4
4
},
{
"cell_type": "markdown",
"source": [
"二、單變數迴歸模型"
],
"metadata": {
"id": "ASepkvGOruks"
}
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "BUWRkj8iqhvq",
"outputId": "b36b6323-dbfa-4c96-bcd3-5565cbc065b4"
},
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"=== Cement Industry ===\n",
"\n",
"迴歸目標: Cement_r ~ Cement_PB\n",
" OLS Regression Results
\n",
"==============================================================================\n",
"Dep. Variable: Cement_r R-squared:
0.070\n",
"Model: OLS Adj. R-squared:
0.063\n",
"Method: Least Squares F-statistic:
9.815\n",
"Date: Tue, 24 Dec 2024 Prob (F-statistic):
0.00214\n",
"Time: 03:21:57 Log-Likelihood:
228.21\n",
"No. Observations: 132 AIC:
-452.4\n",
"Df Residuals: 130 BIC:
-446.6\n",
"Df Model: 1
\n",
"Covariance Type: nonrobust
\n",
"==============================================================================\n",
" coef std err t P>|t| [0.025
0.975]\n",
"------------------------------------------------------------------------------\n",
"const -0.1156 0.040 -2.923 0.004 -0.194
-0.037\n",
"Cement_PB 0.1335 0.043 3.133 0.002 0.049
0.218\n",
"==============================================================================\n",
"Omnibus: 1.834 Durbin-Watson:
1.904\n",
"Prob(Omnibus): 0.400 Jarque-Bera (JB):
1.367\n",
"Skew: -0.214 Prob(JB):
0.505\n",
"Kurtosis: 3.256 Cond. No.
21.0\n",
"==============================================================================\n",
"\n",
"Notes:\n",
"[1] Standard Errors assume that the covariance matrix of the errors is
correctly specified.\n",
"\n",
"迴歸目標: Cement_r ~ Cement_PE\n",
" OLS Regression Results
\n",
"==============================================================================\n",
"Dep. Variable: Cement_r R-squared:
0.008\n",
"Model: OLS Adj. R-squared:
0.000\n",
"Method: Least Squares F-statistic:
1.053\n",
"Date: Tue, 24 Dec 2024 Prob (F-statistic):
0.307\n",
"Time: 03:21:57 Log-Likelihood:
223.93\n",
"No. Observations: 132 AIC:
-443.9\n",
"Df Residuals: 130 BIC:
-438.1\n",
"Df Model: 1
\n",
"Covariance Type: nonrobust
\n",
"==============================================================================\n",
" coef std err t P>|t| [0.025
0.975]\n",
"------------------------------------------------------------------------------\n",
"const 0.0004 0.008 0.053 0.958 -0.016
0.017\n",
"Cement_PE 0.0002 0.000 1.026 0.307 -0.000
0.001\n",
"==============================================================================\n",
"Omnibus: 8.892 Durbin-Watson:
1.996\n",
"Prob(Omnibus): 0.012 Jarque-Bera (JB):
9.396\n",
"Skew: -0.494 Prob(JB):
0.00911\n",
"Kurtosis: 3.855 Cond. No.
87.4\n",
"==============================================================================\n",
"\n",
"Notes:\n",
"[1] Standard Errors assume that the covariance matrix of the errors is
correctly specified.\n",