M1C

Dependent variable: ALPHA

Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 155,252 43,1505 3,59793 0,0026
Tc -1,7702 1,00271 -1,76542 0,0978
DeltaP -30,6723 12,5339 -2,44715 0,0272
T2 1,13879 0,501356 2,27142 0,0383
P2 -1,75544 0,91899 -1,91018 0,0754
DeltaP*Tc 0,312014 0,212579 1,46775 0,1628
DeltaP*P2 0,306634 0,236199 1,2982 0,2138
DeltaP*T2 -0,150873 0,10629 -1,41945 0,1762
T2*P2 -0,0156096 0,00944798 -1,65216 0,1193
T2*Tc -0,00606736 0,00850318 -0,71354 0,4865
Tc*P2 0,00483031 0,018896 0,255627 0,8017

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 24441,8 10 2444,18 1,35 0,2894
Residual 27114,0 15 1807,6
Total (Corr.) 51555,8 25

R-squared = 47,4084 percent

R-squared (adjusted for d.f.) = 12,3473 percent
Standard Error of Est. = 42,5159
Mean absolute error = 25,7113
Durbin-Watson statistic = 2,14457 (P=0,5731)
Lag 1 residual autocorrelation = -0,119447

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between ALPHA
and 10
independent variables. The equation of the fitted model is

ALPHA = 155,252 - 1,7702*Tc - 30,6723*DeltaP + 1,13879*T2 - 1,75544*P2 + 0,312014*DeltaP*Tc +

0,306634*DeltaP*P2 -
0,150873*DeltaP*T2 - 0,0156096*T2*P2 - 0,00606736*T2*Tc + 0,00483031*Tc*P2
M1S
Dependent variable: ALPHA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
Tc 0,325644 1,07861 0,30191 0,7666
DeltaP -4,47422 13,4826 -0,33185 0,7443
T2 0,0908648 0,539306 0,168485 0,8683
P2 0,88527 0,730891 1,21122 0,2434
DeltaP*Tc 0,123615 0,272284 0,453993 0,6559
DeltaP*P2 -0,0422536 0,284637 -0,148447 0,8838
DeltaP*T2 -0,0566735 0,136142 -0,416283 0,6827
T2*P2 -0,00165405 0,0113855 -0,145277 0,8863
T2*Tc 0,00146862 0,0108914 0,134843 0,8944
Tc*P2 -0,0230807 0,022771 -1,0136 0,3259

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 13569,5 10 1356,95 0,43 0,9108
Residual 50513,6 16 3157,1
Total 64083,1 26

R-squared = 21,1749 percent

R-squared (adjusted for d.f.) = 0 percent
Standard Error of Est. = 56,1881
Mean absolute error = 21,1242
Durbin-Watson statistic = 2,10185
Lag 1 residual autocorrelation = -0,075752

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between ALPHA
and 10
independent variables. The equation of the fitted model is

ALPHA = 0,325644*Tc - 4,47422*DeltaP + 0,0908648*T2 + 0,88527*P2 + 0,123615*DeltaP*Tc -

0,0422536*DeltaP*P2 -
0,0566735*DeltaP*T2 - 0,00165405*T2*P2 + 0,00146862*T2*Tc - 0,0230807*Tc*P2
M2C
Dependent variable: ALPHA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 21,9504 8,90599 2,46468 0,0209

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 0 0
Residual 51555,8 25 2062,23
Total (Corr.) 51555,8 25

R-squared = 0 percent
R-squared (adjusted for d.f.) = 0 percent
Standard Error of Est. = 45,4118
Mean absolute error = 26,3034
Durbin-Watson statistic = 1,99502 (P=0,4951)
Lag 1 residual autocorrelation = -0,00418321

Stepwise regression
Method: forward selection
P-to-enter: 0,05
P-to-remove: 0,05

Step 0:
0 variables in the model. 25 d.f. for error.
R-squared = 0,00% Adjusted R-squared = 0,00% MSE = 2062,23

Final model selected.

