Académique Documents
Professionnel Documents
Culture Documents
x =
1 2 1 2
1 4 0 0
1 5 0 0
1 6 0 0
1 8 0 0
1 9 1 9
1 10 0 0
1 15 1 15
1 20 0 0
1 25 1 25
>>> y
y =
474
812
802
903
1154
1099
1130
910
1312
1385
>>> b=inv(x'*x)*x'*y
b =
740.2980
31.5323
-211.9696
2.8733
>>> e=y-x*b
e =
-123.1396
-54.4272
-95.9595
-26.4918
161.4436
261.0211
74.3790
-134.4126
-58.9441
-3.4688
>>> s2=e'*e/(10-4)
s2 = 2.4886e+04
>>> varb=s2*inv(x'*x)
varb =
>>> R=[0 0 1 0
>>> 0 0 0 1]
R =
0 0 1 0
0 0 0 1
>>> F=(R*b)'*inv(R*varb*R')*(R*b)/2
F = 1.5016
#
# Mtodo 2: Test de Chow
>>> x=x(1:10,1:2)
x =
1 2
1 4
1 5
1 6
1 8
1 9
1 10
1 15
1 20
1 25
>>> b=inv(x'*x)*x'*y
b =
687.623
29.854
>>> e=y-x*b
e =
-273.3301
4.9628
-34.8908
36.2557
227.5485
142.6950
143.8414
-225.4264
27.3058
-48.9620
>>> srcr=e'*e
srcr = 2.2406e+05
>>> xh
xh =
1 4
1 5
1 6
1 8
1 10
1 20
>>> yh
yh =
812
802
903
1154
1130
1312
>>> bh=inv(xh'*xh)*xh'*yh
bh =
740.298
31.532
>>> e=yh-xh*bh
e =
-54.427
-95.959
-26.492
161.444
74.379
-58.944
>>> srch=e'*e
srch = 4.7943e+04
>>> ym
ym =
474
1099
910
1385
>>> xm
xm =
1 2
1 9
1 15
1 25
>>> bm=inv(xm'*xm)*xm'*ym
bm =
528.328
34.406
>>> e=ym-xm*bm
e =
-123.1396
261.0211
-134.4126
-3.4688
>>> srcm=e'*e
srcm = 1.0137e+05
>>> srcl=srcm+srch
srcl = 1.4932e+05
>>> F=(srcr - (srcm+srch)/(srcm+srch)*(10-4)/2
>>> F=(srcr - (srcm+srch))/(srcm+srch)*(10-4)/2
>>>parse error:
syntax error