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Статистический анализ.doc
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Линейная модель.

Linear model: Y = a + b*X

Coefficients

Least Squares

Standard

T

Parameter

Estimate

Error

Statistic

P-Value

Intercept

1517.72

638.711

2.37622

0.0195

Slope

-2.07708

2.12035

-0.979591

0.3298

Analysis of Variance

Source

Sum of Squares

Df

Mean Square

F-Ratio

P-Value

Model

3.05868E7

1

3.05868E7

0.96

0.3298

Residual

2.96433E9

93

3.18746E7

Total (Corr.)

2.99492E9

94

Correlation Coefficient = -0.101059

R-squared = 1.02129 percent

R-squared (adjusted for d.f.) = -0.0429978 percent

Standard Error of Est. = 5645.76

Mean absolute error = 2191.33

Durbin-Watson statistic = 0.232882 (P=0.0000)

Lag 1 residual autocorrelation = 0.532628

Col_2 = 1517.72 - 2.07708*Col_1

Since the P-value in the ANOVA table is greater or equal to 0.05, there is not a statistically significant relationship between Col_2 and Col_1 at the 95.0% or higher confidence level.

The R-Squared statistic indicates that the model as fitted explains 1.02129% of the variability in Col_2. The correlation coefficient equals -0.101059, indicating a relatively weak relationship between the variables. The standard error of the estimate shows the standard deviation of the residuals to be 5645.76. This value can be used to construct prediction limits for new observations by selecting the Forecasts option from the text menu.

The mean absolute error (MAE) of 2191.33 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the residuals to determine if there is any significant correlation based on the order in which they occur in your data file. Since the P-value is less than 0.05, there is an indication of possible serial correlation at the 95.0% confidence level. Plot the residuals versus row order to see if there is any pattern that can be seen.

Мультипликативная модель.

Multiplicative model: Y = a*X^b

Coefficients

Least Squares

Standard

T

Parameter

Estimate

Error

Statistic

P-Value

Intercept

9.81502

0.465532

21.0835

0.0000

Slope

-1.90126

0.113276

-16.7844

0.0000

NOTE: intercept = ln(a)

Analysis of Variance

Source

Sum of Squares

Df

Mean Square

F-Ratio

P-Value

Model

601.196

1

601.196

281.72

0.0000

Residual

198.466

93

2.13404

Total (Corr.)

799.662

94

Correlation Coefficient = -0.867071

R-squared = 75.1812 percent

R-squared (adjusted for d.f.) = 74.9144 percent

Standard Error of Est. = 1.46084

Mean absolute error = 1.21891

Durbin-Watson statistic = 0.125032 (P=0.0000)

Lag 1 residual autocorrelation = 0.885756

Col_2 = exp(9.81502 - 1.90126*ln(Col_1))

Unusual Residuals

Predicted

Studentized

Row

X

Y

Y

Residual

Residual

93

1357.0

1.0

0.0202652

0.979735

2.89

94

1429.0

1.0

0.0183681

0.981632

2.97

95

1796.0

1.0

0.0118937

0.988106

3.35

Since the P-value in the ANOVA table is less than 0.05, there is a statistically significant relationship between Col_2 and Col_1 at the 95.0% confidence level.

The R-Squared statistic indicates that the model as fitted explains 75.1812% of the variability in Col_2. The correlation coefficient equals -0.867071, indicating a moderately strong relationship between the variables. The standard error of the estimate shows the standard deviation of the residuals to be 1.46084. This value can be used to construct prediction limits for new observations by selecting the Forecasts option from the text menu.

The mean absolute error (MAE) of 1.21891 is the average value of the residuals. The Durbin-Watson (DW) statistic tests the residuals to determine if there is any significant correlation based on the order in which they occur in your data file. Since the P-value is less than 0.05, there is an indication of possible serial correlation at the 95.0% confidence level. Plot the residuals versus row order to see if there is any pattern that can be seen.