Odhad modelu dvoustupňovou metodou nejmenších čtverců

Podkladové údaje:

Výdaje Tvorba
domácností hrubého Úroková
na konečnou fixního sazba Úroková
spotřebu kapitálu Saldo ZO HDP celkem Jednotkový Míra inflace domácností sazba
[mld.Kč] [mld.Kč] [mld.Kč] [mld.Kč] vektor [%] [%] podniků [%]
Rok y1 y2 y3 y4 x1 x3 x4 x5
1992 411.8 285.9 -20.3 846.8 1 11.1 5.4 15.6
1993 531.7 289.6 -19.5 1002.3 1 20.8 7.2 14.6
1994 592.7 361.2 -39.5 1143.0 1 10.0 7.6 13.9
1995 761.9 461.8 -63.5 1466.5 1 9.1 7.2 13.5
1996 900.8 540.4 -98.3 1683.3 1 8.8 7.1 13.1
1997 983.5 542.1 -93.8 1811.1 1 8.5 8.7 13.7
1998 1056.1 562.4 -21.7 1996.5 1 10.7 9.4 13.3
1999 1102.2 562.3 -24.3 2080.8 1 2.1 9.1 9.0
2000 1181.9 612.5 -66.1 2189.2 1 3.9 9.0 7.3
2001 1255.0 659.3 -58.8 2352.2 1 4.7 9.0 6.8
2002 1288.5 677.8 -51.4 2464.4 1 1.8 8.8 5.9
2003 1345.2 687.5 -58.8 2577.1 1 0.1 8.2 4.5
2004 1464.1 727.2 1.9 2814.8 1 2.8 8.0 4.8
2005 1488.7 746.1 94.7 2987.7 1 1.9 7.2 4.2
2006 1622.1 812.9 111.2 3231.6 1 2.5 6.8 4.5
2007 1966.1 850.2 29.9 3557.7 1 2.8 8.5 2.1
Průměr 1122.0 586.2 -23.7 2137.8 1.0 6.4 7.9 9.2
Zdroj: ČSÚ

Odhadovaný model:

X* X

1 11.1 5.4 33.7 2.7 1 11.1 5.4

1 20.8 7.2 28.4 4.3 1 20.8 7.2
1 10.0 7.6 31.6 4.3 1 10.0 7.6
1 9.1 7.2 31.5 4.0 1 9.1 7.2
1 8.8 7.1 32.1 3.9 1 8.8 7.1
1 8.5 8.7 29.9 4.8 1 8.5 8.7
1 10.7 9.4 28.2 6.5 1 10.7 9.4
1 2.1 9.1 27.0 8.7 1 2.1 9.1
1 3.9 9.0 28.0 8.8 1 3.9 9.0
1 4.7 9.0 28.0 8.1 1 4.7 9.0
 1 1.8 8.8 27.5 7.3 1 1.8 8.8
1 0.1 8.2 26.7 7.8 1 0.1 8.2
1 2.8 8.0 25.8 8.3 1 2.8 8.0
1 1.9 7.2 24.9 7.9 1 1.9 7.2
1 2.5 6.8 25.2 7.1 1 2.5 6.8
1 2.8 8.5 23.9 5.3 1 2.8 8.5

1. stupeň - výpočet Ŷ2: Ŷ2 = X(XTX)-1XTY2

XT
1 1 1 1 1 1 1 1 1
11.1 20.8 10 9.1 8.8 8.5 10.7 2.1 3.9
5.44 7.2 7.56 7.18 7.05 8.72 9.43 9.08 8.95
15.63 14.57 13.9 13.48 13.09 13.67 13.3 9.02 7.28
33.7 28.4 31.6 31.5 32.1 29.9 28.2 27 28
2.7 4.3 4.3 4 3.9 4.8 6.5 8.7 8.8
4.927 4.8735 4.9268 4.9626 4.972 4.9365 4.865 4.764 4.731
169.36 200.46 228.6 306.3 340.4 379.3 399.7 440.6 460.9
28.379 16.552 24.819 67.894 38.775 41.251 81.947 168.743 129.7789

