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Regresion Multiple

The document presents data for a multiple regression analysis focused on exports, including various independent variables such as M1, Lend, Price, and Exchange rate. It includes regression results, ANOVA table, prediction intervals, residual analysis, and correlation matrix, indicating relationships between variables. The analysis shows a significant regression model with an R-squared value of 0.8250.

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0% found this document useful (0 votes)
9 views14 pages

Regresion Multiple

The document presents data for a multiple regression analysis focused on exports, including various independent variables such as M1, Lend, Price, and Exchange rate. It includes regression results, ANOVA table, prediction intervals, residual analysis, and correlation matrix, indicating relationships between variables. The analysis shows a significant regression model with an R-squared value of 0.8250.

Uploaded by

luis
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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Data

Multiple Regression Exports

Y 1 X1 X2 X3 X4 X5 X6 X7 X8 X9
Sl.No. Exports Ones M1 Lend Price Exch.
1 2.6 1 5.1 7.8 114 2.16
2 2.6 1 4.9 8 116 2.17
3 2.7 1 5.1 8.1 117 2.18
4 3 1 5.1 8.1 122 2.2
5 2.9 1 5.1 8.1 124 2.21
6 3.1 1 5.2 8.1 128 2.17
7 3.2 1 5.1 8.3 132 2.14
8 3.7 1 5.2 8.8 133 2.16
9 3.6 1 5.3 8.9 133 2.15
10 3.4 1 5.4 9.1 134 2.16
11 3.7 1 5.7 9.2 135 2.18
12 3.6 1 5.7 9.5 136 2.17
13 4.1 1 5.9 10.3 140 2.15
14 3.5 1 5.8 10.6 147 2.16
15 4.2 1 5.7 11.3 150 2.21
16 4.3 1 5.8 12.1 151 2.24
17 4.2 1 6 12 151 2.16
18 4.1 1 6 11.4 151 2.12
19 4.6 1 6 11.1 153 2.11
20 4.4 1 6 11 154 2.13
21 4.5 1 6.1 11.3 154 2.11
22 4.6 1 6 12.6 154 2.09
23 4.6 1 6.1 13.6 155 2.09
24 4.2 1 6.7 13.6 155 2.1
25 5.5 1 6.2 14.3 156 2.08
26 3.7 1 6.3 14.3 156 2.09
27 4.9 1 7 13.7 159 2.1
28 5.2 1 7 12.7 161 2.11
29 4.9 1 6.6 12.6 161 2.15
30 4.6 1 6.4 13.4 161 2.14
31 5.4 1 6.3 14.3 162 2.16
32 5 1 6.5 13.9 160 2.17
33 4.8 1 6.6 14.5 159 2.15
34 5.1 1 6.8 15 159 2.1
35 4.4 1 7.2 13.2 158 2.06
36 5 1 7.6 11.8 155 2.05
37 5.1 1 7.2 11.2 155 2.06
38 4.8 1 7.1 10.1 154 2.11
39 5.4 1 7 10 154 2.12
40 5 1 7.5 10.2 154 2.13
41 5.2 1 7.4 11 153 2.04
42 4.7 1 7.4 11 152 2.14
43 5.1 1 7.3 10.7 152 2.15
44 4.9 1 7.6 10.2 152 2.16
45 4.9 1 7.8 10 151 2.17
46 5.3 1 7.8 9.8 152 2.2

Page 1
Data

47 4.8 1 8.2 9.3 152 2.21


48 4.9 1 8.2 9.3 152 2.15
49 5.1 1 8.3 9.5 152 2.08
50 4.3 1 8.3 9.2 150 2.08
51 4.9 1 8 9.1 147 2.09
52 5.3 1 8.2 9 147 2.1
53 4.8 1 8.2 9 146 2.09
54 5.3 1 8 8.9 145 2.12
55 5 1 8.1 9 145 2.13
56 5.1 1 8.1 9 146 2.14
57 4.8 1 8.1 9 147 2.14
58 4.8 1 8.1 8.9 147 2.13
59 5.2 1 8.6 8.9 147 2.13
60 4.9 1 8.8 9 146 2.13
61 5.5 1 8.4 9.1 147 2.13
62 4.3 1 8.2 9 146 2.13
63 5.2 1 8.3 9.2 146 2.09
64 4.7 1 8.3 9.6 146 2.09
65 5.4 1 8.4 10 146 2.1
66 5.2 1 8.3 10 147 2.11
67 5.6 1 8.2 10.1 146 2.15

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Data

Page 3
Data

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Data

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Data

X10

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Data

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Data

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Data

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Data

Page 10
A B C D E F G H I J K L M
1 Multiple Regression Results Exports
2
3 0 1 2 3 4 5 6 7 8 9 10
4 Intercept M1 Lend Price Exch.
5 b -4.01546 0.36846 0.0047 0.03651 0.2679
6 s(b) 9.2956 0.21454 0.16539 0.03134 3.94969
7 t -0.43197 1.71741 0.02843 1.16509 0.06783
8 p-value 0.6673 0.0909 0.9774 0.2484 0.9461
9
10 VIF 3.2072 5.3539 6.2887 1.3857
11
12 ANOVA Table
13 Source SS df MS F FCritical p-value
14 Regn. 32.9463 4 8.23658 6.47069 2.5201 0.0002 s 1.12823
15 Error 78.9202 62 1.27291
16 Total 39.9361 66 0.60509 R2 0.8250 Adjusted R2 -1.1037
17
18
19 Prediction Interval
20
21 Given X M1 Lend Price Exch.
22 1 5 10 150 2
23
24 1-a (1-a) CI for Y for given X 1-a (1-a) CI for E[Y | X]
25 95% 3.88621 + or - 2.85906 95% 3.88621 + or - 1.75722
26
A B E F G H I J K L M Q R
1 Residual Analysis Exports
2
3 Errors
4 -0.0412 Durbin-Watson d = 2.583278
5 -0.04415
6 -0.0575 Residual Plot
0.05459 12
7
8 -0.12111
9 -0.09328 10
10 -0.09538
11 0.323553 8
12 0.188916
Residual

13 -0.08806 6
X Axis
14 0.059065
Exports
15 -0.07618
4
16 0.205686
17 -0.61713
18 -0.0065 2

19 0.008341
20 -0.14345 0
21 -0.22991 0 2 4 6 8 10 12
22 0.201157
23 -0.04024
24 0.026861 Normal Probability Plot
3
25 0.162951
26 0.084893
27 -0.53886 2
28 0.910924
Corresponding Normal Z

29 -0.9286 1
30 -0.09591
31 0.133093
32 -0.02977 0
-0.25716 -4 -3 -2 -1 0 1 2 3 4
33
34 0.533584 -1
35 0.132116
36 -0.06568
0.171669 -2
37
38 -0.62002
39 -0.04861 -3
40 0.198913 Residual
41 -0.03595
A B C D E F G H I J K L
1 Correlation matrix Exports
2
3 1 2 3 4 5 6 7 8 9 10
4 M1 Lend Price Exch.
5 1 M1 1.0000
6 2 Lend -0.1120 1.0000
7 3 Price 0.4471 0.7451 1.0000
8 4 Exch. -0.4097 -0.2786 -0.4196 1.0000
9 5
10 6
11 7
12 8
13 9
14 10
15
16 Y Exports 0.7751 0.3350 0.7699 -0.4329
A B C D E F
1 Partial F Calculations Exports
2
3 #Independent variables in full model 4 k
4 #Independent variables dropped from the model 2 r
5
6 SSEF 78.92022
7 SSER 8.747573
8
9 Partial F -27.56394
10 p-value Err:502

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