File:Okuns law with confidence bands.svg
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Original file (SVG file, nominally 299 × 197 pixels, file size: 95 KB)
Summary
| Description | 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)
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"]
]
Licensing
|
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. |
File history
Click on a date/time to view the file as it appeared at that time.
| Date/Time | Thumbnail | Dimensions | User | Comment | |
|---|---|---|---|---|---|
| current | 14:33, 26 July 2009 | | 299 × 197 (95 KB) | Stpasha | {{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 |
File usage
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