Data

Multiple Regression
Y
1
Sl.No. Exports Ones
1
2.6 1
2
2.6 1
3
2.7 1
4
3 1
5
2.9 1
6
3.1 1
7
3.2 1
8
3.7 1
9
3.6 1
10
3.4 1
11
3.7 1
12
3.6 1
13
4.1 1
14
3.5 1
15
4.2 1
16
4.3 1
17
4.2 1
18
4.1 1
19
4.6 1
20
4.4 1
21
4.5 1
22
4.6 1
23
4.6 1
24
4.2 1
25
5.5 1
26
3.7 1
27
4.9 1
28
5.2 1
29
4.9 1
30
4.6 1
31
5.4 1
32
5 1
33
4.8 1
34
5.1 1
35
4.4 1
36
5 1
37
5.1 1
38
4.8 1
39
5.4 1
40
5 1
41
5.2 1
42
4.7 1
43
5.1 1
44
4.9 1
45
4.9 1
46
5.3 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
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

Exports
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
15
13.2
11.8
11.2
10.1
10
10.2
11
11
10.7
10.2
10
9.8

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
159
158
155
155
154
154
154
153
152
152
152
151
152

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
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

Page 1

X5

X6

X7

X8

X9

Data
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67

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

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

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

152
152
152
150
147
147
146
145
145
146
147
147
147
146
147
146
146
146
146
147
146

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

X10

Page 6

Data

Page 7

Data

Page 8

Data

Page 9

Data

Page 10

1
2
3
4
5
6
7
8
9
10
11

Multiple Regression Results

12

ANOVA Table
Source
SS
Regn. 32.9463
Error 77.7992
Total 39.9361

13
14
15
16
17
18
19
20
21
22
23
24
25
26

b
s(b)
t
p-value

F
Exports

0
1
2
3
4
Intercept
M1
Lend
Price
Exch.
-4.01546 0.36846 0.0047 0.03651 0.2679
9.22934 0.21301 0.16422 0.03111 3.92153
-0.43508 1.72974 0.02863 1.17346 0.06831
0.6650 0.0887 0.9772 0.2451 0.9458
VIF

3.2072

5.3539

df
4
62
66

6.2887

10

1.3857

FCritical p-value
MS
F
8.23658 6.56393 2.5201 0.0002
s 1.12019
1.25483
0.60509
R2 0.8250
Adjusted R2 -1.0738

Prediction Interval
Given X
1
1-
95%

M1
5

Lend
10

Price
150

(1-) CI for Y for given X

3.88621 + or - 2.83868

Exch.
2
1-
95%

(1-) CI for E[Y | X]

3.88621 + or - 1.7447

Errors
-0.0412
-0.04415
-0.0575
0.05459
-0.12111
-0.09328
-0.09538
0.323553
0.188916
-0.08806
0.059065
-0.07618
0.205686
-0.61713
-0.0065
0.008341
-0.14345
-0.22991
0.201157
-0.04024
0.026861
0.162951
0.084893
-0.53886
0.910924
-0.9286
-0.09591
0.133093
-0.02977
-0.25716
0.533584
0.132116
-0.06568
0.171669
-0.62002
-0.04861
0.198913
-0.03595

H
Exports

Durbin-Watson d = 2.583904
Residual Plot

12
10
8
Residual

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

Exports
4
2
0
0

10

12

Normal Probability Plot

3

Corresponding Normal Z

1
2
3

0
-4

-3

-2

-1

0
-1

-2

-3

Residual

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

Partial F Calculations

C
Exports

#Independent variables in full model

#Independent variables dropped from the model
SSEF 77.79916
SSER 8.747573
Partial F -27.51443
p-value
Err:502

4 k
2 r