11 Numerical PYQs (

Econometrics Numerical PYQs (UGC NET 2011-2025) with Solutions

ЁЯУИ Econometrics рдХे Numerical PYQs (UGC NET 2011–2025)

✅ рд╕рднी рдЧрдгрдиा-рдЖрдзाрд░िрдд рдк्рд░рд╢्рди (R², t-statistic, regression coefficients, DW, SE) рд╡िрд╕्рддृрдд рд╕рдоाрдзाрди рдХे рд╕ाрде
ЁЯУЕ UGC NET 21st June 2019 #Regression & R²
ЁЯУМ "In a two variable (X and Y) regression analysis, the regression coefficients are bxy = 0.6 and byx = 0.8. If y is dependent variable and x is independent variable, what is the percentage of variations in Y explained by X?"
(1) 24%    (2) 48%    (3) 36%    (4) 72%
✅ рд╕рд╣ी рдЙрдд्рддрд░: (2) 48%

ЁЯУР рд╡िрд╕्рддृрдд рд╕рдоाрдзाрди (Step-by-Step)

StepрдЧрдгрдиा / рд╕ूрдд्рд░рдкрд░िрдгाрдо
рджिрдпा рд╣ैbxy = 0.6, byx = 0.8
1R² = bxy × byx (рджो-рдЪрд░ рдк्рд░рддिрдЧрдорди рдоें)R² = 0.6 × 0.8
2рдЧुрдгा рдХрд░ें0.48
3рдк्рд░рддिрд╢рдд рдоें рдмрджрд▓ें0.48 × 100 = 48%

ЁЯУЦ рд╡्рдпाрдЦ्рдпा: рджो-рдЪрд░ рдк्рд░рддिрдЧрдорди рдоें Coefficient of Determination (R²) = bxy × byx। 48% рдХा рдЕрд░्рде Y рдоें 48% рднिрди्рдирддा X рдж्рд╡ाрд░ा рд╕рдордЭाрдИ рдЬाрддी рд╣ै।

ЁЯУЕ UGC NET 2023 #R² from TSS/SSE
ЁЯУМ "The estimated regression equation is ┼╖ = 60 + 5x. The total sum of squares (TSS) is 15730 and the sum of squares due to error (SSE) is 1530. The estimated regression line is a ______."
(1) Poor fit    (2) Satisfactory fit    (3) Good fit    (4) None of these
✅ рд╕рд╣ी рдЙрдд्рддрд░: (3) Good fit

ЁЯУР рд╡िрд╕्рддृрдд рд╕рдоाрдзाрди

Stepрд╕ूрдд्рд░рдЧрдгрдиाрдкрд░िрдгाрдо
рджिрдпा рд╣ैTSS = 15730, SSE = 1530
1R² = 1 - (SSE/TSS)1 - (1530/15730)
2рднाрдЧ1530 ÷ 15730 ≈ 0.09727
3рдШрдЯाрдиा1 - 0.09727 ≈ 0.90273R² ≈ 0.903 (90.3%)

ЁЯУЦ рд╡्рдпाрдЦ्рдпा: R² = 0.903 (90% рд╕े рдЕрдзिрдХ) → рдпрд╣ 1 рдХे рдмрд╣ुрдд рдХрд░ीрдм рд╣ै, рдЕрддः "Good fit" ✅

ЁЯУЕ UGC NET 2023 #Time series / Lag
ЁЯУМ "When supply of a commodity, for example agricultural commodities, react to price with a lag of one time period due to gestation period in production, such a phenomenon is referred to as"
(a) Lag phenomenon    (b) Cobweb phenomenon    (c) Inertia    (d) Business cycle
✅ рд╕рд╣ी рдЙрдд्рддрд░: (b) Cobweb phenomenon

ЁЯУЦ рд╡िрд╕्рддृрдд рд╡्рдпाрдЦ्рдпा: Cobweb model рдмрддाрддा рд╣ै рдХि рдХृрд╖ि рдЙрдд्рдкाрджрди рдХी рдЖрдкूрд░्рддि (supply) рдкिрдЫрд▓े рд╕рдордп рдХी рдХीрдордд рдкрд░ рдиिрд░्рднрд░ рдХрд░рддी рд╣ै। рдпрд╣ price cycles рдФрд░ рд▓ैрдЧ рдк्рд░рднाрд╡ рдХो рджрд░्рд╢ाрддा рд╣ै, рдЬो Numerically price рдФрд░ quantity рдоें рд╕рдордп рдЕंрддрд░ाрд▓ рдХे рд░ूрдк рдоें рджेрдЦा рдЬाрддा рд╣ै।

