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GPD (in billions) line chartINFLATION (%) line chart Economic growth (%) (GGDP) line cha

GPD (in Economic growth (%)


Year INFLATION (%)
billions) (GGDP)

6,612.00 2001 4.40 4.50


7,061.00 2002 3.90 3.20
7,917.00 2003 2.80 4.00
8,334.00 2004 2.60 2.30
8,750.00 2005 2.00 3.20
9,387.00 2006 5.10 3.40
9,882.00 2007 1.10 3.30
10,376.00 2008 5.80 2.40
8,867.00 2009 3.00 2.70
11,699.70 2010 1.30 3.30
12,545.70 2011 2.90 4.10
13,514.70 2012 2.90 4.60
14,607.50 2013 2.10 5.50
15,846.40 2014 1.90 5.90
16,695.90 2015 2.20 5.80
18,058.95 2016 2.10 4.80

GPD (in billions) line chart


20,000
18,000
16,000 f(x) = 726.078455882353 x + 5088.01125
14,000
12,000
GPD (in billions)

10,000
8,000
6,000
4,000
2,000
0

Year

GPD (in billions) Linear (GPD (in billions) )


Year

GPD (in billions) Linear (GPD (in billions) )

INFLATION (%) line chart


600.00
7
6 500.00
5
400.00
INFLATION (%)

VAT (in billions)


3
300.00
2
1 200.00
0
100.00

0.00
Year

INFLATION (%) Economic growth (%) (GGDP)

Economic growth (%) (GGDP)


7
6
Economic growth (%) (GGDP)

5
f(x) = 0.149411764705882 x + 2.6675
4
3
2
1
0

Year

Economic growth (%) (GGDP) Linear (Economic growth (%) (GGDP))

VAT (in billions) line chart


600

500
f(x) = 22.9025 x + 128.2225
400
s)
VAT (in billions) line chart
600

500
f(x) = 22.9025 x + 128.2225
400
VAT (in billions)

300

200

100

Year

VAT (in billions) Linear (VAT (in billions))

XLSTAT 2014.5.03 - Descriptive statistics - on 6/23/2017 at 3:18:34 PM


Quantitative data: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet1 / Range = Sheet1!$B$2:$E$18

Descriptive statistics (Quantitative data):

Statistic GPD (in billions) INFLATION (%)


No. of observations 16 16
Mean 11259.6781 2.8812
Standard deviation (n-1) 3578.9498 1.3162
Variation coefficient 0.3078 0.4423
Skewness (Pearson) 0.5204 0.8402
Kurtosis (Pearson) -0.9751 -0.1084

Box plots:

Box plot (GPD (in billions))


20000

18000 18058.95

16000
billions)

14000
20000

18000 18058.95

16000

GPD (in billions)


14000

12000
11,259.68
10000

8000
6612
6000

XLSTAT 2014.5.03 - Normality tests - on 6/23/2017 at 3:21:36 PM


Data: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet1 / Range = Sheet1!$B$2:$E$18 / 16 rows an
Significance level (%): 5

Summary statistics:

Variable Observations Obs. with missing data


GPD (in billions) 16 0
INFLATION (%) 16 0
Economic growth (%) (GGD 16 0
VAT (in billions) 16 0

Shapiro-Wilk test (GPD (in billions)):

W 0.9317
p-value 0.2592
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
The risk to reject the null hypothesis H0 while it is true is 25.92%.

Shapiro-Wilk test (INFLATION (%)):

W 0.9171
p-value 0.1514
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
The risk to reject the null hypothesis H0 while it is true is 15.14%.

Shapiro-Wilk test (Economic growth (%) (GGDP)):

W 0.9380
p-value 0.3248
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
The risk to reject the null hypothesis H0 while it is true is 32.48%.

Shapiro-Wilk test (VAT (in billions)):

W 0.9470
p-value 0.4441
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
The risk to reject the null hypothesis H0 while it is true is 44.41%.