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between ALPHA
and 10
independent variables. The equation of the fitted model is

ALPHA = 21,9504
M3C
Dependent variable: ALPHA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 21,9504 8,90599 2,46468 0,0209

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model -7,27596E-12 0
Residual 51555,8 25 2062,23
Total (Corr.) 51555,8 25

R-squared = 0 percent
R-squared (adjusted for d.f.) = 0 percent
Standard Error of Est. = 45,4118
Mean absolute error = 26,3034
Durbin-Watson statistic = 1,99502 (P=0,4951)
Lag 1 residual autocorrelation = -0,00418321

Stepwise regression
Method: backward selection
P-to-enter: 0,05
P-to-remove: 0,05

Step 0:
10 variables in the model. 15 d.f. for error.
R-squared = 47,41% Adjusted R-squared = 12,35% MSE = 1807,6

Step 1:
Removing variable Tc*P2 with P7-to-remove =0,801711
9 variables in the model. 16 d.f. for error.
R-squared = 47,18% Adjusted R-squared = 17,47% MSE = 1702,01

Step 2:
Removing variable T2*Tc with P7-to-remove =0,472774
8 variables in the model. 17 d.f. for error.
R-squared = 45,39% Adjusted R-squared = 19,70% MSE = 1656,03

Step 3:
Removing variable DeltaP*P2 with P7-to-remove =0,192742
7 variables in the model. 18 d.f. for error.
R-squared = 39,49% Adjusted R-squared = 15,95% MSE = 1733,27

Step 4:
Removing variable DeltaP*T2 with P7-to-remove =0,164379
6 variables in the model. 19 d.f. for error.
R-squared = 32,42% Adjusted R-squared = 11,08% MSE = 1833,73
Step 5:
Removing variable DeltaP*Tc with P7-to-remove =0,161375
5 variables in the model. 20 d.f. for error.
R-squared = 24,87% Adjusted R-squared = 6,08% MSE = 1936,75

Step 6:
Removing variable DeltaP with P7-to-remove =0,441096
4 variables in the model. 21 d.f. for error.
R-squared = 22,55% Adjusted R-squared = 7,79% MSE = 1901,5

Step 7:
Removing variable P2 with P7-to-remove =0,129483
3 variables in the model. 22 d.f. for error.
R-squared = 13,36% Adjusted R-squared = 1,55% MSE = 2030,32

Step 8:
Removing variable T2*P2 with P7-to-remove =0,5372
2 variables in the model. 23 d.f. for error.
R-squared = 11,81% Adjusted R-squared = 4,15% MSE = 1976,74

Step 9:
Removing variable T2 with P7-to-remove =0,61637
1 variables in the model. 24 d.f. for error.
R-squared = 10,83% Adjusted R-squared = 7,11% MSE = 1915,62

Step 10:
Removing variable Tc with P7-to-remove =0,100754
0 variables in the model. 25 d.f. for error.
R-squared = 0,00% Adjusted R-squared = 0,00% MSE = 2062,23

Final model selected.

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between ALPHA
and 10
independent variables. The equation of the fitted model is

ALPHA = 21,9504
BEEEEEEEETA

M1C
Dependent variable: BETA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT -27,7313 38,185 -0,726236 0,4789
Tc 1,30804 0,887328 1,47413 0,1611
DeltaP 1,17026 11,0916 0,105509 0,9174
T2 -0,113824 0,443664 -0,256554 0,8010
P2 1,08583 0,81324 1,3352 0,2017
DeltaP*Tc 0,07647 0,188117 0,406501 0,6901
DeltaP*P2 -0,0111279 0,209019 -0,0532386 0,9582
DeltaP*T2 -0,0242379 0,0940587 -0,257689 0,8001
T2*P2 -0,0056175 0,00836078 -0,671888 0,5119
T2*Tc 0,00798375 0,0075247 1,06101 0,3055
Tc*P2 -0,0372823 0,0167216 -2,2296 0,0415

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 15557,4 10 1555,74 1,10 0,4209
Residual 21232,9 15 1415,53
Total (Corr.) 36790,3 25

R-squared = 42,2867 percent

R-squared (adjusted for d.f.) = 3,81124 percent
Standard Error of Est. = 37,6235
Mean absolute error = 24,6321
Durbin-Watson statistic = 1,57753 (P=0,0887)
Lag 1 residual autocorrelation = 0,190073

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between BETA
and 10
independent variables. The equation of the fitted model is

