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Dependent Indep1 Indep2 Indep3: No. of Variables 4 No. of Observations 20

This document contains data on 4 variables (dependent and 3 independents) measured for 20 observations. A multiple linear regression was performed and yielded the following results: 1) The regression equation explains 98.94% of the variation in the dependent variable based on the independent variables. 2) There is evidence of negative autocorrelation between the residuals. 3) All independent variables are statistically significant predictors of the dependent variable based on their t-statistics and p-values.

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0% found this document useful (0 votes)
49 views

Dependent Indep1 Indep2 Indep3: No. of Variables 4 No. of Observations 20

This document contains data on 4 variables (dependent and 3 independents) measured for 20 observations. A multiple linear regression was performed and yielded the following results: 1) The regression equation explains 98.94% of the variation in the dependent variable based on the independent variables. 2) There is evidence of negative autocorrelation between the residuals. 3) All independent variables are statistically significant predictors of the dependent variable based on their t-statistics and p-values.

Uploaded by

dlb180
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Input

No. of Variables 4
No. of Observations 20

Dependent Indep1 Indep2 Indep3


94.20 103.63 60.14 45.08
46.26 52.06 10.93 7.14
33.67 43.12 18.97 40.19
69.79 70.95 47.55 40.57
58.00 67.98 30.07 42.06
22.91 28.23 17.13 85.04
79.94 89.26 59.46 97.38
24.33 31.88 -0.88 54.63
5.72 9.15 -27.06 20.33
53.25 56.30 44.46 77.93
44.33 51.74 21.47 12.79
46.00 51.41 19.79 14.35
24.49 33.98 -2.75 95.47
38.83 43.20 2.04 58.81
19.80 25.22 -16.86 4.07
21.17 28.18 12.33 7.43
22.00 28.72 -17.54 19.94
23.00 27.74 -11.43 20.19
39.83 40.47 36.39 70.21
64.21 67.30 49.12 49.64

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20 10 0.912

Actual De Predicted Residual e^2 (e-et-1)^2


94.20291 94.85609 0.653186 2.553842 d
46.26046 45.41001 -0.85045 0.72326 2.260914 1 dl
33.67132 38.04597 4.374657 19.1376 27.30172 1.68 du
69.79117 65.4171 -4.37406 19.1324 76.54013
58 60.66476 2.664756 7.10093 49.545
22.91222 24.09357 1.181347 1.39558 2.200502
79.93727 81.3449 1.407637 1.98144 0.051207
24.33319 25.6336 1.300412 1.69107 0.011497
5.71566 3.656369 -2.05929 4.24068 11.2876
53.25315 51.68593 -1.56722 2.45617 0.242135
44.32917 46.32732 1.998149 3.9926 12.71184
46 45.79985 -0.20015 0.04006 4.832515
24.48765 26.31028 1.822626 3.32196 4.09162
38.83254 35.59949 -3.23304 10.4526 25.55981
19.79815 19.03978 -0.75838 0.57514 6.123981
21.16719 25.14031 3.973118 15.7857 22.38705
22 21.60607 -0.39393 0.15518 19.07109
23 21.52189 -1.47811 2.18482 1.175461
39.83291 37.29463 -2.53828 6.44289 1.12396
64.21434 62.29138 -1.92297 3.6978 0.378615

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104.508 266.8967

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0 Positive Autocorrelation detected


1 Positive Autocorrelation maybe present
1.68 No Autocorrelation detected
2.32 Negative Autocorrelation maybe present
3 Negative Autocorrelation detected
4 Negative Autocorrelation detected

4
Negative Autocorrelation maybe present

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Output

Equation Parameters
R Square 0.9894 98.94% of the change in Dependent can be explained by the change in the 3 Independent Variables
Adjusted R Square 0.9874 Adjusted for Sample Size bias 2.55384 Durbin-Watson Statistic Critical D-W Values: Lower (Dl)=1.00; Upper (Du)=1.68
Standard Error 2.5609 to +/- on result of Regression Equation Therefore Negative Autocorrelation maybe present at 95% Confidence
F - Statistic 498.8907 Therefore analysis IS Significant 3.12735 Critical F-Statistic at 95% Confidence (Significance holds to 100.0% Confidence Level)

Auto
Multiple Regression Equation Independent Analysis Correlation Tests for Multicolinearity between Independent Variables

Coefficients Standard Error Dl=1.20 Du=1.41


R Squared Gradient Intercept Adjusted R- Independent R-Square Matrix
Squared against
Intercept -0.357 2.290 DW-Stat other Indep
Indep1 0.856 0.055 98.57% 0.97 -4.60 2.43 76.97% 100% 78% 8% Indep1
Indep2 0.125 0.053 81.60% 0.79 27.66 1.90 79.68% 78% 100% 19% Indep2
Indep3 -0.022 0.022 7.59% 0.21 32.57 1.71 14.43% 8% 19% 100% Indep3

Indep1

Indep2

Indep3
Dependent = 0.86*Indep1 + 0.12*Indep2 + -0.02*Indep3 + -0.36 (+/- 2.56)

Actual versus Predicted Dependent Step 2 - Forecasting

Exponential
Trend R-Squared Matrix

Polynomial
Predicted

Polynomial
100

2nd Ord
3rd Ord
90

Linear
f(x) = 0.98942269074866 x + 0.439878186595402
80 R² = 0.989422690748665
70 Independent Variable Forecast Method
60 Indep1 33% 33% 11% 20% Linear
50
40
Indep2 31% 22% - 10% Linear
30 Indep3 18% 3% 2% 1% Linear
20 Linear
10 Linear
0
0 10 20 30 40 50
Actual 60 70 80 90 100 Number of Periods to Forecast 10
Forecast Output
-0.3571 0.85587438082 0.12470050638 -0.0216832583
Time
Period Indep1 Indep2 Indep3 Dependent
1 103.63 60.14 45.08 94.20
2 52.06 10.93 7.14 46.26
3 43.12 18.97 40.19 33.67
4 70.95 47.55 40.57 69.79
5 67.98 30.07 42.06 58.00
6 28.23 17.13 85.04 22.91
7 89.26 59.46 97.38 79.94
8 31.88 -0.88 54.63 24.33
9 9.15 -27.06 20.33 5.72
10 56.30 44.46 77.93 53.25
11 51.74 21.47 12.79 44.33
12 51.41 19.79 14.35 46.00
13 33.98 -2.75 95.47 24.49
14 43.20 2.04 58.81 38.83
15 25.22 -16.86 4.07 19.80
16 28.18 12.33 7.43 21.17
17 28.72 -17.54 19.94 22.00
18 27.74 -11.43 20.19 23.00
19 40.47 36.39 70.21 39.83
20 67.30 49.12 49.64 64.21
21 29.20 2.88 37.89 24.17
22 27.45 1.47 37.39 22.51
23 25.71 0.06 36.89 20.85
24 23.96 -1.35 36.38 19.19
25 22.22 -2.75 35.88 17.54
26 20.47 -4.16 35.38 15.88
27 18.72 -5.57 34.88 14.22
28 16.98 -6.98 34.37 12.56
29 15.23 -8.39 33.87 10.90
30 13.49 -9.80 33.37 9.24
31 11.74 -11.21 32.87 7.58
32
33
34
35
36
Time
Period Indep1 Indep2 Indep3 Dependent
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
Time
Period Indep1 Indep2 Indep3 Dependent
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
Time
Period Indep1 Indep2 Indep3 Dependent
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150

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