6. Multiple Regression Analysis

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Dependent variable: M

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Standard T

Parameter Estimate Error Statistic P-Value

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CONSTANT 401,455 42,9842 9,33959 0,0000

Yt 0,0662761 0,0117832 5,62464 0,0001

i -603,082 97,9631 -6,15621 0,0000

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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 29100,0 2 14550,0 46,07 0,0000

Residual 4421,17 14 315,798

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Total (Corr.) 33521,2 16

R-squared = 86,8108 percent

R-squared (adjusted for d.f.) = 84,9267 percent

Standard Error of Est. = 17,7707

Mean absolute error = 12,758

Durbin-Watson statistic = 1,83555

Приложение №4.17

(Итоговая модель)

1. Multiple Regression Analysis

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Dependent variable: ln_Yt_Lt

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Standard T

Parameter Estimate Error Statistic P-Value

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t -0,00524859 0,00260995 -2,6099 0,0305

ln_Kt_Lt 0,860181 0,00717403 119,902 0,0000

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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 234,765 2 117,382 32512,31 0,0000

Residual 0,0613768 17 0,0036104

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Total 234,826 19

R-squared = 99,9739 percent

R-squared (adjusted for d.f.) = 99,9723 percent

Standard Error of Est. = 0,0600866

Mean absolute error = 0,0497075

Durbin-Watson statistic = 0,394349

2. Multiple Regression Analysis

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Dependent variable: Ct

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Standard T

Parameter Estimate Error Statistic P-Value

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Yt 0,642205 0,00252142 254,7 0,0000

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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 8,90373E7 1 8,90373E7 64872,16 0,0000

Residual 24705,1 18 1372,5

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Total 8,9062E7 19

R-squared = 99,9723 percent

R-squared (adjusted for d.f.) = 99,9723 percent

Standard Error of Est. = 37,0473

Mean absolute error = 29,0326

Durbin-Watson statistic = 2,54606