EXERCICE 1

G F L
xi yi xi-Xbarre yi-Ybarre GxF G^2 Yi-Ybarre L^2
2 2300 -8.1 -1744 14126.4 65.61 -1744 3041536
3 2700 -7.1 -1344 9542.4 50.41 -1344 1806336
5 2800 -5.1 -1244 6344.4 26.01 -1244 1547536
7 3384 -3.1 -660 2046 9.61 -660 435600
9 3900 -1.1 -144 158.4 1.21 -144 20736
10 3900 -0.1 -144 14.4 0.01 -144 20736
12 4500 1.9 456 866.4 3.61 456 207936
15 5100 4.9 1056 5174.4 24.01 1056 1115136
18 5716 7.9 1672 13208.8 62.41 1672 2795584
20 6140 9.9 2096 20750.4 98.01 2096 4393216
Xbarre Ybarre SCT
10.1 4044 0 0 72232 340.9 15384352

1. Representer graphiquement le nuage des points et donner le modèle a0

a1
7000 R^2
r
6000
f(x) = 211.886183631564 x + 1903.94954532121
R² = 0.994839614699085
5000

4000

3000

2000

1000

0
0 5 10 15 20 25

4ème question
Somme des carrés DDL Moyenne des carrés
Régression SCE 15304962.8 1 15304962.8160751
Résidus SCR 79389.1839 8 9923.64799061306
Total 15384351.9839 9

5ème qst
Test de student : t-critique 2.3
H0: a0 = 0
H1: a0 # 0
sous H0 t* 39.271769
p(a0) 5.3953817
V(a0) 29.1101437

t* > t-critique
On rejette H0, Le paramètre a0 estimé est significativement différent de 0

IC de a0 199.476806 224.295562
IC = [199,476 ; 224,295]

6ème question
ŷ = (a0)Xi + (a1)
ŷ = 211,88 x (22) + 1903,94
ŷ 6565.44559
 O
Ych ei ei^2 Ych-Ybarre O^2
2327.72191 27.7219126 768.504437 -1716.27809 2945610.47
2539.6081 -160.391904 25725.5628 -1504.3919 2263195
2963.38046 163.380463 26693.1758 -1080.61954 1167738.58
3387.15283 3.15283074 9.94034169 -656.847169 431448.204
3810.9252 -89.074802 7934.32035 -233.074802 54323.8633
4022.81138 122.811382 15082.6355 -21.1886184 448.957548
4446.58375 -53.4162511 2853.29588 402.583749 162073.675
5082.2423 -17.7577002 315.335917 1038.2423 1077947.07
5717.90085 1.90085069 3.61323334 1673.90085 2801944.06
6141.67322 1.67321795 2.79965832 2097.67322 4400232.93
SCR SCE
79389.1839 15304962.8

211.886184
1903.94955
1
1

F Valeur critique de F
1542.27183698498
 Exercice 2 A B C D
xi yi (Xi-Xb) (Yi-Yb) (Xi-Xb)^2 (Yi-Yb)^2 AxB CxD
32 27 -8.1428571429 -8.1428571429 66.3061224 66.3061224 66.3061224 4396.50187
34 29 -6.1428571429 -6.1428571429 37.7346939 37.7346939 37.7346939 1423.90712
37 31 -3.1428571429 -4.1428571429 9.87755102 17.1632653 13.0204082 169.531029
40 34 -0.1428571429 -1.1428571429 0.02040816 1.30612245 0.16326531 0.02665556
44 37 3.8571428571 1.8571428571 14.877551 3.44897959 7.16326531 51.3123698
49 42 8.8571428571 6.8571428571 78.4489796 47.0204082 60.7346939 3688.70304
45 46 4.8571428571 10.857142857 23.5918367 117.877551 52.7346939 2780.94794
Xb Yb SCT
40.1428571 35.1428571 0 0 230.857143 290.86 237.857143 12510.93
Oui, il s'agit d'une correlation linéaire simpel

