1、,(,).()()X YCov X YVar X Var Y1122TppUa Xa Xa Xa X1 122TqqVbYb Yb Yb Y 11221221()()(),()()(),(,)()(),(,)()(),TTTTV ar XE XE XXE XV arYE YE YYE YC ov X YE XE XYE YC ovY XE YE YXE X=-=-=-=-AAAA1212(,),(,)TTpqXXXXYY YY1221T 11122122 11221 122.TppTqqUa Xa Xa Xa XVb YbYb Yb Y112212()(),()(),(,)(,).TTTTTT
2、TVar UVar a XaaVar VVar b XbbCov U VCov a X b Yab12,1122TU VTTabaabb11221,1TTaabbX1Y1Y2Y3Y4Y5X2X3X4X5X6XYUU1 1UU2 2UU3 3UU4 4UU5 5V V1 1V V2 2V V3 3V V4 4V V5 5kkU VMax11221122,1,2,.TTkkkkUeXVfYkp,1,2,.kkUVkkp22212p111221112222111A111222221111222B()()1,1,2,(,)0,(,)0,(,)0,.kkklklklVar UVar VkpCov U U
3、klCov V VklCov U Vkl*1212(,),(,)TTpqXXXXYY YY*(),1,2,()(),1,2,.()iiiiijjjXE XXipVar XYE YYjqVar Y11122122*1122,*1221(),()(,)TVar XVar YCov X Y1*2111*222()(),()(),TTkkkTTkkkUaXeXVbYfY*,1,2,.kkkUVkp1112()()()()2122()(),p pp qp qp qq pq qSSSSS(1,2,)iixinyXY1212(,),(,)(1,2,)TTiiipiiiiqixxxxyyyyin1111221
4、11221111()(),111()(),11()().1nnTiiiiinnTiiiiinTTiiiSxxxxxxnnSyyyyyynnSxxyySn12111222,1,2,.TTkkkTTkkkUa xe SxVb yf Sykp,1,2,.kkkUVkp111221112222111SS S S S22212p12,pe ee 12,pfff 111221112222111SS S S S22212p*(1)*(2),1,2,1,2,1,2,1,2,.kikkikkkikkikkxxxinkpsyyyinkqskykxxy*(1,2,)iixiny1112()()()()2122()(
5、),p pp qp qp qq pq qRRRRRXY1111222122(),.()E XE Y(1)(1)0111:0,:0,HH(2)(2)01212:0,0,:0,HH(,)p qXNY2(1),1(1)ln.2pkii kkkWAnkpqW 2(1)(1)kApkqkX1X2X3X4X5Y1Y2Y3Y4Y5Y6Y7X11.000.490.530.490.510.330.320.200.190.300.370.21X20.491.000.570.460.530.300.210.160.080.270.350.20X30.530.571.000.480.570.310.230.140.0
6、70.240.370.18X40.490.460.481.000.570.240.220.120.190.210.290.16X50.510.530.570.571.000.380.320.170.230.320.360.27Y10.330.300.310.240.381.000.430.270.240.340.370.40Y20.320.210.230.220.320.431.000.330.260.540.320.58Y30.200.160.140.120.170.270.331.000.250.460.290.45Y40.190.080.070.190.230.240.260.251.0
7、00.280.300.27Y50.300.270.240.210.320.340.540.460.281.000.350.59Y60.370.350.370.290.360.370.320.290.300.351.000.31Y70.210.200.180.160.270.400.580.450.270.590.311.00 Canonical Correlation Analysis AdjustedCanonicalCorrelationApproxCanonicalCorrelationSquaredStandardError CanonicalCorrelation10.5537060
8、.5530730.0069340.30659120.2364040.2346890.0094420.05588730.119186.0.0098580.01420540.072228.0.0099480.00521750.057270.0.0099680.003280 LikelihoodRatioApprox FNum DFDen DFPrF10.63988477134.42373542018.150.000120.9228094133.82422434848.670.000130.9774354115.26341527578.390.000140.9915203010.6579819982
9、0.000150.9967201510.9600399920.0001当前和后面的典型相关系数均为零的检验当前和后面的典型相关系数均为零的检验 U1U2U3U4U5X10.42170.3429-0.8577-0.78840.0308X20.19511-0.66830.4434-0.26910.9832X30.1676-0.8532-0.25920.4688-0.9141X4-0.02290.3561-0.42311.04230.5244X50.45970.72870.9799-0.1682-0.4392X组的典型变量组的典型变量V1V2V3V4V5Y10.4252-0.08800.4918-0
10、.1284-0.4823Y20.20890.4363-0.7832-0.3405-0.7499Y3-0.0359-0.0929-0.4778-0.60590.3457Y40.02350.9260-0.00650.40440.3116Y50.2902-0.10110.2831-0.44690.7030Y60.5157-0.5543-0.41250.68760.1796Y7-0.1101-0.03170.92850.2739-0.0141Y组的典型变量组的典型变量U1U2U3U4U5X10.82930.1093-0.4853-0.24690.0611X20.7304-0.43660.20010.0
11、0210.4857X30.7533-0.4661-0.10560.3020-0.3360X40.61600.2225-0.20530.66140.3026X50.86060.26600.38860.1484-0.1246V1V2V3V4V5Y10.75640.04460.3395-0.1294-0.3370Y20.64390.3582-0.1717-0.3530-0.3335Y30.38720.0373-0.1767-0.53480.4148Y40.37720.7919-0.00540.28860.3341Y50.65320.10840.2092-0.43760.4346Y60.8040-0.
