市場調(diào)查回歸預(yù)測PPT教案

1、市場調(diào)查回歸預(yù)測市場調(diào)查回歸預(yù)測第1頁/共36頁第2頁/共36頁第3頁/共36頁xbyaxxxyxxyxxnyxxynbbxay 222)(其中第4頁/共36頁第5頁/共36頁222222)(1)(11)()()( ynyxnxyxnxyryyxxyyxxr或者寫成22)()(1yyyyr第6頁/共36頁不成立。線性相關(guān)成立。反之則 當(dāng)有取其中)2(050)()2()(222ntt.xxnyySSbtbb第7頁/共36頁為給定值。其中， :置信區(qū)間0220222)()(112)()()()2()()2(xxxxxnnyyySySntyySnty第8頁/共36頁數(shù)據(jù)序號xyx2y2xy11.54

2、.82.2523.047.2021.85.73.2432.4910.2632.47.05.7649.0016.8043.08.39.0068.8924.9053.510.912.25118.8138.1563.912.415.21153.7648.3674.413.119.36171.6157.6484.813.623.04184.9665.2895.015.325.00234.0976.50合計30.391.1115.111036.65345.09第9頁/共36頁xbxayxbyaxxnyxxynb9303. 22579. 02579. 093 .309303. 291 .919303. 2

3、3 .3011.11591 .913 .3009.3459)(222 所以有第10頁/共36頁)7(666.0)7()29()2(9911.01.919165.10363.309111.1151.913.309109.345)(1)(1105.005.005.0222222rrrrnrynyxnxyxnxyr即有查表得第11頁/共36頁數(shù)據(jù)序號xy11.54.84.65-1.870.153.500.0221.85.75.53-1.570.172.460.0332.47.07.29-0.97-0.290.940.0843.08.39.05-0.37-0.750.140.5653.510.910.

4、510.130.390.020.1563.912.411.680.530.720.280.5274.413.113.151.03-0.051.060.0084.813.614.321.43-0.722.040.5295.015.314.911.630.392.660.15合計13.12.03yxx yy2)(xx 2)(yy第12頁/共36頁線性相關(guān)成立。 即有取)7(692.19365. 2)7()2(050692.191488. 09303. 21488. 01 .13) 29(03. 2)() 2()(025. 0025. 0222tttnt.SbtxxnyySbb第13頁/共36頁54

5、.136612. 0365. 298.11)() 2(42.106612. 0365. 298.11)() 2(6612. 01 .13)37. 34(9112903. 2)()(112)()(22022202ySntyySntyxxxxxnnyyyS 4)(令第14頁/共36頁第15頁/共36頁第16頁/共36頁bxayaayybxaeayaeybxbx則有： 設(shè)兩邊取對數(shù)：ln,lnlnlnlnln第17頁/共36頁xbayxxyyxbay則有： 設(shè)1,111第18頁/共36頁xbayxxbay則有：logx 設(shè)log第19頁/共36頁xbayexyybeayxx則有： 設(shè),11第20頁/

6、共36頁觀察年份19941995199619971998199920002001時序(x)12345678觀察值(y)3.04.25.78.311.516.022.431.0第21頁/共36頁觀察值時間序列散點(diǎn)圖051015202530350246810時序觀察值系列1第22頁/共36頁bxayaayybxaeayaeybxbx則有： 設(shè)兩邊取對數(shù)：ln,lnlnlnlnln第23頁/共36頁xeyxyxbnyaaxxnyxyxnb335. 0761. 0222335. 0761. 0761. 0836335. 081485.18ln335. 03620481485.18367378.958)

7、( 即有：所以有：第24頁/共36頁第25頁/共36頁2211XbXbaY22112222222211111221122111)()()()()()(XbXbYaYYXXXXbXXXXbYYXXXXXXbXXbiiiiiiiiii第26頁/共36頁時序12345678910合計51655764168273681382490111151410819531.834.340.545.343.547.747.149.158.571.2469495663667796991131622251006228.01158.7640.962.5611.560.640.044.84134.56590.491172.

8、422662.561989.161413.81197.2556.9621.162.56153.763769.9615476.427242.4779.16561.96240.6455.3680.24-3.68-0.3227.28712.243022.925475.84582.253307.51142.4220283.9-5.20.9179.33427.814349.227488.615860.611707.56711.64757.51970.629.9-7.21010.618143.773458.2133443YiX1iX2211)(XXi222)(XXi)(2211XXXXii)(11YYXX

9、ii)(22XXYYii第27頁/共36頁2122112221212103259. 3282288. 908.7908.796 .10103259. 39 .46282288. 95 .81903259. 38 .54754 .2724242.11728 .54756 .2748842.1172133443282288. 98 .54754 .2724242.11728 .54751334434 .272426 .274881334434 .272428 .54756 .274888 .547542.1172XXYXbXbYabbbbbb解方程有：第28頁/共36頁nmnmmmmnnnnnnX

10、bXbXbXbbYXbXbXbXbbYXbXbXbXbbYXbXbXbXbbY.33221102323222121021313212111013322110第29頁/共36頁mnmmnnnmnmnmmnnmxxxxxxxxxXbbbBYYYbbbxxxxxxxxxYYY21222211211121212121222211211121111111 Y令第30頁/共36頁XXXXadjXXYXXXBXBXXXYXXXXBXYXXBYTTTTTTTTTTT)()()()()(1111其中第31頁/共36頁時序因變量(y)自變量(x1)自變量(x2)11021212223178104132451568

11、61034714578123391691010181011第32頁/共36頁4803986039833650605010111012211211121102211111101221121181210XXXT Y第33頁/共36頁2116174. 01265. 03871. 96174. 01265. 03871. 99087561378609802609801200120260120287671601)()(9087561371812101121102211186098026098012001202601202876)(XXYYXXXXXadjYXXXBYXXXadjTTTTTTT第34頁/共36頁 0.050.010.050.010.050.0110.9971.000110.5530.684210.4130.52620.9500.990120.5320.661220.4040.51530.8780.959130.5140.641230.3960.50540.8110.917140.4970.623240.3880.49650.7540.874150.4820.606250.3810.48760.7070.834160.4680.590260.37