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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

Exports

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

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
X4
Price
Exch.
114
2.16
116
2.17
117
2.18
122
2.2
124
2.21
128
2.17
132
2.14
133
2.16
133
2.15
134
2.16
135
2.18
136
2.17
140
2.15
147
2.16
150
2.21
151
2.24
151
2.16
151
2.12
153
2.11
154
2.13
154
2.11
154
2.09
155
2.09
155
2.1
156
2.08
156
2.09
159
2.1
161
2.11
161
2.15
161
2.14
162
2.16
160
2.17
159
2.15
159
2.1
158
2.06
155
2.05
155
2.06
154
2.11
154
2.12
154
2.13
153
2.04
152
2.14
152
2.15
152
2.16
151
2.17
152
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

A
1
2
3
4
5
6
7
8
9
10
11

Multiple Regression Results


0
Intercept
b
-4.02
s(b)
9.3
t
-0.43
p-value 0.6673
VIF

12 ANOVA Table
13
Source
Regn.
14
Error
15
16
Total
17
18
19 Prediction Interval
20
21 Given X
1
22

SS
32.95
78.92
39.94

M1
5

5.3539

df
4
62
66

Lend
10

10

Exports

1
2
3
4
M1
Lend
Price
Exch.
0.37
0
0.04
0.27
0.21
0.17
0.03
3.95
1.72
0.03
1.17
0.07
0.0909 0.9774 0.2484 0.9461
3.2072

6.2887

MS
8.24
1.27
0.61

Price
150

1.3857

FCritical p-value
F
6.47
2.52 0.0002
R2 0.8250

Adjusted R2

1.13
-1.1

Exch.
2

23
24
25
26

1-
95%

(1-) CI for Y for given X


3.89 + or - 2.86

1-
95%

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


3.89 + or - 1.76

X Axis

Residual

A
B
E
F
G
H
I
J
1 Residual Analysis
Exports
2
3
Errors
4
-0.04
Durbin-Watson d =
2.58
-0.04
5
Residual Plot
-0.06
6
12
0.05
7
-0.12
8
-0.09
10
9
-0.1
10
0.32
11
8
0.19
12
-0.09
13
6
0.06
14
-0.08
15
4
0.21
16
-0.62
17
2
-0.01
18
0.01
19
-0.14
20
0
-0.23
21
0
2
4
6
8
0.2
22
-0.04
23
Normal Probability Plot
0.03
24
3
0.16
25
0.08
26
2
-0.54
27
0.91
28
1
-0.93
29
-0.1
30
0.13
31
0
-0.03
32
-0.26
33
-1
0.53
34
0.13
35
-2
-0.07
36
0.17
37
-3
-0.62
38
-4
-3
-2
-1
0
1
-0.05
39
Residual
0.2
40
-0.04
41

Exports

12

Corresponding Normal Z

10

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.

10

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

A
1
2
3
4
5
6
7
8
9
10

Partial F Calculations

Exports

#Independent variables in full model


#Independent variables dropped from the model
SSEF

78.92

SSER

8.75

Partial F
p-value

-27.56
Err:502

4k
2r

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