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Lecture 9,10
Lecture 9,10
.
:
y-
x-
- .
x
y
.
=0, y=0
.
-
(1)
.
yi 1xi u i
-
- .
(3)
.
n
min u
i 1
2
i
i 1
yi 1 xi
(3)-
-
.
-
n
x y
i 1
n
x
i 1
2
i
Var 1 n
x
i 1
2
i
:
n
ui
i 1
n 1
xi yi
2
i 1
r n
n
2
2
xi yi
n
i 1
i 1
:
y-
Afuture ,
x-
,
(10 )
2
.
yi 1 xi ui
yi 1.0899 xi
0.1916
t 5.6884
r 0.7825
2
1%- Afuture
1.09%-
.
.
, ,
.
.
.
Log-log
Log-log
.
1 ui
yi 0 xi e
ln yi ln 0 1 ln xi ui
10
Log-log
ln 1
ln yi 1 ln xi ui
11
. log-log
.
Log-log
*
*
(11)- yi ln yi , xi ln xi
y x ui
*
i
*
1 i
12
-
, 1 , 1 -
.
Log-log
Log-log
1 - x- y-
.
x-
y- .
Log-log
y ,
x
1
.
,
log-log
.
Log-log
(a)
(b)
:
(a)- (b)-
.
Log-log
Log-log .
1- y x-
1
.
(b)-
lnx lny -
.
Log-log
, 1 , 1
2-
anti log
0 -
0
.
.
Log-lin
Log-lin
log-lin
.
, ,
, ,
,
.
Log-lin
.
t
yt y0
.
Log-lin
t
.
yt y0 1 r
13
r
.
Log-lin
.
ln yt ln y0 t ln 1 r
0 ln y0
1 ln1 r
14
15
16
Log-lin
:
ln yt 0 1t ui
15
.
log-lin
.
Log-lin
-
y-
.
1 (y- )/(x- )
100-
.
Log-lin
xt xt 1
xt xt 1 / xt 1 xt / xt 1 1
,
xt xt 1 / xt 1 100
.
Lin-log
Lin-log
Log-lin x-
y-
.
lin-log -
y- .
Lin-log
:
yt 0 1 ln xi ui
16
1 (y- )/(x- )
:
y
1
x / x
17
Lin-log
(16)
.
.
x
ln x .
1
yi 0 1 ui
xi
17
1 1 / x
y 1 .
.
10
- ,
.
1
ln yi 0 1 ui
xi
18
y -
y- .
.
.
-
.
-
.
-
.
1 2 ui
yi 0 x1i x2i e
y -
x1 -
x2 -
u -
e
19
-
.
ln yi ln 0 1 ln x1i 2 ln x2i ui
1 ln x1i 2 ln x2i ui
*
0
20
log-log double log .
-
:
1
1
.
-
2. 2
1
.
3.
1 2
.
1
. 1-
, 1-
.
:
- 15
:
y ,
x1 - ,
x2 - ,
2.4495 0.5398
t 1.3629 2.7765
0.1020
4.8005
R 0.8890 df 12
2
R 2 0.8705
20
:
-
1.4988, 0.4899 .
1%-
1.5%- .
1%-
0.5%- .
:
1.4988+0.4899=1.9887
-
.