ﻤﺤﻤﺩ ﺭﺍﺘﻭل
ﺇﻥ ﺍﻝﻬﺩﻑ ﻤﻥ ﺍﻝﺩﺭﺱ ﻫﻭ ﺘﺭﺠﻤﺔ ﺍﻝﻌﻼﻗﺔ ﺍﻝﺘﻲ ﻴﻤﻜﻥ ﺃﻥ ﺘﻭﺠﺩ ﺒﻴﻥ ﻤﺘﻐﻴﺭﻴﻥ ﺍﻗﺘﺼﺎﺩﻴﻴﻥ ﺃﻭ ﺃﻜﺜﺭ ،ﻤﻥ
ﺨﻼل ﺍﻝﻤﻌﻁﻴﺎﺕ ﺍﻝﺭﻗﻤﻴﺔ ﻝﻬﺫﻩ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ،ﺍﻝﻰ ﻋﻼﻗﺔ ﺭﻴﺎﻀﻴﺔ ﺘﺤﺩﺩ ﺒﻨﻭﻉ ﻤﻥ ﺍﻝﺩﻗﺔ ﻁﺒﻴﻌﺔ ﺘﻠﻙ ﺍﻝﻌﻼﻗﺔ،
ﻫل ﻫﻲ ﻋﻼﻗﺔ ﻁﺭﺩﻴﺔ ﺃﻭ ﻋﻜﺴﻴﺔ ؟ ،ﻭﻤﺎ ﻫﻲ ﺩﺭﺠﺔ ﺍﺭﺘﺒﺎﻁﻬﺎ ،ﻗﻭﻴﺔ ﺃﻡ ﻀﻌﻴﻔﺔ ؟ ﻭ ﻗﺒل ﺫﻝﻙ ﻤﺎﻫﻲ
ﺍﻝﻌﻼﻗﺔ ﺍﻝﺩﺍﻝﻴﺔ ﺒﻴﻨﻬﺎ ،ﻫل ﻫﻲ ﺨﻁﻴﺔ ﺃﻭ ﻤﺎ ﻴﺼﻁﻠﺢ ﻋﻠﻴﻪ ﺒﻌﻼﻗﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﻭﺍﻝﺘﻲ ﻫﻲ ﻤﻭﻀﻭﻉ ﻫﺫﺍ
ﺍﻝﺩﺭﺱ؟ ﺃﻭ ﻫﻲ ﻋﻼﻗﺔ ﻏﻴﺭ ﺨﻁﻴﺔ ؟ ﻭﺫﻝﻙ ﻜﻠﻪ ﻷﺠل ﺍﻻﺴﺘﻔﺎﺩﺓ ﻓﻲ ﻤﻌﺭﻓﺔ ﺩﺭﺠﺔ ﺍﺴﺘﺠﺎﺒﺔ ﺃﺤﺩ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ
ﻋﻨﺩ ﺘﻐﻴﺭ ﺍﻵﺨﺭ ﺒﻘﻴﻡ ﻤﺎ ،ﻭﺒﻤﻌﻨﻰ ﺁﺨﺭ ﺍﺴﺘﺨﺩﺍﻡ ﺍﻝﻌﻼﻗﺔ ﺍﻝﻤﺴﺘﻨﺘﺠﺔ ﻓﻲ ﺍﻝﺘﺨﻤﻴﻥ ﺍﻝﻤﺴﺘﻘﺒﻠﻲ ﻝﻠﻅﻭﺍﻫﺭ.
ﻓﻲ ﻋﻼﻗﺎﺕ ﺍﻝﻅﻭﺍﻫﺭ ﺍﻝﻔﻴﺯﻴﺎﺌﻴﺔ ،ﻴﻤﻜﻥ ﺃﻥ ﻨﺼﺎﺩﻑ ﻤﺜل ﻫﺫﻩ ﺍﻝﻌﻼﻗﺎﺕ ،ﺒﺤﻴﺙ ﺘﻜﻭﻥ ﻓﻲ ﺸﻜل ﺨﻁﻲ ﺘﺎﻡ،
ﻜﻌﻼﻗﺔ ﺍﻝﻤﺴﺎﻓﺔ ﺍﻝﻤﻘﻁﻭﻋﺔ ﺒﺎﻝﻨﺴﺒﺔ ﻝﻠﺯﻤﻥ ،ﻋﻨﺩ ﺜﺒﺎﺕ ﺍﻝﺴﺭﻋﺔ ﻤﺜﻼ ،ﺒﺤﻴﺙ ﻋﻨﺩ ﺭﺴﻡ ﻫﺫﻩ ﺍﻝﻌﻼﻗﺔ ﻋﻠﻰ
ﻤﻌﻠﻡ ﻤﺘﻌﺎﻤﺩ ﺘﻅﻬﺭ ﻨﻘﺎﻁ ﺍﻷﺯﻭﺍﺝ ﺍﻝﻤﺭﺘﺒﺔ ﻋﻠﻰ ﺍﺴﺘﻘﺎﻤﺔ ﺘﺎﻤﺔ ،ﻭﺘﻜﻭﻥ ﺩﺍﻝﺔ ﺍﻝﻤﺴﺎﻓﺔ ﺒﺎﻝﻨﺴﺒﺔ ﻝﻠﺯﻤﻥ ﺩﺍﻝﺔ
ﺨﻁﻴﺔ ﺘﺎﻤﺔ ،ﻭﻫﺫﺍ ﻤﺎ ﺴﻨﺼﻁﻠﺢ ﻋﻠﻰ ﺘﺴﻤﻴﺘﻪ ﺒﺎﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺍﻝﺘﺎﻡ ،ﻏﻴﺭ ﺃﻥ ﻤﺜل ﺫﻝﻙ ﻨﺎﺩﺭ ﺍﻝﻤﺼﺎﺩﻓﺔ
ﻓﻲ ﻋﻼﻗﺎﺕ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻻﻗﺘﺼﺎﺩﻴﺔ ﻭﺍﻻﺠﺘﻤﺎﻋﻴﺔ ﻋﺎﻤﺔ ،ﺇﺫ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﻓﻲ ﻤﺜل ﻫﺫﻩ ﺍﻝﻅﻭﺍﻫﺭ
ﻴﻤﻜﻥ ﺃﻥ ﺘﺄﺨﺫ ﺍﺘﺠﺎﻫﺎ ﺨﻁﻴﺎ ﻝﻜﻥ ﻝﻴﺱ ﺒﺎﻝﺘﺎﻡ ،ﻭﻴﺘﻡ ﺇﻴﺠﺎﺩ ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺘﻘﺭﻴﺒﻴﺔ ﻓﻘﻁ ﻭ ﻫﻭ ﻤﺎ ﻨﺼﻁﻠﺢ
ﻋﻠﻴﻪ ﺒﺎﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﻏﻴﺭ ﺍﻝﺘﺎﻡ.
ﻭﻝﻤﻌﺭﻓﺔ ﻤﺎ ﺇﺫﺍ ﻜﺎﻥ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺘﺎﻤﺎ ﺃﻭ ﻏﻴﺭ ﺘﺎﻡ ،ﻓﺎﻨﻪ ﻴﺘﻡ ﺃﻭﻻ ﺘﺤﺩﻴﺩ ﻁﺒﻴﻌﺔ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ،ﺃﻱ ﻤﺎﻫﻭ
ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺫﻱ ﻴﺅﺜﺭ ﻓﻲ ﺍﻵﺨﺭ؟ ﻭﺒﻤﻌﻨﻰ ﺁﺨﺭ ﻤﺎ ﻫﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﻤﺎﻫﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺃﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ
ﺍﻝﻤﺴﺘﻘﻠﺔ؟ ﺃﻱ ﺍﻝﻤﺘﻐﻴﺭ ﺃﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﺘﻲ ﺘﺅﺜﺭ ﻓﻲ ﺍﻝﺘﺎﺒﻊ ،ﺜﻡ ﻴﺘﻡ ﻋﻠﻰ ﻤﻌﻠﻡ ﻤﺘﻌﺎﻤﺩ ﺘﺤﺩﻴﺩ ﻨﻘﺎﻁ ﺍﻝﻌﻼﻗﺔ
ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﻭﻫﻭ ﻤﺎ ﻨﺼﻁﻠﺢ ﻋﻠﻴﻪ ﺒﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ،ﻭﻤﻨﻪ ﻴﻤﻜﻥ ﻤﻌﺭﻓﺔ ﻁﺒﻴﻌﺔ ﺍﻻﻨﺤﺩﺍﺭ ،ﻫل ﻫﻭ
ﺍﻨﺤﺩﺍﺭ ﺨﻁﻲ ﺃﻭ ﻏﻴﺭ ﺨﻁﻲ ،ﻭﻫل ﻫﻭ ﺍﻨﺤﺩﺍﺭ ﺘﺎﻡ ﺃﻭ ﺍﻨﺤﺩﺍﺭ ﻏﻴﺭ ﺘﺎﻡ.
ﺜﺎﻨﻴﺎ:ﺍﻝﻤﺘﻐﻴﺭﺍﺕ:
ﻴﻌﺭﻑ ﻓﻲ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺍﻝﺒﺴﻴﻁ ﻤﺘﻐﻴﺭﻴﻥ ﺃﺴﺎﺴﻴﻴﻥ ،ﺇﺫﺍ ﻜﺎﻨﺕ ﻝﺩﻴﻨﺎ ﺍﻝﻘﻴﻡ ، y1 , y2 , y3 , . . yn :ﺘﻨﺠﻡ
ﻋﻥ ﺍﻝﻘﻴﻡ ، x1 , x2 , x3 , . . xn:ﻋﻠﻰ ﺍﻝﺘﻭﺍﻝﻲ ،ﻓﺈﻨﻪ ﻴﻤﻜﻥ ﺇﻋﻁﺎﺀ ﺍﻝﺘﻌﺭﻴﻑ ﺍﻝﺘﺎﻝﻲ :
ﺘﻌﺭﻴﻑ :1-2ﻴﺴﻤﻰ ﺍﻝﻤﺘﻐﻴﺭ ﺒﺎﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ،ﻭﻨﺭﻤﺯ ﻝﻪ ﺒـ ،yi :ﺇﺫﺍ ﻜﺎﻨﺕ ﻜل ﻗﻴﻤﺔ ﻝﻪ ﺘﺘﺄﺜﺭ ﺘﺒﻌﺎ ﻝﺘﻐﻴﺭ
ﻗﻴﻤﺔ ﻤﺘﻐﻴﺭ ﺁﺨﺭ xiﻴﺴﻤﻰ ﺒﺎﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل.
ﻓﺎﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺘﻴﻥ ﻫﻲ ﻋﻼﻗﺔ ﺴﺒﺒﻴﺔ ،ﺒﺤﻴﺙ ﺃﻥ ﺘﻐﻴﺭ ﺍﺤﺩﻫﻤﺎ ﻤﺭﺘﺒﻁ ﺒﺘﻐﻴﺭ ﺍﻝﺜﺎﻨﻲ ،ﻜﻤﺎ ﻫﻲ ﺍﻝﺤﺎﻝﺔ
ﺒﺎﻝﻨﺴﺒﺔ ﻝﺘﻐﻴﺭ ﺍﺴﺘﻬﻼﻙ ﺍﻝﻔﺭﺩ ﺘﺒﻌﺎ ﻝﺘﻐﻴﺭ ﺩﺨﻠﻪ ،ﺒﺤﻴﺙ ﺍﻨﻪ ﻜﻠﻤﺎ ﺍﺭﺘﻔﻊ ﺍﻝﺩﺨل ﺃﺩﻯ ﺫﻝﻙ ﺍﻝﻰ ﺯﻴﺎﺩﺓ ﺍﻝﻔﺭﺩ ﻤﻥ
ﺍﺴﺘﻬﻼﻜﻪ ﻤﻥ ﻤﺨﺘﻠﻑ ﺍﻝﺴﻠﻊ ﻭ ﺍﻝﺨﺩﻤﺎﺕ ،ﻓﺎﻝﺩﺨل ﻫﻨﺎ ﻫﻭ ﻤﺘﻐﻴﺭ ﻤﺴﺘﻘل ﺘﻐﻴﺭﻩ ﻴﺘﺴﺒﺏ ﻓﻲ ﺘﻐﻴﺭ ﺍﻻﺴﺘﻬﻼﻙ
ﻓﻲ ﻨﻔﺱ ﺍﻻﺘﺠﺎﻩ ،ﻓﺎﻻﺴﺘﻬﻼﻙ ﻫﻭ ﻤﺘﻐﻴﺭ ﺘﺎﺒﻊ ﻝﻠﺩﺨل ،ﻭ ﺤﻴﻨﻬﺎ ﻴﻤﻜﻥ ﺍﻝﻘﻭل ﺍﻥ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺩﺨل ﺍﻝﻔﺭﺩ
ﻭﺍﺴﺘﻬﻼﻜﻪ ﻫﻲ ﻋﻼﻗﺔ ﺍﻨﺤﺩﺍﺭ ،ﺒﺤﻴﺙ ﺃﻥ ﺍﻻﺴﺘﻬﻼﻙ ﻫﻭ ﺩﺍﻝﺔ ﺨﻁﻴﺔ ﻓﻲ ﺍﻝﺩﺨل.
ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﻤﻭﺠﺏ ﻏﻴﺭﺘﺎﻡ ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﺴﺎﻝﺏ ﺘﺎﻡ ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﻤﻭﺠﺏ ﺘﺎﻡ
ﺸﻜل3-2 ﺸﻜل2-2 ﺸﻜل1-2
ﺍﺭﺘﺒﺎﻁ ﻏﻴﺭ ﺨﻁﻲ ﻻﻴﻭﺠﺩ ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﺴﺎﻝﺏ ﻏﻴﺭ ﺘﺎﻡ
ﺸﻜل6-2 ﺸﻜل5-2 ﺸﻜل4-2
ﺍﻝﺸﻜﻠﻴﻥ 1-2ﻭ ،3-2ﻴﻭﺤﻴﺎﻥ ﺒﻭﺠﻭﺩ ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﺘﺎﻡ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﻴﻥ ،ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺈﻨﻪ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺒﻴﻨﻬﻤﺎ
ﺘﺴﻤﻰ ﻋﻼﻗﺔ ﺍﻨﺤﺩﺍﺭ ﺨﻁﻲ ﺘﺎﻡ ،ﻤﻭﺠﺏ ) ﻁﺭﺩﻱ( ﻜﻤﺎ ﻓﻲ ﺍﻝﺸﻜل ﺍﻷﻭل ،ﻭﺴﺎﻝﺏ) ﻋﻜﺴﻲ( ﻜﻤﺎ ﻓﻲ
ﺍﻝﺸﻜل ﺍﻝﺜﺎﻨﻲ ،ﻭﻫﺫﺍ ﺍﻝﻨﻭﻉ ﻤﻥ ﺍﻻﻨﺤﺩﺍﺭ ﻗﻠﻴل ﺍﻝﻤﺼﺎﺩﻓﺔ ﻓﻲ ﺍﻝﻅﻭﺍﻫﺭ ﺍﻻﻗﺘﺼﺎﺩﻴﺔ ﻭﺍﻻﺠﺘﻤﺎﻋﻴﺔ ،ﺃﻤﺎ
ﺍﻝﺸﻜﻠﻴﻥ 2-2ﻭ 4-2ﻓﻴﻭﺤﻴﺎﻥ ﺒﻭﺠﻭﺩ ﺍﺭﺘﺒﺎﻁ ﻏﻴﺭ ﺘﺎﻡ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﻴﻥ ،ﻭﺒﺎﻝﺘﺎﻝﻲ ﻭﺠﻭﺩ ﻋﻼﻗﺔ ﺍﻨﺤﺩﺍﺭ
ﺨﻁﻲ ﻏﻴﺭ ﺘﺎﻤﺔ ﺒﻴﻨﻬﻤﺎ ،ﻁﺭﺩﻴﺔ ﻜﻤﺎ ﻓﻲ ﺍﻷﻭل ﻭﻋﻜﺴﻴﺔ ﻜﻤﺎ ﻓﻲ ﺍﻝﺜﺎﻨﻲ ،ﻭﻫﺫﺍ ﺍﻝﻨﻭﻉ ﻤﻥ ﺍﻝﻌﻼﻗﺎﺕ ﻜﺜﻴﺭ
ﺍﻝﻤﺼﺎﺩﻓﺔ ﻓﻲ ﺍﻝﻅﻭﺍﻫﺭ ﺍﻻﻗﺘﺼﺎﺩﻴﺔ ﻭﺍﻻﺠﺘﻤﺎﻋﻴﺔ .ﻭﻓﻲ ﺃﺤﻴﺎﻥ ﺃﺨﺭﻯ ﻋﻨﺩ ﺭﺴﻡ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻨﺼﺎﺩﻑ
ﺸﻜل ﻴﺸﺒﻪ ﺍﻝﺸﻜل ﺭﻗﻡ 6-2ﻭﻓﻲ ﻫﺫﻩ ﺍﻝﺤﺎﻝﺔ ﻨﻘﻭل ﺃﻨﻪ ﻴﻭﺠﺩ ﺍﺭﺘﺒﺎﻁ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﻴﻥ ﻏﻴﺭ ﺃﻥ ﻫﺫﺍ ﺍﻻﺭﺘﺒﺎﻁ
ﻴﻭﺤﻲ ﺒﻭﺠﻭﺩ ﻋﻼﻗﺔ ﺍﻨﺤﺩﺍﺭ ﻏﻴﺭ ﺨﻁﻴﺔ ﺒﻴﻨﻬﻤﺎ ﺒل ﻭﺠﻭﺩ ﻋﻼﻗﺔ ﺃﺴﻴﺔ ،ﺃﻤﺎ ﺇﺫﺍ ﻜﺎﻥ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻤﺒﻌﺜﺭﺍ
ﻜﻤﺎ ﻓﻲ ﺍﻝﺸﻜل ،5-2ﻓﻴﺩل ﺫﻝﻙ ﻋﻠﻰ ﺃﻨﻪ ﻻ ﺘﻭﺠﺩ ﺃﻴﺔ ﻋﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺘﻴﻥ .ﻭﺘﻘﺎﺱ ﺸﺩﺓ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ
ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺸﺎﺭ ﺇﻝﻴﻬﺎ ﺒﻤﺎ ﻴﺴﻤﻰ ﺒﻤﻌﺎﻤل ﺍﻻﺭﺘﺒﺎﻁ ،ﻭﻫﻭ ﺭﻗﻡ ﻨﺴﺒﻲ ﻴﻭﺤﻲ ﺒﻁﺒﻴﻌﺔ ﻭﺸﺩﺓ ) ﺩﺭﺠﺔ (
ﺍﻝﻌﻼﻗﺔ ﺒﻴﻨﻬﺎ.
ﺍﻝﻤﻘﻁﻊ :1-3ﺘﻘﺩﻴﺭ ﻤﻌﺎﻝﻡ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﻤﺘﻌﺩﺩ
ﻭ ﺤﻴﺙ ﺃﻨﻪ ﻝﺩﻴﻨﺎ ﺜﻼﺜﺔ ﻤﺠﺎﻫﻴل ﻫﻲ b̂ ، â :ﻭ ̂ cﻭ ﺜﻼﺙ ﻤﻌﺎﺩﻻﺕ ،ﻓﺈﻨﻪ ﻴﻤﻜﻥ ﺇﻴﺠﺎﺩ ﺍﻝﻤﺠﺎﻫﻴل ﺒﺈﺤﺩﻯ
ﺍﻝﻁﺭﻕ ﺍﻝﻌﺎﺩﻴﺔ ﺤﻴﺙ ﻨﺼل ﺍﻝﻰ:
n n n n
∑ yi xi ∑ z i2 − ∑ yi z i ∑ xi zi
= i =1
n
i =1
n
i =1
n
i =1
̂b 3-3
∑x ∑z
i =1
2
i
i =1
2
i ) − ( ∑ xi z i
i =1
2
ﻤﻊ:
= x i − x xi
= y i − y yi
= z i − z zi
â = y − b̂x − ĉz 5-3
ﺘﻔﺴﻴﺭ ﺍﻝﻤﻌﺎﻝﻡ:
ﺘﻘﻴﺱ ﺍﻝﻤﻌﻠﻤﺔ ̂ bﺍﻝﺘﻐﻴﺭ ﺍﻝﺤﺎﺼل ﻓﻲ yﺒﺎﻝﻨﺴﺒﺔ ﻝﺘﻐﻴﺭ ﻤﻘﺩﺍﺭ xﺒﻭﺤﺩﺓ ﻭﺍﺤﺩﺓ ﻋﻨﺩ ﺜﺒﺎﺕ ،zﻭﺒﺎﻝﻤﺜل ﺘﻘﻴﺱ
ﺍﻝﻤﻌﻠﻤﺔ ̂ cﺍﻝﺘﻐﻴﺭ ﺍﻝﺤﺎﺼل ﻓﻲ yﺒﺎﻝﻨﺴﺒﺔ ﻝﺘﻐﻴﺭ zﺒﻭﺤﺩﺓ ﻭﺍﺤﺩﺓ ﻋﻨﺩ ﺜﺒﺎﺕ ،xﻭﺘﺴﻤﻰ ̂ bﻭ ̂ cﺒﻤﻌﺎﻤﻼﺕ
ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺠﺯﺌﻴﺔ.
ﻤﺜﺎل :1-3ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﺘﺎﻝﻴﺔ ﺘﻅﻬﺭ ﺃﺴﻌﺎﺭ ﻤﺤﻼﺕ ﺘﺠﺎﺭﻴﺔ ﺤﺴﺏ ﻤﺴﺎﺤﺘﻬﺎ ﻭﻋﻤﺭ ﺒﻨﺎﺌﻬﺎ.
ﺍﻝﻌﻤﺭ ﺍﻝﻤﺴﺎﺤﺔ ﺍﻝﺴﻌﺭ
) ﺴﻨﺔ( ) ( 610ﺩﺝ )ﻡ (
2
10 40 80
20 80 80
5 0 120
5 20 40
10 45 50
15 90 90
20 100 90
5 01 140
ﺠﺩﻭل1-3
ﺍﻝﻤﻁﻠﻭﺏ:
-1ﺤﺩﺩ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻤﻊ ﺍﻝﺘﻭﻀﻴﺢ.
-2ﺃﻭﺠﺩ ﻤﻌﺎﺩﻝﺔ ﺍﻨﺤﺩﺍﺭ ﺍﻝﺴﻌﺭ ﻋﻠﻰ ﻜـل ﻤﻥ ﻤﺴﺎﺤﺔ ﺍﻝﻤﺤل ﻭ ﻋﻤﺭﻩ ،ﺒﺎﺴﺘﺨﺩﺍﻡ ﺍﻝﻤﻌﺎﺩﻻﺕ -3 ،3-3
.5-3 ،4
-3ﺒﻨﺎﺀ ﻋﻠﻰ ﻤﻌﺎﺩﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﻤﺤﺼل ﻋﻠﻴﻬﺎ ،ﻤﺎ ﻫﻭ ﺍﻝﺴﻌﺭ ﺍﻝﻤﺘﻭﻗﻊ ﻝﻤﺤل ﺘﺠﺎﺭﻱ ﻤﺴﺎﺤﺘـﻪ 75ﻡ2
ﻭﻋﻤﺭﻩ 30ﺴﻨﺔ.
