Busi. 410 HP Time Series

Busi. 410 HP Time Series - SUMMARY OUTPUT Regression...

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SUMMARY OUTPUT Regression Statistics Multiple R 0.98 R Square 0.96 Adjusted R 0.95 Standard E 5.61 Observatio 18 ANOVA df SS MS F ignificance F Regression 1 10699.35 10699.35 340.07 0 Residual 16 503.4 31.46 Total 17 11202.75 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Intercept -49.89 5.2 -9.6 0 -60.91 -38.87 -60.91 GDP (t-1) 10.95 0.59 18.44 0 9.69 12.2 9.69 RESIDUAL OUTPUT Observation ed hp revenuResiduals 1 7.62 4.28 2 11.23 2 3 14.13 0.36 4 16.84 -0.43 5 21.09 -0.77 6 24.54 0.45 7 29.27 2.25 8 32.46 5.96 9 37.68 -2.32 10 42.84 -3.51 11 48.12 -5.75 12 54.32 -5.45 13 59.07 -13.84 14 62.05 -5.46 15 66.04 7.02 16 72.93 6.98 17 80.91 5.79 18 89.19 2.46
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Upper 95.0% -38.87 12.2 Durbin Watson 0.82 4.00 5.00 6.00 7.00 8.00 9.00 10.00 11.00 12.00 13.00 14.00 -20 0 20 GDP (t-1) Residual Plot GDP (t-1) Residuals
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SUMMARY OUTPUT Regression Statistics Multiple R 0.99 R Square 0.98 Adjusted R 0.97 Standard E 4.12 Observatio 18 ANOVA df SS MS F ignificance F Regression 2 10948.13 5474.07 322.48 0 Residual 15 254.62 16.97 Total 17 11202.75 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Intercept -24.11 7.74 -3.11 0.01 -40.61 -7.61 -40.61 GDP (t-1) 6.99 1.12 6.24 0 4.6 9.38 4.6 Dell (t-4) 0.78 0.2 3.83 0 0.35 1.21 0.35 RESIDUAL OUTPUT Observation ed hp revenuResiduals Durbin Watson 1.23 1 12.65 -0.75 2 14.99 -1.76 3 16.91 -2.42 4 18.72 -2.31 5 21.53 -1.21 6 23.86 1.13 7 27.15 4.37 8 30.06 8.36 9 34.07 1.29 10 37.83 1.5 11 42.63 -0.25 12 48.5 0.37 13 55.09 -9.87 14 61.61 -5.02 15 69.63 3.43 16 79.19 0.72 17 83.72 2.97 18 92.21 -0.55
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Upper 95.0% -7.61 9.38 1.21 4.00 5.00 6.00 7.00 8.00 9.00 10.00 11.00 12.00 13.00 14.00 -20 0 20 GDP (t-1) Residual Plot GDP (t-1) Residuals 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00 40.00 -20 0 20 Dell (t-4) Residual Plot Dell (t-4)
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This note was uploaded on 06/07/2011 for the course BUSI 410 taught by Professor Massa during the Fall '09 term at UNC.

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Busi. 410 HP Time Series - SUMMARY OUTPUT Regression...

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