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WEAPON IN PRESENT SENARIO ?

(MULTIPLE REGRESSION ANANLYSIS)

BYVAIBHAV KUMAR (531) MBA TECH EXTC

001 15 15 15 15 15 .005 15 15 15 15 15 .94688 N 15 15 15 15 15 15 The minimum ratio of valid cases to independent variables for multiple regressions is 5 to 1.4527 6.636 .979 1.005 .000 . (1-tailed) Real Investment Constant Trend Real GNP Interest Rate Inflation Rate N Real Investment Constant Trend Real GNP Interest Rate 1.0000 1.03418 .000 . Which is just 5:1 in this case So we except this data and we proceeds with other analysis. .81224 1.750 .863 . .804 1.47214 .00000 4. .000 . 1.478 .000 .000 .587 .804 .724 1. 15 15 15 15 15 Constant Trend Real GNP Interest Rate Inflation Rate .2873 7.000 . .000 .587 .478 .001 .000 . .804 .011 .000 . . . Deviation .000 .635 .000 .750 .Descriptive Statistics Mean Real Investment Constant Trend Real GNP Interest Rate Inflation Rate .000 .000 .000 15 15 15 15 15 .011 .16027 2.804 .000 .000 . .000 .000 .000 . .724 . Correlations Real Investment Pearson Correlation Real Investment Constant Trend Real GNP Interest Rate Inflation Rate Sig.000 .000 .036 .6513 Std. .0000 8. . .000 .001 . 1.635 .036 15 15 15 15 15 .2033 1.863 .000 .000 .001 .005 15 15 15 15 15 .979 . .005 .636 .

478 .000 .000 .000 .635 . .750 .636 .011 . . . .001 .Correlations Real Investment Pearson Correlation Real Investment Constant Trend Real GNP Interest Rate Inflation Rate Sig.036 15 15 15 15 15 15 . (1-tailed) Real Investment Constant Trend Real GNP Interest Rate Inflation Rate N Real Investment Constant Trend Real GNP Interest Rate Inflation Rate 1. All requested variables entered.000 .000 .000 .750 .036 .804 1.000 .000 .000 .000 .863 .001 .587 . Interest Rate.000 .000 . .000 . .001 .005 15 15 15 15 15 15 .804 . a Variables Removed Method .000 .000 .804 .724 . . 1.001 15 15 15 15 15 15 .000 .000 .000 . .863 .636 .979 . 1. .635 .000 . Real GNP a. .000 . .005 .587 .979 1. Enter . 15 15 15 15 15 15 Constant Trend Real GNP Interest Rate Inflation Rate Variables Entered/Removed Model Variables Entered 1 Inflation Rate.011 .000 15 15 15 15 15 15 .000 . .478 .804 .005 . .000 .000 .005 15 15 15 15 15 15 .724 1. Trend.

863 .80 is very strong. which would be characterized as very strong using the rule of thumb than a correlation less than or equal to 0. Trend.60 is moderate.128 . greater than 0.670 .000 .961 .40 and less than or equal to 0. greater than 0.40 is weak. Dependent Variable: Real Investment The probability of the F statistic (88.055 .968 .000 F 88. We support the research hypothesis that there is a statistically significant relationship between the set of independent variables and the dependent variable.000 . Predictors: (Constant).144 12.001.147 a t Sig.170 -8.000 DurbinWatson 1 .041 24.016 df 4 10 14 b Mean Square .640 .188 4 10 df1 df2 Sig.055 3.972 1. greater than 0.188 Sig. We reject the null hypothesis that there is no relationship between the set of independent variables and the dependent variable (R² = 0).20 is characterized as very weak. Inflation Rate.016 . Error Standardized Coefficients Beta Zeroorder 1 (Constant) Trend -.509 -. Real GNP b.5 to 2.004 .936 . Inflation Rate. .041 24.000 -2.000 .986.188) for the overall regression relationship is <0.60 and less than or equal to 0.234 . and greater than 0.964 which is within the required range (1.972 . Interest Rate.964 a. Coefficients Model Unstandardized Coefficients B Std.05. Correlations Collinearity Statistics Partial Part Tolerance VIF . ANOVA Model 1 Regression Residual Total Sum of Squares . Error of the R Square Square Square Change Estimate R a Change Statistics F Change 88. F Change . The Durbin Watson statistics for this data is 1. Trend.000 a a.189 .442 Real GNP . Dependent Variable: Real Investment The Multiple R for the relationship between the set of independent variables and the dependent variable is 0.00671 .002 -9.Model Summary b Model R Adjusted R Std.986 . Interest Rate.80 is strong.20 and less than or equal to 0. Real GNP b.5) which means that the errors are uncorrelated there is no autocorrelation. less than or equal to the level of significance of 0.017 .409 .750 -. Predictors: (Constant).

real gnp . Dependent Variable: Real Investment .00 .139 .098 .740 .89 a.00 1.00 .00 .interest .2033 .000 .037 .04 .587 -.00 1 1 2 3 4 5 4.00 .100 .845 N 15 15 15 15 a.001 -.12.000 5. real gnp . rate and inflation is equal to zero (b = 0) and conclude that there is a statistically significant relationship between the real investment and ( trends .01028 -1. Tolerance value near to 0 indicate that the variable is highly predicted (colinear) with other predictor variables VIF – Variance Inflation Factor should be less than 5 2 2 For the independent variable trends .649 -9. Collinearity Diagnostics a Model Dimension Eigenvalue Condition Index (Constant) . rate and inflation the probability of the t statistic (-8.022 .37 .00804 1. Predicted Value Std.63 .802 .189 .000 1.022 .00 .274 3. Residual .99 Trend Variance Proportions Real GNP .00 .004 .80 .879 11.05 . Deviation .002 .005 -.02 . real gnp .085 .001 which is less than or equal to the level of significance of 0.00 .00 . Dependent Variable: Real Investment Residuals Statistics Minimum Predicted Value Residual Std.070 .411 14.18 .531 Maximum . -1.2 => no multicolinearity Tolerance of variable Xi is 1-Ri * where Ri * is coefficient of determination for the prediction of variable i by the other predictor variables.01 .1549 -.137 a.908 .864 115.00000 .Interest Rate Inflation Rate -.644 1.070 respectively) for the b coefficient is <0. rate and inflation) ie the independent variables.000 .00 .478 -.05.468 2.01 .198 a Mean .00 .03370 .191 -1.2587 .409 . We reject the null hypothesis that the slope associated with sale of trends .946 . -.interest .interest .438 -1.00567 1.00 .00 Interest Rate Inflation Rate .001 -.517 .401E-5 .000 Std. Dependent Variable: Real Investment Tolarence >0.

Charts This graph is almost Normal Distribution. .

Scatter plot this graph indicates no sign of hetro dencity .

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