Добавил:
Опубликованный материал нарушает ваши авторские права? Сообщите нам.
Вуз: Предмет: Файл:
Мирончук Евгений / CourseWork / Приложение.doc
Скачиваний:
10
Добавлен:
19.04.2013
Размер:
240.13 Кб
Скачать

3. Multiple Regression Analysis

-----------------------------------------------------------------------------

Dependent variable: It

-----------------------------------------------------------------------------

Standard T

Parameter Estimate Error Statistic P-Value

-----------------------------------------------------------------------------

Yt_Yt_1 -0,873929 0,136068 -6,42272 0,0000

Kt_Kt_1 2,98876 0,112555 26,5537 0,0000

-----------------------------------------------------------------------------

Analysis of Variance

-----------------------------------------------------------------------------

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

-----------------------------------------------------------------------------

Model 6,17196E6 2 3,08598E6 679,79 0,0000

Residual 77172,9 17 4539,58

-----------------------------------------------------------------------------

Total 6,24914E6 19

R-squared = 98,7651 percent

R-squared (adjusted for d.f.) = 98,6924 percent

Standard Error of Est. = 67,3764

Mean absolute error = 54,0869

Durbin-Watson statistic = 1,64202

4. Regression Analysis - Square root-Y model: Y = (a + b*X)^2

-----------------------------------------------------------------------------

Dependent variable: Gt

Independent variable: t

-----------------------------------------------------------------------------

Standard T

Parameter Estimate Error Statistic P-Value

-----------------------------------------------------------------------------

Intercept 21,9723 0,197999 110,972 0,0000

Slope 0,344487 0,0173657 19,8372 0,0000

-----------------------------------------------------------------------------

Analysis of Variance

-----------------------------------------------------------------------------

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

-----------------------------------------------------------------------------

Model 67,6425 1 67,6425 393,52 0,0000

Residual 2,92218 17 0,171893

-----------------------------------------------------------------------------

Total (Corr.) 70,5647 18

Correlation Coefficient = 0,979075

R-squared = 95,8589 percent

Standard Error of Est. = 0,4146

5. Multiple Regression Analysis

-----------------------------------------------------------------------------

Dependent variable: ln_Nt

-----------------------------------------------------------------------------

Standard T

Parameter Estimate Error Statistic P-Value

-----------------------------------------------------------------------------

CONSTANT 4,47185 0,00836676 534,478 0,0000

t 0,0186148 0,000733814 25,3672 0,0000

-----------------------------------------------------------------------------

Analysis of Variance

-----------------------------------------------------------------------------

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

-----------------------------------------------------------------------------

Model 0,197512 1 0,197512 643,50 0,0000

Residual 0,0052179 17 0,000306935

-----------------------------------------------------------------------------

Total (Corr.) 0,202729 18

R-squared = 97,4262 percent

R-squared (adjusted for d.f.) = 97,2748 percent

Standard Error of Est. = 0,0175196

Mean absolute error = 0,0140088

Durbin-Watson statistic = 1,95152

Соседние файлы в папке CourseWork