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Book 2

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15 views5 pages

Book 2

Uploaded by

Hello
Copyright
© © All Rights Reserved
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DV (X1) IV (Y) 1lag X1 2lag X2 1lag Y 2lag Y

25 90
20 85
14 82 20 25 85 90
16 88 14 20 82 85
27 94 16 14 88 82
20 90 27 16 94 88
12 76 20 27 90 94
15 75 12 20 76 90
14 87 15 12 75 76
19 86 14 15 87 75
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.77714
R Square 0.603947
Adjusted R 0.306907
Standard E 3.991086
Observatio 8

ANOVA
df SS MS F Significance F
Regression 3 97.15993 32.386644273 2.033217 0.2518166326
Residual 4 63.71507 15.928766795
Total 7 160.875

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept -26.23721 34.8233 -0.7534385009 0.493106 -122.92219261 70.44776 -122.9222 70.44776
X Variable 0.535854 0.359371 1.4910884434 0.210202 -0.4619198904 1.533628 -0.46192 1.533628
X Variable -0.064043 0.354662 -0.1805754643 0.865481 -1.048741973 0.920656 -1.048742 0.920656
X Variable -0.050827 0.44909 -0.1131787663 0.915342 -1.2977000891 1.196045 -1.2977 1.196045

RESIDUAL OUTPUT

ObservationPredicted Y Residuals Sq. residuals RESTRICTED


1 15.15126 -1.151258 1.325395369 63.715067181
2 19.00478 -3.004778 9.0286906707
3 22.39678 4.60322 21.189638378
4 19.44723 0.552766 0.3055504513
5 11.83448 0.16552 0.027396934
6 12.16676 2.833237 8.0272297822
7 18.8115 -4.8115 23.150533416
8 18.18721 0.812793 0.6606321799
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.954586
R Square 0.911234
Adjusted R 0.689318
Standard E 2.672104
Observatio 8

ANOVA
df SS MS F Significance F
Regression 5 146.5947 29.318943972 4.106214 0.207362856238
Residual 2 14.28028 7.1401400712
Total 7 160.875

Coefficients
Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
Intercept -82.67151 35.11638 -2.3542148629 0.142778 -233.765098798 68.42209 -233.7651 68.42209
X Variable 0.367916 0.273446 1.3454788104 0.310719 -0.80862783106 1.54446 -0.808628 1.54446
X Variable -0.793243 0.36514 -2.1724366869 0.161932 -2.36431278817 0.777827 -2.364313 0.777827
X Variable -0.82218 0.438095 -1.8767173591 0.201366 -2.7071507473 1.06279 -2.707151 1.06279
X Variable 0.578704 0.265133 2.1826879406 0.160761 -0.56207366683 1.719481 -0.562074 1.719481
X Variable 0.572228 0.322222 1.775880942 0.217738 -0.81418156791 1.958638 -0.814182 1.958638

RESIDUAL OUTPUT

ObservationPredicted Y Residuals Sq. residuals UNRESTRICTED 24.71739


1 11.76857 2.231434 4.9792956306 14.28028014241 7.14014
2 18.24917 -2.249172 5.0587740059
3 25.5588 1.441198 2.0770515245
4 20.62269 -0.622693 0.387747104
5 13.09914 -1.09914 1.2081087599
6 14.44167 0.558332 0.3117348217
7 14.46448 -0.464478 0.2157399567
8 18.79548 0.20452 0.0418283391
Upper 95.0%

Y does not granger cause X1


3.461752

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