Modèle de regression simple

Yi = a0 Xi + a1 + ei
ŷ = a0 Xi + a1
a0 1.0303217822
a1 -6.2172029703
ŷ = 1,03 Xi - 6,21

l'ajustement à partir de l'analyse de varaiance

SCT 290.84
SCR 45.78
SCE 245.06
R^2 84% modèle économétrique est explicatif

Test de Fisher

F* 26.7614601
 ŷ yt-ŷ (yt-ŷ)^2 ŷ-yb (ŷ-yb)^2
26.7530941 0.24690594 0.06096254 -8.38976308 70.3881246
28.8137376 0.18626238 0.03469367 -6.32911952 40.0577539
31.904703 -0.90470297 0.81848746 -3.23815417 10.4856424
34.9956683 -0.99566832 0.9913554 -0.14718883 0.02166455
39.1169554 -2.11695545 4.48150036 3.9740983 15.7934573
44.2685644 -2.26856436 5.14638424 9.12570721 83.2785321
40.1472772 5.85272277 34.2543638 5.00442008 25.0442204
SCR SCE
45.79 245.07

QUESTION

f
 A B
Xi Yi Xi-Xb Yi-Yb AxB A^2 B^2 ŷ
3 10 -5 -9.64 48.1818182 25 92.86 8.33
7 18 -1 -1.64 1.63636364 1 2.68 17.38
10 24 2 4.36 8.72727273 4 19.04 24.16
9 22 1 2.36 2.36363636 1 5.59 21.90
11 27 3 7.36 22.0909091 9 54.22 26.42
6 13 -2 -6.64 13.2727273 4 44.04 15.11
5 10 -3 -9.64 28.9090909 9 92.86 12.85
8 24 0 4.36 0 0 19.04 19.64
7 25 -1 5.36 -5.36363636 1 28.77 17.38
4 8 -4 -11.64 46.5454545 16 135.40 10.59
6 16 -2 -3.64 7.27272727 4 13.22 15.11
9 20 1 0.36 0.36363636 1 0.13 21.90
12 28 4 8.36 33.4545455 16 69.95 28.68
8 22 0 2.36 0 0 5.59 19.64
10 19 2 -0.64 -1.27272727 4 0.40 24.16
9 18 1 -1.64 -1.63636364 1 2.68 21.90
11 26 3 6.36 19.0909091 9 40.50 26.42
6 14 -2 -5.64 11.2727273 4 31.77 15.11
8 20 0 0.36 0 0 0.13 19.64
10 26 2 6.36 12.7272727 4 40.50 24.16
12 30 4 10.36 41.4545455 16 107.40 28.68
5 12 -3 -7.64 22.9090909 9 58.31 12.85
Xb Yb SCT
8 19.64 0 0.00 312 138 865.09

a0 2.26
a1 1.55
Yi = a0 Xi + a1 + ei
ŷ = 2,26 X + 1,54
SCT 865.09 SCR/n-2 7.98498024
SCE 705.39 n*A^2 3036
SCR 159.7

R^2 82%
r 90%
V(a0) 0.058
V(a1) 4.066
p(a0) 0.24
p(a1) 2.02
Test de student
H0: a0=0
H1: a0#0
Sous Ho
 t* 6.44
t-critique 2.085
t* > t-critique ,On rejette H0, Le paramètre a0 est significativement différent de 0

Intervalle de confiance de a1

a0 1.55 -2.65
p(a1) 2.02 5.75
IC = [-2,65 ; 5,75]
 C D
yi-ŷ C^2 ŷ-yb
1.67 2.78 -11.30
0.62 0.39 -2.26
-0.16 0.02 4.52
0.10 0.01 2.26
0.58 0.34 6.78
-2.11 4.47 -4.52
-2.85 8.14 -6.78
4.36 19.04 0.00
7.62 58.13 -2.26
-2.59 6.72 -9.04
0.89 0.78 -4.52
-1.90 3.60 2.26
-0.68 0.46 9.04
2.36 5.59 0.00
-5.16 26.61 4.52
-3.90 15.19 2.26
-0.42 0.18 6.78
-1.11 1.24 -4.52
0.36 0.13 0.00
1.84 3.39 4.52
1.32 1.74 9.04
-0.85 0.73 -6.78
SCR
159.70

QUESTION
ement différent de 0
 D Xi^2
127.79 9
5.11 49
20.45 100
5.11 81
46.00 121
20.45 36
46.00 25
0.00 64
5.11 49
81.78 16
20.45 36
5.11 81
81.78 144
0.00 64
20.45 100
5.11 81
46.00 121
20.45 36
0.00 64
20.45 100
81.78 144
46.00 25
SCE
705.39 1546