XTX
16 101.6 127.1421 146.6033 452.4 99.8 77.4024 7251.72 1880.3
101.6 1073.34 777.8819 1240.391 3004.95 518.9 496.0562 34422.59 7237.13
127.1421 777.8819 1027.979 1141.928 3575.616 813.1721 614.3942 58584.75 15498.94
146.6033 1240.391 1141.928 1666.109 4316.947 812.5017 713.6356 54738.99 12629.34
452.4 3004.95 3575.616 4316.947 12910.76 2760.55 2191.025 198441.2 50673.7
99.8 518.9 813.1721 812.5017 2760.55 683.44 480.1268 48898.75 13388.95
77.4024 496.0562 614.3942 713.6356 2191.025 480.1268 374.5825 34939.34 9027.514
7251.72 34422.59 58584.75 54738.99 198441.2 48898.75 34939.34 3749133 1017255
1880.3 7237.13 15498.94 12629.34 50673.7 13388.95 9027.514 1017255 336306.1

(XTX)-1
3464.694 -5.746038 7.316855 10.8953 -11.87611 -37.75511 -628.0548 0.050809 0.003906
-5.746038 0.029536 -0.003667 -0.02574 0.054681 0.065781 0.745087 0.000561 7.106E-05
7.316855 -0.003667 0.133032 -0.003897 0.00666 -0.129152 -1.608461 0.000253 -0.000264
10.8953 -0.02574 -0.003897 0.094468 -0.053569 -0.108079 -2.049104 0.001088 0.000357
-11.87611 0.054681 0.00666 -0.053569 0.147683 0.124663 1.307774 0.001488 0.000107
-37.75511 0.065781 -0.129152 -0.108079 0.124663 0.466639 6.862664 -0.000597 -8.54E-05
-628.0548 0.745087 -1.608461 -2.049104 1.307774 6.862664 121.5017 -0.027301 -0.002653
0.050809 0.000561 0.000253 0.001088 0.001488 -0.000597 -0.027301 5.913E-05 4.905E-06
0.003906 7.106E-05 -0.000264 0.000357 0.000107 -8.54E-05 -0.002653 4.905E-06 2.203E-05

X(XTX)-1
23.13583 -0.052042 -0.074921 0.066344 -0.058281 -0.246932 -4.020969 -0.00041 0.000599
 6.397985 0.047472 -0.017133 -0.040091 -0.067591 -0.02041 -0.721415 -0.001277 -0.000225
-6.227407 -0.024526 0.013483 -0.073863 -0.034809 0.042266 1.896239 -0.002963 -0.000806
-14.26654 0.009216 -0.043389 -0.024534 0.050816 0.120679 2.622126 -0.000162 0.000331
-25.37813 0.061165 -0.03996 -0.067036 0.190493 0.23465 3.793677 0.001782 -0.000222
11.31401 -0.034297 0.116429 0.125508 -0.046846 -0.184805 -2.387039 0.002138 -0.00045
1.943515 0.017535 0.082778 0.121739 7.065E-05 -0.016774 -1.04066 0.002962 0.000245
-0.792586 -0.092066 -0.057846 0.049116 -0.208138 0.077335 1.794679 -0.004106 0.000263
-25.09106 0.051652 -0.012709 -0.149665 0.125655 0.33665 4.444047 -0.001684 -0.000769
-3.75185 0.065086 0.075097 -0.064548 0.166299 0.05543 -0.491932 0.001291 0.001213
17.51481 -0.014373 0.106542 0.040251 0.016676 -0.234093 -3.763122 0.00077 0.00228
20.47959 -0.047753 0.089342 -0.005574 -0.049401 -0.218346 -3.62792 -0.00031 -0.002747
15.23322 0.005177 0.0042 0.03611 0.012001 -0.108239 -3.29215 0.001833 -0.00116
0.654447 -0.005688 -0.169085 0.075739 -0.049387 0.054803 0.11852 0.000746 0.002016
-15.7436 0.024693 -0.183582 0.008452 0.02228 0.218231 2.989538 0.001406 -0.000512
-4.422243 -0.011252 0.110754 -0.097947 -0.069838 -0.110443 1.686383 -0.002018 -5.54E-05

