[/0226]
0/0029
[/0957]
0/0020
[/0964]
/03910
[/0822]
/02134
[/0988]
/02005
[/0989] (4-15)
0/2307 [0/631]
0/1478 [0/704]
0/1849
[0/892]
0/1177 [0/915]
1/499 [0/472]
0/5318 [0/466]
0/5078 [0/481] (4-16)
0/1083 [0/742]
0/7250 [0/790]
0/05794 [0/939]
0/03864 [0/951]
/06923
[/0707]
/11838
[/0277]
1534/1
[291/0] (4-17)
2/395 [0/122]
1/951 [0/173]
3/034 [0/081]
2/517 [0/123]
0/5836 [.747]
0/41561[0/519]
0/3980 [0/532]
مأخذ: نتایج تحقیق با بهره گرفتن از نرمافزار Microfit 4.
یادداشت:
1- حداقل سطح معناداری در داخل [ ]آمده است.
با مشاهده نتایج تمام این الگوها در جدول (4-4)، مشخص می شود که مشکلی بابت خود همبستگی یا نرمال بودن جملات پسماند، شکل تابعی و ناهمسانی واریانس وجود نداشته است که حاکی از برقراری فروض چهارگانه کلاسیکها میباشد.
از طرفی نکتهی حائز اهمیت این است که پارامترهای تخمینزده شدهی سریهای زمانی، ممکن است در طول زمان تغییر کنند. در نتیجه، وجود پارامترهای بیثبات ممکن است که به عدم تشخیص صحیح منجر شوند، لذا انجام آزمون ثبات ساختاری[195] ضروری به نظر میرسد؛ بنابراین از آزمونهای مجموع تجمعی جملات پسماند بازگشتی[196] (CUSUM) و مجموع تجمعی مربعات جملات پسماند بازگشتی[197] (CUSUMQ) استفاده میکنیم. نتایج این دو آزمون ثبات ساختاری، برای الگوهای مختلف در نمودارهای (4-1) تا ( 4-16) نشان داده شده است.
برای دانلود متن کامل پایان نامه به سایت zusa.ir مراجعه نمایید.
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دستهبندی نشده
0