Download as pdf or txt
Download as pdf or txt
You are on page 1of 51

yi 1xi ui



.
:
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 - ,

ln yi 3.3384 1.4988 ln x1i 0.4899 ln x2i

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
-
.

You might also like