X(XTX)-1XT
0.693087 0.095186 0.178424 0.155813 0.075792 0.039036 -0.170366 -0.012459 -0.193788
0.095186 0.895138 0.110603 -0.030608 -0.109262 -0.069646 0.134048 -0.059309 0.035156
0.178424 0.110603 0.329475 0.171231 0.120789 0.037883 -0.076951 0.197519 0.158233
0.155813 -0.030608 0.171231 0.244006 0.284376 0.093185 0.033181 0.035893 0.060996
0.075792 -0.109262 0.120789 0.284376 0.491095 0.093339 0.05548 -0.211522 0.154005
0.039036 -0.069646 0.037883 0.093185 0.093339 0.474386 0.396593 0.052715 -0.168148
-0.170366 0.134048 -0.076951 0.033181 0.05548 0.396593 0.565085 0.074844 -0.032878
-0.012459 -0.059309 0.197519 0.035893 -0.211522 0.052715 0.074844 0.770149 0.17328
-0.193788 0.035156 0.158233 0.060996 0.154005 -0.168148 -0.032878 0.17328 0.536783
-0.046482 0.044875 -0.035477 0.006202 0.100414 -0.076419 0.066356 -0.113269 0.273472
0.148084 -0.11112 -0.051199 -0.003792 -0.071123 0.05627 0.036641 0.025117 -0.040397
0.088834 -0.081799 0.086945 -0.103551 -0.071143 0.111254 -0.074249 0.023214 0.084586
0.047118 0.076501 -0.097181 -0.112758 -0.045604 0.042268 0.064447 -0.081821 0.056325
0.106438 0.015853 -0.148398 0.026697 -0.046403 -0.09536 0.009949 0.1672 -0.064051
-0.042956 -0.014579 -0.087035 0.083491 0.179144 -0.035252 0.012826 -0.006926 0.040608
-0.161762 0.068962 0.105141 0.05564 0.00062 0.047895 -0.095006 -0.034626 -0.074181

Ŷ2 = X(XTX)-1XTY2
-36.69817
1.644229
-79.85738 Ŷ2T
-47.97561 -36.69817 1.644229 -79.85738 -47.97561 -68.13841 -75.70003 -54.57918
-68.13841
-75.70003 Ŷ2T -36.69817 1.644229 -79.85738 -47.97561 -68.13841 -75.70003
-54.57918 X* T
1 1 1 1 1 1
-6.743338 11.1 20.8 10 9.1 8.8 8.5
-67.86418 5.44 7.2 7.56 7.18 7.05 8.72
-70.55391 33.7 28.4 31.6 31.5 32.1 29.9
-43.17801 2.7 4.3 4.3 4 3.9 4.8
-46.83308
3.000954
100.9677
90.33066
23.75925

2. stupeň: Aplikace BMNČ se složenou maticí X

K
55994.72 -378.4185 -3635.612 -3295.198 -12274.48 -1929.2
-378.4185 16 101.6 127.1421 452.4 99.8
-3635.612 101.6 1073.34 777.8819 3004.95 518.9
-3295.198 127.1421 777.8819 1027.979 3575.616 813.1721
-12274.48 452.4 3004.95 3575.616 12910.76 2760.55
-1929.2 99.8 518.9 813.1721 2760.55 683.44