ЁЯУЕ UGC NET 29 June 2025, Shift 2 #Regression Equation
ЁЯУМ "If x̅ = 32, y̅ = 38, the regression coefficients bxy = -0.2337, byx = -0.6643. Find the equation of the line of regression of y on x."
(a) y = -0.2337x + 40.8806    (b) y = -0.2337x - 40.8806
(c) y = -0.6643x - 59.2576    (d) y = -0.6643x + 59.2576
✅ рд╕рд╣ी рдЙрдд्рддрд░: (d) y = -0.6643x + 59.2576

ЁЯУР рдЪрд░рдгрдмрдж्рдз рд╕рдоाрдзाрди

Stepрд╕ूрдд्рд░ / рдХ्рд░िрдпाрдЧрдгрдиा
рджिрдпा рдЧрдпाx̅ = 32, y̅ = 38, byx = -0.6643(byx рдХा рдЙрдкрдпोрдЧ рд╣ोрдЧा, bxy рдХा рдирд╣ीं)
1Regression of y on x: y - y̅ = byx(x - x̅)y - 38 = -0.6643(x - 32)
2рд╕рд░рд▓ рдХрд░ेंy - 38 = -0.6643x + ( -0.6643 × -32?) → рд╕рд╣ी: (-0.6643)*( -32) = +21.2576? рдз्рдпाрди рджें: byx = -0.6643 , byx*(-32) = +21.2576
3рд╡िрд╕्рддाрд░y - 38 = -0.6643x + (32 × -0.6643) = -0.6643x -21.2576
4y рдХो рдЕрд▓рдЧ рдХрд░ेंy = -0.6643x -21.2576 + 38 → y = -0.6643x + 16.7424? рдоिрд╕рдоैрдЪ?
⚠️ рдкुрдиः рдЬाँрдЪ: (x - x̅) = (x-32). byx = -0.6643 → -0.6643*(x-32) = -0.6643x + 21.2576. рдЕрддः y-38 = -0.6643x + 21.2576 → y = -0.6643x + 21.2576 + 38 = y = -0.6643x + 59.2576 ✅ (рд╡िрдХрд▓्рдк d)

ЁЯУЦ рд╡्рдпाрдЦ्рдпा: Regression of y on x рдХे рд▓िрдП рд╣рдоेрд╢ा byx рдХा рдЙрдкрдпोрдЧ рдХрд░ें। UGC NET 2025 рдоें рдпрд╣ी рдк्рд░рд╢्рди рдЖрдпा।

ЁЯУЕ PYQ (Classic) #Durbin-Watson & ╧Б
ЁЯУМ "If a Durbin Watson statistic takes a value close to zero, what will be the value of the first order autocorrelation coefficient?"
(a) Close to zero    (b) Close to plus one    (c) Close to minus one    (d) Close to either minus one or plus one
✅ рд╕рд╣ी рдЙрдд्рддрд░: (b) Close to plus one

ЁЯУР рд╡िрд╕्рддृрдд рдЧрдгрдиा рд╕ंрдмंрдз

Stepрд╕ूрдд्рд░рдЧрдгрдиा / рдиिрд╖्рдХрд░्рд╖
1DW ≈ 2(1 - ╧Б)╧Б рдк्рд░рдердо-рдХोрдЯि рд╕рд╣рд╕ंрдмंрдз рдЧुрдгांрдХ
2DW = 0 (close to zero)0 = 2(1 - ╧Б) → 0 = 2 - 2╧Б → 2╧Б = 2 → ╧Б = 1
3рдиिрд╖्рдХрд░्рд╖╧Б рд▓рдЧрднрдЧ +1 (рдкूрд░्рдг рдзрдиाрдд्рдордХ рд╕्рд╡рд╕рд╣рд╕ंрдмंрдз)

ЁЯУЦ DW ≈ 0 → perfect positive autocorrelation (╧Б → +1).

ЁЯУЕ UGC NET Numerical Pattern #Standard Error
ЁЯУМ "If for a sample size of 64, the mean and standard deviation (SD) are found to be 82 and 6. The standard error (SE) for the mean is:"
(a) 0.75    (b) 0.14    (c) 10.4    (d) 2.2
✅ рд╕рд╣ी рдЙрдд्рддрд░: (a) 0.75
Stepрд╕ूрдд्рд░рдЧрдгрдиाрдкрд░िрдгाрдо
рджिрдпा рд╣ैn = 64, SD = 6
1SE = SD / √n6 / √64
2√64 = 86 / 80.75
ЁЯУЕ UGC NET Numerical Pattern #Adjusted R²
ЁЯУМ "In a multiple regression with 3 independent variables and 20 observations, R² = 0.85. Find Adjusted R²."
✅ рд╕рд╣ी рдЙрдд्рддрд░: ≈ 0.820
Stepрд╕ूрдд्рд░рдЧрдгрдиा
рдЬाрдирдХाрд░ीn=20, k=3, R²=0.85
1Adj R² = 1 - [(1-R²)(n-1)/(n-k-1)]1 - [(0.15)(19)/(20-3-1)=16]
2рдЧрдгрдиा1 - [(2.85)/16] = 1 - 0.178125 = 0.821875 ≈ 0.822

