clear;clc; nobs=300; teste1=randn(nobs,2); epsilon=randn(nobs,1); X=[ones(nobs,1) teste1]; y=X*[2;1;3]+epsilon; tic beta_1=inv(X'*X)*X'*y; toc tic beta_2=X\y; toc tic beta_3=pinv(X)*y; toc results=zeros(500,3); for i=1:500 teste1=randn(nobs,2); epsilon=randn(nobs,1); X=[ones(nobs,1) teste1]; y=X*[2;1;3]+epsilon; results(i,1:3)=(X\y)'; end hist(results(:,1),100) hist(results(:,2),100) hist(results(:,3),100) %Penúltimo exercício nobs2=30000; teste1=randn(nobs2,2); epsilon=randn(nobs2,1); X=[ones(nobs2,1) teste1]; y=X*[2;1;3]+epsilon; results_ex5=zeros(29950,3); for i=50:30000 Xtemp=X(1:i,:); ytemp=y(1:i,1); results_ex5(i,:)=(Xtemp\ytemp)'; end line(1:29951,results_ex5(50:end,1)) line(1:29951,results_ex5(50:end,2)) line(1:29951,results_ex5(50:end,3)) % Último Exercício resultsRU=zeros(500,1); for i=1:500 epsilon=randn(nobs,1); y0=1; yt=y0+cumsum(epsilon); resultsRU(i,1)=yt(1:end-1)\yt(2:end); end hist(resultsRU,100)