ACF and PACF example

ACF and PACF example - SUMMARY OUTPUT Regression Statistics...

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Unformatted text preview: SUMMARY OUTPUT Regression Statistics Multiple R 0.759712 R Square 0.577163 Adjusted R 0.389235 Standard E 16.0857 Observatio 14 ANOVA df SS MS F ignificance F Regression 4 3178.681 794.6703 3.071193 0.074774 Residual 9 2328.747 258.7497 Total 13 5507.429 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 7.628986 5.842751 1.305718 0.224036 -5.588235 20.84621 -5.588235 20.84621 X Variable 0.82394 0.239463 3.440777 0.007381 0.282236 1.365644 0.282236 1.365644 X Variable -0.08359 0.248024 -0.337026 0.743824-0.64466 0.477479-0.64466 0.477479 X Variable 0.387712 0.405779 0.955476 0.364296 -0.530223 1.305646 -0.530223 1.305646 X Variable 0.602279 0.469961 1.281552 0.23203 -0.460846 1.665404 -0.460846 1.665404 SUMMARY OUTPUT Regression Statistics Multiple R 0.710175 R Square 0.504349 Adjusted R 0.255654 Standard E 16.64299 Observatio 14 ANOVA df SS MS F ignificance F Regression 4 2818.499 704.6248 2.543873 0.112633 Residual 10 2769.89 276.989 Total 14 5588.389 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept #N/A #N/A #N/A #N/A #N/A #N/A #N/A X Variable 0.740867 0.238855 3.101746 0.011217 0.208665 1.273069 0.208665 1.273069 X Variable -0.136329 0.253191 -0.538443 0.60205 -0.700474 0.427816 -0.700474 0.427816 X Variable 0.115924 0.360391 0.321661 0.754332 -0.687077 0.918924 -0.687077 0.918924 X Variable 0.209341 0.373477 0.560518 0.587464 -0.622818 1.041499 -0.622818 1.041499 SUMMARY OUTPUT Regression Statistics Multiple R 0.759712 R Square 0.577163 Adjusted R 0.389235 Standard E 16.0857 Observatio 14 ANOVA df SS MS F ignificance F Regression 4 3178.681 794.6703 3.071193 0.074774 Residual 9 2328.747 258.7497 Total 13 5507.429 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 7.628986 5.842751 1.305718 0.224036 -5.588235 20.84621 -5.588235 20.84621 X Variable 0.82394 0.239463 3.440777 0.007381 0.282236 1.365644 0.282236 1.365644 X Variable -0.08359 0.248024 -0.337026 0.743824-0.64466 0.477479-0.64466 0.477479 X Variable 0.387712 0.405779 0.955476 0.364296 -0.530223 1.305646 -0.530223 1.305646 X Variable 0.602279 0.469961 1.281552 0.23203 -0.460846 1.665404 -0.460846 1.665404 SUMMARY OUTPUT Regression Statistics Multiple R 0.707107 R Square 0.500001 Adjusted R 0.350001 Standard E 16.59431 Observatio 14 ANOVA df SS MS F ignificance F Regression 3 2753.717 917.9058 3.333341 0.064499 Residual 10 2753.711 275.3711 Total 13 5507.429 Coefficientstandard Erro t Stat P-value Lower 95%Upper 95%Lower 95.0% Upper 95.0% Intercept 2.834224 4.629644 0.612190....
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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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ACF and PACF example - SUMMARY OUTPUT Regression Statistics...

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