Econ 3P92 Assignment 2 (4)

Econ 3P92 Assignment 2 (4) - Linear Regression Estimation...

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Unformatted text preview: Linear Regression - Estimation by Least Squares Dependent Variable HITS Daily(7) Data From 1998:0110] To 1998109228 Usable Observations ' 271 Degrees of Freedom 263 Centered R**2 0.344937 R Bar ”2 0.327502 Uncentered R“ *2 0.952906 '1‘ x R**2 258.237 Mean ofDependent Variabie 18915553506 Std Error of Dependent Variable 5274.312807 Standard Error of Estimate 4325253205 Sum of Squared Residuals 49201554207 Regression F(7,263) 19.7840 Significance Level of F 0.00000000 Log Likelihood «264934535 Durbin-Watson Statistic 1.260733 Variable (3er Std Error T—Stat Signif #**$***$****$$******¥***#**************3**$**********$**##********t** *******$** 1. TIME 38.660523 3.358959 11.50967 0.00000000 2. MONDAY 12929360684 833.398791 15.51401 000000000 3. TUESDAY 12982078118 836.338699 15.52251 0.00000000 4. WEDNESDAY 12898364964 838.171396 15.38870 0.00000000 5. THURSDAY 13741387390 826001252 16.63604 000000000 6. FRIDAY 14507239688 827.836391 17.52428 0.00000000 7. SATURDAY 14130.707371 829.681069 17.03149 000000000 8. SUNDAY 14378123771 831535224 17.29106 000000000 16.71449 16.87986 40000 7 30000 - 20000 7 10000 0 I ‘ 1 l r J F M A M J J A S O N 1990 Retail Sales with Quadratic Trend Forecasi 1'. Correlations of Series HITS Daily(7) Data From 1998:01:01 To 1998:09128 Autocorrelations 1 2 3 4 5 6 7 8 9 10 0.574832 0.354016 0.268261 0.316164 0.306637 0.275346 0.306228 0.356218 0.317228 0.308406 11 l2 13 14 15 16 17 18 19 20 0.331551 0.356643 0.364664 0.339754 0.325437 0.304923 0.279679 0.245962 0.360842 0.350810 21 22 23 24 25 26 27 28 29 30 0.284794 0.261638 0.295373 0.344764 0.323221 0.280439 0.297232 0.286992 0.356236 0.333482 31 32 0.304495 0.318785 Partial Autocorrclations ...
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  • Fall '11
  • JeanFrancisLamarche
  • Economics

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