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10,000
8,000
6,000
4,000
2,000
0
Year
0.00
Year
5
f(x) = 0.149411764705882 x + 2.6675
4
3
2
1
0
Year
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
Box plots:
18000 18058.95
16000
billions)
14000
20000
18000 18058.95
16000
12000
11,259.68
10000
8000
6612
6000
Summary statistics:
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%.
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%.
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%.
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:
Correlation matrix:
Multicolinearity statistics:
R²
0.6
0.5
0.4
0.3
R²
0.2
0.1
0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP)
Variable
0.1
0
GPD (in billions) INFLATION (%) Economic growth (%) (GGDP)
Variable
Summary statistics:
Correlation matrix:
Multicolinearity 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:
Model parameters:
Standardized coefficients:
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
Summary statistics:
Correlation matrix:
Multicolinearity 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:
Model parameters:
Standardized coefficients:
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
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
300.00
200.00
100.00
0.00
500.00
400.00
VAT (in billions)
200.00
100.00
0.00
INFLATION (%)
500.00
R² = 0.351601357380598
300.00
200.00
100.00
0.00
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
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
5.5 500
wth (%) (GGDP)
5 450
billions)
4.5 400
4 350
6 5.9 550
5.5 500
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)
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
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%.
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
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%.
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
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%.
0.9
0.8
lative distribution
0.7
0.6
0.5
P-P plot (Economic growth (%) (GGDP))
1
0.9
0.8
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
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%.
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
The
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
Summary:
Variable\Test
Shapiro-Wilk
(Age) 0.7123
(INFLATION 0.1514
(Economic 0.3248
(VAT (in bil 0.4441
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:
Multicolinearity statistics:
Box plots:
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:
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
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:
Multicolinearity statistics:
Statistic Age INFLATION
Economic
(%) growth (%) (GGDP)
Tolerance 0.5716 0.8190 0.6147
VIF 1.7495 1.2209 1.6269
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:
Model parameters:
Standardized coefficients:
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$17 / 16 rows and 4 columns
Std. deviation
4.7610
1.3162
1.1564
112.7088
mal distribution.
e cannot reject the null hypothesis
mal distribution.
e cannot reject the null hypothesis
mal distribution.
e cannot reject the null hypothesis
0.8 0.9 1
mal distribution.
e cannot reject the null hypothesis
0.9 1
0.9 1
Std. deviation
4.7610
1.3162
1.1564
112.7088
et2 / Range = Sheet2!$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
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
4.5
4
INFLATION (%)
3.5 4
3
3.5
2.5
3
2
2.5
1.5
1 2
Std. deviation
112.7088
4.7610
1.3162
1.1564
r bound (95%)
r bound (95%)
owth (%) (GGDP)) Box plot (VAT (in billions))
550
500
450
400
VAT (in billions)
350
300
250
200
150
500
450
400
s)
growth (%) (GGDP)) Scattergram (VAT (in billions))
550
500
450
400
300
250
200
150