Summary:

Variable\Test Shapiro-Wilk
(GPD (in billions)) 0.2592
(INFLATION (%)) 0.1514
(Economic growth (%) (GG 0.3248
(VAT (in billions)) 0.4441
XLSTAT 2014.5.03 - Multicolinearity statistics - on 6/23/2017 at 3:25:49 PM
Observations/variables table: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet1 / Range = Sheet1!$

Summary statistics:

Variable Observations Obs. with missing data


GPD (in billions) 16 0
INFLATION (%) 16 0
Economic growth (%) (GGD 16 0

Correlation matrix:

Variables GPD (in billions) INFLATION (%)


GPD (in billions) 1.0000 -0.4155
INFLATION (%) -0.4155 1.0000
Economic growth (%) (GGD 0.7211 -0.3307

Multicolinearity statistics:

Statistic GPD (in billions) INFLATION (%)


R² 0.5551 0.1746
Tolerance 0.4449 0.8254
VIF 2.2479 1.2116


0.6

0.5

0.4

0.3

0.2

0.1

0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP)

Variable
0.1

0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP)

Variable

XLSTAT 2014.5.03 - Linear regression - on 6/23/2017 at 4:55:30 PM


Y / Quantitative: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = ANALYSIS / Range = ANALYSIS!$E$2:$E
X / Quantitative: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = ANALYSIS / Range = ANALYSIS!$B$2:$D
Confidence interval (%): 95
Tolerance: 0.0001

Summary statistics:

Variable Observations Obs. with missing data


VAT (in billions) 16 0
GPD (in billions) 16 0
INFLATION (%) 16 0
Economic growth (%) (GGD 16 0

Correlation matrix:

Variables GPD (in billions) INFLATION (%)


GPD (in billions) 1.0000 -0.4155
INFLATION (%) -0.4155 1.0000
Economic growth (%) (GGD 0.7211 -0.3307
VAT (in billions) 0.9618 -0.3817

Multicolinearity statistics:

Statistic GPD (in billions) INFLATION (%)


Tolerance 0.4449 0.8254
VIF 2.2479 1.2116

Regression of variable VAT (in billions):

Goodness of fit statistics:

Observations 16.0000
Sum of weights 16.0000
DF 12.0000
R² 0.9462
Adjusted R² 0.9328
MSE 854.1758
RMSE 29.2263
DW 2.1417

Analysis of variance:

Source DF Sum of squares


Model 3 180299.1202
Error 12 10250.1091
Corrected Total 15 190549.2294
Computed against model Y=Mean(Y)

Model parameters:

Source Value Standard error


Intercept 3.1476 40.6132
GPD (in billions) 0.0352 0.0032
INFLATION (%) 1.1800 6.3109
Economic growth (%) (GGD -20.3293 9.4303

Equation of the model:

VAT (in billions) = 3.14761+0.03520*GPD (in billions)+1.17996*INFLATION (%)-20.32925*Economic growth (%) (

Standardized coefficients:

Source Value Standard error


GPD (in billions) 1.1179 0.1004
INFLATION (%) 0.0138 0.0737
Economic growth (%) (GGD -0.2086 0.0968

VAT (in billions) / Standardized coefficients


(95% conf. interval)
1.2 GPD (in billions)

0.8
coefficients

0.6
(95% conf. interval)
1.2 GPD (in billions)

0.8

Standardized coefficients
0.6

0.4

0.2

INFLATION (%)
0

-0.2
Economic growth (%) (GGDP)

-0.4

Variable

XLSTAT 2014.5.03 - Linear regression - on 6/30/2017 at 1:44:25 PM


Y / Quantitative: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = ANALYSIS / Range = ANALYSIS!$E$2:$E
X / Quantitative: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = ANALYSIS / Range = ANALYSIS!$B$2:$D
Confidence interval (%): 95
Tolerance: 0.0001

Summary statistics:

