Вы находитесь на странице: 1из 9

m(t) S(t) u(t) t X(t) X_t-m_t

10.3 3.90915741 0.41829821 1 16.3006485 5.83171211


10.6 4.87463956 -0.34163659 2 13.7664566 3.00254119
10.9 2.1694187 0.14914649 3 13.8151512 2.75625662
11.2 -2.1694187 -0.95520121 4 4.25457525 -7.09929838
11.5 -4.87463956 -0.37394932 5 4.75561382 -6.89323889
11.8 -3.90915741 0.45509189 6 10.166302 -1.77752978
12.1 -1.2246E-15 0.32552121 7 13.7276061 1.48879516
12.4 3.90915741 -0.46934242 8 13.9624453 1.42865534
12.7 4.87463956 0.7316397 9 21.2328381 8.40406901
13 2.1694187 -0.59172772 10 12.2107801 -0.91296807
13.3 -2.1694187 -0.47327543 11 8.76420416 -4.65452309
13.6 -4.87463956 0.05329293 12 8.99182508 -4.72188126
13.9 -3.90915741 -0.68711915 13 6.55524681 -7.45343861
14.2 -2.4493E-15 0.79470677 14 18.1735339 3.86986936
14.5 3.90915741 0.35055518 15 20.1619333 5.56328971
14.8 4.87463956 0.26600875 16 21.0046833 6.11106062
15.1 2.1694187 0.88344122 17 21.6866248 6.49802301
15.4 -2.1694187 -0.02306953 18 13.1152337 -2.36834721
15.7 -4.87463956 -0.53341869 19 8.158267 -7.62029296
16 -3.90915741 0.39882642 20 14.0849747 -1.98856435
16.3 -3.6739E-15 -0.11022292 21 15.7488854 -0.61963272
16.6 3.90915741 -0.12463169 22 19.885999 3.22250173
16.9 4.87463956 0.03445548 23 21.9469169 4.98844062
17.2 2.1694187 0.83255659 24 23.5322016 6.27874623
17.5 -2.1694187 -0.15112786 25 14.574942 -2.9734925
17.8 -4.87463956 -0.50001567 26 10.4252821 -7.41813149
18.1 -3.90915741 -0.33920941 27 12.4947955 -5.64359713
18.4 -4.8986E-15 -0.58513955 28 15.4743023 -2.9590695
18.7 3.90915741 -0.47565786 29 20.2308681 1.50251727
19 4.87463956 -0.47393407 30 21.5049692 2.48163924
19.3 2.1694187 0.12102775 31 22.0745575 2.75624842
19.6 -2.1694187 -0.161352 32 16.6238213 -2.98946682
19.9 -4.87463956 -0.21039214 33 13.9733997 -5.93486749
20.2 -3.90915741 0.67069874 34 19.6443363 -0.55891001
20.5 -6.1232E-15 -0.5326565 35 17.8367175 -2.6615079
20.8 3.90915741 -0.8529664 36 20.4443254 -0.34887906
21.1 4.87463956 0.42601546 37 28.1047169 7.01653332
21.4 2.1694187 -0.75847329 38 19.7770522 -1.60611041
21.7 -2.1694187 -0.94294803 39 14.8158411 -6.86230061
22 -4.87463956 -0.43935046 40 14.9286082 -7.04451268
22.3 -3.90915741 0.86907708 41 22.736228 0.46812807
22.6 -7.3479E-15 0.91662808 42 27.1831404 4.6200614
22.9 3.90915741 -0.77558003 43 22.9312573 0.07319918
23.2 4.87463956 -0.87600316 44 23.6946238 0.54158657
23.5 2.1694187 0.68021652 45 29.0705013 5.62248502