K-1 = c
0.000177 -0.143874 -0.000192 0.006774 0.003458 -0.000372
-0.143874 141.171 0.135926 -5.980155 -3.400405 -0.273727
-0.000192 0.135926 0.005188 -0.011063 -0.005145 0.009614
0.006774 -5.980155 -0.011063 0.353087 0.132019 -0.052583
0.003458 -3.400405 -0.005145 0.132019 0.085409 0.008151
-0.000372 -0.273727 0.009614 -0.052583 0.008151 0.062724

-0.000122 -0.002205 -0.001041 0.001963 -0.000314 0.001776 0.003386 0.00616 -0.002456

0.094932 2.956052 0.179862 -1.834813 -0.210139 -1.915317 -3.585577 -6.065534 0.322476
-0.007041 0.059087 -0.001723 -0.010683 -0.010975 -0.009584 0.015004 -0.007605 0.010733
-0.123682 -0.13368 -0.016686 0.077627 -0.017062 0.186926 0.24252 0.264003 -0.089063
0.034066 -0.090523 0.004047 0.057769 0.022858 0.038162 0.062274 0.141166 -0.010384
0.004651 0.048242 -0.018096 -0.038266 -0.028191 -0.077556 -0.008828 0.037303 0.098617

Parametry:

-1.07 β13
5868.90 γ11
-43.42 γ13
9.53 γ14
-142.12 γ110
-88.78 γ111

Zkouška:
1122.028
1122.028
 Výdaje na
konečnou Přímé
Obecná míra spotřebu zahraniční
Míra investic nezaměstnan Zaměstnaní vlády investice do
CZK/EUR [%] osti [%] [mil.] [mld.Kč] ČR [mld.Kč]
x9 x10 x11 x12 x13 x15
28.9 33.7 2.7 4.9 169.4 28.4
30.0 28.4 4.3 4.9 200.5 16.6
28.8 31.6 4.3 4.9 228.6 24.8
26.5 31.5 4.0 5.0 306.3 67.9
27.1 32.1 3.9 5.0 340.4 38.8
31.7 29.9 4.8 4.9 379.3 41.3
32.3 28.2 6.5 4.9 399.7 81.9
36.9 27.0 8.7 4.8 440.6 168.7
35.6 28.0 8.8 4.7 460.9 129.8
34.1 28.0 8.1 4.7 496.7 214.6
30.8 27.5 7.3 4.8 549.5 277.7
31.9 26.7 7.8 4.7 603.2 59.3
31.9 25.8 8.3 4.7 621.6 114.7
29.8 24.9 7.9 4.8 658.2 263.2
28.3 25.2 7.1 4.8 685.4 134.7
27.8 23.9 5.3 4.9 711.5 218.0
30.8 28.3 6.2 4.8 453.2 117.5

Y2

15.6 33.7 2.7 4.9 169.4 28.4 -20.3

14.6 28.4 4.3 4.9 200.5 16.6 -19.5
13.9 31.6 4.3 4.9 228.6 24.8 -39.5
13.5 31.5 4.0 5.0 306.3 67.9 -63.5
13.1 32.1 3.9 5.0 340.4 38.8 -98.3
13.7 29.9 4.8 4.9 379.3 41.3 -93.8
13.3 28.2 6.5 4.9 399.7 81.9 -21.7
9.0 27.0 8.7 4.8 440.6 168.7 -24.3
7.3 28.0 8.8 4.7 460.9 129.8 -66.1
6.8 28.0 8.1 4.7 496.7 214.6 -58.8
 5.9 27.5 7.3 4.8 549.5 277.7 -51.4
4.5 26.7 7.8 4.7 603.2 59.3 -58.8
4.8 25.8 8.3 4.7 621.6 114.7 1.9
4.2 24.9 7.9 4.8 658.2 263.2 94.7
4.5 25.2 7.1 4.8 685.4 134.7 111.2
2.1 23.9 5.3 4.9 711.5 218.0 29.9

