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Linear Models Comparison

comparison of Linear models for time series analysis

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محمد الباذر
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31 views1 page

Linear Models Comparison

comparison of Linear models for time series analysis

Uploaded by

محمد الباذر
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Linear model:

1- Model 1 : 2014 To 2015

lm(formula = t1 ~ seq(1, 48)) 2- Model 2 : 2016 To 2017 3- Model 3 2018 To 2021

Residuals: lm(formula = t2 ~ seq(1, 48)) lm(formula = t3 ~ seq(1, 78))

Min 1Q Median 3Q Max Residuals: Residuals:

-98.69 -47.89 -12.52 44.53 137.70 Min 1Q Median 3Q Max Min 1Q Median 3Q Max

Coefficients: -30.8495 -7.1893 0.1023 8.1491 31.1638 -10.911 -4.854 -1.604 5.584 15.495

Estimate Std. Error t value Pr(>|t|) Coefficients: Coefficients:

(Intercept) 176.79787 18.59662 9.507 1.98e-12 *** Estimate Std. Error t value Pr(>|t|) Estimate Std. Error t value Pr(>|t|)

seq(1, 48) -0.02746 0.66073 -0.042 0.967 (Intercept) 109.1463 3.8609 28.270 < 2e-16 *** (Intercept) 26.15804 1.57193 16.641 <2e-16 ***

Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 seq(1, 48) -1.2968 0.1372 -9.453 2.36e-12 *** seq(1, 78) 0.01750 0.03457 0.506 0.614

Residual standard error: 63.42 on 46 degrees of freedom Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1

Multiple R-squared: 3.756e-05, Adjusted R-squared: Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1 Residual standard error: 6.875 on 76 degrees of freedom
-0.0217
Residual standard error: 13.17 on 46 degrees of freedom Multiple R-squared: 0.003359, Adjusted R-squared:
F-statistic: 0.001728 on 1 and 46 DF, p-value: 0.967 -0.009755
Multiple R-squared: 0.6602, Adjusted R-squared:
0.6528 F-statistic: 0.2562 on 1 and 76 DF, p-value: 0.6142

The company had a very high stock price, with a F-statistic: 89.37 on 1 and 46 DF, p-value: 2.357e-12
decreasing trend

The average stock price has decreased, and the decreasing Since the coefficient of Time is negative in the first two
trend became more intense models we can say that see a decreasing trend at those
periods,

While for the period from 2018 onwards, the stock price
has shown an increasing trend. With the tendency to have
an increasing trend at a higher rate in the future.

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