y = x x R = 0. 9, R = σ $ = y x w = x y x x w = x y α ε = + β + x x x y α ε = + β + γ x + x x x x' = / x y' = y/ x y' =

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1 y x = α + β + ε =,, ε V( ε) = E( ε ) = σ α $ $ β w ( 0) σ = w σ σ y α x ε = + β + w w w w ε / w ( w y x α β ) = α$ $ W = yw βwxw $β = W ( W) ( W)( W) w x x w x x y y = = x W y W x y x y xw = y W = w w w w = = = = $α W $ β W $α W $ β W y x y = x R = , R = σ $ =

2 y = x x R = 0. 9, R = σ $ = y x w = x y x x w = x y α ε = + β + x x x y α ε = + β + γ x + x x x x' = / x y' = y/ x y' = x' R = 0. 3, R = σ $ = y' = x' x R = , R = σ $ = x x p $p p x

3 [ ] p = xp( α + βx ) + xp( α + βx ) p p log = α + βx p $p p$ y = log( p$ ) p$ y = log( p$ ) p log ( ˆ ) p p p + p ( p ) p$ p $p p( p)/ y = α + β x + ε ε = p p p ( p ) ( $ ) V ( pˆ ) V ( ε ) = = p ( p ) p ( p { } ) w = V( ε ) = p( p) p w$ = p$ ( p$ ) x p z x x z w$ = p$ ( p$ ) y = x R = , R = y/ w$ = 63. / w$ x/ w$

4 y = x z R = 0. 99, R = y/ w$ = / w$ x/ w$ z/ w$ Y = φy + + φ Y + ε p p p u u y = α + βx + u u = ρu + ε ( =,, ) ρ ρ = 0 ρ u Eu ( )= 0 V( u ) = σ ( ρ ) s Cov( u, u )= σ ρ ρ s ( ) ρ = 0 u ρ = 0. ρ = 08. s E( y )= + x Cov( y, y )= σ ρ ρ α β s ( ) ρ

5 H 0 :ρ = 0H :ρ > 0 ( ) DW = = = ρ 0 ρ < $ρ DW DW γ DW γ k d L d U DW > d U H 0 DW < d L H 0 d DW d L U F γ γ γ γ H :ρ < 0 H :ρ < 0 4 DW

6 y x y = x R = 0. 99, R = σ $ = 4. 09, DW = DW = 4 k = d L y ρy = α + βx + u ρ( α + βx + u ) α( ρ) β( x ρx ) ε = + + y = α + β x + ε y = y ρy x = x ρx α = α( ρ) β = β $ρ y = x R = , R = σ $ =. 3, DW = 467. = 3 k = d U d U 54. y = x = x 076.

7 y = β0 + δy + βx + + βkxk + u u = ρu + ε y δ < ρ < ρ > 0 ρ < 0 h = $ ρ V$ ( $ δ ) $ δ $ρ V $ ( $ δ) $ δ h h ρ = 0 h y x z DW = 4 k = d L = 096. y = x x R = , R = (. ) ( 590. ) ( 06. ) σ $ = , DW = 58. y = log y log y x, x DW

8 y = y x x R = , R = , F =. 6 (. 79) ( 487. ) ( 30. ) ( 89. ) s= , DW =. 8, h= DW =. 8 h x y = α + β0x + βx + + βmx m + v = α + β( Lx ) + v v L j Lx = x Lx = LLx ( ) = Lx = x Lx x = j m β( L) = β + β L+ + β L 0 m L β h h= 0,,, m h β 0 S = β0 + β+ + β S m β0, β,, βm

9 m m β h β h h = β + β + + β S h h= 0 0 m h= m h m β 0 S m β S m β h S m β m S m m β0, β,, βm 3 f ( h)= γ + γ h+ γ h + γ h 3 < m 0 3 β0, β,, βm γ 0, γ, γ, γ 3 y = α + γ 0( x + x + + x m) + γ ( x + x + + mx m) 3 + γ ( x + 4x + + m x ) + γ ( x + 8x + + m x ) + v m 3 m v y = α + δy + βx + ε δ < ε β = 0 y ( δly ) = α + βx+ ε

10 y y = α L + β L x + δ δ δl ε = α + γ x + v j= 0 j j α = α /( δ) γ j = βδ v v = δv + ε j x y x γ j = βδ j y = α + βx + ε ε y x x x x L x = + ( ) = λ λ λ 0< λ < λ x y = α( λ) + λy + β( λ) x + ε λε

11 v = ε λε v y y y y y = δ( y y ) + ε 0< δ < ε y y x y = α + βx y = αδ + ( δ) y + δβx + ε y y p p I p p E p I ( ) = p v = p p p v V( p ) V( p )

12 y = α + β( p p ) + ε + y p p + p + ε p p + p + p + v + p = p v y = α + β( p p ) + ε βv p + v + p p ε βv + +