relatii_calcul

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econometrie

Transcript of relatii_calcul

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    "

    - -

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    * , - IG, - t ) '

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    -r . , -c f----=-------------:_,.c f----:---------- , "" ^ )n- l ' - c

    s ( - ,_ - , ) F : * ' - "

    f , f l l ) ' " " n r+nr -2

    I L + : ' t l " " l - . + - |\ r , n2 1/

    ' [ " , nz )

    $ ' - - r 2 $ $ , . , ,, (n- l)s3 oi. " S,

    LQ'- yo)"' ., LL \vu - y')' Za!"'

    at- a)---------!---- ' L a

    o - o l , r - l r - l n - r n - r n - r

    S =S,+sr ; d f =df r+df r i in f " i =- in l fu , - i ) '=* in ip , -a-bx, )2 i i ,=a+bx,( , ,

    ' = t

    , , ' = t n n

    i = l

    n n n

    lna+b\x, =l ! , n Zy,-Z*? - Ir , .Z*,y, ^ ,Z*, ! , - lx, .Zy,J i = l i = t . - _ u o _ i = l i = l i = l i = l , L _ ^ b _ i = t i = l i = l

    lof* ,+nl ,* i=f , ,y, ' a ,y, l - f l " , ) ' a ' / ' \2

    n\ x? - l Fx. IL fr ' f i=, "1*' 11^' ) "2^' 12*')N,,, =f,O, - r), ; t " =f0,

    - i ), i N, =f(r, -rY, N, - N,,, + N" ; df , = df ,,, + df"r=l i=l i=l

    , N " , , , N " N , , ' 2, i . , = " -# :s3 = - -a . ; r? =4 ; F ,=o ' ! 'k ' n - k - l ' - Y n - l ' - " s !

    tr: R=JN = =FEiF=

    s?I

    tS ;

    a bt " = - ; t . = - ;

    ,s4 .s,

    R=J,* =

    cov(x. v)

    s_ . s . .* y

    R z n - k - l

    l - R 2 k

    e - t a / 2 : n _ 2 . s o 1 d I a * t o t z : r _ z . s o , b - t o r z . , n _ z . s u 3 F < b + t a / z : , _ z . s b

    T ^I L'_t " = ! ; =

    lro * rf,, =tr, , lno =

    1"t,, 'n'uf,)='=f.,,r,I'' =t

    lrt,

    io,t=1

    iG, - t ) -0 , -v )

    1 7 2- + -n

    f6, -r)'i=1

    r J 6 -n - 2

    ^t*., 'J"-zG,s- . ,s.. tG,

    i=l

    -or]-t'][tt,

    n\-r

    L!,i=I

    n, s l, : Lt,Y,

    t=l

    i n * tX to t z , r - r | ;! n

    i n * t ! to rz , , -z 's " i 9, t , i * totr . , , - , 's" t* 1

    * (",*, -") '

    n i6, -')'i=l

    - *)'

    s/--. / , t * ;i=1

    Zv, 2,,v,a - '= ' b = t= t= , DSBTRTM -med ie t r imest r ia la ;

    n $ , ,L o it=0

    "ZG, -r)'

    DSB =Zryt*; DSC = DSB,*,- DSBi ioo - y, - DSC