Keyword: «the system matlab»
ART 770249
The article deals with the comparative analysis of the performance capabilities of the regression analysis automation by means of econometric programs and MatLab. It considers the problems arising when the multi-factor linear regression analysis by the use of MS Excel is carried out and the problems connected with the solution of the high order linear equation systems and nonlinear econometric models construction. While solving the analogues tasks the advantages of MatLab system are revealed. The particular example gives the description of methodology of choice of the type of analytical dependence at the stage of econometric model specification with a help of built –in graphical tools of MatLab system. It is shown how the results of such choice can be used in MatLab system during the construction of linear and nonlinear models based on Statistics Toolbox instruments.
The construction of the approximating model was carried out both by means of MS Excel and MatLab using the polyfit and nlinfit functions. The quality of the regression equation obtained was estimated by the coefficient of determination value.
The results of the experiment conducted show that the use of MatLab system in econometric research can considerably simplify the process of carrying out the regression analysis.