ﺍﻹﺠﺎﺒﺔ:
-1ﺴﻌﺭ ﺍﻝﻤﺤل ﻴﺘﺤﺩﺩ ﻨﻅﺭﻴﺎ ﺤﺴﺏ ﻤﺴﺎﺤﺘﻪ ﻭ ﻋﻤﺭﻩ ،ﺇﺫ ﻴﺘﻭﻗﻊ ﺃﻥ ﻴﻜﻭﻥ ﺍﻝﺴﻌﺭ ﻤﺭﺘﻔﻌﺎ ﻜﻠﻤﺎ ﻜﺎﻨﺕ
ﻤﺴﺎﺤﺘﻪ ﻜﺒﻴﺭﺓ ،ﻭﻴﻨﺨﻔﺽ ﻜﻠﻤﺎ ﻜﺎﻨﺕ ﻤﺴﺎﺤﺘﻪ ﺼﻐﻴﺭﺓ ،ﻓﺎﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﺴﻌﺭ ﻭﺍﻝﻤﺴﺎﺤﺔ ﻫﻲ ﻋﻼﻗﺔ ﻁﺭﺩﻴﺔ،
ﺒﻴﻨﻤﺎ ﺘﻜﻭﻥ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﺴﻌﺭ ﻭﺍﻝﻌﻤﺭ ﻋﻜﺴﻴﺔ ،ﺇﺫ ﻴﺘﻭﻗﻊ ﺃﻥ ﻴﻜﻭﻥ ﺴﻌﺭ ﺍﻝﻤﺤل ﻤﻨﺨﻔﻀﺎ ﻜﻠﻤﺎ ﻜﺒﺭ ﻋﻤﺭﻩ
ﻭﺃﻥ ﻴﻜﻭﻥ ﺍﻝﺴﻌﺭ ﻤﺭﺘﻔﻌﺎ ﻜﻠﻤﺎ ﻗل ﻋﻤﺭﻩ ،ﻓﺈﺫﺍ ﺭﻤﺯﻨﺎ ﻝﻠﺴﻌﺭ ﺒﺎﻝﺤﺭﻑ yﻭﻝﻠﻤﺴﺎﺤﺔ ﺒﺎﻝﺤﺭﻑ xﻭ ﻝﻠﻌﻤﺭ
ﺒﺎﻝﺤﺭﻑ ،zﻓﺈﻥ ﻤﻌﺎﺩﻝﺔ ﺇﻨﺤﺩﺍﺭ ﺍﻝﺴﻌﺭ ﻋﻠﻰ ﺍﻝﻤﺴﺎﺤﺔ ﻭﻋﻠﻰ ﺍﻝﻌﻤﺭ ﺘﻜﻭﻥ ﻋﻠﻰ ﺍﻝﻨﺤﻭ ﺍﻝﺘﺎﻝﻲ :
ŷ i = â + b̂x i + ĉz i
-2ﻴﺘﻡ ﺇﻴﺠﺎﺩ ﻤﻌﺎﻝﻡ ﺍﻝﺩﺍﻝﺔ ﺍﻝﻤﺸﺎﺭ ﺇﻝﻴﻬﺎ ﺃﻋﻼﻩ ﺃﻱ ﺃﻴﺠﺎﺩ ﻤﻌﺎﺩﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﻋﻥ ﻁﺭﻴﻕ ﺍﻝﻤﻌﺎﺩﻻﺕ ،3-3 :
5-3 ،4-3ﻭﺒﻤﺴﺎﻋﺩﺓ ﺍﻝﺠﺩﻭل ﺃﺩﻨﺎﻩ:
ﻝﺩﻴﻨﺎ:
y = 86.25 x = 68.125 z = 11.25
ﺤﻴﺙ:
= x i − x xi
= y i − y yi
= z i − z zi
i yi xi zi yi xi zi yi xi yizi xi zi x2i z2 i
1 80 40 1 - - - 175.78 7.81 35.16 791.02 1.56
0 6.25 28.12 1.2
5 5
2 80 80 2 - 11.87 8.7 74.22- - 103.91 141.02 76.56
0 6.25 5 5 54.69
3 12 60 5 33.7 - - 274.22- - 50.78 66.02 39.06
0 5 8.125 6.2 210.9
5 4
4 40 20 5 - - - 2225.78 289.0 300.78 2316.02 39.06
46.2 48.12 6.2 6
5 5 5
5 50 45 1 - - - 838.28 45.31 28.91 534.77 1.56
0 36.2 23.12 1.2
5 5 5
6 90 90 1 3.75 21.87 3.7 82.03 14.06 82.03 478.52 14.06
5 5 5
7 90 10 2 3.75 31.87 8.7 119.53 32.81 278.91 1016.02 76.56
0 0 5 5
8 14 11 5 53.7 41.87 - 2250.78 - - 1753.52 39.06
0 0 5 5 6.2 335.9 261.72
5 4
ﻤ 69 54 9 0 0.0 -
ﺝ 0 5 0 5343.75 212.5 618.75 7096.91 287.5
ﺠﺩﻭل2-3
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ ﺍﻝﻤﻌﺎﺩﻻﺕ ﻨﺠﺩ:
5343.75 × 287.5 + 212.5 × 618.75 1667812.5
= ̂b = = 1.006
7096.88 × 287.5 − 618.75 × 618.75 1657501.4375
− 212.5 × 7096.88 − 5343.75 × 618.75 - 4814532.3125
= ̂c = = -2.905
7096.88 × 287.5 − 618.75 × 618.75 1657501.4375
â = y − b̂x − ĉz = 86.25 − 1.006 × 68.125 − (−2.905) × 11.25 = 50.379
ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺈﻥ ﻤﻌﺎﻝﻡ ﺍﻝﻨﻤﻭﺫﺝ ﻫﻲ:
â = 50.379
b̂ = 1.006
ĉ = −2.905
ﻭ ﺘﻜﻭﻥ ﺩﺍﻝﺔ ﺍﻨﺤﺩﺍﺭ ﺍﻝﺴﻌﺭ ﻋﻠﻰ ﻜل ﻤﻥ ﺍﻝﻤﺴﺎﺤﺔ ﻭﺍﻝﻌﻤﺭ ﻫﻲ:
ﻴﻌﻨﻲ ﻫﺫﺍ ﺃﻥ ﺴﻌﺭ ﺍﻝﻤﺤل ﻴﺴﺎﻭﻱ ﺍﻝﻰ 50.379ﻤﻀﺎﻓﺎ ﺇﻝﻴﻪ ﺠﺯﺀﺍ ﻤﺘﻌﻠﻘﺎ ﺒﺎﻝﻤﺴﺎﺤﺔ ﻭﻤﻁﺭﻭﺤﺎ ﻤﻨﻪ ﺠﺯﺀ
ﺁﺨﺭ ﻤﺘﻌﻠﻘﺎ ﺒﺎﻝﻌﻤﺭ ،ﻭﻴﻼﺤﻅ ﺃﻥ ﺇﺸﺎﺭﺓ ﻤﻌﺎﻤل xiﻤﻭﺠﺒﺔ ﻝﺘﺩل ﻋﻠﻰ ﺃﻥ ﺍﻝﻌﻼﻗﺔ ﻁﺭﺩﻴﺔ ﺒﻴﻥ ﺍﻝﺴﻌﺭ ﻭ
ﺍﻝﻤﺴﺎﺤﺔ ﺒﺤﻴﺙ ﻜﻠﻤﺎ ﺯﺍﺩﺕ ﺍﻝﻤﺴﺎﺤﺔ ﺒﻭﺤﺩﺓ ﻤﺘﺭﻴﺔ ﻭﺍﺤﺩﺓ ﺯﺍﺩ ﺍﻝﺴﻌﺭ ﺒـ 610×1.006ﺩﺝ ،ﺒﻴﻨﻤﺎ ﺇﺸﺎﺭﺓ
ﻤﻌﺎﻤل ziﺴﺎﻝﺒﺔ ﻝﺘﺩل ﻋﻠﻰ ﺍﻝﻌﻼﻗﺔ ﺍﻝﻌﻜﺴﻴﺔ ﺒﻴﻥ ﺍﻝﺴﻌﺭ ﻭ ﺍﻝﻌﻤﺭ ﺒﺤﻴﺙ ﻜﻠﻤﺎ ﺯﺍﺩ ﻋﻤﺭ ﺍﻝﻤﺤل ﺒﺴﻨﺔ ﻭﺍﺤﺩﺓ
ﺍﻨﺨﻔﺽ ﺍﻝﺴﻌﺭ ﺒـ 610×2.905ﺩﺝ.
2
-3ﺍﻝﺴﻌﺭ ﺍﻝﻤﺘﻭﻗﻊ ﻝﻤﺤل ﺘﺠﺎﺭﻱ ﻤﺴﺎﺤﺘﻪ 75ﻡ ﻭ ﻋﻤﺭﻩ 30ﺴﻨﺔ ﻴﺘﻡ ﺇﻴﺠﺎﺩﻩ ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ
ﺍﻝﻤﺤﺼل ﻋﻠﻴﻬﺎ ﻭ ﻴﻜﻭﻥ:
ﺩﺝ ŷ i = 50.379 + 1.006(75) − 2.905(30) = 38.679.106
ﺃﻱ ﺃﻥ ﺴﻌﺭ ﺍﻝﻤﺤل ﺴﻴﻜﻭﻥ 38.679ﻤﻠﻴﻭﻥ ﺩﻴﻨﺎﺭ
ﻭﺍﻀﺢ ﺃﻥ ﺍﻝﻨﻤﻭﺫﺝ ﻴﺤﺘﻭﻱ ﻋﻠﻰ nﻤﻌﺎﺩﻝﺔ ﺨﻁﻴﺔ ﻜل ﻤﻨﻬﺎ ﻴﺤﺘﻭﻱ ﻋﻠﻰ kﻤﺘﻐﻴﺭ ،ﺤﻴﺙ ﻴﻤﻜﻥ ﺼـﻴﺎﻏﺔ
ﺍﻝﻨﻤﻭﺫﺝ ﻜﻤﺎ ﻴﻠﻲ:
y i = β1 + β 2 x 2i + β 3 x 3i + ... + β k x ki + u i 6-3
ﺤﻴﺙ ﺃﻥ i=1,2,3,…….n :
ﻭ ﻴﻤﻜﻥ ﺍﺨﺘﺼﺎﺭ ﻫﺫﻩ ﺍﻝﻤﻌﺎﺩﻝﺔ ﻝﺘﻜﺘﺏ ﻜﻤﺎ ﻴﻠﻲ:
k
y i = ∑ β j x ji + u i 8-3
j=1
ﺤﻴﺙ j=1,2,3,….k :ﻭ ﺃﻥ ﻋﺩﺩ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ ﻫﻭ k-1ﻁﺒﻌﺎ ﻤﻊ ﺍﻓﺘﺭﺍﺽ ﺃﻥx1i=1 :
ﺃﻱ ﺃﻥ ﻤﻌﺎﺩﻻﺕ ﺍﻝﻨﻤﻭﺫﺝ ﻴﻤﻜﻥ ﻜﺘﺎﺒﺘﻬﺎ ﻜﻤﺎ ﻴﻠﻲ:
E ( U 2 U 1 ) E( U 22 ) E(U 2 U 3 )... E(U 2 U n )
= )E( UU′
E ( U n U1 ) E(U n U 2 ) E(U n U 3 )... E( U n )
2
ﻭ ﺒﻤﺎ ﺃﻥ:
E(ui)=σﻭ E(ui uj)=0 2
∑e
i =1
2
i )̂= E ′E = (Y − XB̂)′(Y − XB̂) = (Y ′ − B̂′X ′)(Y − XB
ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ:
n
∑e
i =1
2
i ̂= Y ′Y − Y ′XB̂ − B̂′X ′Y + B̂′X ′XB 20-3
ﺍﻥ ﺍﻝﻤﺼﻔﻭﻓﺔ ̂ Y ′XBﻫﻲ ﻤﻨﻘﻭل ﺍﻝﻤﺼﻔﻭﻓﺔ B̂′X ′Yﻭ ﻜﻼﻫﻤﺎ ﻋﺒﺎﺭﺓ ﻋﻥ ﻗﻴﻤﺔ ﺜﺎﺒﺘﺔ ،ﻝﺫﻝﻙ ﻓﺎﻨﻬﻤـﺎ
ﻤﺘﺴﺎﻭﻴﺘﺎﻥ ،ﺃﻱ:
Y ′XB̂ = B̂′X ′Y
ﻝﺫﻝﻙ ﻓﺎﻝﻌﺒﺎﺭﺓ 20-3ﻴﻤﻜﻥ ﻜﺘﺎﺒﺘﻬﺎ ﻜﻤﺎ ﻴﻠﻲ:
n
∑e
i =1
2
i ̂= Y ′Y − 2B̂′X ′Y + B̂′X ′XB
ﻜﻤﺎ ﻓﻌﻠﻨﺎ ﻓﻲ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺒﺴﻴﻁ ﻓﺎﻨﻪ ﻝﺘﺼﻐﻴﺭ ﺍﻝﺒﻭﺍﻗﻲ ﻨﻠﺠﺄ ﺍﻝﻰ ﺍﺴﺘﺨﺩﺍﻡ ﺍﻻﺸﺘﻘﺎﻕ ﺍﻝﺠﺯﺌـﻲ ﺒﺎﻝﻨـﺴﺒﺔ
ﻝﻠﻤﻌﺎﻝﻡ ﻭﻨﺴﺎﻭﻱ ﺍﻝﻨﺘﻴﺠﺔ ﻝﻠﺼﻔﺭ ،ﻓﻴﻜﻭﻥ:
n
∂ ∑ e i2
i =1
= −2X ′Y + 2X ′XB̂ = 0 21-3
̂∂B
ﻭ ﻤﻨﻪ ﻨﺠﺩ:
X ′XB̂ = X ′Y
ﺒﻀﺭﺏ ﺍﻝﻁﺭﻓﻴﻥ ﻓﻲ ﺍﻝﻌﺒﺎﺭﺓ (X′X) −1 :ﻨﺠﺩ ﺸﻌﺎﻉ ﺍﻝﻤﻌﺎﻝﻡ ﺍﻝﻤﻘﺩﺭﺓ ﻭ ﻫﻭ:
y 3 = βˆ 1 + βˆ 2 x 23 + βˆ 3 x 33 + ... + βˆ k x k 3
. . . . . . . . .
. . . . . . . . .
y n = βˆ 1 + βˆ 2 x 2 n + βˆ 3 x 3n + ... + βˆ k x kn
:ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﺨﺎﺹ ﺒﺎﻝﻤﻌﻁﻴﺎﺕ ﻋﻠﻰ ﺍﻝﻨﺤﻭ
ŷ1 1 x 21 x 31
ŷ 1 x 22 x 32 ˆ
2 β1
ŷ 3 1 x 23 x 33 ˆ
= * β 2
. . .
βˆ
. . . . 3
ŷ n 1 x 2n x 3n
ﻭ ﻋﻠﻴﻪ ﻴﻤﻜﻥ ﺍﺴﺘﺨﺩﺍﻡ ﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﻓﻲ، ﻤﻌﻠﻭﻤﺔ ﻤﻥ ﺍﻝﻤﻌﻁﻴﺎﺕ ﺍﻷﻭﻝﻴﺔX ﺍﻝﻤﺼﻔﻭﻓﺔ
:ﺘﻘﺩﻴﺭ ﻤﺼﻔﻭﻓﺔ ﺍﻝﻤﻌﺎﻝﻡ ﻭ ﻫﻲ ﻜﻤﺎ ﻴﻠﻲ
B̂ = (X ′X ) −1 X ′Y
:ﺃﻭ
−1
1 x 21 x 31 y1
1 y
βˆ 1 1 x 22 x 32
1 1.......... 1 1 1 1.......... 1 2
1 x 23 x 33 y
B̂ = βˆ 2 = x 21 x 22 x 23 ......x 2n
x x
21 22 x 23 ......x 2n 3
ˆ . . . .
β x x x ......x x 31 x 32 x 33 ......x 3n
3 31 32 33 3n . . . . .
1 x 2n x 3n y n
:ﺒﺎﻝﺘﻌﻭﻴﺽ ﻨﺠﺩ
:ﺸﻌﺎﻉ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻫﻭ
y1 80
y
2 80
y 3 120
y4 40
Y = =
y 50
5
y 6 90
y 90
7
y8 140
:ﺃﻤﺎ ﻤﺼﻔﻭﻓﺔ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ ﻓﻬﻲ
1 x 21 x 31 1 40 10
1 x 22 x 32 1
80 20
1 x 23 x 33 1 60 5
1 x 24 x 34 1 20 5
X= =
1 x 25 x 35 1 45 10
1 x 26 x 36 1 90 15
1 x 27 x 37 1 100 20
1 x 28 x 38 1 110 5
ﻭ ﺒﺘﻌﻭﻴﺽ ﺍﻝﻘﻴﻡ ﻨﺠﺩ:
−1
1 40 10 80
1 80
80 20
1 1 1 1 1 1 1 1 1 60 5 120
1
1 1 1 1 1 1 1 1
1 20 5 40 80 60 20 45 90 100 110 40
2 = 40 80 60 20 45 90 100 110 50
1 45 10
10 20 5 5 10 15 20 5
1 10 20 5 5 10 15 20 5
3
90 15 90
1 100 20 90
1 110 5 140
ﺒﺈﺠﺭﺍﺀ ﺠﺯﺀ ﻤﻥ ﺍﻝﻌﻤﻠﻴﺎﺕ ﻨﺠﺩ:
βˆ 1 8 545 90 −1 690
B̂ = βˆ 2 = 545 44225 6750 52350
ˆ
β 3 90 6750 1300 7550
ﺇﻴﺠﺎﺩ ﻤﻌﻜﻭﺴﺔ ﺍﻝﻤﺼﻔﻭﻓﺔ ﻴﺘﻁﻠﺏ:
-ﺇﻴﺠﺎﺩ ﺍﻝﻤﺤﺩﺩﺓ
-ﻤﻨﻘﻭل ﺍﻝﻤﺼﻔﻭﻓﺔ ﺍﻝﻤﺭﺘﺒﻁﺔ
ﻤﺤﺩﺩﺓ ﺍﻝﻤﺼﻔﻭﻓﺔ ﻨﺠﺩﻫﺎ ﺒﺎﻝﻁﺭﻴﻘﺔ ﺍﻝﺨﺎﺼﺔ ﻜﻤﺎ ﻴﻠﻲ:
8 545 90 8 545
545 44225 6750 545 44225
90 6750 1300 90 6750
-6750×6750×8-90×44225×90-6750×545×90+90×6750×545+1300×44225×8 ﺍﻝﻤﺤﺩﺩ=
13260000=1108855000-1122115000 =1300 ×545×545
ﻭﻤﻨﻪ ﻨﺠﺩ:
detA=13260000
ﺃﻤﺎ ﻤﻌﻜﻭﺱ ﺍﻝﻤﺼﻔﻭﻓﺔ ﻓﻬﻭ ﻴﻁﻠﺏ ﺍﻴﺠﺎﺩ ﺍﻝﻤﺼﻔﻭﻓﺔ ﺍﻝﻤﺭﺘﺒﻁﺔ ﺜﻡ ﻤﻨﻘﻭﻝﻬﺎ ﻝﻴﻘﺴﻡ ﻋﻠﻰ ﻤﺤﺩﺩﻫﺎ:
ﻋﻨﺎﺼﺭ ﺍﻝﻤﺼﻔﻭﻓﺔ ﺍﻝﻤﺭﺘﺒﻁﺔ:
A31=-301500 A21=-101000 A11=11930000
A32=-4950 A22=2300 A12=-101000
A33=56775 A23=-4950 A13=-301500
ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻥ ﻤﻌﻜﻭﺱ ﺍﻝﻤﺼﻔﻭﻓﺔ ﻫﻭ:
11930000 - 101000 - 301500
- 101000
- 4950
1
) (X ′X −1
= 2300
13260000
- 301500 - 4950 56775
ﻭ ﻤﻨﻪ ﻨﺠﺩ:
βˆ 1 11930000 - 101000 - 301500 690
- 101000
- 4950 52350
1
B̂ = βˆ 2 = 2300
ˆ 13260000
β 3 - 301500 - 4950 56775 7550
ﺒﺈﺠﺭﺍﺀ ﺍﻝﻌﻤﻠﻴﺎﺕ ﻨﺠﺩ:
βˆ 1 50.379
ˆ = βˆ = 1.006
B
ˆ
2
β
3 - 2.905
ﺃﻱ:
βˆ 1 = 50.379 βˆ 2 = 1.006 βˆ 3 = −2.905
ﻭ ﻋﻠﻴﻪ ﻓﺈﻥ ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﺨﻁﻲ ﺍﻝﻤﻘﺩﺭ ﻫﻭ:
ﺍﻝﻜﺜﻴﺭ ﻤﻥ ﺍﻝﻤﺘﻐﻴﺭﺕ ﺘﻜﻭﻥ ﻤﺭﺘﺒﻁﺔ ﺒﻌﻀﻬﺎ ﺍﻝﺒﻌﺽ ﻏﻴﺭ ﺃﻥ ﻤﻌﺎﻤل ﺍﻻﺭﺘﺒﺎﻁ ﻓﻴﻬﺎ ﻴﻜﻭﻥ ﻀﻌﻴﻔﺎ ،ﻤﻤﺎ ﻴﺩل
ﻋﻠﻰ ﻋﺩﻡ ﻭﺠﻭﺩ ﻋﻼﻗﺔ ﺒﻴﻨﻬﺎ ﺃﻭ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﻝﻜﻨﻬﺎ ﻏﻴﺭ ﺨﻁﻴﺔ ،ﻋﻤﻠﻴﺎ ﻨﺼﺎﺩﻑ ﺍﻝﻜﺜﻴﺭ ﻤﻥ ﺍﻝﻌﻼﻗﺎﺕ ﺒﻴﻥ
ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﻝﻜﻨﻬﺎ ﻝﻴﺴﺕ ﺨﻁﻴﺔ ﻭﺘﺄﺨﺫ ﺃﺸﻜﺎﻻ ﻤﺘﻬﺩﺩﺓ ﻜﺸﻜل ﺩﺍﻝﺔ ﺍﻝﻘﻁﻊ ﺍﻝﻤﻜﺎﻓﻲﺀ ﺃﻭ ﺸﻜل ﺍﻝﺩﺍﻝﺔ ﺍﻷﺴﻴﺔ
ﻭﻏﻴﺭﻫﺎ ،ﻭﺴﻨﺘﻨﺎﻭل ﻓﻲ ﻫﺫﺍ ﺍﻝﻔﺼل ﻜﻴﻔﻴﺔ ﺘﻘﺩﻴﺭ ﺍﻹﺘﺠﺎﻩ ﺍﻝﻌﺎﻡ ﻝﻠﻅﻭﺍﻫﺭ ﻓﻴﻤﺎ ﻝﻭ ﻅﻬﺭ ﺸﻜل ﺍﻨﺘﺸﺎﺭﻫﺎ ﺒﺸﻜل
ﻴﻭﺤﻲ ﺒﺄﻥ ﺩﺍﻝﺘﻬﺎ ﺘﻜﻭﻥ ﻓﻲ ﺼﻴﻐﺔ ﺩﺍﻝﺔ ﻗﻁﻊ ﻤﻜﺎﻓﻲﺀ ﺃﻭ ﺼﻴﻐﺔ ﺩﺍﻝﺔ ﺃﺴﻴﺔ ﺃﻭ ﻏﻴﺭﻫﻤﺎ.
ﺸﻜل2-4 ﺸﻜل1-4
y i = a + bx i + cx i2
ﻭﻴﺘﻡ ﺍﻴﺠﺎﺩ ﻤﻌﺎﻝﻡ ﻫﺫﻩ ﺍﻝﺩﺍﻝﺔ ﺒﺈﺴﺘﺨﺩﺍﻡ ﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ،ﻭﺫﻝﻙ ﺒﺘﺤﻭﻴﻠﻬﺎ ﺍﻝﻰ ﻤﻌﺎﺩﻝﺔ ﺨﻁﻴﺔ،
ﺒﺈﺠﺭﺍﺀ ﺍﻝﺘﺤﻭﻴﻼﺕ ﺍﻝﺘﺎﻝﻴﺔ:
2-4
x i2 = z i
ﻭ ﺒﻨﺎﺀ ﻋﻠﻰ ﺫﻝﻙ ﺘﺼﺒﺢ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺠﺩﻴﺩﺓ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
3-4
y i = a + bx i + cz i
ﻭﻜﻤﺎ ﻫﻭ ﻭﺍﻀﺢ ،ﻓﻺﻥ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﻤﺤﺼل ﻋﻠﻴﻬﺎ ﻫﻲ ﻤﻌﺎﺩﻝﺔ ﺇﻨﺤﺩﺍﺭ ﺜﻼﺜﻲ ،ﻝﺫﻝﻙ ﻴﺘﻡ ﺘﻘﺩﻴﺭ ﻤﻌﺎﻝﻤﻬﺎ،a :
c ،bﻋﻥ ﻁﺭﻴﻕ ﺍﻝﻤﻌﺎﺩﻻﺕ ﺍﻝﺘﺎﻝﻴﺔ :
n n n n
∑ yi xi ∑ z i2 − ∑ yi z i ∑ xi zi
4-4 = i =1
n
i =1
n
i =1
n
i =1
̂b
∑x ∑z
i =1
2
i
i =1
2
i ) − ( ∑ xi z i
i =1
2
5-4
n n n n
ﻤﻊ:
= x i − x xi
= y i − y yi
= z i − z zi
aˆ = y − bˆ x − cˆ z 6-4
ﻭ ﻫﻲ ﻨﻔﺱ ﺍﻝﻤﻌﺎﺩﻻﺕ ﺍﻝﻤﺴﺘﺨﺩﻤﺔ ﻓﻲ ﺍﻹﻨﺤﺩﺍﺭ ﺍﻝﺜﻼﺜﻲ ﻓﻲ ﺍﻝﻔﺼل ﺍﻝﺴﺎﺒﻕ.
