Dependent Variable: Y
Method: Least Squares
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
239.6140
55.18479
4.342030
0.0001
X1
0.485216
0.045194
10.73627
0.0000
X2
-4.434554
8.027081
-0.552449
0.5833
R-squared
0.712594
Mean dependent var
495.7247
Adjusted R-squared
0.700364
S.D. dependent var
144.8724
S.E. of regression
79.30170
Akaike info criterion
11.64252
Sum squared resid
295571.7
Schwarz criterion
11.75724
-288.0630
F-statistic
58.26589
2.128426
Prob(F-statistic)
0.000000
Log likelihood
Durbin-Watson stat
harcama(Y),gelir(X1),yaş(X2)
Y=239,6140+0,485216.X1-4,434554.X2
-Gelir ve yaş sabitken harcama 239,6140 olur
-Yaş sabitken gelirdeki 1 birimlik artış harcamaları 0,485216 arttırır.
-Gelir sabitken yaşdaki 1 birimlik artış harcamaları 4,434554 azaltır.
Breusch-Godfrey Serial Correlation LM Test:
F-statistic
Obs*R-squared
0.401844
0.433004
Prob. F(1,46)
Prob. Chi-Square(1)
0.529278
0.510519
Test Equation:
Dependent Variable: RESID
Method: Least Squares
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X2
RESID(-1)
10.95769
-0.005409
-1.198743
-0.098447
58.16715
0.046278
8.297024
0.155301
0.188383
-0.116884
-0.144479
-0.633911
0.8514
0.9075
0.8858
0.5293
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.008660
-0.055993
79.81119
293012.0
-287.8456
1.979712
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
Hata=10,95769-0,005409.X1-1,198743.X2-0,098447Hata(t-1)
Ry2=0,098
H0:otokorelasyon yok
α=0.05
H1:otokorelasyon var
prob=0.939331
α < prob H0 kabul otokorelasyon yoktur.
3.50E-14
77.66643
11.67382
11.82678
0.133948
0.939331
White Heteroskedasticity Test:
F-statistic
Obs*R-squared
4.885935
17.85020
Prob. F(5,44)
Prob. Chi-Square(5)
0.001217
0.003140
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Sample: 1 50
Included observations: 50
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
X1
X1^2
X1*X2
X2
X2^2
-42027.35
71.44409
0.001646
-7.676645
6773.880
-203.5453
20917.97
23.80331
0.008583
3.430277
4883.725
307.3221
-2.009151
3.001435
0.191812
-2.237908
1.387031
-0.662319
0.0507
0.0044
0.8488
0.0303
0.1724
0.5112
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.357004
0.283936
6838.770
2.06E+09
-509.2693
1.926073
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
5911.433
8081.690
20.61077
20.84021
4.885935
0.001217
Hata=10,95769-0,005409.X1-1,198743.X2-0,098447Hata(t-1)
Ry2=0,098
H0:b2=b3=b4=b5=0
H1:bi’lerin en az bir tanesi anlamlıdır.
α=0.05
s.d.=5-1
x2tab= 9.48773
W=n*0.098=50*9,49=474,5
W> x2tab H0 hipotezi reddedilir.
ARCH Test:
F-statistic
Obs*R-squared
0.254433
0.263832
Prob. F(1,47)
Prob. Chi-Square(1)
0.616327
0.607500
Test Equation:
Dependent Variable: RESID^2
Method: Least Squares
Sample (adjusted): 2 50
Included observations: 49 after adjustments
Variable
Coefficient
Std. Error
t-Statistic
Prob.
C
RESID^2(-1)
5377.759
0.073188
1456.307
0.145094
3.692737
0.504414
0.0006
0.6163
R-squared
Adjusted R-squared
S.E. of regression
Sum squared resid
Log likelihood
Durbin-Watson stat
0.005384
-0.015778
8199.772
3.16E+09
-510.0882
1.948223
Mean dependent var
S.D. dependent var
Akaike info criterion
Schwarz criterion
F-statistic
Prob(F-statistic)
R2=0.005384
Hatakare=05377,759+0,073188hatakaret-1
x2hes=(n-p)*R2y=(50-1)* 0.005384=0,263816
α=0,05
x2tab = 3.84146
s.d.=1
x2hes< x2tab H0 kabul edilir
GRAFİK YÖNTEMİ
5.0E-16
4.0E-16
3.0E-16
2.0E-16
1.0E-16
0.0E+00
-1.0E-16
5
10
15
20
25
30
35
C Residuals
Varyans büyük değişiklikler göstermiştir
40
45
50
5814.204
8135.840
20.90156
20.97878
0.254433
0.616327