1 1 1 1 1 1 1
4.7 1.8 0.1 2.8 1.9 2.5 2.8
8.99 8.84 8.24 7.96 7.2 6.79 8.512095
6.78 5.85 4.53 4.75 4.2 4.45 2.103333
28 27.5 26.7 25.8 24.9 25.2 23.9
8.1 7.3 7.8 8.3 7.9 7.1 5.3
4.727 4.764 4.733 4.706 4.764 4.828 4.922
496.7 549.5 603.2 621.6 658.2 685.4 711.5
214.585 277.689 59.316 114.712 263.206 134.677 217.976
-0.046482 0.148084 0.088834 0.047118 0.106438 -0.042956 -0.161762
0.044875 -0.11112 -0.081799 0.076501 0.015853 -0.014579 0.068962
-0.035477 -0.051199 0.086945 -0.097181 -0.148398 -0.087035 0.105141
0.006202 -0.003792 -0.103551 -0.112758 0.026697 0.083491 0.05564
0.100414 -0.071123 -0.071143 -0.045604 -0.046403 0.179144 0.00062
-0.076419 0.05627 0.111254 0.042268 -0.09536 -0.035252 0.047895
0.066356 0.036641 -0.074249 0.064447 0.009949 0.012826 -0.095006
-0.113269 0.025117 0.023214 -0.081821 0.1672 -0.006926 -0.034626
0.273472 -0.040397 0.084586 0.056325 -0.064051 0.040608 -0.074181
0.473049 0.332064 -0.023995 0.09877 0.045575 -0.108984 -0.036152
0.332064 0.544549 -0.018323 0.031901 0.168817 -0.194077 0.146588
-0.023995 -0.018323 0.642737 0.362905 -0.156889 0.048794 0.080679
0.09877 0.031901 0.362905 0.377094 0.085794 0.174599 -0.080357
0.045575 0.168817 -0.156889 0.085794 0.533773 0.328778 0.022225
-0.108984 -0.194077 0.048794 0.174599 0.328778 0.548414 0.073154
-0.036152 0.146588 0.080679 -0.080357 0.022225 0.073154 0.881179

-6.743338 -67.86418 -70.55391 -43.17801 -46.83308 3.000954 100.9677 90.33066 23.75925

-54.57918 -6.743338 -67.86418 -70.55391 -43.17801 -46.83308 3.000954 100.9677 90.33066

1 1 1 1 1 1 1 1 1
10.7 2.1 3.9 4.7 1.8 0.1 2.8 1.9 2.5
9.43 9.08 8.95 8.99 8.84 8.24 7.96 7.2 6.79
28.2 27 28 28 27.5 26.7 25.8 24.9 25.2
6.5 8.7 8.8 8.1 7.3 7.8 8.3 7.9 7.1
-0.002553 0.000398 -0.006938 -0.003838 0.005551 0.002112 -0.00188
0.770602 -0.746058 5.720291 3.515414 -2.987021 0.275659 4.509171
0.008227 -0.015536 -0.008092 0.008873 -0.005427 -0.004969 -0.02029
-0.065201 0.075412 -0.274298 -0.210583 0.096837 -0.044947 0.031877
-0.024226 0.016329 -0.131027 -0.082353 0.080576 0.005681 -0.124416
0.061299 -0.023137 0.01827 0.064428 0.026849 0.010402 -0.175988
y1

411.8
531.7
592.7
761.9
900.8
983.5
1056.1
1102.2
1181.9
1255.0
1288.5
1345.2
1464.1
1488.7
1622.1
1966.1
23.75925
1
2.8
8.512095
23.9
5.3
Statistical verification