ﺒﻌﺩ ﺍﻝﺤﺼﻭل ﻋﻠﻰ ﺍﻝﻤﻌﺎﻝﻡ ﺍﻝﻤﻘﺩﺭﺓ c ،b ،a :ﻴﺘﻡ ﺘﺤﻭﻴل ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﻤﺤﺼل ﻋﻠﻴﻬﺎ ﺍﻝﻰ ﺃﺼﻠﻬﺎ ﻜﻤﺎ ﻫﻲ
ﻭﺍﺭﺩﺓ ﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺭﻗﻡ .1-4
ﻤﺜﺎل : 1-4:ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﺘﺎﻝﻴﺔ ﺘﻅﻬﺭ ﺘﻁﻭﺭ ﺍﻝﻭﺍﺭﺩﺍﺕ ﺍﻝﻐﺫﺍﺌﻴﺔ ﺨﻼل ﺍﻝﻔﺘﺭﺓ 2014- -2006ﺒﻤﻼﻴﻴﺭ
ﺍﻝﺩﻴﻨﺎﺭﺍﺕ.
ﺍﻝﻭﺍﺭﺩﺍﺕ
ﺍﻝﺴﻨﺔ
50 20
100 2007
200 2008
50 2009
400 2010
350 2011
200 2012
100 2013
50 2014
ﺍﻝﻤﻁﻠﻭﺏ -1 :ﺒﻭﻀﻊ t=0ﺴﻨﺔ 2006ﻗﺩﻡ ﻫﺫﻩ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻋﻠﻰ ﻤﻌﻠﻡ ﻤﺘﻌﺎﻤﺩ .ﻤﺎﺫﺍ ﺘﺴﺘﻨﺘﺞ؟
-2ﺇﻋﻁ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﻌﺎﻤﺔ ﻝﻠﺸﻜل ﺍﻝﻤﺤﺼل ﻋﻠﻴﻪ ﺒﺤﻴﺙ ﺘﻜﻭﻥ ﺍﻝﻭﺍﺭﺩﺍﺕ yﺩﺍﻝﺔ ﻓﻲ ﺍﻝﺯﻤﻥ،
ﺃﻱ ) y=f(tﺤﻴﺙ ،t=o, 1, 2…..9ﺜﻡ ﻗﺩﺭﻫﺎ.
ﺍﻹﺠﺎﺒﺔ :ﺘﻘﺩﻴﻡ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻋﻠﻰ ﻤﻌﻠﻡ ﻤﺘﻌﺎﻤﺩ:
ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺸﺎﺭ ﺍﻝﻴﻬﺎ ﺘﺼﺒﺢ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
ﺍﻝﻭﺍﺭﺩﺍﺕ
ﺍﻝﺴﻨﺔ
50 0
10 1
200 2
350 3
400 4
350 5
200 6
100 7
50 8
ﺠﺩﻭل1-4
ﺘﻁﻭﺭ ﺍﻝﻭﺍﺭﺩﺍﺕ ﺍﻝﻐﺫﺍﺌﻴﺔ ﺨﻼل ﺍﻝﻔﺘﺭﺓ ،2014-2006ﺒﻤﻼﻴﻴﺭ ﺍﻝﺩﻴﻨﺎﺭﺍﺕ ﻤﻊ t=0 :ﺴﻨﺔ 2006
ﺸﻜل3-4
ﻴﻼﺤﻅ ﺃﻥ ﺍﻝﺸﻜل ﺍﻝﻤﺤﺼل ﻋﻠﻴﻪ ﻫﻭ ﺸﻜل ﺩﺍﻝﺔ ﻗﻁﻊ ﻤﻜﺎﻓﻲﺀ ،ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺈﻥ ﺸﻜل ﺩﺍﻝﺘﻪ ﺴﻭﻑ ﻴﻜﻭﻥ
ﻋﻠﻰ ﻨﺤﻭ ﺍﻝﺩﺍﻝﺔ:
y t = a + bt + ct 2
ﻨﺠﺭﻱ ﺍﻝﺘﺤﻭﻴﻼﺕ ﺍﻝﻼﺯﻤﺔ ،ﻝﺘﺼﺒﺢ ﺍﻝﺩﺍﻝﺔ ﺨﻁﻴﺔ ﻴﻤﻜﻥ ﺘﻘﺩﻴﺭﻫﺎ ﺒﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ،ﺤﻴﺙ
ﻨﻀﻊ:
t = xt t2 = zt
ﻭﻨﺠﺩ ﻤﻌﺎﻝﻡ ﺍﻝﺩﺍﻝﺔ ﺒﺘﻁﺒﻴﻕ ﺍﻝﻤﻌﺎﺩﻻﺕ 6-4 ، 5-4 ، 4-4ﺒﻤﺴﺎﻋﺩﺓ ﺍﻝﺠﺩﻭل ﺃﺩﻨﺎﻩ:
x=4 z = 22.67 y = 200
t=xt t2=zt yt y x z yx yz zx x2 z2 ﺍﻝﻘﻴﻡ
ﺍﻝﻤﻘﺩﺭﺓ
0 0 50 -150 -4 -22.67 600 3400.5 90.68 16 513.93 19,0
1 1 100 -100 -3 -21.67 300 2167 65.01 9 469.59 8152,2
2 4 200 0 -2 -18.67 0 0 37.34 4 348.57 5254,5
3 9 350 150 -1 -13.67 -150 2050.5- 13.67 1 186.87 1315,9
4 16 400 200 0 -6.67 0 1334- 0 0 44.49 4336,3
5 25 350 150 1 2.33 150 349.5 2.33 1 5.43 315,91
6 36 200 0 2 13.33 0 0 26.66 4 177.69 254,55
7 49 100 -100 3 26.33 -300 2633- 78.99 9 693.28 8152,2
8 64 50 -150 4 41.33 -600 6199.5- 165.32 16 31708.1 19,0
0 0 -0.03 0 -6300 480 60 4148.00
ﺠﺩﻭل2-4
ﺤﻴﺙ ﻨﺠﺩ:
n n n n
∑ y x ∑z −∑ y z ∑x z
i i
2
i i i i i
)0 × 4148 − (−6300 × 480
= i =1 i =1 i =1 i =1
= ̂= 163.636 b
n n n
60 × 4148 − 480 × 480
∑x ∑z
i =1
i
2
i =1
2
i − (∑ xi z i ) 2
i =1
n n n n
yt
=9.17+163.636xt -20.455zt
ﺒﺘﺤﻭﻴﻠﻬﺎ ﺍﻝﻰ ﺃﺼﻠﻬﺎ ﻨﺤﺼل ﻋﻠﻰ ﺩﺍﻝﺔ ﺍﻝﻘﻁﻊ ﺍﻝﻤﻜﺎﻓﻲﺀ ﺍﻝﻤﻘﺩﺭﺓ ﻜﻤﺎ ﻫﻲ ﺃﺩﻨﺎﻩ :
yt =9.170 +163.636t -20.455t2
ﻭ ﻫﻲ ﻨﻔﺱ ﺍﻝﻨﺘﺎﺌﺞ ﺘﻘﺭﻴﺒﺎ ﺍﻝﺘﻲ ﻨﺤﺼل ﻋﻠﻴﻬﺎ ﺒﺎﺴﺘﺨﺩﺍﻡ ﺒﺭﻨﺎﻤﺞ SPSS
ﺘﻜﻭﻥ ﺍﻝﻘﻴﻡ ﺍﻹﺘﺠﺎﻫﻴـﺔ ﺘﻘﺭﻴﺒﻴـﺔ ﻜﻤـﺎ ﻫـﻲ ﻭﺍﻀـﺤﺔ ﻓـﻲ ﺍﻝﻌﻤـﻭﺩ ﺍﻷﺨﻴـﺭ ﻤـﻥ ﺍﻝﺠـﺩﻭل-4
.2
ﺸﻜل4-4
ﺃﻭ ﻋﻠﻰ ﺍﻝﻨﺤﻭ ﺍﻝﻤﻨﺎﻅﺭ ﻝﻬﺫﺍ ﺍﻝﺸﻜل ،ﻭﻴﺘﻡ ﺘﻘﺩﻴﺭﻫﺎ ﻋﻥ ﻁﺭﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺘﺎﻝﻴﺔ :
xt
8--4 yt =a.b
ﺤﻴﺙ yt:ﻤﺘﻐﻴﺭ ﺘﺎﺒﻊ xt ،ﻤﺘﻐﻴﺭ ﻤﺴﺘﻘل.
: aﻗﻴﻤﺔ ﺘﻘﺎﻁﻊ ﺍﻝﻤﻨﺤﻨﻰ ﺒﺎﻹﺤﺩﺍﺜﻲ ﺍﻝﻌﻤﻭﺩﻱ.
:bﻤﻌﺎﻤل ﻨﻤﻭ ﺍﻝﺩﺍﻝﺔ.
ﻭ ﺒﺈﺴــﺘﺨﺩﺍﻡ ﻁﺭﻴﻘــﺔ ﺍﻝﻤﺭﺒﻌــﺎﺕ ﺍﻝــﺼﻐﺭﻯ ﻴــﺘﻡ ﺘﻘــﺩﻴﺭ ﻤﻌــﺎﻝﻡ ﻫــﺫﻩ ﺍﻝﺩﺍﻝــﺔ ﻭﺫﻝــﻙ ﺒﻌــﺩ
ﺘﺤﻭﻴﻠﻬﺎ ﺍﻝﻰ ﺩﺍﻝﺔ ﺨﻁﻴﺔ ﺒﺈﺩﺨﺎل ﺍﻝﻠﻭﻏﺎﺭﻴﺘﻡ ﻋﻠﻰ ﻁﺭﻓﻴﻬﺎ ،ﺃﻱ :
9-4
Log yt =Log a.bxt = Log a + xt.Log b
Log b.Log yt = Log a + xt
ﻭﺒﺈﺠﺭﺍﺀ ﺍﻝﺘﺤﻭﻴﻼﺕ ﺍﻝﺘﺎﻝﻴﺔ :
Log y t = y∗t
∗ Log a = a
∗Log b = b
∑ (x
t =0
t − x) 2
ﺸﻜل5-4
ﻤﻥ ﺸﻜل ﺍﻹﻨﺘﺸﺎﺭ ﻴﻅﻬﺭ ﺒﺄﻥ ﺍﻝﺩﺍﻝﺔ ﺍﻝﺯﻤﻨﻴﺔ ﻝﺘﻁﻭﺭ ﺍﻹﻨﺘﺎﺝ ﻴﻤﻜﻥ ﺘﻘﺭﻴﺒﻬﺎ ﺍﻝﻰ ﺸﻜل ﺍﻝﺩﺍﻝﺔ ﺍﻷﺴﻴﺔ ﻜﻤـﺎ
ﻫﻲ ﻤﻌﺭﻓﺔ ﺃﻋﻼﻩ ﺃﻱ :
yt =a.bt
ﺤﻴﺙ : ytﻗﻴﻤﺔ ﺍﻹﻨﺘﺎﺝ ﻓﻲ ﺍﻝﻔﺘﺭﺓ ، tﺃﻱ ﺃﻥ ytﻫﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ tﻫﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل.
ﻭ ﻴــﺘﻡ ﺘﻘــﺩﻴﺭ ﻤﻌﺎﻝﻤﻬــﺎ b:ﻭ aﺒﺘﺤﻭﻴﻠﻬــﺎ ﺍﻝــﻰ ﺸــﻜل ﺨﻁــﻲ ﻝﻨــﺘﻤﻜﻥ ﻤــﻥ ﺘﻘــﺩﻴﺭﻫﺎ
ﺒﺎﺴﺘﺨﺩﺍﻡ ﻁﺭﻴﻘـﺔ ﺍﻝﻤﺭﺒﻌـﺎﺕ ﺍﻝـﺼﻐﺭﻯ ﻭ ﺫﻝـﻙ ﻜﻤـﺎ ﻫـﻭ ﻭﺍﻀـﺢ ﺃﻋـﻼﻩ ،ﻭﻋﻠﻴـﻪ ﻴﺘﻌـﻴﻥ
ﻋﻠﻴﻨﺎ ﺇﺠﺭﺍﺀ ﺍﻝﺘﺤﻭﻴﻼﺕ ﺍﻝﺘﺎﻝﻴﺔ :
ﻨﺩﺨل ﺍﻝﻠﻭﻏﺎﺭﻴﺘﻡ ﻋﻠﻰ ﺍﻝﻁﺭﻓﻴﻥ:
Log yt =Log a.bt = Log a + t . Log b
ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ:
Log yt = Log a + t . Log b
ﺒﺠﻌل:
∗
Log y t = y t
∗ Log a = a
∗ Log b = b
t = xt
ﺘﻜﻭﻥ ﺍﻝﺩﺍﻝﺔ ﺍﻝﺨﻁﻴﺔ ﺍﻝﻤﻁﻠﻭﺏ ﺘﻘﺩﻴﺭ ﻤﻌﺎﻝﻤﻬﺎ ﺒﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﻋﻠﻰ ﺍﻝﺸﻜل:
y ∗t = a ∗ + b ∗ x t
ﺒﺘﻁﺒﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺘﻴﻥ 11-4ﻭ 12-4ﻭ ﺒﺠﻌل t=0ﺴﻨﺔ 2010ﻭ ﻤﻥ ﺨﻼل ﺍﻝﺠﺩﻭل ﺍﻝﺘﺎﻝﻲ ﻨﺠﺩ :
t=xt yt y ∗t = Log y t ( x − x ) ( y ∗ − y ∗ ) ( x t − x )( y ∗t − y ∗ ) ( x − x ) 2ﺍﻝﺴﻨﺔ
t t t
Log b=b*=1.7/5=0.34
Log a= a* =0.59
ﻭ ﻤﻨﻪ ﻨﺠﺩ:
∗
y = 0.59 + 0.34 x t
t
ﺒﻤﺎ ﺃﻥ:
Log a = 0.59 ⇒ a = 10 0.59
= 3.89
Log b = 0.34 ⇒ b = 10 0.34 = 2.19
ﺒﺎﻝﻌﻭﺩﺓ ﺍﻝﻰ ﺍﻝﺩﺍﻝﺔ ﺍﻷﺼﻠﻴﺔ ،ﺘﻜﻭﻥ ﺍﻝﺩﺍﻝﺔ ﺍﻷﺴﻴﺔ ﺍﻝﻤﻘﺩﺭﺓ:
t
yt=3.89 . 2.19
ﺃﻤﺎ ﺍﻝﻘﻴﻡ ﺍﻹﺘﺠﺎﻫﻴﺔ ﻝﻠﺩﺍﻝﺔ ﻓﻬﻲ:
ﺸﻜل6-4
ﻭ ﻴﺘﻡ ﺘﻘﺩﻴﺭ ﻨﻤﻭﺫﺠﻬﺎ ﺃﻴﻀﺎ ﺒﺎﺠﺭﺍﺀ ﺘﺤﻭﻴل ﺒﺴﻴﻁ ﻭ ﺫﻝﻙ ﺒﻭﻀﻊ:
Log x t = x ∗t
ﻝﺘﺼﺒﺢ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﻤﻁﻠﻭﺏ ﺘﻘﺩﻴﺭﻫﺎ ﺒﺎﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
y t = a + b . x ∗t 18-4
ﻭ ﺘﻁﺒﻴﻕ ﺍﺴﻠﻭﺏ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﻝﺘﻘﺩﻴﺭ aﻭ bﺜﻡ ﺘﺤﻭﻴل ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﻰ ﺃﺼﻠﻪ.
-ﻨﻤﻭﺫﺝ ﺍﻝﺘﻭﻗﻊ ﺍﻝﻤﻜﻴﻑ ﻝـ ﻜﺎﻗﺎﻥ ) : (CAGANﻭ ﻓﻴﻪ ﻴﻜﻭﻥ ﺍﻝﺘﺨﻠﻑ ﺍﻝﺯﻤﻨﻲ ﻤﺘﻁﺎﺒﻕ ﻤﻊ ﺍﻝﻤﻌﺎﺩﻝﺔ
ﻜﻤﺎﻫﻲ ﻓﻲ ﻨﻤﻭﺫﺝ ﻜﻭﻴﺵ ﺍﻋﻼﻩ ،ﻏﻴﺭ ﺃﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ytﻴﻌﺘﻤﺩ ﻋﻠﻰ ﺍﻝﻘﻴﻤﺔ ﺍﻝﻤﺘﻭﻗﻌﺔ ﻝﻠﻤﺘﻐﻴﺭ
ﺍﻝﻤﺴﺘﻘل ٭ Xﻭ ﻝﻴﺱ ﻋﻠﻰ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺤﻘﻴﻘﻴﺔ ﻝـ ،Xﻭ ﻴﺴﺘﺨﺩﻡ ﻓﻲ ﺩﺭﺍﺴﺔ ﺍﻝﻁﻠﺏ ﻋﻠﻰ ﺍﻝﺴﻠﻊ ،ﺤﻴﺙ
ﺘﻜﻭﻥ :Yﺍﻝﻜﻤﻴﺔ ﺍﻝﻤﻁﻠﻭﺒﺔ ﻤﻥ ﺴﻠﻌﺔ ﻤﺎ ،٭ : Xﺍﻝﺴﻌﺭ ﺍﻝﻤﺘﻭﻗﻊ ﻝﻠﺴﻠﻌﺔ ،ﺍﻝﺫﻱ ﻴﻤﻜﻥ ﺘﻘﺩﻴﺭﻩ ﻋﻥ
ﻁﺭﻴﻕ ﻤﻌﺎﺩﻝﺔ ﺃﺨﺭﻯ.
-ﻨﻤﻭﺫﺝ ﺍﻝﺘﻌﺩﻴل ﺍﻝﺠﺯﺌﻲ ﻝـ ﻨﻴﺭﻝﻭﻑ ) :(NERLOV’Sﻭ ﻫﻭ ﺃﻴﻀﺎ ﻤﻭﺯﻉ ﻫﻨﺩﺴﻴﺎ ،ﺒﺤﻴﺙ ﻴﻔﺘﺭﺽ ﺃ
ﺍﻝﻤﺴﺘﻭﻯ ﺍﻝﻤﺭﻏﻭﺏ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻓﻲ ﺍﻝﻔﺘﺭﺓ tﺃﻱ Ytﻴﻌﺘﻤﺩ ﻋﻠﻰ ﻤﺘﻌﻴﺭﺍﺕ ﺘﻭﻀﻴﺤﻴﺔ Xﻤﻀﺎﻓﺎ
ﺍﻝﻴﻬﺎ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻌﺸﻭﺍﺌﻲ Utﺒﺤﻴﺙ ﻴﺄﺨﺫ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻗﻴﻤﺔ ﻤﺘﻭﻗﻌﺔ ﻤﺜﻠﻰ ﻤﻥ ﺍﻝﺸﻜل:
Yt∗ = α + β X t + U t
-ﻨﻤﻭﺫﺝ ﺍﻝﺘﺨﻠﻑ ﺍﻝﺯﻤﻨﻲ ﻤﺘﻌﺩﺩ ﺍﻝﺤﺩﻭﺩ ﻝـ ﺃﻝﻤﻭﻥ ) :(ALMONﻭ ﻫﻲ ﺘﻘﻭﻡ ﻋﻠﻰ ﺍﻓﺘﺭﺍﺽ ﺃﺴﺎﺴﻲ
ﻴﺘﻤﻡ ﻓﻴﻪ ﺍﻓﺘﺭﺍﺽ ﺤﺩ ﺍﻗﺼﻰ ﻝﻠﺘﺨﻠﻑ ﺍﻝﺯﻤﻨﻲ ﻋﻠﻰ ﻋﻜﺱ Caganﺍﻝﺫﻱ ﻴﻔﺘﺭﺽ ﺒﺄﻥ ﺍﻝﻤﻌﺎل
ﺘﺘﻨﺎﻗﺹ ﺒﻤﺭﻭﺭ ﺍﻝﺯﻤﻥ ﺩﻭﻥ ﺤﺩ ،ﺤﻴﺙ ﻴﻜﻭﻥ ﺍﻝﻨﻤﻭﺫﺝ ﻋﻠﻰ ﺍﻝﺸﻜل:
Yt = α + β X t + β1X t −1 + β 2 X t − 2 + β 3 X t − 3 + .....β m X t − m
ﺍﻝﻤﻘﻁﻊ :2-1ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ /ﺍﻝﺘﻭﻗﻊ ﺍﻝﺭﻴﺎﻀﻲ
∑f
i=1
i
ﺃﻱ ﻤﺠﻤﻭﻉ ﺍﻝﻌﻼﻤﺎﺕ ﻓﻲ ﺘﻜﺭﺍﺭﺍﺘﻬﺎ )ﻤﻌﺎﻤﻼﺘﻬﺎ( ﻤﻘﺴﻤﺔ ﻋﻠﻰ ﻤﺠﻤﻭﻉ ﺍﻝﺘﻜﺭﺍﺭﺍﺕ )ﺍﻝﻤﻌﺎﻤﻼﺕ( ،ﻭ ﺫﻝﻙ ﺒﺎﻻﺴﺘﻌﺎﻨﺔ
ﺒﺎﻝﺠﺩﻭل ﺃﺩﻨﺎﻩ:
i xi fi xi fi
1 14.5 7 101.5
2 11.0 6 66.0
3 12.5 6 75.0
4 11.5 3 34.5
5 .13 2 26.0
6 12.0 2 24.0
7 05.0 2 10.0
8 09.0 18.0
9 15.5 2 31.0
10 18.5 1 18.0
ﺍﻝﻤﺠﻤﻭﻉ 33 404
ﺠﺩﻭل3-1
ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ )ﺍﻝﻤﻌﺩل(:
10
ﻤﺜﺎل :4-1ﺇﺫﺍ ﻜﺎﻨﺕ ﻝﺩﻴﻨﺎ ﺍﻷﺭﻗﺎﻡ ﺍﻝﺘﺎﻝﻴﺔ ﻭ ﺍﺤﺘﻤﺎﻻﺕ ﺤﺩﻭﺜﻬﺎ ﻜﻤﺎ ﻓﻲ ﺍﻝﺠﺩﻭل ﺍﻝﺘﺎﻝﻲ:
X 1 2 3 4 5 6
)P(X 1/6 2/6 1/6 1/6 1/6 0
ﺍﻝﻤﻁﻠﻭﺏ :ﺃﻭﺠﺩ ﺘﻭﻗﻌﻬﺎ ﺍﻝﺭﻴﺎﻀﻲ.
