новая папка / Hw_2 / MxPSER_HW2
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Приложение 15
Regression Analysis - Linear model: Y = a + b*X
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Dependent variable: W2
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 6,26421 0,213283 29,3704 0,0000
Slope 0,170075 0,0178045 9,55237 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 19,2355 1 19,2355 91,25 0,0000
Residual 3,7945 18 0,210805
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Total (Corr.) 23,03 19
Correlation Coefficient = 0,913913
R-squared = 83,5237 percent
Standard Error of Est. = 0,459135
Polynomial Regression Analysis
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Dependent variable: W2
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT 7,5098 0,401928 18,6845 0,0000
time -0,340691 0,161721 -2,10666 0,0513
time^2 0,0495208 0,0176676 2,80291 0,0128
time^3 -0,00135546 0,000553905 -2,4471 0,0263
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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 20,8638 3 6,95459 51,37 0,0000
Residual 2,16624 16 0,13539
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Total (Corr.) 23,03 19
R-squared = 90,5938 percent
R-squared (adjusted for d.f.) = 88,8302 percent
Standard Error of Est. = 0,367954
Mean absolute error = 0,249388
Regression Analysis - Exponential model: Y = exp(a + b*X)
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Dependent variable: W2
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 1,85789 0,0257268 72,2161 0,0000
Slope 0,0208641 0,00214763 9,71492 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 0,289481 1 0,289481 94,38 0,0000
Residual 0,0552095 18 0,0030672
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Total (Corr.) 0,344691 19
Correlation Coefficient = 0,916422
R-squared = 83,9829 percent
Standard Error of Est. = 0,0553823
Приложение 16
Regression Analysis - Linear model: Y = a + b*X
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Dependent variable: G
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 10,7925 0,35206 30,6552 0,0000
Slope 0,297812 0,0293894 10,1333 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 58,9802 1 58,9802 102,68 0,0000
Residual 10,3389 18 0,574384
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Total (Corr.) 69,3191 19
Correlation Coefficient = 0,922416
R-squared = 85,085 percent
Standard Error of Est. = 0,757881
Regression Analysis - Exponential model: Y = exp(a + b*X)
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Dependent variable: G
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 2,40303 0,0221894 108,296 0,0000
Slope 0,0211122 0,00185234 11,3976 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 0,296406 1 0,296406 129,90 0,0000
Residual 0,0410709 18 0,00228172
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Total (Corr.) 0,337477 19
Correlation Coefficient = 0,937177
R-squared = 87,83 percent
Standard Error of Est. = 0,0477673
Regression Analysis - Reciprocal-Y model: Y = 1/(a + b*X)
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Dependent variable: G
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 0,08897 0,00147935 60,1413 0,0000
Slope -0,00151491 0,000123494 -12,2671 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 0,00152613 1 0,00152613 150,48 0,0000
Residual 0,000182551 18 0,0000101417
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Total (Corr.) 0,00170868 19
Correlation Coefficient = -0,945073
R-squared = 89,3163 percent
Standard Error of Est. = 0,0031846
Приложение 17
Regression Analysis - Linear model: Y = a + b*X
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Dependent variable: T
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 15,6195 0,590697 26,4424 0,0000
Slope 0,620526 0,0493105 12,5841 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 256,06 1 256,06 158,36 0,0000
Residual 29,1053 18 1,61696
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Total (Corr.) 285,165 19
Correlation Coefficient = 0,947595
R-squared = 89,7935 percent
Standard Error of Est. = 1,2716
Regression Analysis - Exponential model: Y = exp(a + b*X)
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Dependent variable: T
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 2,79698 0,0223037 125,404 0,0000
Slope 0,0272774 0,00186188 14,6505 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 0,494796 1 0,494796 214,64 0,0000
Residual 0,0414949 18 0,00230527
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Total (Corr.) 0,536291 19
Correlation Coefficient = 0,960534
R-squared = 92,2626 percent
Standard Error of Est. = 0,0480133
Dependent variable: T
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT 18,4892 0,392021 47,1639 0,0000
time -0,162129 0,0859762 -1,88574 0,0765
time^2 0,0372693 0,0039768 9,37168 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 280,445 2 140,223 505,04 0,0000
Residual 4,72001 17 0,277647
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Total (Corr.) 285,166 19
R-squared = 98,3448 percent
R-squared (adjusted for d.f.) = 98,1501 percent
Standard Error of Est. = 0,526923
Mean absolute error = 0,398498
Приложение 18
Regression Analysis - Exponential model: Y = exp(a + b*X)
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Dependent variable: W2
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 1,86236 0,0203969 91,306 0,0000
Slope 0,0203083 0,00137204 14,8016 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 0,536157 1 0,536157 219,09 0,0000
Residual 0,0562867 23 0,00244725
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Total (Corr.) 0,592444 24
Correlation Coefficient = 0,951311
R-squared = 90,4992 percent
Standard Error of Est. = 0,0494696
Regression Analysis - Exponential model: Y = exp(a + b*X)
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Dependent variable: G
Independent variable: time
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Standard T
Parameter Estimate Error Statistic P-Value
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Intercept 2,40586 0,0198788 121,026 0,0000
Slope 0,0208069 0,00133719 15,5602 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 0,562806 1 0,562806 242,12 0,0000
Residual 0,0534636 23 0,0023245
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Total (Corr.) 0,61627 24
Correlation Coefficient = 0,955639
R-squared = 91,3246 percent
Standard Error of Est. = 0,0482131
Polynomial Regression Analysis
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Dependent variable: T
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT 17,9466 0,403878 44,4358 0,0000
time 0,00653995 0,071581 0,0913643 0,0280
time^2 0,0285266 0,0026725 10,6741 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 771,601 2 385,8 1003,66 0,0000
Residual 8,45669 22 0,384395
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Total (Corr.) 780,058 24
R-squared = 98,9159 percent
R-squared (adjusted for d.f.) = 98,8173 percent
Standard Error of Est. = 0,619996
Mean absolute error = 0,490532
Приложение 19
Multiple Regression Analysis
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Dependent variable: C
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Standard T
Parameter Estimate Error Statistic P-Value
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P 1,6544 0,262074 6,31272 0,0000
W1+W2 0,513386 0,192587 2,66574 0,0138
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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 60703,6 2 30351,8 8823,75 0,0000
Residual 79,115 23 3,43978
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Total 60782,7 25
R-squared = 99,8698 percent
R-squared (adjusted for d.f.) = 99,8642 percent
Standard Error of Est. = 1,85467
Mean absolute error = 1,52412
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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CONSTANT 6,721001 2,71301 0,265757 0,0030
LAG(P;1) 0,191274 0,182443 1,04841 0,0064
LAG(K;1) -0,0289591 0,0563596 -0,513828 0,0027
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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 2,53466 2 1,26733 2,46 0,0109
Residual 10,7987 21 0,514222
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Total (Corr.) 13,3333 23
R-squared = 19,01 percent
R-squared (adjusted for d.f.) = 11,2966 percent
Standard Error of Est. = 0,717093
Mean absolute error = 0,491167
Multiple Regression Analysis
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Dependent variable: W1
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Standard T
Parameter Estimate Error Statistic P-Value
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CONSTANT 10,2841 0,336639 30,5495 0,0000
LAG(X;1) 0,151078 0,00518536 29,1354 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 50,9918 1 50,9918 848,87 0,0000
Residual 1,32154 22 0,0600699
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Total (Corr.) 52,3133 23
R-squared = 97,4738 percent
R-squared (adjusted for d.f.) = 97,359 percent
Standard Error of Est. = 0,245092
Mean absolute error = 0,202937