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Input

No. of Variables
No. of Observations

Dependent Indep1 Indep2 Indep3


94.20 103.63 60.14 45.08
46.26 52.06 10.93 7.14
33.67 43.12 18.97 40.19
69.79 70.95 47.55 40.57
58.00 67.98 30.07 42.06
22.91 28.23 17.13 85.04
79.94 89.26 59.46 97.38
24.33 31.88 -0.88 54.63
5.72 9.15 -27.06 20.33
53.25 56.30 44.46 77.93
44.33 51.74 21.47 12.79
46.00 51.41 19.79 14.35
24.49 33.98 -2.75 95.47
38.83 43.20 2.04 58.81
19.80 25.22 -16.86 4.07
21.17 28.18 12.33 7.43
22.00 28.72 -17.54 19.94
23.00 27.74 -11.43 20.19
39.83 40.47 36.39 70.21
64.21 67.30 49.12 49.64

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20 10 0.91

Actual Predicted Residual e^2 (e-et-1)^2


94.2 94.86 0.65 2.55 d 0 Positive Autocorrelation de
46.26 45.41 -0.85 0.72 2.26 1 dl 1 Positive Autocorrelation m
33.67 38.05 4.37 19.14 27.3 1.68 du 1.68 No Autocorrelation detecte
69.79 65.42 -4.37 19.13 76.54 2.32 Negative Autocorrelation m
58 60.66 2.66 7.1 49.55 3 Negative Autocorrelation d
22.91 24.09 1.18 1.4 2.2 4 Negative Autocorrelation d
79.94 81.34 1.41 1.98 0.05
24.33 25.63 1.3 1.69 0.01 4
5.72 3.66 -2.06 4.24 11.29 Negative Autocorrelation m
53.25 51.69 -1.57 2.46 0.24
44.33 46.33 2 3.99 12.71
46 45.8 -0.2 0.04 4.83
24.49 26.31 1.82 3.32 4.09
38.83 35.6 -3.23 10.45 25.56
19.8 19.04 -0.76 0.58 6.12
21.17 25.14 3.97 15.79 22.39
22 21.61 -0.39 0.16 19.07
23 21.52 -1.48 2.18 1.18
39.83 37.29 -2.54 6.44 1.12
64.21 62.29 -1.92 3.7 0.38

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104.51 266.9

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Positive Autocorrelation detected


Positive Autocorrelation maybe present
No Autocorrelation detected
Negative Autocorrelation maybe present
Negative Autocorrelation detected
Negative Autocorrelation detected

Negative Autocorrelation maybe present

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Equation Parameters
R Square 0.9894 98.94% of the change in can be explained by the change in the 3 Independent Variables
Adjusted R Square 0.9874 Adjusted for Sample Size bias 2.55384 Durbin-Watson Statistic Critical D-W Values: Lower (Dl)=1.00; Upper (Du)=1.68
Standard Error 2.5609 to +/- on result of Regression Equation Therefore Negative Autocorrelation maybe present at 95% Confidence
F - Statistic 498.8907 Therefore analysis IS Significant 3.12735 Critical F-Statistic at 95% Confidence (Significance holds to 100.0% Level of Confidence)

Auto
Multiple Regression Equation Independent Analysis Correlation
Tests for Multicolinearity between Independent Variables

Coefficients Standard Error Dl=1.20 Du=1.41


R Squared Gradient Intercept Adjusted R- Independent R-Square Matrix
Squared against
Intercept -0.357 2.290 DW-Stat other Indep
Indep1 0.856 0.055 98.57% 0.97 -4.60 2.43 76.97% 100% 78% 8% Indep1 1.20
Indep2 0.125 0.053 81.60% 0.79 27.66 1.90 79.68% 78% 100% 19% Indep2 1.41
Indep3 -0.022 0.022 7.59% 0.21 32.57 1.71 14.43% 8% 19% 100% Indep3

Indep1

Indep2

Indep3
= 0.86*Indep1 + 0.12*Indep2 + -0.02*Indep3 + -0.36 (+/- 2.56)

Actual versus Predicted Step 2 - Forecasting

Exponential
Trend R-Squared Matrix

Polynomial

Polynomial
100

2nd Ord
3rd Ord
90

Linear
80 Independent Variable Choose Method
70 Indep1 33% 33% 11% 20% Linear 33% Leave Blank
Predicted

Indep2 31% 22% ### 10% Linear #NUM! 3rd Ord Poly
60
Indep3 18% 3% 2% 1% Linear 18% 2nd Ord Poly
50 Err:502 Exponential
40 Err:502 Linear
Err:502
30 Err:502
20 Err:502
10 Err:502
10 20 30 40 50 60 70 80 90 100 Err:502
Number of Periods to Forecast 10
Actual
Forecast Output
-0.36 0.86 0.12 -0.02
Time
Period Indep1 Indep2 Indep3 Dependent
1 103.63 60.14 45.08 94.20
2 52.06 10.93 7.14 46.26
3 43.12 18.97 40.19 33.67
4 70.95 47.55 40.57 69.79
5 67.98 30.07 42.06 58.00
6 28.23 17.13 85.04 22.91
7 89.26 59.46 97.38 79.94
8 31.88 -0.88 54.63 24.33
9 9.15 -27.06 20.33 5.72
10 56.30 44.46 77.93 53.25
11 51.74 21.47 12.79 44.33
12 51.41 19.79 14.35 46.00
13 33.98 -2.75 95.47 24.49
14 43.20 2.04 58.81 38.83
15 25.22 -16.86 4.07 19.80
16 28.18 12.33 7.43 21.17
17 28.72 -17.54 19.94 22.00
18 27.74 -11.43 20.19 23.00
19 40.47 36.39 70.21 39.83
20 67.30 49.12 49.64 64.21
21 29.20 2.88 24.99
22 27.45 1.47 23.32
23 25.71 0.06 21.65
24 23.96 -1.35 19.98
25 22.22 -2.75 18.31
26 20.47 -4.16 16.64
27 18.72 -5.57 14.97
28 16.98 -6.98 13.30
29 15.23 -8.39 11.63
30 13.49 -9.80 9.97
31 11.74 -11.21 8.30
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