ﺍﻝﺠﻭﺍﺏ:
ﺒﺘﻁﺒﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺃﻋﻼﻩ ،ﻨﻭﺠﺩ ﻤﺠﻤﻭﻉ ﺍﻻﺤﺩﺍﺙ ﻓﻲ ﺍﺤﺘﻤﺎﻻﺕ ﺤﺩﻭﺜﻬﺎ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻥ ﺘﻭﻗﻌﻬﺎ ﺍﻝﺭﻴﺎﻀﻲ
ﻫﻭ:
6
1 2 1 1 1 15 5
E ( x ) = ∑ x i × P( x i ) =1× + 2 × + 3 × + 4 × + 5 × + 6 × 0 = = = 2.5
i =1 6 6 6 6 6 6 2
ﺃﻤﺎ ﺍﺫﺍ ﻜﺎﻨﺕ ﺍﻝﻤﺘﻐﻴﺭﺓ ﺍﻝﻌﺸﻭﺍﺌﻴﺔ ﻤﺴﺘﻤﺭﺓ ،ﺩﺍﻝﺔ ﺍﺤﺘﻤﺎﻝﻬﺎ ﻫﻲ ، f(x) :ﻓﺎﻥ ﺘﻭﻗﻌﻬﺎ ﺍﻝﺭﻴﺎﻀﻲ ﻴﻌﻁﻰ ﺒﺎﻝﺼﻴﻐﺔ ﺍﻝﺘﺎﻝﻴﺔ:
∞+
= ) E( x ∫ xf ( x)dx
∞−
ﻤﺜﺎل :5-1ﺍﺫﺍ ﻜﺎﻨﺕ ﻝﺩﻴﻨﺎ ﺩﺍﻝﺔ ﻜﺜﺎﻓﺔ ﺍﻻﺤﺘﻤﺎل ﻝﻠﻤﺘﻐﻴﺭﺓ ﺍﻝﻌﺸﻭﺍﺌﻴﺔ xﻋﻠﻰ ﺍﻝﻨﺤﻭ ﺍﻝﺘﺎﻝﻲ:
1
x :0 < x < 6
f (x ) = 2
[0 : x ∉ ]0,6
ﻤﺜﺎل :6-1ﻤﺅﺴﺴﺔ ﺍﻗﺘﺼﺎﺩﻴﺔ ﺘﺘﻭﻗﻊ ﺃﻥ ﺘﺘﻠﻘﻰ ﻜل ﺸﻬﺭ 3ﻁﻠﺒﻴﺎﺕ ﻤﻥ ﺍﻝﻌﻤﻴل Aﻭ 4ﻁﻠﺒﻴﺎﺕ ﻤﻥ .B
ﺍﻝﻤﻁﻠﻭﺏ:
.1ﻤﺎﻫﻭ ﺍﻝﻌﺩﺩ ﺍﻝﻤﺘﻭﻗﻊ ﻤﻥ ﺍﻝﻁﻠﺒﻴﺎﺕ ﺍﻝﻤﺘﻠﻘﺎﺓ ﻤﻥ ﺍﻝﻌﻤﻴل Aﻓﻲ ﺍﻝﺴﻨﺔ.
.2ﻤﺎﻫﻭ ﺍﻝﻌﺩﺩ ﺍﻝﻤﺘﻭﻗﻊ ﻤﻥ ﺍﻝﻁﻠﺒﻴﺎﺕ ﺍﻝﻤﺘﻠﻘﺎﺓ ﻤﻥ ﺍﻝﻌﻤﻴل Bﻓﻲ ﺍﻝﺴﻨﺔ.
.3ﻤﺎﻫﻭ ﺍﻝﻌﺩﺩ ﺍﻝﻜﻠﻲ ﺍﻝﻤﺘﻭﻗﻊ ﻤﻥ ﺍﻝﻁﻠﺒﻴﺎﺕ ﺍﻝﻤﺘﻠﻘﺎﺓ ﻓﻲ ﺸﻬﺭ ﺍﻝﻭﺍﺤﺩ.
ﺍﻻﺠﺎﺒﺔ:
.1ﺍﻝﻌﺩﺩ ﺍﻝﻤﺘﻭﻗﻊ ﻤﻥ ﺍﻝﻁﻠﺒﻴﺎﺕ ﺍﻝﻤﺘﻠﻘﺎﺓ ﻤﻥ ﺍﻝﻌﻤﻴل Aﻓﻲ ﺍﻝﺴﻨﺔ :ﺍﻝﺴﻨﺔ ﺘﺤﺘﻭﻱ 12ﺸﻬﺭ ،ﻝﺫﻝﻙ
ﻴﻜﻭﻥ:
E(12A) = 12E(A) = 12(3) = 36
ﻴﻌﻨﻲ ﺃﻨﻪ ﻴﺘﻭﻗﻊ ﺘﻠﻘﻲ 36ﻁﻠﺒﻴﺔ ﻓﻲ ﺍﻝﺴﻨﺔ ﻤﻥ ﺍﻝﻌﻤﻴل A
.2ﺍﻝﻌﺩﺩ ﺍﻝﻤﺘﻭﻗﻊ ﻤﻥ ﺍﻝﻁﻠﺒﻴﺎﺕ ﺍﻝﻤﺘﻠﻘﺎﺓ ﻤﻥ ﺍﻝﻌﻤﻴل Bﻓﻲ ﺍﻝﺴﻨﺔ :ﺍﻝﺴﻨﺔ ﺘﺤﺘﻭﻱ 12ﺸﻬﺭ ،ﻝﺫﻝﻙ
ﻴﻜﻭﻥ:
ﺸﻜل7-2
ﺒﻤﺎ ﺃﻥ bﻫﻭ ﻤﻴل ﺍﻝﺩﺍﻝﺔ ،ﻓﻬﻭ ﺇﺫﻥ ﻋﺒﺎﺭﺓ ﻋﻥ ﻅل ﺍﻝﺯﺍﻭﻴﺔ αﺍﻝﻤﺤﺼﻭﺭﺓ ﺒﻴﻥ ﺍﻝﻤﻨﺤﻨﻰ ﻭ ﺍﻝﻤﺴﺘﻘﻴﻡ
ﺍﻝﻤﻭﺍﺯﻱ ﻝﻠﻤﺤﻭﺭ ﺍﻷﻓﻘﻲ ،ﺃﻱ:
∆y
=b 2-2
∆x
ﺤﻴﺙ ﺃﻥ ﺍﻝﻘﻴﻡ ﺘﻜﻭﻥ ﻤﻭﺠﻭﺩﺓ ﻋﻠﻰ ﺍﻝﻤﻌﻠﻡ ،ﻝﺫﻝﻙ ﻴﺘﻡ ﺇﻴﺠﺎﺩ bﻫﻨﺩﺴﻴﺎ ﺒﻜل ﺴﻬﻭﻝﺔ ،ﺒﻴﻨﻤﺎ aﻫﻲ ﻋﺒﺎﺭﺓ ﻋﻥ
ﻨﻘﻁﺔ ﺘﻘﺎﻁﻊ ﺨﻁ ﺍﻻﻨﺤﺩﺍﺭ ﻤﻊ ﺍﻝﻤﺤﻭﺭ ﺍﻝﻌﻤﻭﺩﻱ ،ﻭ ﻴﻤﻜﻥ ﺇﻴﺠﺎﺩﻫﺎ ﻫﻨﺩﺴﻴﺎ ﻤﻥ ﺍﻝﺭﺴﻡ ﺃﻴﻀﺎ ،ﻭﻨﺤﺼل
ﺒﺫﻝﻙ ﻋﻠﻰ ﻤﻌﻠﻤﺘﻲ ﺍﻝﺩﺍﻝﺔ.
ﻤﺜﺎل :2-2ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﺘﺎﻝﻴﺔ ﺘﻅﻬﺭ ﺘﻁﻭﺭ ﺍﻝﺩﺨل ﻭﺍﻻﺴﺘﻬﻼﻙ ﻝﺩﻭﻝﺔ ﻤﺎ ﺒﻤﻼﻴﻴﺭ ﺍﻝﺩﻴﻨﺎﺭﺍﺕ:
ﺭﻗﻡ ﺍﻝﺴﻨﺔ ﺍﻝﺩﺨل ﺍﻹﺴﺘﻬﻼﻙ
50 0 1
90 60 2
130 120 3
150 150 4
170 180
210 240 6
250 300 7
ﺠﺩﻭل1-2
ﺍﻝﻤﻁﻠﻭﺏ:
ﺍ -ﺤﺩﺩ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل.
ﺏ -ﺍﺭﺴﻡ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ .ﻤﺎﺫﺍ ﺘﻼﺤﻅ ؟.
ﺝ -ﺃﻭﺠﺩ ﻤﻌﺎﺩﻝﺔ ﺍﻨﺤﺩﺍﺭ ﺍﻻﺴﺘﻬﻼﻙ ﻋﻠﻰ ﺍﻝﺩﺨل.
ﺍﻹﺠﺎﺒﺔ:
ﺃ -ﺘﺤﺩﻴﺩ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل :ﺒﻤﺎ ﺃﻥ ﺍﻻﺴﺘﻬﻼﻙ ﻴﺘﺄﺜﺭ ﺒﺎﻝﺩﺨل ﻨﻅﺭﻴﺎ ،ﺇﺫ ﻜﻠﻤﺎ ﺍﺯﺩﺍﺩ
ﺍﻝﺩﺨل ﺍﺯﺩﺍﺩ ﺍﻻﺴﺘﻬﻼﻙ ﺘﺒﻌﺎ ﻝﺫﻝﻙ ،ﻭﺍﻝﻌﻜﺱ ﺼﺤﻴﺢ ﻭ ﻫﻭ ﻤﺎ ﻨﻼﺤﻅﻪ ﻤﻥ ﺨﻼل ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻹﺤﺼﺎﺌﻴﺔ
ﺍﻝﻭﺍﺭﺩﺓ ﻓﻲ ﺍﻝﺠﺩﻭل ،ﻝﺫﻝﻙ ﻓﺈﻥ:
ﺍﻻﺴﺘﻬﻼﻙ :ﻫﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ،ﻭﻨﺭﻤﺯ ﻝﻪ ﺒـyi :
ﺍﻝﺩﺨل :ﻫﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ،ﻭ ﻨﺭﻤﺯ ﻝﻪ ﺒـ xi :
ﻭ ﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻥ ﺍﻻﺴﺘﻬﻼﻙ ﻫﻭ ﺩﺍﻝﺔ ﻓﻲ ﺍﻝﺩﺨل ﺃﻱ yi=f(xi) :ﻻ ﻴﻤﻜﻨﻨﺎ ﺃﻥ ﻨﻌﺭﻑ ﻁﺒﻴﻌﺘﻬﺎ ﺇﻻ ﺒﻌﺩ ﺃﻥ
ﻨﺭﺴﻡ ﺸﻜل ﺍﻨﺘﺸﺎﺭﻫﺎ.
ﺏ -ﺸﻜل ﺍﻹﻨﺘﺸﺎﺭ:
ﺸﻜل8-2
ﻨﻼﺤﻅ ﺃﻥ ﻨﻘﺎﻁ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻜﻠﻬﺎ ﻋﻠﻰ ﺍﺴﺘﻘﺎﻤﺔ ﺘﺎﻤﺔ ،ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺈﻥ ﺍﻻﻨﺤﺩﺍﺭ ﻫﻭ ﺍﻨﺤﺩﺍﺭ ﺨﻁﻲ ﺒﺴﻴﻁ ﺘﺎﻡ
yi= a + bxi ﺘﻜﻭﻥ ﻋﻠﻰ ﺸﻜل ﺍﻝﻤﻌﺎﺩﻝﺔ ،1-2ﺃﻱ:
ﺝ -ﺇﻴﺠﺎﺩ ﻤﻌﺎﺩﻝﺔ ﺍﻨﺤﺩﺍﺭ ﺍﻻﺴﺘﻬﻼﻙ ﻋﻠﻰ ﺍﻝﺩﺨل :ﺒﻤﺎ ﺃﻥ ﻨﻘﺎﻁ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻋﻠﻰ ﺍﺴﺘﻘﺎﻤﺔ ﺘﺎﻤﺔ ،ﻝـﺫﻝﻙ
ﻴﺘﻡ ﺇﻴﺠﺎﺩ ﻤﻌﻠﻤﺘﻲ ﺍﻝﺩﺍﻝﺔ ﺒﺎﻝﻁﺭﻕ ﺍﻝﻬﻨﺩﺴﻴﺔ ﻭﺒﻤﺴﺎﻋﺩﺓ ﺍﻝﺸﻜل 9-2ﺃﺩﻨﺎﻩ.
ﺸﻜل9-2
ﺤﻴﺙ:
bﻫﻭﻤﻴل ﺍﻝﺩﺍﻝﺔ ﻭ ﻅل ﺍﻝﺯﺍﻭﻴﺔ ∝ ﺃﻱ:
60
= b = Tgα = 0.67
90
ﻭ ﻴﻤﻜﻥ ﺍﻝﺘﺄﻜﺩ ﻤﻥ ﺼﺤﺔ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺒﺈﻋﻁﺎﺀ ﻗﻴﻡ ﻝـ xi :ﻤﻥ ﺍﻝﺠﺩﻭل ﺭﻗﻡ ،1-2ﻓﺴﻭﻑ ﻨﺠﺩ ﺒﺎﻝﻀﺭﻭﺭﺓ
ﻨﻔﺱ ﺍﻝﻘﻴﻤﺔ ﺍﻝﻤﻘﺎﺒﻠﺔ ﻝﻬﺎ.
ﻭ ﻴﻤﻜﻥ ﺍﺴﺘﺨﺩﺍﻡ ﻫﺫﻩ ﺍﻝﻤﻌﺎﺩﻝﺔ ﻓﻲ ﺇﻴﺠﺎﺩ ﺃﻴﺔ ﻗﻴﻤﺔ ﻤﺴﺘﻘﺒﻠﻴﺔ ﻝﻼﺴﺘﻬﻼﻙ ﺇﺫﺍ ﻋﺭﻑ ﺍﻝﺩﺨل ﻭ ﺫﻝﻙ
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ ،ﻓﺈﺫﺍ ﻓﺭﻀﻨﺎ ﺃﻥ ﺍﻝﺩﺨل ﺴﻭﻑ ﻴﺼﺒﺢ ﻓﻲ ﺍﻝﺴﻨﺔ ﺍﻝﺘﺎﺴﻌﺔ 400ﻤﻠﻴﺎﺭ ﺩﻴﻨﺎﺭ ،ﻓﺈﻥ
ﺍﻻﺴﺘﻬﻼﻙ ﺍﻝﻤﺘﻭﻗﻊ ﻝﻬﺫﻩ ﺍﻝﺴﻨﺔ ﻫﻭ:
y9= 50+0.67(400)=318 ﻤﻠﻴﺎﺭ ﺩﻴﻨﺎﺭ
ﻴﻌﻨﻲ ﻫﺫﺍ ﺃﻥ ﺍﻻﺴﺘﻬﻼﻙ ﺨﻼل ﺍﻝﺴﻨﺔ ﺍﻝﺘﺎﺴﻌﺔ ﺴﻴﻜﻭﻥ 318ﻤﻠﻴﺎﺭ ﺩﻴﻨﺎﺭ.
ﺍﻝﻤﻘﻁﻊ :3-2ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺍﻝﺒﺴﻴﻁ ﻏﻴﺭ ﺍﻝﺘﺎﻡ
ﺃﻭﻻ :ﺘﻘﺩﻴﻡ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺍﻝﺒﺴﻴﻁ ﺍﻝﺘﺎﻡ:
ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻓﻲ ﺤﺎﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﻏﻴﺭ ﺍﻝﺘﺎﻡ ﻴﺸﺒﻪ ﺍﻝﺸﻜل ﺭﻗﻡ 2-2ﺃﻭ ،4-2ﺇﺫ ﺃﻥ ﻨﻘﺎﻁ ﺸﻜل
ﺍﻻﻨﺘﺸﺎﺭ ﻻ ﺘﻜﻭﻥ ﻋﻠﻰ ﺍﺴﺘﻘﺎﻤﺔ ﺘﺎﻤﺔ ،ﻝﻜﻨﻬﺎ ﺘﺄﺨﺫ ﺍﺘﺠﺎﻫﺎ ﻴﻤﻜﻥ ﺘﻘﺭﻴﺒﻪ ﻤﻥ ﻤﻌﺎﺩﻝﺔ ﺨﻁ ﻤﺴﺘﻘﻴﻡ ،ﺤﻴﺙ ﺃﻨﻪ
ﻴﺴﺘﺤﻴل ﺇﻴﺠﺎﺩ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺤﻘﻴﻘﻴﺔ ،ﺍﻝﺘﻲ ﻨﻔﺘﺭﻀﻬﺎ ﻜﻤﺎ ﻴﻠﻲ:
yi= a + bxi +εi 4-2
ﺤﻴﺙ ﺃﻥ ﺍﻝﺸﻕ ﺍﻷﻭل ﻤﻥ ﺍﻝﻤﻌﺎﺩﻝﺔ ﻭﻫﻭ ،a + bxi :ﻫﻭ ﻤﻌﺎﺩﻝﺔ ﺨﻁ ﻤﺴﺘﻘﻴﻡ ،ﻭﻗﺩ ﺃﻀﻴﻑ ﻝﻬﺎ ﺍﻝﻤﻘﺩﺍﺭ εi
ﺍﻝﺫﻱ ﻫﻭ ﻗﻴﻤﺔ ﺍﻝﺒﻌﺩ ﺒﻴﻥ ﺍﻝﻨﻘﺎﻁ ﺍﻝﺤﻘﻴﻘﻴﺔ ﻭﻤﻌﺎﺩﻝﺔ ﺍﻝﺨﻁ ﺍﻝﻤﺴﺘﻘﻴﻡ ،ﻭﺤﻴﺙ ﺃﻨﻪ ﻴﺴﺘﺤﻴل ﺇﻴﺠﺎﺩ ﻫﺫﻩ ﺍﻝﻤﻌﺎﺩﻝﺔ
ﻝﺫﻝﻙ ﻴﺘﻡ ﺘﻘﺭﻴﺒﻬﺎ ﺘﻘﺩﻴﺭﻴﺎ ﺍﻝﻰ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺨﻁﻴﺔ ﺍﻝﺘﺎﻝﻴﺔ:
ŷ i = â + b̂x i 5-2
ﺤﻴﺙ:
ﻗﻴﻤﺔ ﺘﻘﺩﻴﺭﻴﺔ ﻝـ yiﻭ ̂ aﻗﻴﻤﺔ ﺘﻘﺩﻴﺭﻴﺔ ﻝـ aﻭ ̂ bﻗﻴﻤﺔ ﺘﻘﺩﻴﺭﻴﺔ ﻝـ b ̂y
ﻴﻤﺭ ﻤﺴﺘﻘﻴﻡ ﻫﺫﻩ ﺍﻝﺩﺍﻝﺔ ﻤﻥ ﺍﻝﻨﻘﻁﺔ x :ﻭ ) yﺍﻝﻭﺴﻁﻴﻥ ﺍﻝﺤﺴﺎﺒﻴﻴﻥ ﻝﻠﻤﺘﻐﻴﺭﻴﻥ(.
ﻤﺜﺎل :3-2ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﺘﺎﻝﻴﺔ ﺘﻅﻬﺭ ﺘﻁﻭﺭ ﻜل ﻤﻥ ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ ﻭﺍﻝﻭﺍﺭﺩﺍﺕ ﺍﻝﺴﻠﻌﻴﺔ ﺒﻤﻼﻴﻴﺭ ﺍﻝﺩﻴﻨﺎﺭﺍﺕ،
ﺨﻼل ﺍﻝﻔﺘﺭﺓ 2011/2004
ﺩ.ﺩﺍﺨﻠﻲ ﻭﺍﺭﺩﺍﺕ ﺍﻝﺴﻨﺔ
10 10 2004
15 12 2005
20 15 2006
25 16 2007
30 16 2008
35 20 2009
40 26 2010
45 30 2011
ﺠﺩﻭل2-2
ﺍﻝﻤﻁﻠﻭﺏ:
-1ﺤﺩﺩ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل.
-2ﻋﻠﻰ ﻤﻌﻠﻡ ﻤﺘﻌﺎﻤﺩ ﺍﺭﺴﻡ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ .ﻤﺎﺫﺍ ﺘﺴﺘﻨﺘﺞ ؟
-3ﺃﻭﺠﺩ ﻤﻌﺎﺩﻝﺔ ﺍﻨﺤﺩﺍﺭ ﺍﻝﻭﺍﺭﺩﺍﺕ ﻋﻠﻰ ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ.
ﺍﻹﺠﺎﺒﺔ:
* -ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ ﻴﻌﻜﺱ ﻗﺩﺭﺓ ﺍﻝﺩﻭﻝﺔ ﻋﻠﻰ ﺘﻠﺒﻴﺔ ﺍﻝﺤﺎﺠﻴﺎﺕ ،ﻓﻜﻠﻤﺎ ﺍﺯﺩﺍﺩ ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ ﺘﺯﺩﺍﺩ ﻗﺩﺭﺓ
ﺍﻝﺩﻭﻝﺔ ﻋﻠﻰ ﺍﻻﺴﺘﻴﺭﺍﺩ ،ﻭ ﻜﻠﻤﺎ ﺍﻨﺨﻔﺽ ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ ﺍﻨﺨﻔﻀﺕ ﻗﺩﺭﺓ ﺍﻝﺩﻭﻝﺔ ﻋﻠﻰ ﺍﻻﺴﺘﻴﺭﺍﺩ ،ﻭ ﻋﻠﻴﻪ
ﻓﺈﻥ ﺍﻝﻭﺍﺭﺩﺍﺕ ﺘﺯﺩﺍﺩ ﻜﻠﻤﺎ ﺍﺯﺩﺍﺩ ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ ،ﻭﺘﻨﺨﻔﺽ ﻜﻠﻤﺎ ﺍﻨﺨﻔﺽ ﻨﻅﺭﻴﺎ ،ﻝﺫﻝﻙ ﻓﺈﻥ:
-ﺍﻝﻭﺍﺭﺩﺍﺕ :ﻫﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ،ﻭﻨﺭﻤﺯ ﻝﻪ ﺒـyi :
-ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ :ﻫﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ،ﻭﻨﺭﻤﺯ ﻝﻪ ﺒﺎﻝﺭﻤﺯ.xi:
* -ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ:
ﺸﻜل9-2
ﻨﻼﺤﻅ ﺃﻥ ﻨﻘﺎﻁ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻝﻴﺴﺕ ﻋﻠﻰ ﺍﺴﺘﻘﺎﻤﺔ ﺘﺎﻤﺔ ،ﻏﻴﺭ ﺃﻨﻪ ﻴﻤﻜﻥ ﺘﻘﺭﻴﺒﻬﺎ ﺍﻝﻰ ﻤﻌﺎﺩﻝﺔ ﺨﻁ
ﻤﺴﺘﻘﻴﻡ ﻤﻥ ﺸﻜل ﺍﻝﻤﻌﺎﺩﻝﺔ ﺭﻗﻡ ،5-2ﻭﺴﻴﺘﻡ ﺘﻘﺩﻴﺭ ﻤﻌﺎﻝﻤﻬﺎ ﻋﻥ ﻁﺭﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺘﻴﻥ 6-2 :ﻭ 7-2
ﺍﻝﻤﺸﺎﺭ ﺇﻝﻴﻬﻤﺎ ﺃﻋﻼﻩ ،ﻭﺒﻤﺴﺎﻋﺩﺓ ﺍﻝﺠﺩﻭل ﺍﻝﺘﺎﻝﻲ:
∑y i
145
=y i =1
= = 18.13
8 8
8
∑x i
220
=x i =1
= = 27.5
8 8
ﻤﻴل ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﻤﻘﺩﺭﺓ ﻨﺠﺩﻩ ﺒﺘﻁﺒﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺔ 6-2ﺃﻋﻼﻩ ﻭﻤﻥ ﺍﻝﺠﺩﻭل 3-2ﻨﺠﺩ:
n _ _
ﺸﻜل11-2
ﻭﻴﻤﻜﻥ ﺃﻥ ﻴﻌﻁﻲ ﻗﻴﻤﺔ ﺘﻨﺒﺅﻴﺔ ﻝﻠﻤﺘﻐﻴﺭ ،yﻋﻨﺩ ﺇﻋﻁﺎﺀ ﺃﻴﺔ ﻗﻴﻤﺔ ﻤﺴﺘﻘﺒﻠﻴﺔ ﻝﻠﻤﺘﻐﻴﺭ ،xﻓﺈﺫﺍ ﻤﺎ ﺍﻓﺘﺭﻀﻨﺎ ﻋﻠﻰ
ﺴﺒﻴل ﺍﻝﻤﺜﺎل ﺃﻥ ﻗﻴﻤﺔ ﺍﻝﺩﺨل ﺍﻝﺩﺍﺨﻠﻲ ،ﺴﺘﻜﻭﻥ 100ﻤﻠﻴﺎﺭ ﺩﻴﻨﺎﺭ ﻓﻲ ﺴﻨﺔ ،2015ﻓﺎﻥ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻨﺒﺅﻴﺔ
ﻝﻠﻭﺍﺭﺩﺍﺕ ﻓﻲ ﻫﺫﻩ ﺍﻝﺴﻨﺔ ﺴﺘﻜﻭﻥ:
ŷ 2015 = 0.53(100) + 3.36 =56.36ﻤﻠﻴﺎﺭ ﺩﻴﻨﺎﺭ
ﻭ ﻫﺫﺍ ﻤﺎ ﻴﺴﻤﻰ ﺒﺎﻝﺘﻨﺒﺅ ﺍﻝﻨﻘﻁﻲ ،ﻏﻴﺭ ﺃﻥ ﻭﺍﻗﻊ ﺍﻝﻅﻭﺍﻫﺭ ﺍﻻﻗﺘﺼﺎﺩﻴﺔ ﻭ ﺍﻻﺠﺘﻤﺎﻋﻴﺔ ﻴﺠﻌل ﻤﻥ ﺫﻝﻙ ﻨﺎﺩﺭ
ﺍﻝﻤﺼﺎﺩﻓﺔ ،ﻝﺫﻝﻙ ﻓﻔﻲ ﺤﺎﻝﺔ ﺍﻝﺘﻨﺒﺅ ﻴﻠﺠﺄ ﺍﻝﻰ ﺍﺴﺘﺨﺩﺍﻡ ﻤﺎ ﻴﺴﻤﻰ ﺒﺎﻝﻤﺠﺎل ،ﻭ ﻓﻜﺭﺘﻪ ﺃﻥ ﻨﻭﺠﺩ ﻤﺠﺎل ﻨﺘﻨﺒﺄ
ﺃﻥ ﺘﻜﻭﻥ ﻗﻴﻤﺔ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻀﻤﻨﻪ ،ﻭ ﺫﻝﻙ ﺒﺎﺤﺘﻤﺎل ﻤﻌﻴﻥ ،ﻭ ﻴﺘﻡ ﺫﻝﻙ ﺃﻴﻀﺎ ﺒﺎﺴﺘﺨﺩﺍﻡ ﻁﺭﻕ ﻋﻠﻤﻴﺔ
ﺴﻭﻑ ﻨﺘﻌﺭﺽ ﻝﻬﺎ ﻻﺤﻘﺎ.