23.8 -2.1694187 0.98149725 46 26.5380676 2.7950722
24.1 -4.87463956 0.53229293 47 21.8868251 -2.1511494
24.4 -3.90915741 -0.47179547 48 18.1318652 -6.20108832
24.7 -8.5725E-15 0.73080907 49 28.3540454 3.72611273
25 3.90915741 0.01721322 50 28.9952235 4.0723118
25.3 4.87463956 -0.47003957 51 27.8244417 2.60655087
25.6 2.1694187 -0.22832186 52 26.6278094 1.11493947
25.9 -2.1694187 0.39389247 53 25.7000437 -0.10780533
26.2 -4.87463956 0.21232377 54 22.3869793 -3.71584879
26.5 -3.90915741 -0.16574451 55 21.7621201 -4.63568712
26.8 -9.7972E-15 -0.43837549 56 24.6081225 -2.08466372
27.1 3.90915741 0.03115442 57 31.1649295 4.17716418
27.4 4.87463956 0.56070654 58 35.0781723 7.79542782
27.7 2.1694187 0.92421407 59 34.490489 6.91276551
28 -2.1694187 0.66634718 60 29.1623172 1.28961458
28.3 -4.87463956 0.47681206 61 25.8094207 -2.35826099
28.6 -3.90915741 0.74215909 62 28.401638 -0.06102276
28.9 -1.1022E-14 -0.21027003 63 27.8486499 -0.90899002
29.2 3.90915741 -0.53693821 64 30.4244664 1.37184738
29.5 4.87463956 -0.00542557 65 34.3475117 4.99991366
29.8 2.1694187 0.31040005 66 33.521419 3.8788418
30.1 -2.1694187 -0.08215421 67 27.5198103 -2.41774599
30.4 -4.87463956 0.38413231 68 27.446022 -2.78651336
30.7 -3.90915741 0.83804084 69 30.9810468 0.45353239
31 -1.2246E-14 -0.99048583 70 26.0475709 -4.77492265
31.3 3.90915741 -0.7490118 71 31.4640984 0.3466258
31.6 4.87463956 -0.08913465 72 36.0289663 4.61651465
31.9 2.1694187 -0.47793287 73 31.6797543 -0.02767646
32.2 -2.1694187 -0.88931426 74 25.58401 -6.41839989
32.5 -4.87463956 0.87225051 75 31.986613 -0.31077595
32.8 -3.90915741 0.33628388 76 30.572262 -2.02010606
33.1 2.2056E-14 -0.78642029 77 29.1678986 -3.71944858
33.4 3.90915741 0.80454802 78 41.3318975 8.14957131
33.7 4.87463956 -0.20080063 79 37.5706364 4.09333111
34 2.1694187 0.14746636 80 36.9067505 3.13446611
34.3 -2.1694187 -0.7666926 81 28.2971183 -5.7701452
34.6 -4.87463956 0.61664103 82 32.8085656 -1.55367699
34.9 -3.90915741 -0.02279892 83 30.876848 -3.78037369
35.2 -1.4696E-14 0.74442554 84 38.9221277 3.96992692
35.5 3.90915741 -0.87196283 85 35.0493433 -0.1978366
35.8 4.87463956 -0.57107582 86 37.8192604 2.27710151
36.1 2.1694187 -0.01617341 87 38.1885517 2.35141364
36.4 -2.1694187 -0.48008107 88 31.8301759 -4.30194118
36.7 -4.87463956 0.44647062 89 34.0577135 -2.36938266
37 -3.90915741 0.15117013 90 33.8466932 -2.87538205
X_t-m_t
10
8
6
4
2
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89
-2
-4
-6
-8
-10