ЁЯУЦ Adjusted R² = 0.822 (рдпा 0.82). рдоॉрдбрд▓ рдоें рдЪрд░ों рдХी рд╕ंрдЦ्рдпा рд╕рдоाрдпोрдЬिрдд рдХрд░рдиे рдкрд░ рдпрд╣ рдоाрди рдк्рд░ाрдк्рдд рд╣ोрддा рд╣ै।

ЁЯУЕ UGC NET Numerical Pattern #t-statistic
ЁЯУМ "In a regression model, coefficient ╬▓̂ = 2.5 and standard error SE(╬▓̂) = 1.25. Calculate the t-statistic to test H₀: ╬▓ = 0."
✅ рд╕рд╣ी рдЙрдд्рддрд░: 2.0
рд╕ूрдд्рд░рдЧрдгрдиाрдкрд░िрдгाрдо & рд╡्рдпाрдЦ्рдпा
t = ╬▓̂ / SE(╬▓̂)2.5 / 1.25t = 2.0
Critical value (df large, ╬▒=0.05) ≈ 1.962.0 > 1.96 → рдЪрд░ statistically significant рд╣ै।

ЁЯОп рд╕рднी Numerical PYQs рдХा рд╕ाрд░ांрд╢ (Quick Revision Table)

S.NoYearTopicFormula UsedAnswer
12019R² from bxy & byxR² = bxy × byx48%
22023R² from TSS,SSER² = 1 - (SSE/TSS)0.903 (Good fit)
32023Cobweb phenomenonConceptualCobweb phenomenon
42025Regression of y on xy - ╚│ = byx(x - x̄)y = -0.6643x + 59.2576
5ClassicDW to ╧Б conversionDW ≈ 2(1-╧Б)DW=0 → ╧Б=+1
6PatternStandard ErrorSE = SD/√n0.75
7PatternAdjusted R²Adj R² = 1 - [(1-R²)(n-1)/(n-k-1)]≈0.822
8Patternt-statistict = ╬▓̂/SE(╬▓̂)2.0

ЁЯФе Exam рдХे рд▓िрдП Important Numerical Formulas

FormulaрдЙрдкрдпोрдЧ (Use)
R² = bxy × byxрджो-рдЪрд░ рдк्рд░рддिрдЧрдорди рдоें R² рдиिрдХाрд▓рдиा
R² = 1 - (SSE/TSS)R² рдиिрдХाрд▓рдиा (рдЬрдм SSE рдФрд░ TSS рджिрдП рд╣ों)
DW ≈ 2(1 - ╧Б)DW statistic рд╕े autocorrelation coefficient (╧Б) рдиिрдХाрд▓рдиा
t = ╬▓̂ / SE(╬▓̂)Regression coefficient рдХी significance рдЬाँрдЪрдиा
SE = SD/√nStandard error of mean рдиिрдХाрд▓рдиा
y - ╚│ = byx(x - x̄)Regression of y on x рдХा equation рдмрдиाрдиा
Adj R² = 1 - [(1-R²)(n-1)/(n-k-1)]Adjusted R² рдиिрдХाрд▓рдиा (multiple regression)

ЁЯУМ Numerical рдХे рд▓िрдП Exam Tips

  • R² = bxy × byx – Simple regression рдоें рдпрд╣ी рд╕рдмрд╕े important formula рд╣ै।
  • DW ≈ 2(1 - ╧Б) – DW рдФрд░ ╧Б рдХे рдмीрдЪ relation рдкрд░ рдЕрд╡рд╢्рдп рдк्рд░рд╢्рди рдЖрддा рд╣ै।
  • Regression of y on x – byx рдХा use рд╣ोрдЧा, bxy рдХा рдирд╣ीं – рдпрд╣ рднूрд▓рдиा common mistake рд╣ै।
  • Adjusted R² – Multiple regression рдоें R² рдХी рддुрд▓рдиा рдХे рд▓िрдП рдЗрд╕рдХा use рд╣ोрддा рд╣ै।
  • t-statistic = ╬▓̂ / SE(╬▓̂) – рд╣рд░ regression output рдоें рджेрдЦрдиे рдХो рдоिрд▓рддा рд╣ै।
  • DW = 0 → ╧Б = +1 ; DW = 4 → ╧Б = -1 ; DW = 2 → ╧Б = 0.

рдЯिрдк्рдкрдгिрдпाँ

рдЗрд╕ рдм्рд▓ॉрдЧ рд╕े рд▓ोрдХрдк्рд░िрдп рдкोрд╕्рдЯ

1st paper 3 june

REASONING BY PIYUSH VARSHNEY

16 Econometrics (OLS under Violations)