ﺸﻜل12-2
ﺤﻴﺙ ﻋﺒﺭﻨﺎ ﻋﻥ ﻤﻌﺎﺩﻝﺔ ﺍﻝﻤﺴﺘﻘﻴﻡ ﺍﻝﺘﻲ ﻴﻤﻜﻥ ﺃﻥ ﺘﻤﺜل ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺤﻘﻴﻘﻴﺔ ﺘﻘﺭﻴﺒﻴﺎ ﻭ ﺍﻝﺘﻲ ﻨﺴﻤﻴﻬﺎ ﺒﺎﻝﻤﻌﺎﺩﻝﺔ
ﺍﻝﻤﻘﺩﺭﺓ ﻋﻠﻰ ﺍﻝﺸﻜل:
ŷ i = αˆ + βˆ x i
ﻜﻤﺎ ﻫﻭ ﻭﺍﻀﺢ ﻓﻲ ﺍﻝﺭﺴﻡ ﺃﻋﻼﻩ ،ﻓﺎﻥ ﻤﻌﺎﺩﻝﺔ ﺍﻝﻤﺴﺘﻘﻴﻡ ﺍﻝﻤﻔﺘﺭﺽ ﺃﻥ ﻴﻜﻭﻥ ﺃﻗﺭﺏ ﻤﺎ ﻴﻤﻜﻥ ﺍﻝﻰ ﺠﻤﻴﻊ ﻨﻘﺎﻁ
ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻫﻲ:
ŷ i = αˆ + βˆ x i 10-2
ﺒﻴﻨﻤﺎ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺤﻘﻴﻘﻴﺔ ﻭ ﺍﻝﺘﻲ ﻴﺴﺘﺤﻴل ﺇﻴﺠﺎﺩﻫﺎ ﻤﺎ ﺩﺍﻤﺕ ﻨﻘﺎﻁ ﺸﻜل ﺍﻻﻨﺘﺸﺎﺭ ﻝﻴﺴﺕ ﻋﻠﻰ ﺍﺴﺘﻘﺎﻤﺔ ﺘﺎﻤﺔ
ﻫﻲ:
yi=α+βxi+ εi
ﺤﻴﺙ εiﻫﻲ ﻗﻴﻤﺔ ﻋﺸﻭﺍﺌﻴﺔ ﺘﻌﺎﺩل ﻗﻴﻤﺔ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﻋﻥ ﺍﻝﻤﻨﺤﻨﻰ ﺍﻝﺨﻁﻲ ﻝﻠﺩﺍﻝﺔ ،ﻭ ﻫﻲ ﻗﻴﻤﺔ ﻏﻴﺭ ﻗﺎﺒﻠﺔ
ﻝﻠﻘﻴﺎﺱ ،ﻭ ﺘﺴﻤﻰ ﺒﺎﻝﻤﺘﻐﻴﺭ ﺍﻝﻌﺸﻭﺍﺌﻲ ﺃﻭ ﺤﺩ ﺍﻝﺨﻁﺄ.
-4ﺍﻨﻌﺩﺍﻡ ﺍﻻﺭﺘﺒﺎﻁ ﺍﻝﺫﺍﺘﻲ ﺒﻴﻥ ﺤﺩﻭﺩ ﺍﻷﺨﻁﺎﺀ ،ﺃﻱ ﺃﻥ ﺤﺩ ﺍﻝﺨﻁﺄ ﻝﻤﺸﺎﻫﺩﺓ ﻤﺎ ﺨﻼل ﻓﺘﺭﺓ ﻤﺎ ﻻ ﻴﺭﺘﺒﻁ
ﺒﺤﺩ ﺍﻝﺨﻁﺄ ﻝﻤﺸﺎﻫﺩﺓ ﺃﺨﺭﻯ ﻓﻲ ﻓﺘﺭﺓ ﺃﺨﺭﻯ ،ﻭ ﻴﻌﺒﺭ ﻋﻥ ﺫﻝﻙ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
E(εi εj)=0
ﺤﻴﺙj≠ i :
-5ﻗﻴﻡ ﺤﺩ ﺍﻝﺨﻁﺄ εiﺘﻜﻭﻥ ﻤﺴﺘﻘﻠﺔ ﻋﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل xiﻋﻨﺩ ﻜل ﻤﺸﺎﻫﺩﺓ ،ﻭ ﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻥ ﺘﺒﺎﻴﻨﻬﻤﺎ
ﺍﻝﻤﺸﺘﺭﻙ ﻴﻜﻭﻥ ﻤﻌﺩﻭﻤﺎ .ﺃﻱ:
Cov(εi xi)=E(εi xi)=0
∑ (x
i =1
i − x) 2
N
ﻋﺒﺎﺭﺓ ﻋﻥ ﺭﻗﻡ ﻨﻬﺎﺌﻲ ﻏﻴﺭ ﻤﻌﺩﻭﻡ )ﻭﻫﻲ ﺘﻌﺒﺭ ﻋﻥ ﺘﺒﺎﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل(.
-7ﺃﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻴﻜﻭﻥ ﺩﺍﻝﺔ ﺨﻁﻴﺔ ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻌﺸﻭﺍﺌﻲ ، εiﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ yi
ﻴﻜﺘﺴﺏ ﺍﻝﺼﻔﺔ ﺍﻝﻌﺸﻭﺍﺌﻴﺔ ﻤﻥ ﺍﻝﻤﺘﻐﻴﺭ εiﻜﻤﺎ ﻴﻜﺘﺴﺏ ﻤﻨﻪ ﺃﻴﻀﺎ ﺼﻔﺔ ﺍﻝﺘﻭﺯﻴﻊ ﺍﻝﻁﺒﻴﻌﻲ ،ﻭ ﻫﺫﺍ ﻴﺠﻌﻠﻨﺎ
ﻨﻜﺘﺏ ﺍﻝﺘﻭﻗﻊ ﺍﻝﺭﻴﺎﻀﻲ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻋﻠﻰ ﺍﻝﺸﻜل:
) E(yi)=E(α+βxi+ εi
ﻭ ﺒﻤﺎ ﺃﻥ ﺘﻭﻗﻊ ﺤﺩ ﺍﻝﺨﻁﺄ ﻤﻌﺩﻭﻡ ﻴﻜﻭﻥ:
E(yi)= α+βxi
∑ e i = ∑ ( y i − ŷ i ) → 0
i =1 i =1
12-2
ﺃﻱ ﻤﺠﻤﻭﻉ ﺍﻝﺒﻭﺍﻗﻲ ﻴﺅﻭل ﺍﻝﻰ ﺍﻝﺼﻔﺭ ،ﻭﻫﺫﺍ ﻴﻜﺎﻓﻲﺀ ﻜﺫﻝﻙ ﻤﺭﺒﻌﺎﺕ ﺍﻝﺒﻭﺍﻗﻲ ﺘﺅﻭل ﺍﻝﻰ ﺃﺩﻨﻰ ﻗﻴﻤﺔ
ﻤﻤﻜﻨﺔ ،ﺃﻱ:
n n
∑ (y
i =1
i − αˆ − βˆ x i ) = 0 17-2
ﺒﻔﻙ ﺍﻝﻘﻭﺱ ﻨﺠﺩ :
∂K n n
= ∑ y i − Nαˆ − βˆ ∑ x i = 0 18-2
ˆ∂α i =1 i =1
ﺃﻱ :
n
∑ (y
i =1
i − αˆ − βˆ x i ) x i = 0 22-2
ﺘﺴﻤﻰ ﺍﻝﻤﻌﺎﺩﻝﺔ 18-2ﻭ 22-2ﺒﺎﻝﻤﻌﺎﺩﻝﺘﻴﻥ ﺍﻝﻁﺒﻴﻌﻴﺘﻴﻥ ﺃﻭ ﻤﻌﺎﺩﻝﺘﻲ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﺍﻝﻁﺒﻴﻌﻴﺘﻴﻥ.
ﺒﻔﻙ ﺍﻝﻤﻌﺎﺩﻝﺔ 22-2ﻨﺠﺩ :
n n n
∑ y i x i − αˆ ∑ x i − βˆ ∑ x i2 = 0
i =1 i =1 i =1
23-2
ﻭﻫﺫﺍ ﻴﻜﺎﻓﻲﺀ:
n n n
∑y x
i =1
i i =βˆ ∑ x i2 + αˆ ∑ x i
i =1 i =1
24-2
ﺒﺘﻌﻭﻴﺽ ﺍﻝﻤﻌﺎﺩﻝﺔ 20-2ﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ 24-2ﻨﺠﺩ:
n n _ _ n
∑y x
i =1
i i =βˆ ∑ x i2 + ( y − βˆ x )∑ x i
i =1 i =1
25-2
ﻭﻤﻨﻪ ﻨﺠﺩ:
n n _ n _ n
∑y x
i =1
i i =βˆ ∑ x i2 + y ∑ x i − βˆ x ∑ x i
i =1 i =1 i =1
26-2
_ n
ﺒﺈﺨﺭﺍﺝ ̂ βﻋﺎﻤل ﻤﺸﺘﺭﻙ ﻭ ﺘﺤﻭﻴل y ∑ x iﺍﻝﻰ ﺍﻝﻁﺭﻑ ﺍﻷﻴﺴﺭ ﻨﺠﺩ:
i =1
n n n n
∑y x
i =1
i i ) − y∑ x i = βˆ ( ∑ x 2i − x ∑ x i
i =1 i =1 i =1
27-2
∑ (x
i =1
i ) − x )( y i − y
ﻭ ﺍﻝﻤﻘﺎﻡ ﻫﻭ :
n
∑ (x
i =1
i − x )2
ﻭﺍﻀﺢ ﺃﻥ ﺍﻝﻤﻌﺎﺩﻝﺔ ،31-2ﺴﻬﻠﺔ ﺍﻻﺴﺘﺨﺩﺍﻡ ،ﻜﻤﺎ ﺃﻨﻬﺎ ﺘﺨﺘﺼﺭ ﺍﻷﺭﻗﺎﻡ ،ﻝﻜﻭﻨﻬﺎ ﺘﻌﺘﻤﺩ ﻋﻠﻰ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ
ﻋﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ.
ﺘﺴﻤﻰ ﻁﺭﻴﻘﺔ ﺇﻴﺠﺎﺩ ﺍﻝﻤﻌﺎﻝﻡ ﺍﻝﻤﻘﺩﺭﺓ ﻝﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺒﻬﺫﻩ ﺍﻝﻁﺭﻴﻘﺔ ،ﺒﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ.
ﻴﻤﻜﻥ ﺍﻝﺘﺄﻜﺩ ﺒﺄﻥ ﺍﻝﻘﻴﻤﺘﻴﻥ α̂ :ﻭ ̂ ، βﺍﻝﻤﻘﺩﺭﺘﻴﻥ ﺒﻬﺫﻩ ﺍﻝﻁﺭﻴﻘﺔ ﺘﺅﺩﻴﺎﻥ ﺍﻝﻰ ﻨﻬﺎﻴﺔ ﺼﻐﺭﻯ ﻝﻤﺭﺒﻌﺎﺕ
ﺍﻝﺒﻭﺍﻗﻲ ،ﺒﻤﺭﺍﺠﻌﺔ ﺍﻝﻤﺸﺘﻘﺎﺕ ﺍﻝﺠﺯﺌﻴﺔ ﺍﻝﺜﺎﻨﻴﺔ ﻝﻠﻤﻌﺎﺩﻝﺔ ،15-2ﻭﺫﻝﻙ ﺒﺎﻝﻨﺴﺒﺔ ﻝﻠﻤﻌﻠﻤﺘﻴﻥ ،ﺇﺫ ﻨﺠﺩ ﻫﺫﻩ
ﺍﻝﻤﺸﺘﻘﺎﺕ ﻤﻭﺠﺒﺔ.
∑y
i =1
i = nαˆ + βˆ ∑ x i
i =1
33-2
ﺒﻀﺭﺏ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺃﻋﻼﻩ ﻓﻲ xiﻨﺠﺩ:
n n n
∑y x
i =1
i i = αˆ ∑ x i + βˆ ∑ x i2
i =1 i =1
34-2
ﻭ ﻫﻤﺎ ﺍﻝﻤﻌﺎﺩﻝﺘﻴﻥ ﺍﻝﻁﺒﻴﻌﻴﺘﻴﻥ.
n
ﻨﻀﺭﺏ ﺍﻝﻤﻌﺎﺩﻝﺔ 33-2ﻓﻲ− ∑ x i :
i =1
ﻭ ﻤﻨﻬﺎ ﻨﺠﺩ:
n n n
n∑ yi x i − ∑ yi ∑ x i
= ˆβ i =1
n
i =1
n
i =1
n ∑ x i2 − (∑ x i ) 2
i =1 i =1
ﺒﻘﺴﻤﺔ ﺍﻝﺒﺴﻁ ﻭ ﺍﻝﻤﻘﺎﻡ ﻋﻠﻰ ﺍﻝﻤﻘﺩﺍﺭ nﻨﺤﺼل ﻋﻠﻰ ﻨﻔﺱ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺭﻗﻡ 28-2ﻭ ﻫﻲ:
n n
∑x
i =1
2
i − x∑ x i
i =1
ﺏ-ﻁﺭﻴﻘﺔ ﺍﻝﺘﻌﻭﻴﺽ:
ﺍﺜﺒﺎﺕ :3-2ﺍﺴﺘﻌﻤل ﻁﺭﻴﻘﺔ ﺍﻝﺘﻌﻭﻴﺽ ﻝﺘﻘﺩﻴﺭ ﻤﻌﺎﻝﻡ ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﺨﻁﻲ.
ﺍﻹﺜﺒﺎﺕ:
ﻴﺘﻡ ﺃﻴﻀﺎ ﺇﺠﺭﺍﺀ ﻨﻔﺱ ﺍﻝﻌﻤﻠﻴﺎﺕ ﺍﻝﺘﻲ ﺃﺠﺭﻴﻨﺎﻫﺎ ﻓﻲ ﺍﻝﻁﺭﻴﻘﺔ ﺍﻷﻭﻝﻰ ،ﺤﻴﺙ ﻨﻘﺴﻡ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻷﻭﻝﻰ -2
33ﻋﻠﻰ nﻓﻨﺤﺼل ﻋﻠﻰ:
αˆ = y − β x
ˆ y = αˆ + βxﻭ ﻤﻨﻪ ﻨﺠﺩ:ˆ
ﺒﺘﻌﻭﻴﺽ ̂ αﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺜﺎﻨﻴﺔ 36-2ﻭ ﺇﺨﺭﺍﺝ ̂ βﻋﺎﻤل ﻤﺸﺘﺭﻙ ﻨﺤﺼل ﻋﻠﻰ ﻨﻔﺱ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺘﻲ
ﺤﺼﻠﻨﺎ ﻋﻠﻴﻬﺎ ﺒﺎﻝﻁﺭﻴﻘﺔ ﺍﻷﻭﻝﻰ ﻭ ﻫﻲ:
n ∑ x i2 − (∑ x i ) 2
i =1 i =1
∑x
i =1
2
i − x∑ x i
i =1
) ∑ e = ∑ ( y − βˆ x
i =1
2
i
i =1
i i
ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ:
n
∑ y x − βˆ ∑ x
i =1
i i
2
i =0
ﻭ ﻤﻨﻪ ﻨﺠﺩ:
n
n
ﻭ ﻤﻨﻪ ﻨﺠﺩ:
ˆ
) E (βˆ ) = E (∑ a i y i ) = ∑ a i E ( y i ) =∑ a i E (α + βx i + ε i
ﺃﻱ ﺃﻥ ﻋﺩﻡ ﺍﻝﺘﺤﻴﺯ ﻻ ﻴﻤﻜﻥ ﺃﻥ ﻴﺘﺤﻘﻕ ﺍﻻ ﺍﺫﺍ ﺘﺤﻘﻕ ﺍﻝﺸﺭﻁﻴﻥ ﺍﻝﻤﻌﺒﺭ ﻋﻨﻬﻤﺎ ﺒﺎﻝﻤﻌﺎﺩﻝﺘﻴﻥ 43-2ﻭ -2
.44
ﺘﺒﺎﻴﻥ ˆ̂: β
ˆ
) Var (βˆ ) = Var (∑ a i y i 45-2
ﻭ ﻤﻨﻪ ﻨﺠﺩ ﺍﻝﺘﺒﺎﻴﻥ ﻋﻨﺩ ﻤﺸﺎﻫﺩﺓ ﻤﺎ:
ˆ
) Var (βˆ i ) = a i2 Var ( y i 46-2
)ﺍﺜﺒﺕ ﺫﻝﻙ(
ﺒﻤﺭﺍﻋﺎﺓ ﺃﻥ ﻗﻴﻡ ﺍﻝﻤﺸﺎﻫﺩﺍﺕ yiﻤﺴﺘﻘﻠﺔ ﺍﻝﻭﺍﺤﺩﺓ ﻋﻥ ﺍﻷﺨﺭﻯ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺈﻥ ﺘﺒﺎﻴﻨﻬﺎ ﺍﻝﻤﺸﺘﺭﻙ ﻴﻜﻭﻥ
ﻤﻌﺩﻭﻤﺎ.
ﻭ ﺒﻤﺎ ﺃﻥ Var ( y i ) = σﻓﺎﻥ:
2
ˆ
Var (βˆ ) = ∑ a i2 σ 2 47-2
ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ:
ˆ
Var (βˆ ) = σ 2 ∑ a i2 48-2
ﺃﺩﻨﻰ ﻗﻴﻤﺔ ﻝﻪ ،ﻏﻴﺭ ﺃﻨﻪ ﻴﺠﺏ ﺍﻷﺨﺫ ﺒﻌﻴﻥ ﺍﻻﻋﺘﺒﺎﺭ ﻤﺴﺄﻝﺔ ﻋﺩﻡ ﺘﺤﻴﺯ ˆˆ ، βﺃﻱ ﺃﻥ ﺘﺼﻐﻴﺭ ﺍﻝﻤﻘﺩﺍﺭ
ﻴﺠﺏ ﺃﻥ ﻴﻜﻭﻥ ﻤﺸﺭﻭﻁﺎ ﺒﺘﺤﻘﻕ ﺍﻝﻤﻌﺎﺩﻝﺘﻴﻥ 43-2ﻭ ،44-2ﺃﻱ ﺃﻥ ﺍﻝﻤﺴﺄﻝﺔ ﺘﺼﺒﺢ ﻋﻠﻰ ∑a 2
i
ﺍﻝﻨﺤﻭ:
Min : Z = ∑ a i2
∑ a i = 0
s / c
a x −1 = 0
∑ i i
ﻭ ﻤﻌﻠﻭﻡ ﺃﻥ ﻫﺫﺍ ﺍﻝﻨﻭﻉ ﻤﻥ ﺍﻝﻤﺴﺎﺌل ﻴﺴﻤﻰ ﺒﺎﻝﻨﻬﺎﻴﺎﺕ ﺍﻝﺼﻐﺭﻯ ﺍﻝﻤﺸﺭﻭﻁﺔ ،ﻴﺘﻡ ﺤﻠﻬﺎ ﺒﻤﻭﺠﺏ ﻁﺭﻴﻘﺔ
ﻤﻀﺎﻋﻑ ﻻﺠﺭﺍﻨﺞ ﻭ ﺫﻝﻙ ﻋﻠﻰ ﺍﻝﻨﺤﻭ ﺍﻝﺘﺎﻝﻲ:
)L = ∑ a i2 − λ 1 ∑ a i − λ 2 (∑ a i x i − 1 49-2
ﻨﻭﺠﺩ ﺍﻝﻤﺸﺘﻘﺎﺕ ﺍﻝﺠﺯﺌﻴﺔ ﻝـ Lﺒﺎﻝﻨﺴﺒﺔ ﻝﺠﻤﻴﻊ ﺍﻝﻌﻨﺎﺼﺭ aiﻭ ﻝﻤﻌﺎﻤﻠﻲ ﻻﺠﺭﻨﺞ λ1ﻭ λ2ﻭ ﻨﺴﺎﻭﻴﻬﺎ
ﻝﻠﺼﻔﺭ.
ﺃﻱ ﻨﻭﺠﺩ:
∂L ∂L ∂L ∂L ∂L
= 0, = 0,...... = 0, = 0, =0
a1 a2 an λ1 λ1
ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻨﺠﺩ:
ﺍﻻﺸﺘﻘﺎﻕ ﺒﺎﻝﻨﺴﺒﺔ ﻝـ a1
1
a 1 = (λ1 + λ 2 x 1 ) 2a 1 − λ1 − λ 2 x1 = 0
2
ﺍﻻﺸﺘﻘﺎﻕ ﺒﺎﻝﻨﺴﺒﺔ ﻝـ a2
1
= a2 (λ1 + λ 2 x 1 ) 2a 1 − λ1 − λ 2 x1 = 0
2
.............................................
.............................................
