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Data

Multiple Regression

Exports
Press the F9 key after

Sl.No.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33

Y
1
ExportsOnes
2.6 1
2.6 1
2.7 1
3 1
2.9 1
3.1 1
3.2 1
3.7 1
3.6 1
3.4 1
3.7 1
3.6 1
4.1 1
3.5 1
4.2 1
4.3 1
4.2 1
4.1 1
4.6 1
4.4 1
4.5 1
4.6 1
4.6 1
4.2 1
5.5 1
3.7 1
4.9 1
5.2 1
4.9 1
4.6 1
5.4 1
5 1
4.8 1

X1
M1
5.1
4.9
5.1
5.1
5.1
5.2
5.1
5.2
5.3
5.4
5.7
5.7
5.9
5.8
5.7
5.8
6
6
6
6
6.1
6
6.1
6.7
6.2
6.3
7
7
6.6
6.4
6.3
6.5
6.6

X2
Lend
7.8
8
8.1
8.1
8.1
8.1
8.3
8.8
8.9
9.1
9.2
9.5
10.3
10.6
11.3
12.1
12
11.4
11.1
11
11.3
12.6
13.6
13.6
14.3
14.3
13.7
12.7
12.6
13.4
14.3
13.9
14.5

X3
Price
114
116
117
122
124
128
132
133
133
134
135
136
140
147
150
151
151
151
153
154
154
154
155
155
156
156
159
161
161
161
162
160
159

X4
Exch.
2.16
2.17
2.18
2.2
2.21
2.17
2.14
2.16
2.15
2.16
2.18
2.17
2.15
2.16
2.21
2.24
2.16
2.12
2.11
2.13
2.11
2.09
2.09
2.1
2.08
2.09
2.1
2.11
2.15
2.14
2.16
2.17
2.15

X5

X6

Page 1

X7

X8

X9

X10

Data

34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67

5.1
4.4
5
5.1
4.8
5.4
5
5.2
4.7
5.1
4.9
4.9
5.3
4.8
4.9
5.1
4.3
4.9
5.3
4.8
5.3
5
5.1
4.8
4.8
5.2
4.9
5.5
4.3
5.2
4.7
5.4
5.2
5.6

1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1
1

6.8
7.2
7.6
7.2
7.1
7
7.5
7.4
7.4
7.3
7.6
7.8
7.8
8.2
8.2
8.3
8.3
8
8.2
8.2
8
8.1
8.1
8.1
8.1
8.6
8.8
8.4
8.2
8.3
8.3
8.4
8.3
8.2

15
13.2
11.8
11.2
10.1
10
10.2
11
11
10.7
10.2
10
9.8
9.3
9.3
9.5
9.2
9.1
9
9
8.9
9
9
9
8.9
8.9
9
9.1
9
9.2
9.6
10
10
10.1

159
158
155
155
154
154
154
153
152
152
152
151
152
152
152
152
150
147
147
146
145
145
146
147
147
147
146
147
146
146
146
146
147
146

2.1
2.06
2.05
2.06
2.11
2.12
2.13
2.04
2.14
2.15
2.16
2.17
2.2
2.21
2.15
2.08
2.08
2.09
2.1
2.09
2.12
2.13
2.14
2.14
2.13
2.13
2.13
2.13
2.13
2.09
2.09
2.1
2.11
2.15

Page 2

Data

Page 3

Data

Page 4

Data

Page 5

Data

Page 6

Data

Press the F9 key after entering all the data.

Page 7

1 Multiple Regression Results


2
3
0
1
2
4
Intercept
M1
Lend
5
b -4.0155 0.36846 0.0047
6
s(b)
2.7664 0.06385 0.0492
7
t -1.4515 5.7708 0.0955
8 p-value
0.1517 0.0000 0.9242
9
10
VIF 3.2072 5.3539
11
12 ANOVA Table
13
Source
SS
14
Regn. 32.9463
15
Error 6.98978
16
Total 39.9361
17
18
19 Prediction Interval
20
21 Given X
M1
22
1
5
23
24
25
26

1-a
95%

F
Exports

3
4
Price
Exch.
0.0365 0.2679
0.0093 1.1754
3.9149 0.2279
0.0002 0.8205

10

6.2887

1.3857

df
4
62
66

MS
8.2366
0.1127
0.6051

F
F Critical p -value
73.059 2.5201 0.0000

Lend
10

Price
150

Exch.
2

(1-a) P.I. for Y for given X


3.88621 + or - 0.8509

R2 0.8250

1-a
95%

0.3358

Adjusted R2 0.8137

(1-a) P.I. for E[Y | X]


3.8862 + or - 0.523

Errors
-0.0412
-0.0441
-0.0575
0.05459
-0.1211
-0.0933
-0.0954
0.32355
0.18892
-0.0881
0.05907
-0.0762
0.20569
-0.6171
-0.0065
0.00834
-0.1434
-0.2299
0.20116
-0.0402
0.02686
0.16295
0.08489
-0.5389
0.91092
-0.9286
-0.0959
0.13309
-0.0298
-0.2572
0.53358
0.13212
-0.0657
0.17167
-0.62
-0.0486
0.19891
-0.036

Exports

Durbin-Watson d = 2.583278

Residual Plot
1.5

0.5
Residual

3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41

Residual Analysis

X Axis

-0.5

-1

-1.5

Normal Probability Plot


3

Corresponding Normal Z

1
2

0
-1.5

-1

-0.5

0
-1

-2

-3

Residual

0.5

1.5

A
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16

Correlation matrix

1
2
3
4
5
6
7
8
9
10
Y

M1
Lend
Price
Exch.

E
Exports

1
2
3
4
M1
Lend
Price
Exch.
1.0000
-0.1120 1.0000
0.4471 0.7451 1.0000
-0.4097 -0.2786 -0.4196 1.0000

Exports 0.7751

0.3350

0.7699 -0.4329

10

A
1
2
3
4
5
6
7
8
9
10

C
Exports

Partial F Calculations

#Independent variables in full model


#Independent variables dropped from the model
SSEF 6.989784
SSER 8.747573
Partial F
p -value

7.79587
0.0010

4k
2r

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