Оценивание линейных регрессионных моделей в условиях гетероскедастичности возмущений., страница 2

N

Дисперсия

Возмущений

Y^

Y

Y-Y^

1

2

3

4

5

6

7

8

9

10

11

12

13

14

15

16

17

18

19

20

21

22

23

24

25

26

27

28

29

30

31

32

33

34

35

36

1.664265e-05

0.000149

0.000527

0.000654

0.000738

0.00084

0.001097

0.001101

0.001608

0.001688

0.002261

0.002735

0.005079

0.005195

0.005492

0.005821

0.006037

0.006735

0.006808

0.00726

0.007278

0.007333

0.007653

0.00787

0.00895

0.008983

0.009274

0.009352

0.009858

0.010095

0.014999

0.015236

0.015801

0.016028

0.017282

0.017831

0.90861

0.262815

-0.043961

-0.011717

0.359546

1.069828

0.335525

-0.31027

-0.617045

-0.584802

-0.213539

0.496743

-2.775203

-3.420997

-3.727773

-3.695529

-3.324267

-2.613985

6.802283

6.156489

5.849713

5.881957

6.253219

6.963501

3.691556

3.045761

2.738985

2.771229

3.142492

3.852774

3.118471

2.472676

2.1659

2.198144

2.569407

3.279689

0.904459

0.261689

-0.006657

0.059797

0.440495

1.093969

0.21077

-0.336088

-0.675265

-0.643041

-0.29526

0.438704

-3.077713

-3.709527

-4.038123

-3.943372

-3.59339

-2.904112

6.912892

6.320296

5.999667

6.094303

6.411037

7.132232

3.579894

2.933094

2.694017

2.723217

3.148042

3.740852

2.911139

2.328597

2.031591

2.07805

2.414827

3.173798

-0.004151

-0.001126

0.037304

0.071514

0.080949

0.024141

-0.124756

-0.025819

-0.058219

-0.058239

-0.081721

-0.058039

1.431355

-0.288529

-0.310349

-0.247843

-0.269123

-0.290127

0.110609

0.163807

0.149954

0.212346

0.157818

0.168731

-0.111662

-0.112667

-0.044969

-0.048012

0.005551

-0.111922

-0.207332

-0.144079

-0.13431

-0.120094

-0.154579

-0.218677

q

q^  

( ОМНК)

q^

(МНК)

1

1,002542

1.003443

0,01

0,005505

0.003636

1

1,034589

1.001374

0,1

0,103853

0.101417

1

0,980453

0.994605

Nc

Y1

Y2

Y1^

Y2^

1

2

3

4

5

6

7

8

9

10

11

12

0.904459

0.261689

-0.006657

0.059797

0.440495

1.093969

0.21077

-0.336088

-0.675265

-0.643041

-0.29526

0.438704

3.579894

2.933094

2.694017

2.723217

3.148042

3.740852

2.911139

2.328597

2.031591

2.07805

2.414827

3.173798

0.90861

0.262815

-0.043961

-0.011717

0.359546

1.069828

0.335525

-0.31027

-0.617045

-0.584802

-0.213539

0.496743

3.691556

3.045761

2.738985

2.771229

3.142492

3.852774

3.118471

2.472676

2.1659

2.198144

2.569407

3.279689