ﺍﻻﺸﺘﻘﺎﻕ ﺒﺎﻝﻨﺴﺒﺔ ﻝـ an
1
a n = (λ1 + λ 2 x 1 ) 2a 1 − λ1 − λ 2 x1 = 0
2
ﺍﻻﺸﺘﻘﺎﻕ ﺒﺎﻝﻨﺴﺒﺔ ﻝـ λ1
1
∑x i
( nλ 1 + λ 2 ∑ x i ) = 0 ⇒ λ 1 = − λ 2
2 n
ﻭ ﻤﻨﻪ ﻨﺠﺩ:
λ 1 = −λ 2 x 52-2
ﺒﺘﻌﻭﻴﺽ 52-8ﻓﻲ 50-2ﻨﺠﺩ:
1 1
) a i = ( λ2 x i − λ 2 x ) = λ 2 ( x i − x
2 2
ﻭ ﻴﻤﻜﻥ ﺃﻥ ﻨﻜﺘﺏ ﺃﻴﻀﺎ:
1
a i = λ 2 xi 53-2
2
) xi = ( x i − x ﻝﻠﺘﺫﻜﻴﺭ ﻝﺩﻴﻨﺎ:
ﺒﻀﺭﺏ ﻁﺭﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ 53-2ﻓﻲ xiﻨﺠﺩ:
1
a i x i = λ 2 xi x i
2
ﺒﺄﺨﺫ ﻤﺠﻤﻭﻉ ﺍﻝﻁﺭﻓﻴﻥ ﻨﺠﺩ:
1
∑a x i i = λ 2 ∑ xi x i
2
ﻭ ﺒﻤﺎ ﺃﻥ ﺍﻝﻁﺭﻑ ﺍﻷﻴﺴﺭ ﻴﺴﺎﻭﻱ ﺍﻝﻭﺍﺤﺩ ﻝﺫﻝﻙ ﻨﻜﺘﺏ:
1
λ 2 ∑ xi x i = 1
2
2
= λ2 54-2 ﻭ ﻤﻨﻪ ﻨﺠﺩ:
∑ xi x i
ﻭ ﻝﺩﻴﻨﺎ xi = ( x i − x ) :ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ x i = ( xi + x ) :ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ 54-2ﻨﺠﺩ:
2 2
= λ2 = 55-2
∑ x i ( xi + x ) ∑ xi + x ∑ x i
2
∑ x = ∑ (x
i i ﻤﻌﻠﻭﻡ ﺃﻥ ﻤﺠﻤﻭﻉ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﻋﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻴﻜﻭﻥ ﻤﻌﺩﻭﻤﺎ ﻝﺫﻝﻙ− x ) = 0 :
ﻝﺫﻝﻙ ﻓﺎﻝﻤﻌﺎﺩﻝﺔ 55-2ﺘﺼﺒﺢ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
2
= λ2 56-2
∑x 2
i
1
ﺒﺘﻌﻭﻴﺽ 56-2ﻨﺠﺩ: ﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ 53-2ﻜﺎﻥ ﻝﻨﺎ a i = λ2 xi
2
1 1 2
= a i = λ 2 xi xi
2 2 x2
∑ i
ﺃﻱ:
xi
= ai 57-2
∑x 2
i
ˆ
∑x y i i
= ̂β 59-2
∑x 2
i
ﻭ ﻝﺩﻴﻨﺎ:
yi = ( y i − y) ⇒ y i = yi + y
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ 59-2ﻨﺠﺩ:
ˆ
∑ x (yi i
)+ y ∑x y
i i
+ y ∑ xi
= ̂β = 60-2
∑x i
2
∑x i
2
= ˆ̂β 61-2
∑x 2
i
ﻝﻠﺘﺫﻜﻴﺭ ﻓﺎﻥ ﺍﻝﻁﺭﻑ ﺍﻝﺜﺎﻨﻲ ﻫﻭ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻘﺩﻴﺭﻴﺔ ﻝﻠﻤﻌﻠﻤﺔ βﺃﻱ ﻫﻭ ﺍﻝﻘﻴﻤﺔ ̂ βﻜﻤﺎ ﺘﻡ ﺍﺴﺘﻨﺘﺎﺠﻬﺎ ﻓﻲ
ﺍﻝﻤﻌﺎﺩﻝﺔ 31-2ﺃﻭ ﻤﺎ ﺒﻌﺩﻫﺎ ،ﺃﻱ ﺃﻥ:
ˆ
ˆβˆ = β
ﻭ ﻋﻠﻴﻪ ﻴﻤﻜﻥ ﺍﻝﻘﻭل ﺃﻥ ﺘﻘﺩﻴﺭ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﻫﻭ ﺃﻓﻀل ﺘﻘﺩﻴﺭ ﺨﻁﻲ ﻏﻴﺭ ﻤﺘﺤﻴﺯ.
ﺍﻝﻤﻘﻁﻊ :6-2ﺘﻘﺩﻴﺭ ﻤﺠﺎل ﺍﻝﻤﻌﺎﻝﻡ ﻭ ﺍﻝﺘﻨﺒﻭﺀ ﺒﻤﺠﺎل
= Var( βˆ ) = σ 2 ∑ a i2
∑x i
2
ﻭ ﺒﻤﺎ ﺃﻨﻨﺎ ﻭﺠﺩﻨﺎ ﺃﻥ ˆ βˆˆ = βﻜﻤﺎ ﺃﺜﺒﺘﻨﺎﻫﺎ ﻓﻲ ﺍﻝﻤﻌﺎﺩﻝﺔ ،61-2ﻝﺫﻝﻙ ﻓﺎﻥ ﺘﺒﺎﻴﻨﻬﻤﺎ ﻤﺘﺴﺎﻭ ،ﺃﻱ ﺃﻥ:
σ2
= ) Var( β
ˆ 62-2
∑ xi2
1 x2
Var (αˆ ) = σ ( + 2
) 64-2
n
∑( x i
)− x 2
ﻭﺍﻀﺢ ﺃﻨﻬﻼ ﻴﻤﻜﻥ ﺇﻴﺠﺎﺩ ﺘﺒﺎﻴﻥ ﺍﻝﻤﻌﺎﻝﻡ ﺩﻭﻥ ﺇﻴﺠﺎﺩ ﺘﺒﺎﻴﻥ ﺤﺩ ﺍﻝﺨﻁﺄ.
n−2
ﻭ ﻫﻭ ﺘﻘﺩﻴﺭ ﻏﻴﺭ ﻤﺘﺤﻴﺯ ،ﻴﻤﻜﻥ ﺇﻴﺠﺎﺩﻩ ﺃﻴﻀﺎ ﻋﻥ ﻁﺭﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺘﺎﻝﻴﺔ:
y i2 − βˆ ∑ x i y i
= S2
n−2
ﺃﺜﺒﺕ ﺍﻝﻌﻼﻗﺔ.
ﻤﻼﺤﻅﺔ :ﻴﺘﻡ ﺍﺴﺘﺨﺩﺍﻡ sﺒﺎﻋﺘﺒﺎﺭﻩ ﺘﻘﺩﻴﺭ ﻏﻴﺭ ﻤﺘﺤﻴﺯ ﻝـ . σ
2 2
∑x 2
i
1 x2
σ α2 = σ 2 ( + )
n
∑(x i )− x 2
ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻝﻘﻴﻤﺔ ﺍﻝﻤﻘﺩﺭﺓ ﻝﺘﺒﺎﻴﻨﻲ ﺍﻝﻤﻌﻠﻤﺘﻴﻥ ﺃﻴﻀﺎ ﺘﻜﻭﻥ ﻤﻘﺩﺭﺘﻴﻥ ﻭ ﺘﻜﺘﺒﺎﻥ ﻜﻤﺎ ﻴﻠﻲ:
2
S
= Sβ2
∑ (x i − x) 2
1 x2
S =S ( +
2
α
2
)
n
∑ (x i )− x 2
ﺭﺍﺒﻌﺎ:ﺍﻝﺘﻨﺒﻭﺀ ﺍﻝﻨﻘﻁﻲ:
ﻴﻌﺭﻑ ﺘﻘﺩﻴﺭ ﺍﻝﻨﻘﻁﺔ ﺒﺄﻨﻪ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻘﺩﻴﺭﻴﺔ ﻝﻤﺸﺎﻫﺩﺓ ﻭﺍﺤﺩﺓ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﺍﻝﻨﺎﺘﺠﺔ ﻋﻥ ﻗﻴﻤﺔ ﻤﻌﻴﻨﺔ ﻝﻠﻤﺘﻐﻴﺭ
ﺍﻝﻤﺴﺘﻘل ،ﻭ ﺫﻝﻙ ﺍﻋﺘﻤﺎﺩﺍ ﻋﻠﻰ ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﻤﻘﺩﺭ ﺒﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ،ﻭ ﺍﻝﺫﻱ ﺍﻓﺘﺭﻀﻨﺎﻩ:
ŷ i = αˆ + βˆ x i
ﺤﻴﺙ ﺃﻥ ﻫﺫﺍ ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﻤﻘﺩﺭ ﺒﻁﺭﻴﻘﺔ ﺍﻝﻤﺭﺒﻌﺎﺕ ﺍﻝﺼﻐﺭﻯ ﻴﻤﻜﻨﻪ ﺃﻥ ﻴﻌﻁﻴﻨﺎ ﺃﻴﺔ ﻗﻴﻤﺔ ﻋﻠﻰ ﺍﻝﺨﻁ ﺍﻝﻤﺴﺘﻘﻴﻡ،
ﻓﻌﻨﺩ ﺇﻋﻁﺎﺀ ﺃﻴﺔ ﻗﻴﻤﺔ ﻝﻠﻤﺘﻐﻴﺭ xiﻨﺠﺩ ﺒﺎﻝﻀﺭﻭﺭﺓ ﻗﻴﻤﺔ ﺘﻘﺩﻴﺭﻴﺔ ﻤﻘﺎﺒﻠﺔ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﻤﻘﺩﺭ ŷ iﻋﻠﻰ ﺨﻁ
ﺍﻻﻨﺤﺩﺍﺭ.
ﺇﺫﺍ ﺃﺭﺩﻨﺎ ﺃﻥ ﻨﺠﺩ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻨﺒﺅﻴﺔ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﻝﺘﻜﻥ ŷ 0ﻋﻨﺩ ﻗﻴﻤﺔ ﻤﺴﺘﻘﺒﻠﻴﺔ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘﺒل ﻭ ﻝﻴﻜﻥ
x0ﻓﺈﻥ ﺍﻝﺘﻘﺩﻴﺭ ﺍﻝﻨﻘﻁﻲ ﺤﻴﻨﺌﺫ ﻴﻜﺘﺏ ﻜﻤﺎ ﻴﻠﻲ:
ŷ 0 = αˆ + βˆ x 0
ﻭ ﺴﻨﺠﺩ ﺍﻝﻘﻴﻤﺔ ŷ 0ﻋﻠﻰ ﻨﻘﻁﺔ ﻤﺎ ﻋﻠﻰ ﺍﻤﺘﺩﺍﺩ ﺍﻝﺨﻁ ﻭﺫﻝﻙ ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ،ﻜﻤﺎ ﻴﻅﻬﺭ ﻓﻲ
ﺍﻝﺸﻜل ﺃﺩﻨﺎﻩ.
ﻤﺜﺎل :6-2ﺍﺫﺍ ﻜﺎﻨﺕ ﺩﺍﻝﺔ ﺍﻨﺤﺩﺍﺭ yﻋﻠﻰ xﺍﻝﻤﻘﺩﺭﺓ ﻫﻲ:
ŷ i = 20 + 2x i
ﺃﻭﺠﺩ ﺍﻝﻘﻴﻡ ﺍﻝﺘﻨﺒﺅﻴﺔ ﻝـ yﺍﺫﺍ ﻜﺎﻨﺕ ﻗﻴﻤﺔ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ﻫﻲx0=40 :
ﺍﻝﺠﻭﺍﺏ :ﻹﻴﺠﺎﺩ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻨﺒﺅﻴﺔ ﺍﻝﻨﻘﻁﻴﺔ ﻴﻜﻔﻲ ﺃﻥ ﻨﻌﻭﺽ x0=40ﻓﻲ ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﻓﻨﺠﺩ:
ŷ 0 = 20 + 2 × 40 = 100
ﻭﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺘﻌﻁﻲ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻨﺒﺅﻴﺔ ﺍﻝﻨﻘﻁﻴﺔ ﺤﺘﻰ ﻭ ﺇﻥ ﻜﺎﻨﺕ x0ﺨﺎﺭﺝ ﺍﻝﻘﻴﻡ ﺍﻝﺘﻲ ﻋﻠﻰ ﺃﺴﺎﺴﻬﺎ ﺘﻡ ﺘﻘﺩﻴﺭ
ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ.
ﻓﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺇﺫﻥ ﺘﻤﻜﻨﻨﺎ ﻤﻥ ﺇﻋﻁﺎﺀ ﻗﻴﻡ ﺘﻨﺒﺅﻴﺔ ﻷﻴﺔ ﻅﺎﻫﺭﺓ ﺨﻁﻴﺔ ،ﺤﻴﺙ ﺘﻤﻜﻨﻨﺎ ﻤﻥ ﺇﻴﺠﺎﺩ ﺃﻴﺔ ﻗﻴﻤﺔ
ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻋﻨﺩ ﺃﻴﺔ ﻗﻴﻤﺔ ﻤﺴﺘﻘﺒﻠﻴﺔ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ،ﻏﻴﺭ ﺃﻨﻪ ﻋﻤﻠﻴﺎ ﻭ ﻓﻲ ﺩﺭﺍﺴﺎﺕ ﺍﻝﻅﻭﺍﻫﺭ
ﺍﻻﻗﺘﺼﺎﺩﻴﺔ ﻭ ﺍﻻﺠﺘﻤﺎﻋﻴﺔ ﻋﺎﻤﺔ ،ﻓﺎﻨﻪ ﻻ ﻴﻤﻜﻨﻨﺎ ﺍﻝﺘﻨﺒﻭﺀ ﺒﻘﻴﻤﺔ ﺍﻝﻅﺎﻫﺭﺓ ﺘﻤﺎﻤﺎ ،ﻋﻠﻰ ﻋﻜﺱ ﺍﻝﻅﻭﺍﻫﺭ
ﺍﻝﻔﻴﺯﻴﺎﺌﻴﺔ ﻭ ﺍﻝﻌﻠﻤﻴﺔ ﺍﻷﺨﺭﻯ ﺍﻝﺘﻲ ﺘﻜﻭﻥ ﻗﻭﺍﻨﻴﻨﻬﺎ ﺩﻗﻴﻘﺔ ﺍﻝﻰ ﺤﺩ ﺒﻌﻴﺩ ،ﻝﺫﻝﻙ ﻓﺎﻨﻪ ﻓﻲ ﻤﺜل ﻫﺫﻩ ﺍﻝﻅﻭﺍﻫﺭ ﻴﻠﺠﺄ
ﺍﻝﻰ ﺍﻝﺘﻨﺒﻭﺀ ﺒﻘﻴﻤﺔ ﺍﻝﻅﺎﻫﺭﺓ ﺩﺍﺨل ﻤﺠﺎل ﻤﻌﻴﻥ ﻭ ﻓﻲ ﺤﺩﻭﺩ ﺍﺤﺘﻤﺎﻝﻴﺔ ﻤﻌﻴﻨﺔ ،ﻜﺄﻥ ﻨﻘﻭل ﺃﻥ ﻗﻴﻤﺔ ﺍﻝﻅﺎﻫﺭﺓ
ﺍﻝﻤﺴﺘﻘﺒﻠﻴﺔ ﺘﻜﻭﻥ ﻤﺤﺼﻭﺭﺓ ﺒﻴﻥ ﻗﻴﻤﺘﻴﻥ ﺒﺎﺤﺘﻤﺎل ،%95ﻭ ﻫﺫﺍ ﻤﺎ ﻨﻁﻠﻕ ﻋﻠﻴﻪ ﺒﺘﻨﺒﻭﺀ ﺍﻝﻔﺘﺭﺓ ﺃﻭ ﺘﻨﺒﻭﺀ
ﺍﻝﻤﺠﺎل ﻭﻫﻭ ﻤﺎ ﺴﻨﺘﻁﺭﻕ ﻝﻪ ﻓﻲ ﺍﻝﺒﻨﺩ ﺍﻝﻤﻭﺍﻝﻲ.
∑ (x
i =1
i − x) 2
∑x i
226
=x i =1
= = 22.6
n 10
n
∑y i
1936
=y i =1
= = 193.6
n 10
n
ﻭ ﺒﺎﻝﺘﻌﻭﻴﺽ ﻨﺠﺩ:
10
∑ (x
i =1
i − x) 2
-6ﺇﻴﺠﺎﺩ ﺍﻝﻜﻤﻴﺎﺕ ﺍﻝﻤﻘﺩﺭﺓ ﻤﻥ ﺍﻻﺴﺘﻬﻼﻙ ﻋﻨﺩﻤﺎ ﻴﺼﺒﺢ ﻋﺩﺩ ﺍﻝﻤﻭﺍﻝﻴﺩ 80ﺃﻝﻑ ﻤﻭﻝﻭﺩ :ﺍﻷﻤﺭ ﻴﺘﻌﻠﻕ
ﺒﺘﻘﺩﻴﺭ ﺍﻝﻨﻘﻁﺔ ،ﻝﺫﻝﻙ ﻨﻌﻭﺽ ﻓﻲ ﺍﻝﻨﻤﻭﺫﺝ ﺍﻝﻤﻘﺩﺭ ﻓﻨﺠﺩ:
ﻜﻤﺎ ﻭﺠﺩﻨﺎ:
βˆ = 4.97
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻨﺠﺩ:
Pr[4.97 − 2.306 × 0.59 ≤ β ≤ 4.97 + 2.306 × 0.59] = 95%
ﺒﺈﺠﺭﺍﺀ ﺍﻝﻌﻤﻠﻴﺎﺕ ﻨﺠﺩ:
Pr[3.609 ≤ β ≤ 6.33] = 95%
ﻜﻤﺎ ﻭﺠﺩﻨﺎ:
βˆ = 4.97
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻨﺠﺩ:
Pr[4.97 − 1.860. × 0.59 ≤ β ≤ 4.97 + 1.860 × 0.59] = 90%
ﺒﺈﺠﺭﺍﺀ ﺍﻝﻌﻤﻠﻴﺎﺕ ﻨﺠﺩ:
Pr[3.873 ≤ β ≤ 6.067] = 90%
ﺤﻴﺙ ﻝﺩﻴﻨﺎ:
1 x2
σα = σ 2 ( + 10
) = 14.71
n
∑ (x
i =1
i )− x 2
ﺘﻌﺭﻴﻑ :4-2ﺇﺫﺍ ﻜﺎﻨﺕ ﻝﺩﻴﻨﺎ ﻤﺠﻤﻭﻋﺔ ﺍﻷﺯﻭﺍﺝ ﺍﻝﻤﺭﺘﺒﺔ ،(xn،yn) ...،( x2،y2) ،(x1،y1) :ﻓﺎﻥ ﺸﺩﺓ ﺍﺭﺘﺒـﺎﻁ
ﺍﻝﻤﺘﻐﻴﺭﻴﻥ ﺒﺒﻌﻀﻬﻤﺎ ﺍﻝﺒﻌﺽ ،ﺘﺴﻤﻰ ﺒﻤﻌﺎﻤل ﺍﻻﺭﺘﺒﺎﻁ ﺍﻝﺨﻁﻲ ﺍﻝﺒﺴﻴﻁ ،ﻭ ﻴﺭﻤﺯ ﻝﻪ ﺒﺎﻝﺤﺭﻑ ،r :ﻭﻴﻌﻁـﻰ
ﺒﺎﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺘﺎﻝﻴﺔ:
n _ _
∑ (x
i =1
i − x) 2
n _ _
∑ (x i )− x)( y i − y
= * bɵ i =1
n _
∑ ( y i − y) 2
i =1
ﻓﺈﻥ:
̂r = b̂.b
2 *
n _ _
)∑ (x i − x )( y i − y
=r
n
i =1
n
38-2 ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻨﺠﺩ:
_ _
∑ (x
i =1
i − x) 2 . ∑ (y
i =1
i − y) 2
ﺃﻭ:
n _ _
∑ e =∑ ( y
i =1
2
i
i =1
i − ŷ i ) 2 = 0
ﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻥ ﻫﻨﺎﻙ ﻋﻼﻗﺔ ﺍﺭﺘﺒﺎﻁ ﺨﻁﻲ ﺘﺎﻡ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل.
ﻭ ﺇﺫﺍ ﻜﺎﻥ r=0 :ﻓـﺈﻥ ﻤﺠﻤـﻭﻉ ﻤﺭﺒﻌـﺎﺕ ﻓﺭﻭﻗـﺎﺕ ﺍﻝﻘـﻴﻡ ﺍﻝﺤﻘﻴﻘﻴـﺔ ﻋـﻥ ﺍﻝﻘـﻴﻡ ﺍﻝﻤﻘـﺩﺭﺓ ﺘﺄﺨـﺫ
ﺃﻜﺒﺭ ﻗﻴﻤـﺔ ﻝﻬـﺎ ،ﻭﻴﻌﻨـﻲ ﺫﻝـﻙ ﺃﻥ ﺍﻝﻤﺘﻐﻴـﺭﻴﻥ ﻤـﺴﺘﻘﻠﻴﻥ ﻋـﻥ ﺒﻌـﻀﻬﻤﺎ ﺍﻝـﺒﻌﺽ ﺃﻭ ﻻ ﺘﻭﺠـﺩ
ﻋﻼﻗﺔ ﺍﻨﺤﺩﺍﺭ ﺨﻁﻲ ﺒﻴﻨﻬﻤﺎ.
ﺘﺠﺩﺭ ﺍﻹﺸﺎﺭﺓ ﺃﺨﻴﺭﺍ ﺍﻝﻰ ﺃﻥ r :ﺘﺄﺨﺫ ﻨﻔﺱ ﺇﺸﺎﺭﺓ ﻤﻌﺎﻤل ﺩﺍﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ.
ﻤﺜﺎل :8-2ﺃﻭﺠﺩ ﻤﻌﺎﻤل ﺍﺭﺘﺒﺎﻁ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﺘﺎﻝﻴﺔ:
i yi xi
1 10 10
12 15
3 15 20
4 16 25
5 16 30
6 20 35
7 26 40
8 30 45
ﻤﺞ 145 220
ﺍﻻﺠﺎﺒﺔ:
ﺒﺎﺴﺘﺨﺩﺍﻡ ﺍﻝﻤﻌﺎﺩﻝﺔ:
n _ _
∑ (x i − x ) 2 .
i =1
∑ ( y i − y) 2
i =1
ﻭ ﺒﻤﺴﺎﻋﺩﺓ ﺍﻝﺠﺩﻭل ﺍﻝﺘﺎﻝﻲ:
i yi xi (x i − x) 2 )( x i − x )( y i − y ( y i − y) 2
1 10 10 306.25 142.28 66.10
2 12 15 156.25 76.63 37.58
3 15 20 56.25 23.48 6.80
4 16 25 6.25 5.33 4.45
5 16 30 6.25 -5.33 4.45
6 20 35 56.25 12.53 2.79
7 26 40 156.25 98.38 61.94
8 30 45 306.25 207.73 140.90
ﻤﺞ 145 220 1050.00 561.69 328.37
ﺠﺩﻭل6-2
561.69
=r = 0.96 ﻭ ﺒﺎﻝﺘﻌﻭﻴﺽ ﻨﺠﺩ:
1050 × 328.37
ﻴﻌﻨﻲ ﻫﺫﺍ ﺃﻥ ﺍﻻﺭﺘﺒﺎﻁ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﻴﻥ ﻫﻭ ﺍﺭﺘﺒﺎﻁ ﻁﺭﺩﻱ ﻗﻭﻱ ،ﻜﻤﺎ ﺘﻌﻨﻲ ﺍﻝﻘﻴﻤﺔ:
r = 0.96ﺃﻭ r= 96 %
ﺃﻥ ﻤﻌﺎﺩﻝﺔ ﺍﻻﻨﺤﺩﺍﺭ ﺘﻔﺴﺭ % 96ﻤﻥ ﺍﻝﺘﻐﻴﺭ ﺍﻹﺠﻤﺎﻝﻲ ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ﺃﻤﺎ ﺍﻝﻨﺴﺒﺔ ﺍﻝﻤﺘﺒﻘﻴﺔ ﻭ ﻫﻲ
4%ﻓﺈﻨﻬﺎ ﺘﻌﻭﺩ ﺍﻝﻰ ﻋﻭﺍﻤل ﻤﺘﻀﻤﻨﺔ ﻓﻲ ﺤﺩ ﺍﻝﺨﻁﺄ.