BETA = -27,7313 + 1,30804*Tc + 1,17026* DeltaP - 0,113824* T2 + 1,08583* P2 + 0,07647* DeltaP*Tc -

0,0111279*
DeltaP*P2 - 0,0242379* DeltaP*T2 - 0,0056175* T2*P2 + 0,00798375* T2*Tc - 0,0372823* Tc*P2
M1S
Dependent variable: BETA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
Tc 0,933678 0,711491 1,31228 0,2079
DeltaP -3,50927 8,89364 -0,394582 0,6984
T2 0,0733578 0,355746 0,206208 0,8392
P2 0,614148 0,482122 1,27384 0,2209
DeltaP*Tc 0,110122 0,179608 0,613124 0,5484
DeltaP*P2 0,0511909 0,187757 0,272644 0,7886
DeltaP*T2 -0,0410639 0,0898042 -0,457261 0,6536
T2*P2 -0,00811026 0,00751028 -1,07989 0,2962
T2*Tc 0,00663767 0,00718434 0,923908 0,3693
Tc*P2 -0,0322968 0,0150206 -2,15017 0,0472

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 30716,7 10 3071,67 2,24 0,0731
Residual 21979,5 16 1373,72
Total 52696,2 26

R-squared = 58,2902 percent

R-squared (adjusted for d.f.) = 34,8284 percent
Standard Error of Est. = 37,0637
Mean absolute error = 24,8736
Durbin-Watson statistic = 1,48562
Lag 1 residual autocorrelation = 0,237968

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between BETA
and 10
independent variables. The equation of the fitted model is

BETA = 0,933678*Tc - 3,50927* DeltaP + 0,0733578* T2 + 0,614148* P2 + 0,110122* DeltaP*Tc +

0,0511909*
DeltaP*P2 - 0,0410639* DeltaP*T2 - 0,00811026* T2*P2 + 0,00663767* T2*Tc - 0,0322968* Tc*P2
M2C
Dependent variable: BETA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
CONSTANT 24,7338 7,52333 3,28761 0,0030

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 0 0
Residual 36790,3 25 1471,61
Total (Corr.) 36790,3 25

R-squared = 0 percent
R-squared (adjusted for d.f.) = 0 percent
Standard Error of Est. = 38,3616
Mean absolute error = 29,8005
Durbin-Watson statistic = 1,08077 (P=0,0079)
Lag 1 residual autocorrelation = 0,447874

Stepwise regression
Method: forward selection
P-to-enter: 0,05
P-to-remove: 0,05

Step 0:
0 variables in the model. 25 d.f. for error.
R-squared = 0,00% Adjusted R-squared = 0,00% MSE = 1471,61

Final model selected.

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between BETA
and 10
independent variables. The equation of the fitted model is

BETA = 24,7338
M2S
Dependent variable: BETA
Independent variables:
Tc
DeltaP
T2
P2
DeltaP*Tc
DeltaP*P2
DeltaP*T2
T2*P2
T2*Tc
Tc*P2
Number of observations: 26

Standard T
Parameter Estimate Error Statistic P-Value
P2 0,605137 0,17409 3,476 0,0019

Analysis of Variance
Source Sum of Squares Df Mean Square F-Ratio P-Value
Model 17170,0 1 17170,0 12,08 0,0019
Residual 35526,2 25 1421,05
Total 52696,2 26

R-squared = 32,5829 percent

R-squared (adjusted for d.f.) = 32,5829 percent
Standard Error of Est. = 37,6968
Mean absolute error = 28,1021
Durbin-Watson statistic = 1,14031
Lag 1 residual autocorrelation = 0,41749

Stepwise regression
Method: forward selection
P-to-enter: 0,05
P-to-remove: 0,05

Step 0:
0 variables in the model. 26 d.f. for error.
R-squared = 0,00% Adjusted R-squared = 0,00% MSE = 2026,78

Step 1:
Adding variable P2 with P-to-enter =0,00187513
1 variables in the model. 25 d.f. for error.
R-squared = 32,58% Adjusted R-squared = 29,89% MSE = 1421,05

Final model selected.

The StatAdvisor
The output shows the results of fitting a multiple linear regression model to describe the relationship between BETA
and 10
independent variables. The equation of the fitted model is

BETA = 0,605137* P2

M2C=M3C et M2S=M3S