X(t)
45
40
35
30
25
20
15
10
5
0
1 5 9 13 17 21 25 29 33 37 41 45 49 53 57 61 65 69 73 77 81 85 89
Resumen

Estadísticas de la regresión
Coeficiente de correlación múltiple 0.87655513
Coeficiente de determinación R^2 0.76834889
R^2 ajustado 0.7657165
Error típico 4.25533914
Observaciones 90
9 73 77 81 85 89

ANÁLISIS DE VARIANZA
Grados de libertad
Suma de cuadrados
Promedio de los cuadradosF
Regresión 1 5285.36669 5285.36669 291.881632
Residuos 88 1593.49619 18.1079112
Total 89 6878.86287

Coeficientes Error típico Estadístico t Probabilidad


Intercepción 10.1739573 0.90463254 11.2465082 1.03685E-18
t 0.29497909 0.01726585 17.0845437 1.08882E-29

69 73 77 81 85 89
Valor crítico de F
1.08882E-29

Inferior 95% Superior 95%Inferior 95,0%


Superior 95,0%
8.37619019 11.9717243 8.37619019 11.9717243
0.26066685 0.32929133 0.26066685 0.32929133
X_t-m_t
5.83171211 5,05308840499835 5.053088405
3.00254119 25,2188670702682+12,1217056233678i 27.980832788
2.75625662 -18,2573469935657+12,2600192247132i 21.991789164
-7.09929838 14,0377769483459+19,3246163167828i 23.885141353
-6.89323889 9,98689086611298+20,44893914533i 22.757352687
-1.77752978 -21,5736370232268+5,76979132482688i 22.331867507
1.48879516 -1,24939212409836-6,14758067423835i 6.2732550423
1.42865534 -21,1709978026235+4,50777585912308i 21.645581331
8.40406901 33,4335320353397+14,1398836568798i 36.300652531
-0.91296807 149,578940864186-45,4748644473295i 156.33880787
-4.65452309 -13,6858025309406-21,4798963351584i 25.469337202
-4.72188126 13,8884366044809+7,59592290381819i 15.829931019
-7.45343861 -15,8650087719362+4,25885252320785i 16.426695594
3.86986936 4,61840852534602-11,0034622430294i 11.933393425
5.56328971 6,07112168393738+13,2975295101876i 14.617893473
6.11106062 -37,6966411007474-18,4990080792594i 41.991071077
6.49802301 24,8985103000064-30,7415301087408i 39.559796367
-2.36834721 10,8546763347721+9,73020413764977i 14.577409608
-7.62029296 -30,786251033622-18,1469523395274i 35.736607728
-1.98856435 4,21997220177859+9,5303273889378i 10.422826177
-0.61963272 3,68931533249118-16,7169952291337i 17.119257493
3.22250173 -6,4766773814724+12,398556050221i 13.98826444
4.98844062 -12,0336596870818+15,224438814975i 19.405991412
6.27874623 19,3483960679644+25,2085133033956i 31.777815743
-2.9734925 13,5418480742488-2,79970769192983i 13.82823244
-7.41813149 26,8849985282478-3,71372106528298i 27.140281318
-5.64359713 -19,5048549945976-0,469422379006224i 19.510502959
-2.9590695 -0,672010187001211+3,10193576382515i 3.173894008
1.50251727 2,36924892864864+7,80330616186967i 8.1550553365
2.48163924 0,747683325787495+14,654873606062i 14.6739344
2.75624842 6,82785672485186+11,1375637349785i 13.063879723
-2.98946682 6,45708069670076-11,9364359312533i 13.571013001
-5.93486749 12,7739237249299 12.773923725
-0.55891001 6,45708069670083+11,9364359312533i 13.571013001
-2.6615079 6,82785672485182-11,1375637349786i 13.063879723
-0.34887906 0,747683325787404-14,654873606062i 14.6739344
7.01653332 2,36924892864861-7,80330616186967i 8.1550553365
-1.60611041 -0,672010187001236-3,10193576382511i 3.173894008
-6.86230061 -19,5048549945976+0,469422379006256i 19.510502959
-7.04451268 26,8849985282478+3,71372106528294i 27.140281318
0.46812807 13,5418480742488+2,79970769192986i 13.82823244
4.6200614 19,3483960679644-25,2085133033955i 31.777815743
0.07319918 -12,0336596870818-15,224438814975i 19.405991412
0.54158657 -6,47667738147246-12,3985560502209i 13.98826444
5.62248502 3,68931533249123+16,7169952291337i 17.119257493
2.7950722 4,21997220177857-9,53032738893779i 10.422826177
-2.1511494 -30,786251033622+18,1469523395275i 35.736607728
-6.20108832 10,8546763347721-9,73020413764985i 14.577409608
3.72611273 24,8985103000065+30,7415301087408i 39.559796367
4.0723118 -37,6966411007473+18,4990080792596i 41.991071077
2.60655087 6,07112168393735-13,2975295101877i 14.617893473
1.11493947 4,61840852534597+11,0034622430294i 11.933393425
-0.10780533 -15,8650087719362-4,2588525232078i 16.426695594
-3.71584879 13,8884366044808-7,59592290381822i 15.829931019
-4.63568712 -13,6858025309406+21,4798963351584i 25.469337202
-2.08466372 149,578940864186+45,474864447329i 156.33880787
4.17716418 33,4335320353397-14,1398836568798i 36.300652531
7.79542782 -21,1709978026235-4,50777585912288i 21.645581331
6.91276551 -1,24939212409832+6,14758067423832i 6.2732550423
1.28961458 -21,5736370232268-5,76979132482675i 22.331867507
-2.35826099 9,98689086611291-20,44893914533i 22.757352687
-0.06102276 14,0377769483458-19,3246163167829i 23.885141353
-0.90899002 -18,2573469935658-12,2600192247131i 21.991789164
1.37184738 25,2188670702682-12,1217056233679i 27.980832788
4.99991366 Err:502
3.8788418 Err:502
-2.41774599 Err:502
-2.78651336 Err:502
0.45353239 Err:502
-4.77492265 Err:502
0.3466258 Err:502
4.61651465 Err:502
-0.02767646 Err:502
-6.41839989 Err:502
-0.31077595 Err:502
-2.02010606 Err:502
-3.71944858 Err:502
8.14957131 Err:502
4.09333111 Err:502
3.13446611 Err:502
-5.7701452 Err:502
-1.55367699 Err:502
-3.78037369 Err:502
3.96992692 Err:502
-0.1978366 Err:502
2.27710151 Err:502
2.35141364 Err:502
-4.30194118 Err:502
-2.36938266 Err:502
-2.87538205 Err:502

Вам также может понравиться