ﻭ ﻫﻭ ﻤﻌﺎﻤل ﻴﺴﺘﺨﺩﻡ ﻝﻤﻌﺭﻓﺔ ﻤﺩﻯ ﺠﻭﺩﺓ ﺍﻝﺘﻭﻓﻴﻕ ﻝﺨﻁ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﻤﻘﺩﺭ ﻝﻠﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻋﻠﻰ ﺍﻝﻤﺘﻐﻴﺭ
ﺍﻝﻤﺴﺘﻘل ،ﻭ ﺒﻤﺎ ﺃﻨﻪ ﻋﺒﺎﺭﺓ ﻋﻥ ﻤﺭﺒﻊ ﻤﻌﺎﻤل ﺍﻻﺭﺘﺒﺎﻁ ﻝﺫﻝﻙ ﻓﻘﻴﻤﺘﻪ ﺘﻜﻭﻥ ﺩﺍﺌﻤﺎ ﻤﻭﺠﺒﻪ ﻤﺤﺼﻭﺭﺓ ﺒﻴﻥ
ﺍﻝﺼﻔﺭ ﻭ ﺍﻝﻭﺍﺤﺩ ،ﺃﻱ0 ≤ R 2 ≤ 1 :
ﻭ ﻫﻭ ﻴﻘﻴﺱ ﻨﺴﺒﺔ ﺍﻝﺘﻐﻴﺭ ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻨﺘﻴﺠﺔ ﺘﻐﻴﺭ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ،ﺃﻱ ﺃﻨﻪ ﻴﻭﻀﺢ ﻨﺴﺒﺔ ﻤﺴﺎﻫﻤﺔ
ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ﻓﻲ ﺍﻝﺘﻐﻴﺭ ﺍﻝﺤﺎﺼل ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ.
ﻴﻜﻭﻥ ﺍﻝﺘﻘﺩﻴﺭ ﺠﻴﺩﺍ ﻜﻠﻤﺎ ﺍﻗﺘﺭﺒﺕ ﻗﻴﻤﺔ R2ﻤﻥ ﺍﻝﻭﺍﺤﺩ ﺍﻝﺼﺤﻴﺢ. -
ﺍﺫﺍ ﻜﺎﻥ R =1 :ﻴﻌﻨﻲ ﺃﻨﻪ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺨﻁﻴﺔ ﺘﺎﻤﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﻴﻥ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺴﺘﻘل ﺃﻱ ﺃﻥ
2
-
ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ﻴﺴﺎﻫﻡ ﺒﻨﺴﺒﺔ %100ﻓﻲ ﺍﻝﺘﻐﻴﺭ ﺍﻝﺤﺎﺼل ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ.
ﻜﻠﻤﺎ ﺍﻗﺘﺭﺏ R2ﻤﻥ ﺍﻝﺼﻔﺭ ﻜﻠﻤﺎ ﺩل ﺫﻝﻙ ﻋﻠﻰ ﻀﻌﻑ ﻤﺴﺎﻫﻤﺔ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻤﺴﺘﻘل ﻓﻲ ﺘﻔﺴﻴﺭ ﺍﻝﺘﻐﻴﺭ -
ﺍﻝﺤﺎﺼل ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ.
ﻭ ﻴﻤﻜﻥ ﺇﻴﺠﺎﺩ ﻤﻌﺎﻤل ﺍﻝﺘﺤﺩﻴﺩ ﺇﻤﺎ ﻤﻥ ﺨﻼل ﻤﻌﺎﻤل ﺍﻻﺭﺘﺒﺎﻁ ﺃﻭ ﻤﻥ ﺨﻼل ﻤﺎ ﻴﻠﻲ:
ﻤﻥ ﺍﻝﺸﻜل ﻴﻼﺤﻅ:
) (Yi − Y ) = (Ŷi − Y ) + (Yi − Ŷi
)) ̂∑ (Y − Y) = ∑ ((Ŷ − Y) + (Y − Y
i
2
i i i
2
ﺒﺎﻝﺘﺭﺒﻴﻊ ﻭ ﺍﻝﺘﺠﻤﻴﻊ:
) ∑ (Y − Y ) = ∑ ((Ŷ − Y) + e
i
2
i i
2
ﺃﻭ:
̂∑ (Y − Y) = ∑ (Ŷ − Y ) + ∑ e − 2∑ (Y
i
2
i
2 2
i i − Y )e i
ﻤﻌﻠﻭﻡ ﺃﻥ ﺍﻝﻁﺭﻑ ﺍﻷﺨﻴﺭ ﻤﻌﺩﻭﻡ ﻭ ﻴﺒﺭﻫﻥ ﻋﻠﻰ ﺫﻝﻙ ﻜﻤﺎ ﻴﻠﻲ:
̂∑ (Y i − Y ) e i = ∑ (αˆ + βˆ x i − y)e i ﻨﻌﻭﺽ Ŷiﺒﻘﻴﻤﺘﻬﺎ ﻓﻲ ﺍﻝﻁﺭﻑ ﺍﻷﺨﻴﺭ:
ﻭ ﺒﺎﻝﻨﺸﺭ ﻨﺠﺩ:
= αˆ ∑ e i + βˆ ∑ x i e i − y ∑ e i
∑e i ﻤﻌﻠﻭﻡ ﺃﻥ ﻤﺠﻤﻭﻉ ﺍﻝﺒﻭﺍﻗﻲ ﻤﻌﺩﻭﻡ ﺃﻱ= 0 :
∑ (Ŷ − Y) e
i i =0 ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ ﻜل ﺍﻝﻤﻘﺩﺍﺭ ﻤﻌﺩﻭﻡ ﺃﻱ:
ﻭ ﻤﻨﻪ ﻨﺨﻠﺹ ﺍﻝﻰ ﺍﻝﻨﺘﻴﺠﺔ ﺍﻝﺘﺎﻝﻴﺔ:
∑ (Y i − Y ) 2 = ∑ (Ŷi − Y ) 2 + ∑ Yi − Ŷi ) 2
ﺤﻴﺙ:
ﻤﺠﻤﻭﻉ ﻤﺭﺒﻌﺎﺕ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﻜﻠﻴﺔ ﺃﻭ )ﺍﻝﺘﻐﻴﺭ ﺍﻹﺠﻤﺎﻝﻲ ﻓﻲ :(Total Sum of Squares) (Y
TSS = ∑ (Yi − Y ) 2
ﻤﺠﻤﻭﻉ ﻤﺭﺒﻌﺎﺕ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﻤﻭﻀﺤﺔ ﺃﻭ ﺍﻝﺘﻐﻴﺭ ﺍﻝﻤﻔﺴﺭ ﻓﻲ :(Explained Sum of Squares) Y
ESS = ∑ (Ŷi − Yi ) 2
ﻤﺠﻤﻭﻉ ﻤﺭﺒﻌﺎﺕ ﺍﻝﺒﻭﺍﻗﻲ ﺃﻭ ﺘﻐﻴﺭ ﺍﻝﺒﻭﺍﻗﻲ ﻓﻲ :(Unexplained Sum of Squares) Y
USS = ∑ (Yi − Ŷi ) 2
ﻭ ﺘﺴﻤﻰ ﺃﻴﻀﺎ ﺒﻤﺠﻤﻭﻉ ﻤﺭﺒﻌﺎﺕ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﻏﻴﺭ ﺍﻝﻤﻭﻀﺤﺔ
ﺃﻱ:
TSS=ESS+USS
ﺒﻘﺴﻤﺔ ﺍﻝﻁﺭﻓﻴﻥ ﻋﻠﻰ TSSﻨﺠﺩ:
TSS ESS USS
= +
TSS TSS TSS
) ̂∑ (Y − Y ) = ∑ (Ŷ − Y ) + ∑ (Y − Y
i
2
i
2
i i
2
) ∑ (Y − Y ) ∑ (Y − Y ) ∑ (Y − Y
i
2
i
2
i
2
=1
∑ (Ŷ − Y ) + ∑ e
i
2 2
i
) ∑ (Y − Y ) ∑ ( Y − Y
i
2
i
2
ﻴﺴﻤﻰ ﺍﻝﻤﻘﺩﺍﺭ:
= R2
ESS
=
)∑ (Yˆ − Y i
2
) ∑ (Y − Yi
2
) ∑ (Y − Yi
2
) ∑ (Y − Yi
2
1 x2
Sα = S 2 ( + )
n
∑ (X i )− X 2
n−2
ﺘﺤﺩﻴﺩ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺠﺩﻭﻝﻴﺔ ﻝﺩﺭﺠﺔ ﺍﻝﻤﻌﻨﻭﻴﺔ :ﺤﻴﺙ ﻴﺘﻡ ﺍﻝﻠﺠﻭﺀ ﺍﻝﻰ ﺍﻝﺠﺩﻭل ﺍﻹﺤﺼﺎﺌﻲ ﺍﻝﺫﻱ ﻴﻭﺠﺩ ﻓﻲ -
ﺍﻝﻐﺎﻝﺏ ﻓﻲ ﻨﻬﺎﻴﺔ ﻤﻌﻅﻡ ﻜﺘﺏ ﺍﻹﺤﺼﺎﺀ ،ﻭ ﻋﻠﻰ ﺴﺒﻴل ﺍﻝﻤﺜﺎل ﺇﺫﺍ ﺘﻡ ﺍﺴﺘﺨﺩﺍﻡ ﻗﺎﻨﻭﻥ ﺴﺘﻭﺩﻨﺕ ﻭ ﻜﺎﻥ
ﻤﺴﺘﻭﻯ ﺍﻝﻤﻌﻨﻭﻴﺔ λ=0.05ﺃﻱ %5ﻭ ﺩﺭﺠﺔ ﺍﻝﺤﺭﻴﺔ ﺍﻝﺘﻲ ﺘﻌﺒﺭ ﻋﻥ ﻋﺩﺩ ﺍﻝﻤﺸﺎﻫﺩﺍﺕ ﻤﻨﻘﻭﺼﺎ ﻤﻨﻬﺎ ﻋﺩﺩ
ﺍﻝﻤﻌﺎﻝﻡ ﺍﻝﻤﻘﺩﺭﺓ ﻓﻲ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﻤﺜﻼ ﻭ ﻫﻲ ،10ﻓﺎﻥ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺠﺩﻭﻝﻴﺔ ﺘﺅﺨﺫ ﻤﻥ ﺍﻝﺠﺩﻭل ﻋﻠﻰ ﺃﺴﺎﺱ
) λ/2=0.025ﺍﺨﺘﺒﺎﺭ ﻓﻲ ﺍﺘﺠﺎﻫﻴﻥ( ﻭ ﺩﺭﺠﺔ ﺤﺭﻴﺔ 10ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻨﺠﺩﻫﺎ ﻤﻥ ﺍﻝﺠﺩﻭل،t 10,0.025= 2.228 :
ﻭﻫﻲ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺘﻲ ﻨﻘﺎﺭﻨﻬﺎ ﺒـ tﺍﻝﻤﺤﺴﻭﺒﺔ.
ﺍﻝﻤﻘﺎﺭﻨﺔ ﻭ ﺍﺘﺨﺎﺫ ﺍﻝﻘﺭﺍﺭ :ﻨﻘﺎﺭﻥ tﺍﻝﻤﺤﺴﻭﺒﺔ ﻤﻊ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺠﺩﻭﻝﻴﺔ ﻋﻨﺩ ﺩﺭﺠﺔ ﺤﺭﻴﺔ n-2ﻭ ﻤﺴﺘﻭﻯ -
ﻤﻌﻨﻭﻴﺔ ﻤﻌﻴﻥ ﻭ ﻝﻴﻜﻥ ،λ=0.05ﻭﻫﻨﺎ ﻨﺼﺎﺩﻑ ﺇﺤﺩﻯ ﺍﻝﺤﺎﻝﺘﻴﻥ:
ﺍﺫﺍ ﻜﺎﻨﺕ ﻗﻴﻤﺔ tﺍﻝﻤﺤﺴﻭﺒﺔ ﺃﻜﺒﺭ ﻤﻥ tﺍﻝﺠﺩﻭﻝﻴﺔ ﻨﺭﻓﺽ ﻓﺭﻀﻴﺔ ﺍﻝﻌﺩﻡ ﻭ ﻨﻘﺒل ﺍﻝﻔﺭﻀﻴﺔ ﺍﻝﺒﺩﻴﻠﺔ،
ﻭﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻥ ﺍﻝﻤﻌﻠﻤﺔ ﺫﺍﺕ ﻤﻌﻨﻭﻴﺔ ﺇﺤﺼﺎﺌﻴﺔ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺘﻴﻥ.
ﺍﺫﺍ ﻜﺎﻨﺕ ﻗﻴﻤﺔ tﺍﻝﻤﺤﺴﻭﺒﺔ ﺃﻗل ﻤﻥ tﺍﻝﺠﺩﻭﻝﻴﺔ ﻨﻘﺒل ﻓﺭﻀﻴﺔ ﺍﻝﻌﺩﻡ ﻭ ﻨﺭﻓﺽ ﺍﻝﻔﺭﻀﻴﺔ ﺍﻝﺒﺩﻴﻠﺔ ،ﻭ ﻴﻌﻨﻲ
ﺫﻝﻙ ﺃﻥ ﺍﻝﻤﻌﻠﻤﺔ ﻝﻴﺴﺕ ﺫﺍﺕ ﻤﻌﻨﻭﻴﺔ ﺇﺤﺼﺎﺌﻴﺔ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻻ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺘﻴﻥ.
ﻭ ﺍﻝﺸﻜل ﺍﻝﻤﻭﺍﻝﻲ ﻴﻭﻀﺢ ﺍﻝﺤﺎﻝﺘﻴﻥ:
ﻤﻨﻁﻘﺔ ﻗﺒﻭل ﻭ ﺭﻓﺽ ﺍﻝﻔﺭﻀﻴﺘﺎﻥ
ﻤﺜﺎل :10-2ﺍﺨﺘﺒﺭ ﻨﻤﻭﺫﺝ ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺍﻝﺘﺎﻝﻲ ﻋﻨﺩ ﻤﺴﺘﻭﻯ ﻤﻌﻨﻭﻴﺔ :λ=0.05
ŷ i = 81.29 + 4.97 x i
19.08 14.71 0.59
R 2 = 0.93 , n = 8
ﻤﻥ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻝﺩﻴﻨﺎ:
σβ = 0.59 σ α = 14.71 σβ = 0.59
!"#$ام:
H0 : β=0
α=0
ﺍﻝﻔﺭﻀﻴﺔ ﺍﻝﺒﺩﻴﻠﺔ:
H1 : β≠0
α≠0
ﻨﻭﺠﺩ tﺍﻝﻤﺤﺴﻭﺒﺔ :
ˆβ 4.97
= ˆt β = = 8.42
Sβˆ 0.59
ˆα 81.29
= ˆt α = = 5.56
Sα 14.71
('& tا*و! :
'01 :+,-ى اλ=0.05 : -',.
ﻭﻝﺩﻴﻨﺎn=8 :
ﻭ ﻤﻨﻪ ﻨﺠﺩtn-2, λ/2 = t6, 0.025=2.447 :
و 3$ 4!56ن:
t βˆ = 8.42 , t 6 , 0.025 = 2.447 ⇒ t βˆ > t 6 , 0.025
t αˆ = 5.56 , t 6 , 0.025 = 2.447 ⇒ t αˆ > t 6 , 0.025
أي أن tا':; <=, >$ ?<@ A'1B.ل H1ﻭ ﻋﻠﻴﻪ ﻨﺭﻓﺽ ﻓﺭﻀﻴﺔ ﺍﻝﻌﺩﻡ ﻭ ﻨﻘﺒل ﺍﻝﻔﺭﻀﻴﺔ ﺍﻝﺒﺩﻴﻠﺔ،
ﻭﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻥ ﺍﻝﻤﻌﻠﻤﺔ βﺫﺍﺕ ﻤﻌﻨﻭﻴﺔ ﺇﺤﺼﺎﺌﻴﺔ ﻭﺒﺎﻝﺘﺎﻝﻲ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭﺘﻴﻥ ،ﻭ ﺍﻝﻨﻤﻭﺫﺝ ﺇﺫﻥ
ﻤﻘﺒﻭل ،ﻜﻤﺎ ﺃﻥ ﺍﻝﻤﻌﻠﻤﺔ αﺃﻴﻀﺎ ﺫﺍﺕ ﻤﻌﻨﻭﻴﺔ ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻻ ﻴﻌﺘﻤﺩ ﻜﻠﻴﺔ ﻋﻠﻰ ﺍﻝﻤﺘﻐﻴﺭ
ﺍﻝﻤﺴﺘﻘل.
ﺍﻝﻤﻘﻁﻊ3-1
ﺨﻭﺍﺹ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ
ﻴﺘﻤﻴﺯ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﺒﻤﺠﻤﻭﻋﺔ ﻤﻥ ﺍﻝﺨﻭﺍﺹ ﺘﺠﻌﻠﻪ ﺃﻓﻀل ﻤﻘﻴﺎﺱ ﻤﻥ ﻤﻘﺎﻴﻴﺱ ﺍﻝﻨﺯﻋﺔ ﺍﻝﻤﺭﻜﺯﻴﺔ ،ﻓﻲ
ﺍﻝﻤﻌﺎﻝﺠﺔ ﺍﻹﺤﺼﺎﺌﻴﺔ ،ﻤﻨﻬﺎ ﻤﺎ ﻴﻠﻲ:
ﺃﻭﻻ:ﺍﻝﺨﺎﺼﻴﺔ ﺍﻷﻭﻝﻰ :ﺍﻝﻤﺠﻤﻭﻉ ﺍﻝﺠﺒﺭﻱ ﻝﻔﺭﻭﻗﺎﺕ ﺍﻝﻘﻴﻡ ﻋﻥ ﻭﺴﻁﻬﺎ ﺍﻝﺤﺴﺎﺒﻲ ،ﻴﻜﻭﻥ ﺩﺍﺌﻤﺎ ﻤﻌﺩﻭﻤﺎ.
ﻓﻔﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻏﻴﺭ ﺍﻝﻤﺒﻭﺒﺔ ﻴﻜﻭﻥ :
n _
∑ ( xi − x) = 0 6-1
i =1
ﺃﻤﺎ ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ ﻓﻴﻜﻭﻥ:
n _
∑ ( x i − x ) fi = 0 7-1
i =1
∑ (x
i =1
i − x ) = ∑ x i − Nx
i =1
8-1
ﻭﻤﻌﻠﻭﻡ ﻝﺩﻴﻨﺎ ﺃﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﺒﻴﺎﻨﺎﺕ ﻏﻴﺭ ﺍﻝﻤﺒﻭﺒﺔ ﻴﻌﻁﻰ ﻜﻤﺎ ﻴﻠﻲ:
n
_ ∑ xi
i =1
=x
N
ﺒﻀﺭﺏ ﻁﺭﻓﻲ ﺍﻝﻌﻼﻗﺔ ﻓﻲ ﻭﺴﻁﻴﻬﺎ ﻨﺠﺩ:
n _
∑ xi = N x 9-1
i =1
ﺒﺘﻌﻭﻴﺽ ﺍﻝﻌﻼﻗﺔ 9-1ﻓﻲ ﺍﻝﻌﻼﻗﺔ 8-1ﻨﺠﺩ :
n _ _ _
∑ ( x i − x ) =N x − N x = 0
i =1
ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻥ ﺍﻝﺨﺎﺼﻴﺔ ﺼﺤﻴﺤﺔ ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻏﻴﺭ ﺍﻝﻤﺒﻭﺒﺔ.
**ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ ﻓﻲ ﺠﺩﺍﻭل ﺘﻜﺭﺍﺭﻴﺔ:
ﺍﺜﺒﺎﺕ :2-1ﺍﺜﺒﺕ ﺼﺤﺔ ﺍﻝﺨﺎﺼﻴﺔ 1ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ.
ﺍﻹﺜﺒﺎﺕ:
ﺒﻨﺸﺭ ﺍﻝﻤﻌﺎﺩﻝﺔ 7-1ﻨﺠﺩ :
n
∑ (x
i =1
i − x )f i = ( x1 − x )f 1 + ( x 2 − x )f 2 + ( x 3 − x )f 3 + ... + ( x n − x )f n
ﺃﻱ:
n _ n _ n
∑ ( x i − x ) fi = ∑ x i fi − x ∑ fi 10-1
i =1 i =1 i=1
ﻤﻌﻠﻭﻡ ﻝﺩﻴﻨﺎ ﺃﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ ﺍﻝﺘﻲ ﻁﻭل ﻓـﺌﺎﺘﻬﺎ ﻤﻌﺩﻭﻡ ﻫﻭ:
n
_ ∑ x i fi
i =1
=x n
∑ fi
i =1
ﺒﻀﺭﺏ ﺍﻝﻁﺭﻓﻴﻥ ﻓﻲ ﺍﻝﻭﺴﻁﻴﻥ ﻨﺠﺩ :
_ n n
x ∑ fi = ∑ x i fi 11-1
i =1 i =1
ﺒﺘﻌﻭﻴﺽ 11-1ﻓﻲ 10-1ﻨﺠﺩ :
n _ _ n _ n
∑ (x i - x)f i = x ∑ f i − x ∑ f i = 0
i =1 i =1 i =1
ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻥ ﺍﻝﺨﺎﺼﻴﺔ ﺃﻴﻀﺎ ﺼﺤﻴﺤﺔ ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ.
ﻤﺜﺎل :7-1ﻤﻥ ﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺜﺎل ﺭﻗﻡ ،1-1ﺍﺜﺒﺕ ﺼﺤﺔ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺭﻗﻡ 6-1ﺤﺴﺎﺒﻴﺎ.
ﺍﻹﺜﺒﺎﺕ :ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺸﺎﺭ ﺍﻝﻴﻬﺎ ﻫﻲ :
10 15 12 13 12 10 12 14 13 12
ﻭﺴﻁﻬﺎ ﺍﻝﺤﺴﺎﺒﻲ ﻫﻭ:
_ 123
=x = 12.3
10
ﺒﺘﻁﺒﻴﻕ ﺍﻝﻌﻼﻗﺔ 6-1ﺍﻝﻤﺸﺎﺭ ﺍﻝﻴﻬﺎ ﺃﻋﻼﻩ ﻤﻥ ﺨﻼل ﺍﻝﺠﺩﻭل ﺍﻝﺘﺎﻝﻲ ،ﻨﺠﺩ ﺒﺎﻝﻔﻌل ﺃﻥ ﻤﺠﻤﻭﻉ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ) ﺍﻝﻔﺭﻭﻗﺎﺕ (
ﻋﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻤﻌﺩﻭﻡ ،ﻭﺫﻝﻙ ﻤﺎ ﻴﻭﻀﺤﻪ ﺍﻝﺠﺩﻭل .5-1
xi ﻤﺞ 10 15 12 13 12 10 12 14 13 12
xi-12.3 -2.3 2.7 -0.3 0.7 -0.3 -2.3 -0.3 1.7 0.7 -0.3 0.0
ﻤﻥ ﺍﻝﺴﻁﺭ ﺍﻷﺨﻴﺭ ﻓﻲ ﺍﻝﺠﺩﻭل ﻴﻅﻬﺭ ﺃﻥ ﻤﺠﻤﻭﻉ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﻋﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻤﻌﺩﻭﻡ.
