sentiuo - 経済統計練習帳

var g=new Array();
var cg=new Array();
var gdp=new Array();
var gap=new Array();
var number;
var x_ols=new Array();
var y_ols=new Array();
var sol=new Array();
 
var beta_c1=new Array();
var e_c1=new Array();
 
function seek_c(){
 
number=100;  
 
c1();
 
c2();
 
 
}
 
function c2() {
 
  var s;
 
  for(s=1;s<number+1;s++){
  s1=s-1;
  if(s1<1)s1=1;  
  cg[s]=cg[s1]*g[s]/g[s1];
  }
 
 
}
 
function c1() {
 
 
 
number_ols=3;
 
  for(s=1;s<number+1;s++){
  g[s]=100+Math.random();
  gap[s]=100+Math.random();
  gdp[s]=100+Math.random();
  }
 
   for(s=1;s<number+1;s++){
  x_ols[s]=new Array();
  }
 
  for(s=1;s<number+1;s++){
  x_ols[s][1]=1;
  s1=s-1;
  if(s1<2)s1=1;  
  z=Math.log(g[s1]/gdp[s1]); 
  x_ols[s][2]=z;  
  x_ols[s][3]=gap[s]; 
  y_ols[s]=Math.log(g[s]/gdp[s]); 
 
  }
 
 
  ols();
 
  for(s=1;s<number_ols+1;s++){
  beta_c1[s]=sol[s];
  }
 
  for(s=1;s<number+1;s++){
 y1=0; 
 for(sx=1;sx<number_ols+1;sx++){
 y1=y1+beta_c1[sx]*x_ols[s][sx];
  }
 e_c1[s]=y_ols[s]-y1;
  }
 
 
 
  Logger.log(e_c1[1]);
 
 
 
}
 
function ols(){
 
 
var a=new Array(); 
var b=new Array();
var s,sx;  
 
for(s=1;s<number_ols+1;s++){
a[s]=new Array();
}
 
 
for(sx=1;sx<number_ols+1;sx++){ 
y1 = 0;
for (s = 1; s <number+1;s++ ){
y1=y1+y_ols[s]*x_ols[s][sx];    
}
b[sx] = y1;
  } 
 
 
 
for(s1=1;s1<number_ols+1;s1++){ 
for(s2=1;s2<number_ols+1;s2++){ 
y1 = 0;
for (s = 1; s <number+1;s++ ){
y1=y1+x_ols[s][s1]*x_ols[s][s2];    
}
a[s1][s2] = y1;
}}
 
 
 
 
for(s=1;s<number_ols+1;s++){
for(sx=1;sx<number_ols+1;sx++){
z=a[sx][s]/a[s][s];
if(s==sx)z=0;
for(tx=1;tx<number_ols+1;tx++){
a[sx][tx]=a[sx][tx]-z*a[s][tx];
}
b[sx]=b[sx]-z*b[s];
}
}
 
 
for(s=1;s<number_ols+1;s++){
sol[s]=b[s]/a[s][s];
}
 
 
 
}