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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.8841391258637
R Square 0.781701993883 Good
Adjusted R Square 0.7271274923538
Standard Error 190.52407563856 381.048151277
Observations 31

ANOVA
df SS MS F Significance F
Regression 6 3119625.19329 519937.53221 14.323575516 6.7974605E-07
Residual 24 871186.16155 36299.423398
Total 30 3990811.35484

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 3154.7002851581 462.653092237 6.8187165245 4.721398E-07 2199.83123356
LagGNP 0.1741569056873 0.05842 2.9811178652 0.0064902009 0.05358395172
LagUnemp -93.8323321358 28.3232871591 -3.3129040287 0.0029184874 -152.28872376
LagInt -73.91671469816 17.7885157306 -4.1553053564 0.0003556221 -110.63040673
q1 156.83309102138 98.8711070289 1.5862378377 0.1257745212 -47.226844562
q2 379.78351162231 96.0892151369 3.9524051797 0.0005941965 181.465118713
q3 203.03550103202 95.4089186416 2.1280557827 0.043800626 6.12117108122

RESIDUAL OUTPUT

Observation Predicted sales Residuals


1 2728.588616368 181.411383632
2 2587.8486058679 -25.8486058679
3 2336.0345632433 48.9654367567
4 2339.328280718 180.671719282
5 2447.2663429223 -305.266342922
6 2400.1189768659 -270.118976866
7 2199.7408001058 -9.74080010578
8 2076.3832659477 293.616734052
9 2276.9474218901 -68.9474218901
10 2026.1856211269 169.814378873
11 1848.7311911871 -90.7311911871
12 2138.3943352201 -194.39433522
13 2212.2984563336 -118.298456334
14 2014.2165964174 -103.216596417
15 1969.3943315904 61.6056684096
16 2166.6405442795 -120.640544279
17 2440.6323005972 61.3676994029
18 2290.3524027221 -52.3524027221
19 2131.3869785803 262.61302142
20 2433.6811729017 152.318827098
21 2739.0945167248 158.905483275
22 2586.8776531936 -138.877653194
23 2362.0354456073 97.9645543927
24 2667.9944088465 -21.9944088465
25 2937.6013774274 50.3986225726
26 2838.1748925683 128.825107432
27 2713.0792178096 -274.07921781
28 2887.5779920866 -289.577992087
29 3004.5709677368 40.4290322632
30 2921.2252512379 291.774748762
31 2781.5974718761 -96.5974718761
Upper 95% Lower 95.0% Upper 95.0%
4109.5693368 2199.8312336 4109.5693368
0.2947298597 0.0535839517 0.2947298597
-35.375940508 -152.28872376 -35.375940508
-37.203022668 -110.63040673 -37.203022668
360.8930266 -47.226844562 360.8930266
578.10190453 181.46511871 578.10190453
399.94983098 6.1211710812 399.94983098
Data

A B C D E F G H I J K L M N O P Q R
1 Coefficients
2 Intercept 3154.7002852
3 LagGNP 0.1741569057
4 LagUnemp -93.832332136
5 LagInt -73.916714698
6 q1 156.83309102
7 q2 379.78351162
8 y x1 x2 x3 q3 203.03550103
9 Historical data 000s $ Billion % %
10 Year Quarter Sales GNP Unemp Int
11 79 1 Sales 2541 5.9 9.4 sales LagGNP LagUnempLagInt q1 q2 q3 q4 Pred_Sales Residual
12 79 2 2910 2640 5.7 9.4 2910 2541 5.9 9.4 0 1 0 0 2728.5886164 181.41138
13 79 3 2562 2595 5.9 9.7 2562 2640 5.7 9.4 0 0 1 0 2587.8486059 -25.848606
14 79 4 2385 2701 6 11.9 2385 2595 5.9 9.7 0 0 0 1 2336.0345632 48.965437
15 80 1 2520 2785 6.2 13.4 2520 2701 6 11.9 1 0 0 0 2339.3282807 180.67172
16 80 2 2142 2509 7.3 9.6 2142 2785 6.2 13.4 0 1 0 0 2447.2663429 -305.26634
17 80 3 2130 2570 7.7 9.2 2130 2509 7.3 9.6 0 0 1 0 2400.1189769 -270.11898
18 80 4 2190 2667 7.4 13.6 2190 2570 7.7 9.2 0 0 0 1 2199.7408001 -9.7408001
19 81 1 2370 2878 7.4 14.4 2370 2667 7.4 13.6 1 0 0 0 2076.3832659 293.61673
20 81 2 2208 2835 7.4 15.3 2208 2878 7.4 14.4 0 1 0 0 2276.9474219 -68.947422
21 81 3 2196 2897 7.4 15.1 2196 2835 7.4 15.3 0 0 1 0 2026.1856211 169.81438
22 81 4 1758 2744 8.3 11.8 1758 2897 7.4 15.1 0 0 0 1 1848.7311912 -90.731191
23 82 1 1944 2582 8.8 12.8 1944 2744 8.3 11.8 1 0 0 0 2138.3943352 -194.39434
24 82 2 2094 2613 9.4 12.4 2094 2582 8.8 12.8 0 1 0 0 2212.2984563 -118.29846
25 82 3 1911 2529 10 9.3 1911 2613 9.4 12.4 0 0 1 0 2014.2165964 -103.2166
26 82 4 2031 2544 10.7 7.9 2031 2529 10 9.3 0 0 0 1 1969.3943316 61.605668
27 83 1 2046 2633 10.4 7.8 2046 2544 10.7 7.9 1 0 0 0 2166.6405443 -120.64054
28 83 2 2502 2878 10.1 8.4 2502 2633 10.4 7.8 0 1 0 0 2440.6323006 61.367699
29 83 3 2238 3051 9.4 9.1 2238 2878 10.1 8.4 0 0 1 0 2290.3524027 -52.352403
30 83 4 2394 3274 8.5 8.8 2394 3051 9.4 9.1 0 0 0 1 2131.3869786 262.61302
31 84 1 2586 3594 7.9 9.2 2586 3274 8.5 8.8 1 0 0 0 2433.6811729 152.31883
32 84 2 2898 3774 7.5 9.8 2898 3594 7.9 9.2 0 1 0 0 2739.0945167 158.90548
33 84 3 2448 3861 7.5 10.3 2448 3774 7.5 9.8 0 0 1 0 2586.8776532 -138.87765
34 84 4 2460 3919 7.2 8.8 2460 3861 7.5 10.3 0 0 0 1 2362.0354456 97.964554
35 85 1 2646 4040 7.4 8.2 2646 3919 7.2 8.8 1 0 0 0 2667.9944088 -21.994409
36 85 2 2988 4133 7.3 7.5 2988 4040 7.4 8.2 0 1 0 0 2937.6013774 50.398623
37 85 3 2967 4303 7.1 7.1 2967 4133 7.3 7.5 0 0 1 0 2838.1748926 128.82511
38 85 4 2439 4393 7 7.2 2439 4303 7.1 7.1 0 0 0 1 2713.0792178 -274.07922
39 86 1 2598 4560 7.1 8.9 2598 4393 7 7.2 1 0 0 0 2887.5779921 -289.57799
40 86 2 3045 4587 7.1 7.7 3045 4560 7.1 8.9 0 1 0 0 3004.5709677 40.429032
41 86 3 3213 4716 6.9 7.4 3213 4587 7.1 7.7 0 0 1 0 2921.2252512 291.77475
42 86 4 2685 4796 6.8 7.4 2685 4716 6.9 7.4 0 0 0 1 2781.5974719 -96.597472

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