Variable Observations Obs. with missing data


VAT (in billions) 16 0
Year 16 0
INFLATION (%) 16 0
Economic growth (%) (GGD 16 0

Correlation matrix:

Variables Year INFLATION (%)


Year 1.0000 -0.4144
INFLATION (%) -0.4144 1.0000
Economic growth (%) (GGD 0.6152 -0.3307
VAT (in billions) 0.9674 -0.3817

Multicolinearity statistics:

Statistic Year INFLATION (%)


Tolerance 0.5716 0.8190
VIF 1.7495 1.2209

Regression of variable VAT (in billions):

Goodness of fit statistics:

Observations 16.0000
Sum of weights 16.0000
DF 12.0000
R² 0.9364
Adjusted R² 0.9205
MSE 1010.5008
RMSE 31.7884
DW 1.0886

Analysis of variance:

Source DF Sum of squares


Model 3 178423.2201
Error 12 12126.0093
Corrected Total 15 190549.2294
Computed against model Y=Mean(Y)

Model parameters:

Source Value Standard error


Intercept -46157.1043 4565.8428
Year 23.1389 2.2802
INFLATION (%) 1.9803 6.8906
Economic growth (%) (GGD -0.0641 9.0534

Equation of the model:

VAT (in billions) = -46157+23.13893*Year+1.98026*INFLATION (%)-0.06409*Economic growth (%) (GGDP)

Standardized coefficients:

Source Value Standard error


Year 0.9774 0.0963
INFLATION (%) 0.0231 0.0805
Economic growth (%) (GGD -0.0007 0.0929

VAT (in billions) / Standardized coefficients


(95% conf. interval)
1.2

1 Year
Standardized coefficients

0.8

0.6

0.4

0.2

INFLATION (%)
0
Economic growth (%) (GGDP)

-0.2

Variable
VAT (in billions) line chart

VAT (in billions)

161.30 TRUE
172.60 TRUE
207.20 TRUE
210.90 TRUE
240.70 TRUE
289.90 TRUE
301.60 TRUE
312.20 TRUE
310.10 TRUE
359.30 TRUE
369.40 TRUE
370.60 TRUE
385.60 TRUE
402.50 TRUE
523.70 TRUE
548.70 TRUE

VAT (in billions)


600.00

500.00 f(x) = 0.0302880027766584 x − 18.1394123142802


R² = 0.924988983326985
400.00
VAT (in billions)

300.00

200.00

100.00

0.00

GPD (in billions)


0.00

GPD (in billions)

VAT (in billions)


600.00

500.00

400.00
VAT (in billions)

f(x) = − 32.6858689116055 x + 417.069909801564


300.00 R² = 0.145688458363565

200.00

100.00

0.00

INFLATION (%)

VAT (in billions)


600.00

500.00

400.00 f(x) = 57.7950267979559 x + 95.3258319830488


VAT (in billions)

R² = 0.351601357380598
300.00

200.00

100.00

0.00

Economic growth (%) (GGDP)


Range = Sheet1!$B$2:$E$18 / 16 rows and 4 columns

Economic growth (%) (GGDP)VAT (in billions)


16 16
3.9375 322.8938
1.1564 112.7088
0.2844 0.3380
0.3363 0.4543
-1.0193 -0.4139

Box plot (INFLATION (%))


6
5.8
5.5
5
4.5
ION (%)

4
3.5
6
5.8
5.5
5
4.5
INFLATION (%)
4
3.5
3 2.88125
2.5
2
1.5
1 1.1

t1!$B$2:$E$18 / 16 rows and 4 columns

Obs. without missing data Minimum Maximum Mean Std. deviation


16 6612.0000 18058.9500 11259.6781 3578.9498
16 1.1000 5.8000 2.8813 1.3162
16 2.3000 5.9000 3.9375 1.1564
16 161.3000 548.7000 322.8938 112.7088

ot reject the null hypothesis H0.


ot reject the null hypothesis H0.

ot reject the null hypothesis H0.

ot reject the null hypothesis H0.


