ODHADY JEDNOTLIVYCH ROVNIC P-R MODELU 1) C_t = c0 + c1 Y_t + c2 C_t-1 ------------------------------- Parametry a jejich t-test -5.2311 1.5535 0.0449 3.2519 0.9381 44.5044 Koeficient determinace a Durbin-Watsonova statistika 0.9996 1.6893 2) I_t = i0 + i1 Y_t + i2 (Y_t-1-Y_t-2)+ i3 R_t-4 ------------------------------------------------- Parametry a jejich t-test -44.2153 6.6806 0.2027 45.4035 0.2501 3.1678 -8.9048 8.0885 Koeficient determinace a Durbin-Watsonova statistika 0.9717 0.5644 3) R_t = r0 + r1 Y_t + r2 (Y_t-Y_t-1)+ r3 (M_t - M_t-1) + r4 (R_t-1 + R_t-2) ---------------------------------------------------------------------------- Parametry a jejich t-test -0.3799 1.7302 0.0003 2.1926 0.0124 4.5811 -0.0671 5.7166 0.4449 22.5610 Koeficient determinace a Durbin-Watsonova statistika 0.9367 1.3036 alfa1 = 0.9381 0 0 0 0 0 0 0.2501 0 0 0.4449 -0.0124 0 0 0 0 alfa2 = 0 0 0 0 0 0 0 -0.2501 0 0 0.4449 0 0 0 0 0 alfa3 = 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 alfa4 = 0 0 0 0 0 0 -8.9048 0 0 0 0 0 0 0 0 0 alfa0 = 0 0 0 0.0449 0 0 0 0.2027 0 0 0 0.0127 1.0000 1.0000 0 0 beta0 = 0 0 -5.2311 0 0 -44.2153 -0.0671 0 -0.3799 0 1.0000 0 lambda = 0 0 0 0 0 0 0 0 0 -0.4352 + 0.3794i -0.4352 - 0.3794i 0.0000 0.3615 + 0.5642i 0.3615 - 0.5642i 0.9923 0.9266