Video: Dab tsi yuav tsum yog tus nqi ntawm Durbin Watson?
2024 Tus sau: Miles Stephen | [email protected]. Kawg hloov kho: 2023-12-15 23:36
Cov Durbin - Watson txheeb cais yuav ib txwm muaj a tus nqi nruab nrab ntawm 0 thiab 4. A tus nqi ntawm 2.0 txhais tau hais tias tsis muaj autocorrelation kuaj pom hauv cov qauv. Tus nqi los ntawm 0 mus rau tsawg dua 2 qhia zoo autocorrelation thiab tus nqi los ntawm 2 mus rau 4 qhia tsis zoo autocorrelation.
Kuj nug, Durbin Watson qhia peb li cas?
Hauv kev txheeb cais, cov Durbin – Watson statistic yog ib qho kev xeem statistic uas siv los txheeb xyuas qhov muaj autocorrelation ntawm lag 1 nyob rau hauv cov seem (kev twv ua ntej yuam kev) los ntawm kev soj ntsuam regression.
Yuav ua li cas yog Durbin Watson kev xeem tsis tiav? Yog tus Durbin - Watson cov ntaub ntawv nyob nruab nrab ntawm d thiab d (los yog raws nraim sib npaug rau tog twg los d los yog d), lub kev xeem yog inconclusive . Yog tus Durbin - Watson cov ntaub ntawv yog ntau dua d, lub Durbin - Watson cov ntaub ntawv yog ze li 2 qhov zoo autocorrelation tej zaum yuav tsis muaj nyob rau hauv tus qauv.
Qhov thib ob, qhov kev xav tsis zoo rau Durbin Watson xeem yog dab tsi?
Cov Durbin - Watson xeem cov ntawv xeem tus null hypothesis tias cov seem seem ntawm qhov zoo tib yam tsawg-squares regression tsis yog autocorrelated tawm tsam lwm txoj kev uas cov seem seem ua raws li tus txheej txheem AR1. Cov Durbin - Watson cov ntaub ntawv nyob rau hauv tus nqi ntawm 0 mus rau 4.
Vim li cas autocorrelation phem?
Hauv cov ntsiab lus no, autocorrelation ntawm cov residuals yog ' phem ', vim nws txhais tau tias koj tsis ua qauv kev sib raug zoo ntawm cov ntaub ntawv txaus txaus. Qhov laj thawj tseem ceeb vim li cas tib neeg tsis sib txawv ntawm cov koob yog vim lawv yeej xav ua qauv txheej txheem raws li nws yog.
Pom zoo:
Dab tsi yog qhov txawv ntawm ib puag ncig lapse tus nqi thiab adiabatic lapse tus nqi?
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Dab tsi yog ib puag ncig lapse tus nqi thiab adiabatic lapse tus nqi?
Recap • Lapse Rate yog tus nqi uas kub qis dua thaum qhov siab nce hauv huab cua • Ib puag ncig lapse tus nqi yog tus nqi uas kub qis dua thaum tus nqi tsis cuam tshuam los ntawm huab cua saturation • Environmental lapse rate txo sai dua thaum huab cua tsis ruaj khov. tsis ruaj khov
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