= Sheet1 / Range = Sheet1!$B$2:$D$18 / 16 rows and 3 columns

Obs. without missing data Minimum Maximum Mean Std. deviation


16 6612.0000 18058.9500 11259.6781 3578.9498
16 1.1000 5.8000 2.8813 1.3162
16 2.3000 5.9000 3.9375 1.1564

Economic growth (%) (GGDP)


0.7211
-0.3307
1.0000

Economic growth (%) (GGDP)


0.5211
0.4789
2.0882

Tolerance
0.9 2.5

0.8

2
0.7

0.6
1.5
0.5
Tolerance

VIF

0.4
1
0.3

0.2
0.5

0.1

0 0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP) GPD (in b

Variable
0.2
0.5

0.1

0 0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP) GPD (in b

Variable

Range = ANALYSIS!$E$2:$E$18 / 16 rows and 1 column


Range = ANALYSIS!$B$2:$D$18 / 16 rows and 3 columns

Obs. without missing data Minimum Maximum Mean Std. deviation


16 161.3000 548.7000 322.8938 112.7088
16 6612.0000 18058.9500 11259.6781 3578.9498
16 1.1000 5.8000 2.8813 1.3162
16 2.3000 5.9000 3.9375 1.1564

Economic growth (%) (GGDP)VAT (in billions)


0.7211 0.9618
-0.3307 -0.3817
1.0000 0.5930
0.5930 1.0000

Economic growth (%) (GGDP)


0.4789
2.0882
Mean squares F Pr > F
60099.7067 70.3599 < 0.0001
854.1758

t Pr > |t|Lower bound (95%)


Upper bound (95%)
0.0775 0.9395 -85.3409 91.6361
11.1362 < 0.0001 0.0283 0.0421
0.1870 0.8548 -12.5703 14.9302
-2.1557 0.0521 -40.8761 0.2176

925*Economic growth (%) (GGDP)

t Pr > |t|Lower bound (95%)


Upper bound (95%)
11.1362 < 0.0001 0.8992 1.3366
0.1870 0.8548 -0.1468 0.1743
-2.1557 0.0521 -0.4194 0.0022
Range = ANALYSIS!$E$2:$E$18 / 16 rows and 1 column
Range = ANALYSIS!$B$2:$D$18 / 16 rows and 3 columns

Obs. without missing data Minimum Maximum Mean Std. deviation


16 161.3000 548.7000 322.8938 112.7088
16 2001.0000 2016.0000 2008.5000 4.7610
16 1.1000 5.8000 2.8813 1.3162
16 2.3000 5.9000 3.9375 1.1564

Economic growth (%) (GGDP)VAT (in billions)


0.6152 0.9674
-0.3307 -0.3817
1.0000 0.5930
0.5930 1.0000

Economic growth (%) (GGDP)


0.6147
1.6269

Mean squares F Pr > F


59474.4067 58.8564 < 0.0001
1010.5008

t Pr > |t|Lower bound (95%)


Upper bound (95%)
-10.1092 < 0.0001 -56105.2211 -36208.9875
10.1476 < 0.0001 18.1707 28.1072
0.2874 0.7787 -13.0331 16.9936
-0.0071 0.9945 -19.7899 19.6617

mic growth (%) (GGDP)

t Pr > |t|Lower bound (95%)


Upper bound (95%)
10.1476 < 0.0001 0.7676 1.1873
0.2874 0.7787 -0.1522 0.1984
-0.0071 0.9945 -0.2030 0.2017
Box plot (Economic growth (%) (GGDP)) Box
6 5.9 550

5.5 500
wth (%) (GGDP)

5 450
billions)

4.5 400

4 350
6 5.9 550

5.5 500

Economic growth (%) (GGDP)


5 450

VAT (in billions)


