Anova: Two-Factor Without Replication
SUMMARY Count Sum Average Variance
Row 1 4 435 108.75 1206.25
Row 2 4 457 114.25 1949.583
Row 3 4 473 118.25 3022.917
Row 4 4 498 124.5 4083
Row 5 4 511 127.75 5643.583
Column 1 5 499 99.8 0.7
Column 2 5 425 85 2.5
Column 3 5 1000 200 1000 H0 = pas d'influence du facte
Column 4 5 450 90 2.5 P-value<0.05, On rejete donc
H0 = pas d'influence du facte
ANOVA P-value>0.05, On accepte do
Source of VariationSS df MS F P-value F crit
Rows 938.2 4 234.55 0.912468 0.487654 3.259167
Columns 44631.4 3 14877.13 57.87642 2.08E-07 3.490295
Error 3084.6 12 257.05
Total 48654.2 19
H0 = pas d'influence du facteur saisonnier
P-value<0.05, On rejete donc Ho, c'est une serie sasonniere.
H0 = pas d'influence du facteur année
P-value>0.05, On accepte donc H0, c'est une serie sans tendance
Tr1 Tr2 Tr3 Tr4
Annee1 100 85 160 90
Annee2 99 86 180 92
Annee3 101 84 200 88
Annee4 100 87 220 91
Annee5 99 83 240 89
t X(t) T(t) S(t) Med.S(t) SCVS(t) dep correl
1 100 0.854513 117.0257 0 1
2 85 0.712133 119.3598 1 -0.420214
3 160 108.625 1.472957 1.651125 96.90364 2 -0.106774
4 90 108.625 0.828539 0.782229 115.0558 3 -0.390751
5 99 111.25 0.889888 0.854513 115.8554 4 0.998032
6 86 114 0.754386 0.712133 120.764 5 -0.440169
7 180 114.5 1.572052 1.651125 109.0166 6 -0.097872
8 92 114.5 0.803493 0.782229 117.6126 7 -0.396596
9 101 116.75 0.865096 0.854513 118.1959 8 0.996913
10 84 118.75 0.707368 0.712133 117.9555 9 -0.477896
11 200 118.125 1.693122 1.651125 121.1295 10 -0.083253
12 88 118.375 0.7434 0.782229 112.499 11 -0.378441
13 100 121.25 0.824742 0.854513 117.0257 12 0.995707
14 87 124.125 0.700906 0.712133 122.1682 13 -0.50626
15 220 124.375 1.768844 1.651125 133.2425 14 -0.046595
16 91 123.75 0.735354 0.782229 116.3342 15 -0.37849
17 99 125.75 0.787276 0.854513 115.8554 16 0.995701
18 83 128 0.648438 0.712133 116.5513 17 -0.62879
19 240 1.651125 145.3555 18 1
20 89 0.782229 113.7774
Prev Brutes
Tr1 Tr2 Tr3 Tr4 a 0.660227
Annee1 1.473 0.8285 b 111.1518
Annee2 0.8899 0.7544 1.5721 0.8035
Annee3 0.8651 0.7074 1.6931 0.7434
Annee4 0.8247 0.7009 1.7688 0.7354
Annee5 0.7873 0.6484 Test PS
Med.S(t) 0.844919 0.704137 1.632587 0.773447 3.955091 21 106.8283
[Link] 0.854513 0.712133 1.651125 0.782229 4 22 89.49857
23 208.5982
24 99.34096
Le modele WINTERS
m4 108.75 alpha
r4 1.375 s(t) 0
s1 0.91954 0.91954
s2 0.781609 0.781609
s3 1.471264 t X(t) m(t) 1.471264 r(t) X^(t) delta
s4 0.827586 4 108.75 0.827586 1.375
5 99 110.125 0.898978 1.375 101.2644 2.264368
6 86 111.5 0.7713 1.375 87.14943 1.149425
7 180 112.875 1.594684 1.375 166.069 -13.93103
8 92 114.25 0.805252 1.375 94.55172 2.551724
9 101 115.625 0.873514 1.375 103.9444 2.944381
10 84 117 0.717949 1.375 90.24215 6.242152
11 200 118.375 1.689546 1.375 188.7708 -11.22924
12 88 119.75 0.734864 1.375 96.42888 8.428884
13 100 121.125 0.825593 1.375 105.8043 5.804324
14 87 122.5 0.710204 1.375 87.94872 0.948718
15 220 123.875 1.775984 1.375 209.2925 -10.7075
16 91 125.25 0.726547 1.375 92.04175 1.041754
17 99 126.625 0.781836 1.375 104.5408 5.540764
18 83 128 0.648438 1.375 90.90612 7.906122
19 240 129.375 1.855072 1.375 229.7679 -10.23209
20 89 130.75 0.680688 1.375 94.99601 5.996008
835.9898
21
22
23
24
Le test de Buys-Ballot
Moyenne Ecart
L'existence d'un fort coefficient pour tous les 1 108.75 30.07802
deplacement multiples de 4 montre donc l'existence
d'un cycle de longueur 4. 2 114.25 38.23856
3 118.25 47.61499
4 124.5 55.3376
5 127.75 65.05911
SUMMARY OUTPUT
Regression Statistics
Multiple R 0.99291
R Square 0.98587
Adjusted R 0.98116
Standard E 1.890472
Observatio 5
ANOVA
df SS
Regression 1 748.0668
Residual 3 10.72166
Total 4 758.7884
21 125.0166 Coefficients
Standard Error
22 125.6768 Intercept -164.7184 14.67659
23 126.337 X Variable 1.785881 0.123439
24 126.9973
betta gamma
1 0.409038
300
250
200
150
100
50
0
0 5 10 15 20 25 30
Prev h
103.3001 1
86.56641 2
250.2029 3
92.74379 4
H0: a=0
P-Value<0.05, on rejet H0, donc le schema est multiplicatif
MS F Significance F
748.0668 209.3147 0.000716
3.573885
t Stat P-value Lower 95%Upper 95%Lower 95.0%
Upper 95.0%
-11.22321 0.001517 -211.4258 -118.0109 -211.4258 -118.0109
14.46771 0.000716 1.393043 2.178719 1.393043 2.178719