Correction to RTMA example

Correction to RTMA example - SUMMARY OUTPUT Regression...

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SUMMARY OUTPUT Regression Statistics Multiple R 0.992895 R Square 0.98584 Adjusted R 0.985716 Standard E950.9727 Observatio 116 ANOVA df SS MS F ignificance F Regression 1 7.2E+009 7.2E+009 7937.088 3.1E-107 Residual 114 1.0E+008 904349.1 Total 115 7.3E+009 Coefficients tandard Err t Stat P-value Lower 95%Upper 95% Lower 95.0%pper 95.0% Intercept 1885.572 177.7391 10.60865 1.0E-018 1533.472 2237.671 1533.472 2237.671 X Variable 234.9192 2.636865 89.09034 3.1E-107 229.6956 240.1428 229.6956 240.1428
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t q1 q2 q3 Yt MA RTMA relatives relatives neatened deseasonalised 1 1 0 0 4339 with 0.917891 0.918019 4726.48 2 0 1 0 4811 formulas 1.028251 1.028395 4678.163 RTMA 3 0 0 1 5259 4819.625 1.091164 1.096598 1.096598 1.096751 4795.074 quarterly 4 0 0 0 4735 4901.375 0.966055 0.956701 0.956701 0.956835 4948.606 5 1 0 0 4608 4994.125 0.922684 0.917891 0.917891 0.918019 5019.502 6 0 1 0 5196 5069 1.025054 1.028251 1.028251 1.028395 5052.533 7 0 0 1 5616 5133.625 1.093964 3.999442 1.096598 1.096751 5120.581 8 0 0 0 4977 5236.5 0.950444 0.956701 0.956835 5201.524 9 1 0 0 4883 5357.375 0.911454 0.917891 0.918019 5319.06 10 0 1 0 5744 5476.875 1.048773 1.028251 1.028395 5585.402 11 0 0 1 6035 5607 1.076333 1.096598 1.096751 5502.618 12 0 0 0 5514 5728.375 0.962577 0.956701 0.956835 5762.749 13 1 0 0 5387 5864.75 0.918539 0.917891 0.918019 5868.069 14 0 1 0 6211 6001.375 1.034929 1.028251 1.028395 6039.508 15 0 0 1 6659 6100.25 1.091595 1.096598 1.096751 6071.572 16 0 0 0 5983 6171.375 0.969476 0.956701 0.956835 6252.906 17 1 0 0 5709 6229.25 0.916483 0.917891 0.918019 6218.824 18 0 1 0 6458 6278.625 1.028569 1.028251 1.028395 6279.688 19 0 0 1 6875 6349.625 1.082741 1.096598 1.096751 6268.517 20 0 0 0 6162 6475.375 0.951605 0.956701 0.956835 6439.982 21 1 0 0 6098 6642.5 0.918028 0.917891 0.918019 6642.562 22 0 1 0 7075 6822.5 1.03701 1.028251 1.028395 6879.652 23 0 0 1 7595 6988.625 1.086766
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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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Correction to RTMA example - SUMMARY OUTPUT Regression...

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