4.5 400

4 3.9375 350

3.5 300

3 250

2.5 200
2.3
2 150
VIF
2.5

1.5
VIF

0.5

0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP)

Variable
0.5

0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP)

Variable
Box plot (VAT (in billions))
550 548.7

500

450
billions)

400

350
550 548.7

500

450
VAT (in billions)

400

350
322.89375
300

250

200
161.3
150
Economic
INFLA
growth VAT (in
Age TION
(%) billions)
(%)
(GGDP)

2001 4.40 4.50 161.30


2002 3.90 3.20 172.60
2003 2.80 4.00 207.20
2004 2.60 2.30 210.90
2005 2.00 3.20 240.70
2006 5.10 3.40 289.90
2007 1.10 3.30 301.60
2008 5.80 2.40 312.20
2009 3.00 2.70 310.10
2010 1.30 3.30 359.30
2011 2.90 4.10 369.40
2012 2.90 4.60 370.60
2013 2.10 5.50 385.60
2014 1.90 5.90 402.50
2015 2.20 5.80 523.70
2016 2.10 4.80 548.70

XLSTAT 2014.5.03 - Normality tests - on 7/1/2017 at 5:12:53 PM


Data: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet2 / Range = Sheet2!$B$1:$E$17 / 16 rows an
Significance level (%): 5

Summary statistics:

Variable Observations
Obs. with missing
Obs. without
data missing data
Minimum Maximum Mean
Age 16 0 16 2001.0000 2016.0000 2008.5000
INFLATION 16 0 16 1.1000 5.8000 2.8813
Economic g 16 0 16 2.3000 5.9000 3.9375
VAT (in bill 16 0 16 161.3000 548.7000 322.8938

Shapiro-Wilk test (Age):


W 0.9628
p-value 0.7123
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
H0.
The risk to reject the null hypothesis H0 while it is true is 71.23%.

P-P plot (Age):

P-P plot (Age)


1

0.9

0.8
Theoretical cumulative distribution

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Empirical cumulative distribution

Shapiro-Wilk test (INFLATION (%)):

W 0.9171
p-value 0.1514
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
H0.
The risk to reject the null hypothesis H0 while it is true is 15.14%.

P-P plot (INFLATION (%)):

P-P plot (INFLATION (%))


1

0.9

0.8
Theoretical cumulative distribution

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Empirical cumulative distribution

Shapiro-Wilk test (Economic growth (%) (GGDP)):

W 0.9380
p-value 0.3248
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
H0.
The risk to reject the null hypothesis H0 while it is true is 32.48%.

P-P plot (Economic growth (%) (GGDP)):

P-P plot (Economic growth (%) (GGDP))


1

0.9

0.8
lative distribution

0.7

0.6

0.5
P-P plot (Economic growth (%) (GGDP))
1

0.9

0.8

Theoretical cumulative distribution


0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Empirical cumulative distribution

Shapiro-Wilk test (VAT (in billions)):

W 0.9470
p-value 0.4441
alpha 0.05

Test interpretation:
H0: The variable from which the sample was extracted follows a Normal distribution.
Ha: The variable from which the sample was extracted does not follow a Normal distribution.
As the computed p-value is greater than the significance level alpha=0.05, one cannot reject the null hypothesis
H0.
The risk to reject the null hypothesis H0 while it is true is 44.41%.

P-P plot (VAT (in billions)):

P-P plot (VAT (in billions))


1

0.9

0.8
Theoretical cumulative distribution

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Empirical cumulative distribution


0.2

The
0.1

0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Empirical cumulative distribution

Summary:

Variable\Test
Shapiro-Wilk
(Age) 0.7123
(INFLATION 0.1514
(Economic 0.3248
(VAT (in bil 0.4441

XLSTAT 2014.5.03 - Multicolinearity statistics - on 7/1/2017 at 5:13:35 PM


Observations/variables table: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet2 / Range = Sheet2!$

Summary statistics:

