06 334615.82 4.2126
2009M07 334397.17 4.2168
2009M08 333769.41 4.2185
2009M09 335055.43 4.2389
2009M10 336522.87 4.2848
2009M11 338762.8 4.2881
2009M12 339834.22 4.2248
2010M01 345547.14 4.1409
2010M02 346226.03 4.1179
2010M03 346983.99 4.0879
2010M04 348204.52 4.1285
2010M05 348716.62 4.1743
2010M06 349261.99 4.2396
7/28/2019 Seminar Econometrie Management
30/30
2010M07 358257.34 4.2611
2010M08 359072.29 4.2389
2010M09 361078.44 4.2642
2010M10 363052.94 4.2798
2010M11 364949.08 4.2931
2010M12 366877.71 4.2925
2011M01 369708.91 4.26222011M02 372551.42 4.2472
2011M03 374784.68 4.1646
2011M04 377251.48 4.0992
2011M05 378049.85 4.112
2011M06 376964.46 4.1929
2011M07 375629.06 4.2405
2011M08 374329.23 4.2501
2011M09 373551.36 4.282
2011M10 375939.37 4.3238
2011M11 377508.51 4.3536
2011M12 378394.96 4.3267
2012M01 379764.02 4.3428
2012M02 382196.09 4.3506
2012M03 383786.38 4.3652
2012M04 384044.14 4.376
2012M05 384122.3 4.4381
2012M06 384647.16 4.4603
2012M07 386902.35 4.5484
2012M08 388861.9 4.5163
2012M09 393444.95 4.5007
2012M10 394583.29 4.55832012M11 394732.43 4.5255
2012M12 397116.89 4.4895