12、2416-0.23480.40520.1964Y70.50240.16280.4933-0.18900.0678原始变量与本组典型变量之间的相关系数原始变量与本组典型变量之间的相关系数 V1V2V3V4V5X10.45920.0258-0.0578-0.01780.0035X20.4044-0.10320.02390.00020.0278X30.4171-0.1102-0.01260.0218-0.0192X40.34110.0526-0.02450.04780.0173X50.47650.06290.04630.0107-0.0071 U1U2U3U4U5Y10.41880.01050.04
13、05-0.0093-0.0193Y20.35650.0847-0.0205-0.0255-0.0191Y30.21440.0088-0.0211-0.03860.0238Y40.20880.1872-0.00060.02080.0191Y50.36170.02560.0249-0.03160.0249Y60.4452-0.0571-0.02800.02930.0112Y70.27820.03850.0588-0.01360.0039原始变量与对应组典型变量之间的相关系数原始变量与对应组典型变量之间的相关系数 CanonicalRedundancyAnalysisRawVarianceofthe
14、VARVariablesExplainedbyTheirOwnTheOppositeCanonicalVariablesCanonicalVariablesCumulativeCumulativeProportionProportionProportionProportion10.58180.58180.17840.178420.10800.68980.00600.184430.09600.78580.00140.185840.12230.90810.00060.186450.09191.00000.00030.1867RawVarianceoftheWITHVariablesExplaine
15、dbyTheirOwnTheOppositeCanonicalVariablesCanonicalVariablesCumulativeCumulativeProportionProportionProportionProportion10.37210.37210.11410.114120.12220.49430.00680.120930.07400.56830.00110.122040.12890.69720.00070.122650.10580.80300.00030.12305818.0)85.074.083.0(512221um3721.0)50.065.075.0(712221vn2
16、 2、房地产指标典型相关分析报告、房地产指标典型相关分析报告序号序号典型相关系数典型相关系数 典典 型型 变变 量量10.998716U1=-0.1769X1+0.0639X2+0.7264X3+0.3633X4+0.0053X5V1=2.5217Y1+0.1720Y2-1.7370Y3-0.1993Y4-0.0886Y5-0.3747Y6-0.1016Y7+0.6610Y820.980640U2=0.3319X1+0.0785X2-3.3077X3+1.8943X4+1.2047X5V2=-2.0308Y1-0.2555Y2+0.3219Y3+0.4304Y4+1.4052Y5+0.4774
17、Y6+2.0697Y7-1.8594Y830.916191U3=-1.1339X1-3.1176X2+1.2803X3-3.9436X4+6.7392X5V3=0.3990Y1-0.6098Y2-0.7852Y3-2.0872Y4+4.2927Y5-0.6167Y6-1.6135Y7+0.5071Y840.757332U4=1.4478X1-1.7250X2-4.4766X3+8.1918X4+3.5963X5V4=-8.0531Y1-0.9941Y2-1.6221Y3-1.3311Y4+5.1584Y5+1.6818Y6-0.9464Y7+6.4783Y850.739978U5=-3.738
18、7X1+2.3073X2-2.0488X3+1.8063X4+1.4170X5V5=4.7208Y1-0.3733Y2-4.4002Y3+3.1983Y4-4.2877Y5-1.8271Y6+1.5460Y8+0.9555Y93 3、我国居民消费构成及主要影响因素、我国居民消费构成及主要影响因素 序号序号 典型相关系数典型相关系数 典型变量典型变量1 0.990174 U1 =0.9989X1+-0.0595X2+0.0776X3+0.0489X4-0.0931X5+0.0074X6 V1=1.3263Y1-0.0270Y2-0.0005Y3-0.0769Y4-0.0717Y5-0.2031Y6-0.0219Y2 0.868704 U2 =-4.8668X1+0.1264X2+1.9585X3+0.3299X4+1.4095X5+2.6453X6 V2=-4.4920Y1+2.5421Y2+1.2480Y3-0.4621Y4+1.0443Y5+0.8610Y6+0.0586Y712,(,).TpAP Pdiag 112212000,0(,).00ppdiag 1122TAPP11221.()TAA111122222.;TTTA APP PPP PA111223.(),TAPP111224.AAA1112212111()(,).pdiag
