File:Okuns law with confidence bands.svg
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![File:Okuns law with confidence bands.svg](https://upload.wikimedia.org/wikipedia/commons/thumb/8/81/Okuns_law_with_confidence_bands.svg/299px-Okuns_law_with_confidence_bands.svg.png?20090726143348)
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Summary
[edit]DescriptionOkuns law with confidence bands.svg |
English: Follow-up for the File:Okuns_law_quarterly_differences.svg file, additionally showing the confidence bands for the regression. |
Source | Own work |
Author | Stpasha |
Other versions | Okuns_law_quarterly_differences.svg |
Source code (Mathematica)
[edit]Refer to the File:Okuns_law_quarterly_differences.svg to see the data set used.
n = Length[unempch]; sol = FindFit[data, \[Alpha] + \[Beta] x, {\[Alpha], \[Beta]}, x] ts = Quantile[StudentTDistribution[n - 2], 0.975]; \[Alpha]h = \[Alpha] /. sol; \[Beta]h = \[Beta] /. sol; xm = Mean[unempch]; sx2 = Mean[(unempch - xm)^2]; s\[Epsilon]2 = 1/(n - 2) Total[(gdpch - \[Alpha]h - \[Beta]h unempch)^2]; s\[Beta] = Sqrt[1/n s\[Epsilon]2/sx2]; s\[Alpha] = s\[Beta] Sqrt[sx2 + xm^2]; sp = Sqrt[1/n s\[Epsilon]2 (1 + (x - xm)^2/sx2)]; Show[ ListPlot[{{{-10, 0}}, {{-10, 0}}, data}, PlotMarkers->{Automatic, Small}, PlotStyle->Hue[0.6]], Plot[ \[Alpha]h + \[Beta]h x, {x, -1.1, 1.8}, PlotStyle->{GrayLevel[0], Thick}], Plot[ {\[Alpha]h + \[Beta]h x - ts sp, \[Alpha]h + \[Beta]h x + ts sp}, {x, -1.1, 1.8}, Filling -> {1 -> {2}}, PlotStyle -> {Blue, Blue}], PlotRange -> {{-1.3, 2}, {-3, 5}}, Axes -> False, Frame -> True, FrameLabel -> {"Quarterly change in the unemployment rate (\[CapitalDelta]%)", "Quarterly change in GDP (\[CapitalDelta]%)"}, FrameStyle -> Directive[FontFamily -> "Arial"] ]
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[edit]Public domainPublic domainfalsefalse |
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I, the copyright holder of this work, release this work into the public domain. This applies worldwide. In some countries this may not be legally possible; if so: I grant anyone the right to use this work for any purpose, without any conditions, unless such conditions are required by law. |
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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 14:33, 26 July 2009 | ![]() | 299 × 197 (95 KB) | Stpasha (talk | contribs) | {{Information |Description={{en|1=Follow-up for the File:Okuns_law_quarterly_differences.svg file, additionally showing the confidence bands for the regression.}} |Source=Own work |Author=Stpasha |Date= |Permission= |other_versions=O |
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