freq a;
smpl 1983 2002;
read(file='h:ex3-3.xls');
?
? 重回帰分析
?
olsq ce c yd yd1;
ste=@res/@s;
graph date ste;
?
? 相関係数行列
?
corr ce yd yd(-1);
?
? 偏相関係数の計算
?
freq n;
smpl 1 1;
pcorr12=(@corr(1,2)-@corr(1,3)*@corr(2,3))/(sqrt(1-@corr(1,3)^2)*sqrt(1-@corr(2,3)^2));
pcorr13=(@corr(1,3)-@corr(1,2)*@corr(2,3))/(sqrt(1-@corr(1,2)^2)*sqrt(1-@corr(2,3)^2));
pcorr23=(@corr(2,3)-@corr(1,2)*@corr(1,3))/(sqrt(1-@corr(1,2)^2)*sqrt(1-@corr(1,3)^2));
?
? 偏相関係数の行列表示
?
pcorrdiag=1;
mmake pcorrmat1 pcorrdiag pcorr12 pcorr13;
mmake pcorrmat2 pcorr12 pcorrdiag pcorr23;
mmake pcorrmat3 pcorr13 pcorr23 pcorrdiag;
mmake(vert) pcorrmat pcorrmat1 pcorrmat2 pcorrmat3;
print pcorrmat;
end;