Variable Observations
Obs. with missing
Obs. without
data missing data
Minimum Maximum Mean
Age of VAT 16 0 16 2001.0000 2016.0000 2008.5000
INFLATION 16 0 16 1.1000 5.8000 2.8813
Economic g 16 0 16 2.3000 5.9000 3.9375
VAT (in bill 16 0 16 161.3000 548.7000 322.8938

Correlation matrix:

Variables Age INFLATION


Economic
(%) growth (%)VAT
(GGDP)
(in billions)
Age of VAT 1.0000 -0.4144 0.6152 0.9674
INFLATION -0.4144 1.0000 -0.3307 -0.3817
Economic g 0.6152 -0.3307 1.0000 0.5930
VAT (in bill 0.9674 -0.3817 0.5930 1.0000

Multicolinearity statistics:

Statistic Age INFLATION


Economic
(%) growth (%)VAT
(GGDP)
(in billions)
R² 0.9403 0.1865 0.3853 0.9364
Tolerance 0.0597 0.8135 0.6147 0.0636
VIF 16.7618 1.2293 1.6269 15.7141
XLSTAT 2014.5.03 - Descriptive statistics - on 7/1/2017 at 5:15:02 PM
Quantitative data: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet2 / Range = Sheet2!$B$1:$E$17

Descriptive statistics (Quantitative data):

Statistic Age INFLATION


Economic
(%) growth (%)VAT
(GGDP)
(in billions)
No. of obse 16 16 16 16
Mean ### 2.8812 3.9375 322.8938
Standard de 4.7610 1.3162 1.1564 112.7088
Variation co 0.0023 0.4423 0.2844 0.3380
Skewness ( 0.0000 0.8402 0.3363 0.4543
Kurtosis (P -1.2094 -0.1084 -1.0193 -0.4139
Mean absolu 4.0000 0.9789 0.9625 87.4430

Box plots:

Box plot (Age) Box plot


2018 6

2016 5.5

5
2014

4.5
2012

4
2010 INFLATION (%)
Age

3.5
2008
3

2006
2.5

2004
2

2002 1.5

2000 1

Scattergrams:

Scattergram (Age) Scattergram


2018 6

2016 5.5

5
2014

4.5
2012

4
)
Scattergram (Age) Scattergram
2018 6

2016 5.5

5
2014

4.5
2012

INFLATION (%)
2010
Age 3.5
2008
3

2006
2.5

2004
2

2002 1.5

2000 1

XLSTAT 2014.5.03 - Linear regression - on 7/1/2017 at 5:15:46 PM


Y / Quantitative: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet2 / Range = Sheet2!$E$1:$E$17 /
X / Quantitative: Workbook = TEMATIO SANDRINE'S DATA.xlsx / Sheet = Sheet2 / Range = Sheet2!$B$1:$D$17 /
Confidence interval (%): 95
Tolerance: 0.0001

Summary statistics:

Variable Observations
Obs. with missing
Obs. without
data missing data
Minimum Maximum Mean
VAT (in bill 16 0 16 161.3000 548.7000 322.8938
Age of VAT 16 0 16 2001.0000 2016.0000 2008.5000
INFLATION 16 0 16 1.1000 5.8000 2.8813
Economic g 16 0 16 2.3000 5.9000 3.9375

Correlation matrix:

Variables Age INFLATION


Economic
(%) growth (%)VAT
(GGDP)
(in billions)
Age of VAT 1.0000 -0.4144 0.6152 0.9674
INFLATION -0.4144 1.0000 -0.3307 -0.3817
Economic g 0.6152 -0.3307 1.0000 0.5930
VAT (in bill 0.9674 -0.3817 0.5930 1.0000

Multicolinearity statistics:
Statistic Age INFLATION
Economic
(%) growth (%) (GGDP)
Tolerance 0.5716 0.8190 0.6147
VIF 1.7495 1.2209 1.6269

Regression of variable VAT (in billions):

Goodness of fit statistics:

Observatio 16.0000
Sum of wei 16.0000
DF 12.0000
R² 0.9364
Adjusted R² 0.9205
MSE ###
RMSE 31.7884
DW 1.0886

Analysis of variance:

Source DF Sum of squaresMean squares F Pr > F


Model 3 178423.2201 59474.4067 58.8564 < 0.0001
Error 12 12126.0093 1010.5008
Corrected T 15 190549.2294
Computed against model Y=Mean(Y)

Model parameters:

Source Value Standard error t Pr > |t|Lower boundUpper


(95%) bound (95%)
Intercept ### 4565.8428 -10.1092 < 0.0001 ### -36208.9875
Age of VAT 23.1389 2.2802 10.1476 < 0.0001 18.1707 28.1072
INFLATION 1.9803 6.8906 0.2874 0.7787 -13.0331 16.9936
Economic g -0.0641 9.0534 -0.0071 0.9945 -19.7899 19.6617

Equation of the model:

VAT (in billions) = -46157+23.13893*Age of VAT+1.98026*INFLATION (%)-0.06409*Economic growth (%) (GGDP

Standardized coefficients:

Source Value Standard error t Pr > |t|Lower boundUpper


(95%) bound (95%)
Age of VAT 0.9774 0.0963 10.1476 < 0.0001 0.7676 1.1873
INFLATION 0.0231 0.0805 0.2874 0.7787 -0.1522 0.1984
Economic g -0.0007 0.0929 -0.0071 0.9945 -0.2030 0.2017

VAT (in billions) / Standardized coefficients


(95% conf. interval)
1.2

1 Age of VAT
Standardized coefficients

0.8

0.6

0.4

0.2

INFLATION (%)
0
Economic growth (%) (GGDP)

-0.2

Variable
= Sheet2!$B$1:$E$17 / 16 rows and 4 columns

Std. deviation
4.7610
1.3162
1.1564
112.7088
mal distribution.
e cannot reject the null hypothesis

mal distribution.
e cannot reject the null hypothesis
mal distribution.
e cannot reject the null hypothesis
0.8 0.9 1

mal distribution.
e cannot reject the null hypothesis

0.9 1
0.9 1

Sheet = Sheet2 / Range = Sheet2!$B$1:$E$17 / 16 rows and 4 columns

Std. deviation
4.7610
1.3162
1.1564
112.7088
et2 / Range = Sheet2!$B$1:$E$17 / 16 rows and 4 columns

Box plot (INFLATION (%)) Box plot (Economic growth (%) (GGDP))
6 6

5.5
5.5

5
5
Economic growth (%) (GGDP)

4.5

4.5
4
INFLATION (%)

3.5 4

3
3.5

2.5
3
2

2.5
1.5

1 2

Scattergram (INFLATION (%)) Scattergram (Economic growth (%) (GGDP))


6 6

5.5
5.5

5
5
) (GGDP)

4.5

4.5
4
)
Scattergram (INFLATION (%)) Scattergram (Economic growth (%) (GGDP))
6 6

5.5
5.5

5
5

Economic growth (%) (GGDP)


4.5

4.5
4
INFLATION (%)

3.5 4

3
3.5

2.5
3
2

2.5
1.5

1 2

2 / Range = Sheet2!$E$1:$E$17 / 16 rows and 1 column


2 / Range = Sheet2!$B$1:$D$17 / 16 rows and 3 columns

Std. deviation
112.7088
4.7610
1.3162
1.1564
r bound (95%)

409*Economic growth (%) (GGDP)

r bound (95%)
owth (%) (GGDP)) Box plot (VAT (in billions))
550

500

450

400
VAT (in billions)

350

300

250

200

150

growth (%) (GGDP)) Scattergram (VAT (in billions))


550

500

450

400
s)
growth (%) (GGDP)) Scattergram (VAT (in billions))
550

500

450

400

VAT (in billions)


350

300

250

200

150

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