Input data

Výdaje
domácností na
konečnou Tvorba hrubého
spotřebu fixního kapitálu HDP celkem
[mld.Kč] [mld.Kč] Saldo ZO [mld.Kč] [mld.Kč] Jednotkový vektor Míra inflace [%]
Year y1 y2 y3 y4 x1 x3
1992 411.8 285.9 -20.3 846.8 1 11.1
1993 531.7 289.6 -19.5 1002.3 1 20.8
1994 592.7 361.2 -39.5 1143.0 1 10.0
1995 761.9 461.8 -63.5 1466.5 1 9.1
1996 900.8 540.4 -98.3 1683.3 1 8.8
1997 983.5 542.1 -93.8 1811.1 1 8.5
1998 1056.1 562.4 -21.7 1996.5 1 10.7
1999 1102.2 562.3 -24.3 2080.8 1 2.1
2000 1181.9 612.5 -66.1 2189.2 1 3.9
2001 1255.0 659.3 -58.8 2352.2 1 4.7
2002 1288.5 677.8 -51.4 2464.4 1 1.8
2003 1345.2 687.5 -58.8 2577.1 1 0.1
2004 1464.1 727.2 1.9 2814.8 1 2.8
2005 1488.7 746.1 94.7 2987.7 1 1.9
2006 1622.1 812.9 111.2 3231.6 1 2.5
2007 1966.1 850.2 29.9 3557.7 1 2.8
Mean 1122.0 586.2 -23.7 2137.8 1.0 6.4
Zdroj: ČSÚ

1.equation

Parameters
-1.07 - 1.07 5,868.90 - 43.42 9.53 - 142.12
5868.90
-43.42
9.53
-142.12
-88.78

y1 ŷ1 2 y1-ŷ1 (y1-ŷ1)2
411.8 431 - 710 504,355 - 20 382
531.7 637 - 590 348,458 - 106 11,136
592.7 676 - 529 280,173 - 84 6,977
761.9 778 - 360 129,716 - 16 263
900.8 751 - 221 48,936 150 22,548
 983.5 1,008 - 138 19,178 - 24 578
1056.1 933 - 66 4,342 124 15,265
1102.2 1,281 - 20 393 - 178 31,845
1181.9 1,095 60 3,587 87 7,580
1255.0 1,115 133 17,685 140 19,645
1288.5 1,373 166 27,704 - 85 7,229
1345.2 1,519 223 49,804 - 174 30,144
1464.1 1,418 342 117,003 46 2,154
1488.7 1,514 367 134,440 - 25 639
1622.1 1,495 500 250,107 127 16,202
1966.1 1,929 844 712,449 37 1,340
Sum 17,952 - 0 2,648,332 - 0 173,928
Mean 1,122 - 0 165,521 - 0 10,870

Number of obs 16
degrees of freedom 10
residual variance
adjusted residual variance
total variance
Coefficient of determination #DIV/0!

K-1
0.0001768656 -0.143874 -0.000192154 0.006773651398 0.003457927 -0.0003722068
-0.14387401 141.171 0.1359260819 -5.98015480546 -3.40040525 -0.273726758
-0.000192154 0.13592608 0.0051875469 -0.01106343563 -0.00514458 0.00961371464
0.0067736514 -5.9801548 -0.011063436 0.353086859709 0.132018966 -0.0525830325
0.003457927 -3.4004053 -0.005144578 0.132018966018 0.085409001 0.0081514687
-0.000372207 -0.2737268 0.0096137146 -0.05258303255 0.008151469 0.0627236202

0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0
0 0

β13 γ11 γ13 γ14 γ110 γ111

Sbi 0.000 0.000 0.000 0.000 0.000 0.000
abs parametr 1.07 5868.90 43.42 9.53 142.12 88.78
t-value #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0! #DIV/0!
90%
95%
t 0.1 1.8121
t 0.05 2.2281

