Answers to Assignment 1 ECON338 Winter 2012

Answers to Assignment 1 ECON338 Winter 2012 - SUMMARY...

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SUMMARY OUTPUT Regression Statistics Multiple R 0.987683 R Square 0.975517 Adjusted R 0.974873 Standard E 32.66933 Observatio 40 ANOVA df SS MS F ignificance F Regression 1 1615996 1615996 1514.119 3.2E-032 Residual 38 40556.83 1067.285 Total 39 1656553 Coefficients tandard Err t Stat P-value Lower 95%Upper 95% Lower 95.0%pper 95.0% Intercept 1788.247 10.52775 169.8604 2.3E-056 1766.935 1809.56 1766.935 1809.56 X Variable 17.41232 0.447483 38.91168 3.2E-032 16.50644 18.3182 16.50644 18.3182
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SUMMARY OUTPUT Regression Statistics Multiple R 0.987761 R Square 0.975672 Adjusted R 0.972891 Standard E 33.9331 Observatio 40 ANOVA df SS MS F ignificance F Regression 4 1616252 404063 350.915 1.0E-027 Residual 35 40300.94 1151.455 Total 39 1656553 Coefficients tandard Err t Stat P-value Lower 95%Upper 95% Lower 95.0%pper 95.0% Intercept 1791.503 14.85583 120.5926 1.9E-047 1761.344 1821.662 1761.344 1821.662 X Variable 17.39138 0.466989 37.24153 9.5E-030 16.44335 18.33942 16.44335 18.33942 X Variable -6.463682 15.23988 -0.42413 0.674067 -37.40227 24.47491 -37.40227 24.47491 X Variable -3.88278 15.20406 -0.255378 0.799926 -34.74866 26.9831 -34.74866 26.9831 X Variable -0.958827 15.18253 -0.063153 0.950004 -31.781 29.86335 -31.781 29.86335
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SUMMARY OUTPUT Regression Statistics Multiple R 0.987683 R Square 0.975517 Adjusted R 0.974873 Standard E 32.66933 Observatio 40 ANOVA df SS MS F ignificance F Regression 1 1615996 1615996 1514.119 3.2E-032 Residual 38 40556.83 1067.285 Total 39 1656553 Coefficients tandard Err t Stat P-value Lower 95%Upper 95% Lower 95.0%pper 95.0% Intercept 1788.247 10.52775 169.8604 2.3E-056 1766.935 1809.56 1766.935 1809.56 X Variable 17.41232 0.447483 38.91168 3.2E-032 16.50644 18.3182 16.50644 18.3182
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t q1 q2 q3 quarterly RTMA relatives indexes deseasonalised 1 1 0 0 1790 MA RTMA 0.982705 0.983372 1820.267 2 0 1 0 2080 1847.25 1.113156 1.113912 1867.294 3 0 0 1 1807 1854.5 1850.875 0.976295 0.981352 0.981352 0.982019 1840.087 4 0 0 0 1712 1860.875 0.919997 0.920072 0.920072 0.920697 1859.46 5 1 0 0 1819 1873.875 0.970716 0.982705 0.982705 0.983372 1849.757 6 0 1 0 2131 1885.25 1.130354 1.113156 1.113156 1.113912 1913.078 7 0 0 1 1860 1904.375 0.976698 3.997285 0.981352 0.982019 1894.057 8 0 0 0 1750 1928.75 0.907323 0.920072 0.920697 1900.733 9 1 0 0 1934 1946.375 0.993642 0.982705 0.983372 1966.702 10 0 1 0 2211 1965.125 1.125119 1.113156 1.113912 1984.897 11 0 0 1 1921 1983.125 0.968673 0.981352 0.982019 1956.174 12 0 0 0 1839 1996.125 0.921285 0.920072 0.920697 1997.399 13 1 0 0 1989 2008.375 0.990353 0.982705 0.983372 2022.632 14 0 1 0 2260 2016.875 1.120545 1.113156 1.113912 2028.886 15 0 0 1 1970 2026.625 0.972059 0.981352 0.982019 2006.071 16 0 0 0 1858 2047 0.90767 0.920072 0.920697 2018.036 17 1 0 0 2048 2075.375 0.98681 0.982705 0.983372 2082.629 18 0 1 0 2364 2108.5 1.121176 1.113156 1.113912 2122.251 19 0 0 1 2093 2138 0.978952 0.981352 0.982019 2131.324 20 0 0 0 2000 2159 0.926355 0.920072 0.920697 2172.267 21 1 0 0 2142 2177.875 0.983528 0.982705 0.983372 2178.219 22 0 1 0 2438 2193.125 1.111656 1.113156 1.113912 2188.684
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This note was uploaded on 02/28/2012 for the course ECON 338 taught by Professor Kmackenzie during the Spring '12 term at McGill.

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Answers to Assignment 1 ECON338 Winter 2012 - SUMMARY...

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