ﻤﺜﺎل : 8-1ﺍﺜﺒﺕ ﺼﺤﺔ ﺍﻝﻌﻼﻗﺔ ﺭﻗﻡ 7-1ﻤﻥ ﺨﻼل ﺒﻴﺎﻨﺎﺕ ﺍﻝﺠﺩﻭل .1-1
ﺍﻹﺠﺎﺒﺔ :ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺸﺎﺭ ﺇﻝﻴﻬﺎ ﻫﻭ:
_ 123
=x = 12.3
10
ﺒﺘﻁﺒﻴﻕ ﺍﻝﻌﻼﻗﺔ 7-1ﺍﻝﻤﺸﺎﺭ ﺍﻝﻴﻬﺎ ﻨﺠﺩﻫﺎ ﺼﺤﻴﺤﺔ ﻭﺫﻝﻙ ﻤﻥ ﺨﻼل ﺍﻝﺠﺩﻭل ﺍﻝﺘﺎﻝﻲ:
i xi fi ) (x i − x ( x i − x )f i
1 10 2 -2.3 -4.6
2 12 4 -0.3 -1.2
3 13 2 0.7 1.4
4 14 1 1.7 1.7
5 15 1 2.7 2.7
ﻤﺞ / 10 0.0
ﺍﺫ ﺃﻥ ﻤﺠﻤﻭﻉ ﻋﻨﺎﺼﺭ ﺍﻝﻌﻤﻭﺩ ﺍﻷﺨﻴﺭ ﺘﺴﺎﻭﻱ ﺍﻝﺼﻔﺭ ﺃﻱ :
n _
∑ ( x i − x ) fi = 0
i =1
n
_ ∑ xi
i =1
ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻏﻴﺭ ﺍﻝﻤﺒﻭﺒﺔ =x
N
n
_ ∑ x i fi
i =1
ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ =x n
ﺃﻭ :
∑ fi
i=1
ﻭﺃﻀﻴﻔﺕ ﻗﻴﻤﺔ ﺜﺎﺒﺘﺔ cﺍﻝﻰ ﻜل ﻗﻴﻤﺔ ﻤﻥ ﺍﻝﻘﻴﻡ ﺍﻷﺼﻠﻴﺔ ،ﻓﺈﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﻘﻴﻡ ﺍﻝﺠﺩﻴﺩﺓ ﻴﺴﺎﻭﻱ ﺍﻝﻰ
ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﻘﻴﻡ ﺍﻷﺼﻠﻴﺔ ﻤﻀﺎﻓﺎ ﺇﻝﻴﻪ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺜﺎﺒﺘﺔ ،ﺃﻱ :
_
x = x+ c 12-1
ﺤﻴﺙ : x :ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﻘﻴﻡ ﺍﻝﺠﺩﻴﺩﺓ.
ﻫﺫﻩ ﺍﻝﺨﺎﺼﻴﺔ ﺼﺤﻴﺤﺔ ﺃﻴﻀﺎ ﻓﻲ ﺤﺎﻝﺔ ﻁﺭﺡ ﺍﻝﻤﻘﺩﺍﺭ cﻤﻥ ﺍﻝﻘﻴﻡ ﺍﻷﺼﻠﻴﺔ ،ﺤﻴﺙ ﺃﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ
ﻝﻠﻘﻴﻡ ﺍﻝﺠﺩﻴﺩﺓ ﻴﻌﻁﻰ ﺒﺎﻝﻌﻼﻗﺔ ﺍﻝﺘﺎﻝﻴﺔ :
_
x = x− c 13-1
ﺍﻹﺜﺒﺎﺕ :ﻴﺘﻡ ﺍﺜﺒﺎﺕ ﻫﺫﻩ ﺍﻝﺨﺎﺼﻴﺔ ﺃﻴﻀﺎ ﺇﺜﺒﺎﺘﺎ ﺭﻴﺎﻀﻴﺎ ﻜﻤﺎ ﻴﻠﻲ:
** ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻏﻴﺭ ﺍﻝﻤﺒﻭﺒﺔ :
ﺍﺜﺒﺎﺕ :3-1ﺍﺜﺒﺕ ﺍﻝﺨﺎﺼﻴﺔ 2ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﻏﻴﺭ ﺍﻝﻤﺒﻭﺒﺔ.
ﺍﻻﺜﺒﺎﺕ:
x1, x2, x3.....x ﺇﺫﺍ ﻜﺎﻨﺕ ﻝﺩﻴﻨﺎ ﺍﻝﺒﻴﺎﻨﺎﺕ:
n
−∑ i
_
x
i =1
=x ﻓﺎﻥ ﻭﺴﻁﻬﺎ ﺍﻝﺤﺴﺎﺒﻲ ﻫﻭ:
N
ﻋﻨﺩ ﺇﻀﺎﻓﺔ ﺍﻝﻘﻴﻤﺔ ﺍﻝﺜﺎﺒﺘﺔ cﺍﻝﻰ ﻜل ﻗﻴﻤﺔ ﻤﻥ ﺘﻠﻙ ﺍﻝﻘﻴﻡ ﺘﺼﺒﺢ ﺍﻝﻘﻴﻡ ﺍﻝﺠﺩﻴﺩﺓ ﻜﻤﺎ ﻴﻠﻲ:
x1+c , x2+c , x3+c , ........ , xn+c
ﻭ ﻴﻜﻭﻥ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﻘﻴﻡ ﺍﻝﺠﺩﻴﺩﺓ ﻫﺫﻩ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
x1 + c + x 2 + c + x 3 + c + .... + x n + c
=x 14-1
N
ﻭﻫﻭ ﻤﺎ ﻴﻤﻜﻥ ﻜﺘﺎﺒﺘﻪ ﻜﻤﺎ ﻴﻠﻲ :
n
∑ xi + c
x = i =1 15-1
N
n
∑ xi
x = i =1 +c 16-1 ﺃﻭ :
N
ﻭﻤﻌﻠﻭﻡ ﺃﻥ ﺍﻝﻘﺴﻡ ﺍﻷﻭل ﻓﻲ ﺍﻝﻁﺭﻑ ﺍﻷﻴﻤﻥ ﻫﻭ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ،ﻝﻠﺒﻴﺎﻨﺎﺕ ﺍﻷﺼﻠﻴﺔ ،ﻭﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻝﻌﻼﻗﺔ
ﺭﻗﻡ 12-1ﺼﺤﻴﺤﺔ.
ﻤﻌﻠﻭﻡ ﺃﻥ ﺍﻝﻘﺴﻡ ﺍﻷﻭل ﻤﻥ ﺍﻝﻁﺭﻑ ﺍﻷﻴﻤﻥ ﻝﻠﻤﻌﺎﺩﻝﺔ 19-1ﻫﻭ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﺒﻴﺎﻨﺎﺕ ﺍﻷﺼﻠﻴﺔ ،ﻭﻤﻨﻪ
ﻓﺎﻥ ﺍﻝﺨﺎﺼﻴﺔ ﺼﺤﻴﺤﺔ ﺃﻴﻀﺎ ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺒﻭﺒﺔ.
ﻤﻼﺤﻅﺔ :ﻴﻤﻜﻥ ﺘﻁﺒﻴﻕ ﺍﻝﺨﺎﺼﻴﺔ ﺃﻴﻀﺎ ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﻀﺭﺏ ﺃﻭ ﺍﻝﻘﺴﻤﺔ ﺤﻴﺙ ﻨﺠﺩ:
_ _
1
ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﻘﺴﻤﺔ ،ﻭ ﺘﺘﻡ ﺍﻝﺒﺭﻫﻨﺔ ﺒﻨﻔﺱ ﺍﻝﻁﺭﻴﻘﺔ × x=x ﻓﻲ ﺤﺎﻝﺔ ﺍﻝﻀﺭﺏ ،ﺃﻭ: x = x ×c
c
ﺍﻝﺴﺎﺒﻘﺔ.
ﻤﺜﺎل : 9-1ﻤﻥ ﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺜﺎل 1-1ﺍﺜﺒﺕ ﺃﻨﻪ ﺇﺫﺍ ﻁﺭﺡ ﺍﻝﻤﻘﺩﺍﺭ c=2ﻤﻥ ﻜل ﻗﻴﻤﺔ ﻤﻥ ﺍﻝﻘﻴﻡ ﻓﺎﻥ ﺍﻝﻭﺴﻁ
ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﻘﻴﻡ ﺍﻝﺠﺩﻴﺩﺓ ،ﻴﺴﺎﻭﻱ ﺍﻝﻰ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻝﻠﻘﻴﻡ ﺍﻷﺼﻠﻴﺔ ﻭﻫﻭ 12.3ﻤﻨﻘﻭﺼﺎ ﻤﻨﻪ ،2ﺃﻱ
ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﺍﻝﺠﺩﻴﺩ ﻫﻭ .10.3 :
ﺒﻁﺭﺡ ﺍﻝﻤﻘﺩﺍﺭ C=2ﻤﻥ ﺒﻴﺎﻨﺎﺕ ﺍﻝﻤﺜﺎل ﺍﻝﻤﺸﺎﺭ ﺍﻝﻴﻪ ﻨﺤﺼل ﻋﻠﻰ ﺍﻝﻘﻴﻡ ﺍﻝﺘﺎﻝﻴﺔ:
8 13 10 11 10 8 10 12 11 10
ﻭ ﻴﻜﻭﻥ ﻭﺴﻁﻬﺎ ﺍﻝﺤﺴﺎﺒﻲ ﻫﻭ :
103
=x = 10. 3
10
x = 12. 3 − 2ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺈﻥ ﺍﻝﺨﺎﺼﻴﺔ ﺼﺤﻴﺤﺔ. ﺃﻱ :
ﺜﺎﻝﺜﺎ:ﺍﻝﺨﺎﺼﻴﺔ ﺍﻝﺜﺎﻝﺜﺔ :ﻴﻤﻜﻥ ﺇﻴﺠﺎﺩ ﺍﻝﻭﺴﻁ ﺍﻝﺤﺴﺎﺒﻲ ﻷﻴﺔ ﻤﺠﻤﻭﻋﺔ ﻤﻥ ﺍﻝﺒﻴﺎﻨﺎﺕ ﺒﺎﺴﺘﺨﺩﺍﻡ ﻭﺴﻁ
ﻓﺭﻀﻲ ،ﻋﻥ ﻁﺭﻴﻕ ﺍﻝﻤﻌﺎﺩﻝﺔ ﺍﻝﺘﺎﻝﻴﺔ:
n
ﻭ ﻝﺩﻴﻨﺎ(X ′X ) −1 X ′X = I :
ﺃﻱ ﻤﺼﻔﻭﻓﺔ ﺃﺤﺎﺩﻴﺔ ،ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻨﺠﺩ:
B̂ = B + (X ′X ) −1 X ′U 26-3
ﺒﺄﺨﺫ ﺘﻭﻗﻊ ﺍﻝﻁﺭﻓﻴﻥ ﻨﺠﺩ:
) E (B̂) = B + E (X ′X ) X ′U = B + (X ′X ) X ′E ( U
−1 −1
ﻤﻌﻠﻭﻡ ﺃﻥ ﺘﻭﻗﻊ ﺍﻝﺒﻭﺍﻗﻲ ﻤﻌﺩﻭﻡ ﻤﻥ ﺨﻼل ﺍﻝﻔﺭﻀﻴﺔ ،ﻝﺫﻝﻙ ﻓﺎﻝﻁﺭﻑ ﺍﻝﺜﺎﻨﻲ ﻜﻠﻪ ﻤﻌﺩﻭﻡ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻨﺠﺩ:
E (B̂) = B 27-3
ﻭ ﺍﻝﻨﺘﻴﺠﺔ ﻫﻲ ﺃﻥ ﻗﻴﻡ ﺍﻝﺸﻌﺎﻉ ̂ Bﻫﻲ ﻗﻴﻡ ﻏﻴﺭ ﻤﺘﺤﻴﺯﺓ ﻝﻘﻴﻡ ﺍﻝﺸﻌﺎﻉ B
-ﺍﻝﺘﺒﺎﻴﻥ ﻭ ﺍﻝﺘﺒﺎﻴﻥ ﺍﻝﻤﺸﺘﺭﻙ ﻝـ ̂: B
ﻝﺩﻴﻨﺎ:
]Var (B̂) = E[(B̂ − E (B̂))(B̂ − E (B̂))′ 28-3
ﻨﻌﻭﺽ 27-3ﻓﻲ 28-3ﻨﺠﺩ:
]Var (B̂) = E[(B̂ − B)(B̂ − B)′ 29-3
ﻤﻥ 26-3ﻝﺩﻴﻨﺎ:
B̂ − B = (X ′X ) −1 X ′U 30-3
ﻨﻌﻭﺽ 30-3ﻓﻲ 29-3ﻨﺠﺩ:
Var (B̂) = E[((X ′X ) −1 X ′U )((X ′X ) −1 X ′U )′
ﺃﻭ:
Var (B̂) = E[(X ′X ) −1 X ′UU ′X )(X ′X ) −1
ﺒﺎﺩﺨﺎل ﺍﻝﺘﻭﻗﻊ ﻨﺠﺩ:
Var (B̂) = (X ′X ) −1 X ′E ( UU ′)X(X ′X ) −1 31-3
ﻤﻌﻠﻭﻡ ﺃﻥ ﺘﺒﺎﻴﻥ ﺍﻝﺨﻁﺄ ﺍﻝﻌﺸﻭﺍﺌﻲ ﻫﻭ:
E ( UU ′) = σ In
2
32-3
ﺤﻴﺙ In :ﻤﺼﻔﻭﻓﺔ ﺃﺤﺎﺩﻴﺔ.
ﺒﺘﻌﻭﻴﺽ 32-3ﻓﻲ 31-3ﻨﺠﺩ:
Var (B̂) = σ 2 In (X ′X ) −1 X ′X (X ′X ) −1 33-3
ﺒﻤﺎ ﺃﻥ:
(X ′X ) −1 X ′X = I
ﻝﺫﻝﻙ ﻓﺎﻝﻌﺒﺎﺭﺓ 33-3ﺘﺼﺒﺢ ﻋﻠﻰ ﺍﻝﻨﺤﻭ:
Var (B̂) = σ 2 (X ′X ) −1 34-3
ﻭ ﻫﻲ ﺍﻝﻌﺒﺎﺭﺓ ﺍﻝﺘﻲ ﻨﺤﺴﺏ ﻋﻥ ﻁﺭﻴﻘﻬﺎ ﺘﺒﺎﻴﻥ ﺸﻌﺎﻉ ﺍﻝﻤﻌﺎﻝﻡ ̂ ، Bﺤﻴﺙ ﻫﻭ ﺤﺎﺼل ﻀﺭﺏ ﺘﺒﺎﻴﻥ ﺤﺩ
ﺍﻝﺨﻁﺄ ﻓﻲ ﺍﻝﻌﻨﺎﺼﺭ ﺍﻝﻘﻁﺭﻴﺔ ajjﻝﻤﻘﻠﻭﺏ ﺍﻝﻤﺼﻔﻭﻓﺔ ) ، (X ′Xﺒﻴﻨﻤﺎ ﺤﺎﺼل ﻀﺭﺏ ﺘﺒﺎﻴﻥ ﺤﺩ ﺍﻝﺨﻁﺄ ﻓﻲ
ﺍﻝﻌﻨﺎﺼﺭ ﻏﻴﺭ ﺍﻝﻘﻁﺭﻴﺔ ajiﻓﻬﻭ ﻋﺒﺎﺭﺓ ﻋﻥ ﺍﻝﺘﺒﺎﻴﻥ ﺍﻝﻤﺸﺘﺭﻙ ﻝﻠﻌﻨﺎﺼﺭ B̂ j , B iﺃﻱCov(B̂) :
ﺜﺎﻨﻴﺎ :ﺘﻘﺩﻴﺭ ﺘﺒﺎﻴﻥ ﺍﻝﺨﻁﺄ ﺍﻝﻌﺸﻭﺍﺌﻲ : σ 2ﻴﺘﻡ ﺘﻘﺩﻴﺭ ﺘﺒﺎﻴﻥ ﺤﺩ ﺍﻝﺨﻁﺄ S2ﻜﻤﺎ ﻴﻠﻲ:
ﻝﺩﻴﻨﺎ:
e′e
= S2
n − k −1
ﻭ ﻝﺩﻴﻨﺎ:
)̂e′e = (Y − Ŷ)′(Y − Y 35-3
ﻝﺩﻴﻨﺎ:
̂Ŷ = XB
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻓﻲ 35-3ﻨﺠﺩ:
̂e′e = (Y − XB̂)′(Y − XB̂) = Y ′Y − Y ′XB̂ − B̂X ′Y + B̂′X ′XB
ﻭ ﺘﻜﺘﺏ ﺃﻴﻀﺎ:
̂e′e = Y ′Y − 2B̂X ′Y + B̂′X ′XB 36-3
ﻤﻥ ﺠﻬﺔ ﺃﺨﺭﻯ ﻝﺩﻴﻨﺎ:
B̂ = (X ′X) −1 X ′Y
ﻭ ﻤﻨﻬﺎ ﻨﺴﺘﻨﺘﺞ:
(X ′X )B̂ = X ′Y 38-3
ﻨﻌﻭﺽ 38-3ﻓﻲ 36-3ﻨﺠﺩ:
ﺤﻴﺙ:
: Y ′Yﻤﺠﻤﻭﻉ ﻤﺭﺒﻌﺎﺕ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﻜﻠﻴﺔ ﺃﻭ )ﺍﻝﺘﻐﻴﺭ ﺍﻹﺠﻤﺎﻝﻲ ﻓﻲ (Y
: B̂X ′Yﻤﺠﻤﻭﻉ ﻤﺭﺒﻌﺎﺕ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﻤﻭﻀﺤﺔ ﺃﻭ ﺍﻝﺘﻐﻴﺭ ﺍﻝﻤﻔﺴﺭﺓ ،ﺃﻱESS = ∑ (Ŷi − Yi ) :
2
ﻜﻠﻤﺎ ﺍﻗﺘﺭﺒﺕ R2ﻤﻥ ﺍﻝﺼﻔﺭ ﺩل ﺫﻝﻙ ﻋﻠﻰ ﻀﻌﻑ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ.
ﻭ ﻜﻠﻤﺎ ﺍﻗﺘﺭﺒﺕ R2ﻤﻥ ﺍﻝﻭﺍﺤﺩ ﺩل ﺫﻝﻙ ﻋﻠﻰ ﻗﻭﺓ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ.
ﻭ ﻋﻨﺩﻤﺎ ﻴﻜﻭﻥ ﻫﻨﺎﻙ ﻋﻼﻗﺔ ﺘﺎﻤﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ ﻴﻜﻭﻥ R2ﻤﺴﺎﻭﻴﺎ ﻝﻠﻭﺍﺤﺩ،
e′e
ﻭﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻥ ﻨﺴﺒﺔ ﻤﺭﺒﻌﺎﺕ ﺍﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﺨﻁﺄ ﻋﻠﻰ ﺍﻻﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﻜﻠﻴﺔ ﺘﻜﻭﻥ ﻤﻌﺩﻭﻤﺔ ،ﺃﻱ= 0 :
Y ′Y
ﺘﻔﻴﺩ ﺍﻝﻔﺭﻀﻴﺔ ﺍﻷﻭﻝﻰ ﺒﺄﻥ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ ﻻ ﺘﺅﺜﺭ ﻋﻠﻰ ﺍﻝﻤﺘﻐﻴﺭﺓ ﺍﻝﺘﺎﺒﻌﺔ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻻ ﺘﻭﺠﺩ ﻋﻼﻗﺔ
ﺒﻴﻨﻬﻤﺎ ،ﻭﺃﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﻌﺸﻭﺍﺌﻲ ﻫﻭ ﺍﻝﻤﺼﺩﺭ ﺍﻝﻭﺤﻴﺩ ﻻﻨﺤﺭﺍﻓﺎﺕ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ.
ﺘﻔﻴﺩ ﺍﻝﻔﺭﻀﻴﺔ ﺍﻝﺒﺩﻴﻠﺔ ﺒﺄﻥ ﻫﻨﺎﻙ ﻋﻠﻰ ﺍﻷﻗل ﺘﺄﺜﻴﺭ ﻤﻥ ﺃﺤﺩ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ ﻋﻠﻰ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ،
ﻭﺒﺎﻝﺘﺎﻝﻲ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺒﻌﺽ ﺃﻭ ﻜل ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ.
ﻭ ﻴﺘﻡ ﺍﺴﺘﺨﺩﺍﻡ ﺘﻭﺯﻴﻊ ﻓﻴﺸﺭ ﻻﺨﺘﺒﺎﺭ ﺍﻝﻔﺭﻀﻴﺔ ،ﺤﻴﺙ ﻴﺘﻡ ﺇﻴﺠﺎﺩ ﺍﻹﺤﺼﺎﺌﻴﺔ ﺍﻝﺘﺎﻝﻴﺔ:
)R 2 /(k − 1
= *F
) (1 − R 2 ) /(n − k
ﺇﺫﺍ ﻜﺎﻨﺕ ﺍﻹﺤﺼﺎﺌﻴﺔ ﺍﻝﻤﺤﺴﻭﺒﺔ * Fﺃﻗل ﻤﻥ ﺍﻹﺤﺼﺎﺌﻴﺔ ﺍﻝﺠﺩﻭﻝﻴﺔ ﻓﺎﻨﻨﺎ ﻨﻘﺒل H0ﻭ ﻨﺭﻓﺽ H1ﻭ ﻴﻌﻨﻲ ﺫﻝﻙ
ﺃﻥ ﺍﻝﻌﻼﻗﺔ ﺍﻝﻤﺩﺭﻭﺴﺔ ﻝﻴﺴﺕ ﻤﻌﻨﻭﻴﺔ ﻭ ﺒﺎﻝﺘﺎﻝﻲ ﻓﺎﻥ ﺍﻝﻤﺘﻐﻴﺭﺓ ﺍﻝﺘﺎﺒﻌﺔ ﻻ ﺘﺘﺄﺜﺭ ﺒﺄﻱ ﻤﻥ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ.
80
80
120
50.379 1 1 1 1 1 1 1 1
ˆ X ′Y = 1.006 40 80 60 20 45 90 100 110 40 = 65492,86
B 50
- 2.905 10 20 5 5 10 15 20 5
90
90
140
ﺤﺴﺎﺏ ﺍﻝﻤﻘﺎﻡ:
80
80
120
ˆBX ′Y = [80 80 120 40 50 90 90 140]40 = 67100
50
90
90
140
ﻭ ﻤﻨﻪ ﻴﻜﻭﻥ ﻤﻌﺎﻤل ﺍﻝﺘﺤﺩﻴﺩ:
ˆ X ′Y 65492.86
B
= R2 = = 0.98
Y ′Y 67100
ﻴﻌﻨﻲ ﺫﻝﻙ ﺃﻨﻪ ﺘﻭﺠﺩ ﻋﻼﻗﺔ ﺨﻁﻴﺔ ﻗﻭﻴﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ ﺃﻱ ﺃﻥ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ
ﺍﻝﻤﺴﺘﻘﻠﺔ ﺘﺴﺎﻫﻡ ﺒﻨﺴﺒﺔ %98ﻓﻲ ﺍﻝﺘﻐﻴﺭ ﺍﻝﺤﺎﺼل ﻓﻲ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ.
-2ﺍﺨﺘﺒﺎﺭ ﺠﻭﺩﺓ ﺍﻝﻌﻼﻗﺔ ﺒﻴﻥ ﺍﻝﻤﺘﻐﻴﺭ ﺍﻝﺘﺎﺒﻊ ﻭ ﺍﻝﻤﺘﻐﻴﺭﺍﺕ ﺍﻝﻤﺴﺘﻘﻠﺔ :ﺒﻨﻔﺱ ﺍﻝﻤﻨﻬﺠﻴﺔ ﺍﻝﻤﺘﺒﻌﺔ ﻓﻲ
ﺍﻻﻨﺤﺩﺍﺭ ﺍﻝﺨﻁﻲ ﺍﻝﺒﺴﻴﻁ ،ﻨﺨﺘﺒﺭ ﺠﻭﺩﺓ ﺍﻝﺘﻭﻓﻴﻕ.
ﻨﺤﺩﺩ ﺍﻝﻔﺭﻀﻴﺘﺎﻥ:
ﻓﺭﻀﻴﺔ ﺍﻝﻌﺩﻡ:
H0 : B=0, (β1=β2=…..βk)=0
ﻓﺭﻀﻴﺔ ﺍﻝﻘﺒﻭل:
)H1 : B≠0, (β1≠0,β2≠0…..βk≠0
-ﻨﻭﺠﺩ ﻗﻴﻤﺔ * :Fﻝﺩﻴﻨﺎ:
)R 2 /(k − 1
= *F
) (1 − R 2 ) /(n − k
ﺒﺎﻝﺘﻌﻭﻴﺽ ﻨﺠﺩ:
)R /(k − 1
2
0.98 / 2
= *F = = 122.5
)(1 − R ) /(n − k ) (1 − 0.98) /(8 − 3
2
TSS
ﺤﻴﺙ ﻴﻅﻬﺭ ﻝﻨﺎ ﺃﻫﻡ ﺍﻷﺩﻭﺍﺕ ﺍﻝﺘﻲ ﺘﺴﻤﺢ ﻝﻨﺎ ﺒﺎﻝﺤﻜﻡ ﻋﻠﻰ ﺍﻝﻨﻤﻭﺫﺝ.