CONFIDENCE INTERVAL parametr +(-) tα * Sbi

pro α = 0.1
β13 γ11 γ13 γ14 γ110 γ111
lower - 1.07 5,868.90 - 43.42 9.53 - 142.12 - 88.78
upper - 1.07 5,868.90 - 43.42 9.53 - 142.12 - 88.78

pro α = 0.05
β13 γ11 γ13 γ14 γ110 γ111
lower - 1.07 5,868.90 - 43.42 9.53 - 142.12 - 88.78
upper - 1.07 5,868.90 - 43.42 9.53 - 142.12 - 88.78
 Výdaje na
konečnou Přímé
Úroková Obecná míra spotřebu zahraniční
Úroková sazba sazba Míra investic nezaměstnan Zaměstnaní vlády investice do
domácností [%] podniků [%] CZK/EUR [%] osti [%] [mil.] [mld.Kč] ČR [mld.Kč]
x4 x5 x9 x10 x11 x12 x13 x15
5.4 15.6 28.9 33.7 2.7 4.9 169.4 28.4
7.2 14.6 30.0 28.4 4.3 4.9 200.5 16.6
7.6 13.9 28.8 31.6 4.3 4.9 228.6 24.8
7.2 13.5 26.5 31.5 4.0 5.0 306.3 67.9
7.1 13.1 27.1 32.1 3.9 5.0 340.4 38.8
8.7 13.7 31.7 29.9 4.8 4.9 379.3 41.3
9.4 13.3 32.3 28.2 6.5 4.9 399.7 81.9
9.1 9.0 36.9 27.0 8.7 4.8 440.6 168.7
9.0 7.3 35.6 28.0 8.8 4.7 460.9 129.8
9.0 6.8 34.1 28.0 8.1 4.7 496.7 214.6
8.8 5.9 30.8 27.5 7.3 4.8 549.5 277.7
8.2 4.5 31.9 26.7 7.8 4.7 603.2 59.3
8.0 4.8 31.9 25.8 8.3 4.7 621.6 114.7
7.2 4.2 29.8 24.9 7.9 4.8 658.2 263.2
6.8 4.5 28.3 25.2 7.1 4.8 685.4 134.7
8.5 2.1 27.8 23.9 5.3 4.9 711.5 218.0
7.9 9.2 30.8 28.3 6.2 4.8 453.2 117.5

- 88.78
Reduced form of the model

yt = Mxt + vt where M = -B-1 . G

В Г
x1 x3 x4 x5 x10
1 0 1.07 0 -5868.9 43.42 -9.53 0 142.12
0 1 0.17 0 1020.8 0 0 40.7 0
-0.06 0 1 0 99.27 0 0 0 0
-1 -1 -1 1 0 0 0 0 0

B-1
-1.00 0.00 -1.07 0.00 -1
0.00 -1.00 -0.17 0.00
0.06 0.00 -1.00 0.00
1.00 1.00 1.00 -1.00

-0.94 0.00 1.01 0.00

0.01 -1.00 0.16 0.00
-0.06 0.00 -0.94 0.00
-0.99 -1.00 0.23 -1.00

M
x1 x3 x4 x5 x10 x11 x12 x13 x15
5614.7 -40.8 9.0 0.0 -133.5 -83.4 0.0 0.0 -0.1
-1061.2 0.4 -0.1 -40.7 1.4 0.9 408.4 0.0 0.0
237.6 -2.4 0.5 0.0 -8.0 -5.0 0.0 0.0 0.1
4791.1 -42.8 9.4 -40.7 -140.2 -87.6 408.4 1.0 0.0

y1t = 5614,7 x1t -40,8x3t + 9,0x4t -133,5 x10t -83,4x11t -0,1x15t

y2t = -1061,2 + 0,4x3t -0,1x4t -40,7x5t + 1,4x10t + 0,9x11t + 408,4x12t
y3t = 237,6 -2,4x3t +0,5x4t -8,0x10t - 5,0x11t + 0,1x15t
y4t = 4791,1 - 42,8x3t +9,4x4t -40,7x5t - 140,2x10t - 87,6x11t + 408,4x12t + x13t
x11 x12 x13 x15
88.78 0 0 0
0 -408.42 0 0
0 0 0 -0.08
0 0 -1 0