09 - Regression - Data Entry Regression Y Exports Exports...

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Data Entry Page 1 Regression Exports Press F9 or Command= to calculate cells Y X1 X2 X3 X4 Exports M1 Lend Price Exch. 2.6 5.1 7.8 114 2.16 2.6 4.9 8 116 2.17 2.7 5.1 8.1 117 2.18 3 5.1 8.1 122 2.2 2.9 5.1 8.1 124 2.21 3.1 5.2 8.1 128 2.17 3.2 5.1 8.3 132 2.14 3.7 5.2 8.8 133 2.16 3.6 5.3 8.9 133 2.15 3.4 5.4 9.1 134 2.16 3.7 5.7 9.2 135 2.18 3.6 5.7 9.5 136 2.17 4.1 5.9 10.3 140 2.15 3.5 5.8 10.6 147 2.16 4.2 5.7 11.3 150 2.21 4.3 5.8 12.1 151 2.24 4.2 6 12 151 2.16 4.1 6 11.4 151 2.12 4.6 6 11.1 153 2.11 4.4 6 11 154 2.13 4.5 6.1 11.3 154 2.11 4.6 6 12.6 154 2.09 4.6 6.1 13.6 155 2.09 4.2 6.7 13.6 155 2.1 5.5 6.2 14.3 156 2.08 3.7 6.3 14.3 156 2.09 4.9 7 13.7 159 2.1 5.2 7 12.7 161 2.11 4.9 6.6 12.6 161 2.15 4.6 6.4 13.4 161 2.14 5.4 6.3 14.3 162 2.16 5 6.5 13.9 160 2.17 4.8 6.6 14.5 159 2.15 5.1 6.8 15 159 2.1 4.4 7.2 13.2 158 2.06 5 7.6 11.8 155 2.05 5.1 7.2 11.2 155 2.06 4.8 7.1 10.1 154 2.11 5.4 7 10 154 2.12 5 7.5 10.2 154 2.13 5.2 7.4 11 153 2.04 4.7 7.4 11 152 2.14 5.1 7.3 10.7 152 2.15 4.9 7.6 10.2 152 2.16 4.9 7.8 10 151 2.17 5.3 7.8 9.8 152 2.2 4.8 8.2 9.3 152 2.21 4.9 8.2 9.3 152 2.15 5.1 8.3 9.5 152 2.08
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Data Entry Page 2 4.3 8.3 9.2 150 2.08 4.9 8 9.1 147 2.09 5.3 8.2 9 147 2.1 4.8 8.2 9 146 2.09 5.3 8 8.9 145 2.12 5 8.1 9 145 2.13 5.1 8.1 9 146 2.14 4.8 8.1 9 147 2.14 4.8 8.1 8.9 147 2.13 5.2 8.6 8.9 147 2.13 4.9 8.8 9 146 2.13 5.5 8.4 9.1 147 2.13 4.3 8.2 9 146 2.13 5.2 8.3 9.2 146 2.09 4.7 8.3 9.6 146 2.09 5.4 8.4 10 146 2.1 5.2 8.3 10 147 2.11 5.6 8.2 10.1 146 2.15
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Data Entry Page 3 X5 X6 X7 X8 X9
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Data Entry Page 4
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Data Entry Page 5 X10
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Data Entry Page 6
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Regression Results Exports 0 1 2 3 4 5 6 7 8 9 10 Intercept M1 Lend Price Exch. b -4.0155 0.3685 0.0047 0.0365 0.2679 s(b) 7.0379 0.1624 0.1252 0.0237 2.9904 t -0.5705 2.2683 0.0376 1.5388 0.0896 90% L -15.7674 0.0972 -0.2044 -0.0031 -4.7255 90% U 7.7365 0.6397 0.2138 0.0761 5.2613 p-value 0.5704 0.0268 0.9702 0.1289 0.9289 VIF 3.2072 5.3539 6.2887 1.3857 ANOVA Table Source SS df MS F s 0.85421 Regn. 32.9463 4 8.2366 11.2879 2.5201 0.0000 Error 45.2402 62 0.7297 0.82498 Total 39.9361 66 0.61 -0.20590 R (Simple Linear Regression) 0.77514 Prediction Interval Given X M1 Lend Price Exch. 1 5 10 150 2 90% 3.88621 + or - 1.80822 90% 3.88621 + or - 1.11136 10% 2.07800 to 5.69443 2.77486 to 4.99757 F Critical p -value R 2 Adjusted R 2 1- α (1- α ) Prediction Interval 1- α (1- α ) Confidence Interval
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Residual Analysis Exports 0.12 0.12 Obs Errors Std Res Student Res Leverage Smpl Levg 1 -0.04 -0.127 -0.054 0.193 0.052 Durbin-Watson d = 2.58 = Negative Autocorrelation 2 -0.04 -0.136 -0.056 0.162 0.060 3 -0.06 -0.177 -0.073 0.157 0.052 4 0.05 0.168 0.068 0.108 0.052 5 -0.12 -0.372 -0.150 0.102 0.052 6 -0.09 -0.287 -0.114 0.079 0.048 7 -0.1 -0.293 -0.118 0.111 0.052 8 0.32 0.994 0.393 0.072 0.048 9 0.19 0.581 0.229 0.066 0.044 10 -0.09 -0.271 -0.106 0.054 0.041 11 0.06 0.181 0.071 0.046 0.031 12 -0.08 -0.234 -0.091 0.039 0.031 13 0.21 0.632 0.244 0.028 0.026 14 -0.62 -1.896 -0.741 0.049 0.029 15 -0.01 -0.020 -0.008 0.100 0.031
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09 - Regression - Data Entry Regression Y Exports Exports...

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