9. 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 334,468 31,5604 10,5977 0,0000

Yt 0,0860059 0,0074215 11,5887 0,0000

i -559,379 89,1969 -6,27128 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 74187,6 2 37093,8 140,93 0,0000

Residual 4211,26 16 263,204

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Total (Corr.) 78398,8 18

R-squared = 94,6284 percent

R-squared (adjusted for d.f.) = 93,957 percent

Standard Error of Est. = 16,2236

Mean absolute error = 12,2574

Durbin-Watson statistic = 1,29336

10. Multiple Regression Analysis

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Dependent variable: Pt

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Standard T

Parameter Estimate Error Statistic P-Value

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Pt_1 1,06254 0,00380365 279,346 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 14,6161 1 14,6161 78034,34 0,0000

Residual 0,00337147 18 0,000187304

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Total 14,6195 19

R-squared = 99,9769 percent

R-squared (adjusted for d.f.) = 99,9769 percent

Standard Error of Est. = 0,0136859

Mean absolute error = 0,0107531

Durbin-Watson statistic = 1,59707

11. Multiple Regression Analysis

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Dependent variable: i

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Standard T

Parameter Estimate Error Statistic P-Value

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t 0,0518814 0,00717361 7,23226 0,0000

t2 -0,00458484 0,00114246 -4,01312 0,0010

t3 0,000108344 0,0000434072 2,496 0,0239

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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 0,34343 3 0,114477 90,79 0,0000

Residual 0,0201743 16 0,00126089

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Total 0,363604 19

R-squared = 94,4516 percent

R-squared (adjusted for d.f.) = 93,758 percent

Standard Error of Est. = 0,0355091

Mean absolute error = 0,0247512

Durbin-Watson statistic = 2,11779

Приложение №7.1

(перестройка модели)