5. Multiple Regression Analysis

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Dependent variable: Mt

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Standard T

Parameter Estimate Error Statistic P-Value

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CONSTANT 3898,58 819,162 4,75922 0,0008

t 154,918 41,1251 3,767 0,0037

index -372,701 89,1806 -4,17918 0,0019

Kt_1 -1,34806 0,295966 -4,55477 0,0011

Yt_1 0,777109 0,156183 4,97564 0,0006

Mt_1 -0,499083 0,214764 -2,32387 0,0425

Pt_1 1388,43 270,172 5,13904 0,0004

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Analysis of Variance

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Source Sum of Squares Df Mean Square F-Ratio P-Value

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Model 32011,3 6 5335,22 35,34 0,0000

Residual 1509,88 10 150,988

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Total (Corr.) 33521,2 16

R-squared = 95,4958 percent

R-squared (adjusted for d.f.) = 92,7932 percent

Standard Error of Est. = 12,2877

Mean absolute error = 7,91545

Durbin-Watson statistic = 3,01184

6. Multiple Regression Analysis

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Dependent variable: It

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Standard T

Parameter Estimate Error Statistic P-Value

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CONSTANT 12382,9 3162,23 3,91587 0,0021

t 595,878 167,395 3,55972 0,0039

Kt_1 -4,3285 1,12206 -3,85762 0,0023

Yt_1 1,90899 0,538549 3,54469 0,0040

Pt_1 2954,78 647,815 4,56114 0,0007

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Analysis of Variance

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Source Sum of Squares Df Mean Square F-Ratio P-Value

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Model 157350,0 4 39337,4 14,71 0,0001

Residual 32085,0 12 2673,75

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Total (Corr.) 189435,0 16

R-squared = 83,0628 percent

R-squared (adjusted for d.f.) = 77,417 percent

Standard Error of Est. = 51,7083

Mean absolute error = 37,6217

Durbin-Watson statistic = 1,83304