Home » date » 2007 » Dec » 06 » attachments

Multiple Regression Employ Trade

R Software Module: esteq.wasp (opens new window with default values)

Title produced by software: Estimate Equation

Date of computation: Wed, 05 Dec 2007 17:04:30 -0700

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2007/Dec/06/t1196898968nr2mw0rusp5ebm8.htm/, Retrieved Thu, 06 Dec 2007 00:56:08 +0100

User-defined keywords:

Multiple Regression Employ Trade

Dataseries X:

» Textbox « » Textfile « » CSV «

561 18.9 557 17.3 566 20 588 19.9 620 19.5 626 16.2 620 17.6 573 19.8 573 19.4 574 17.2 580 21.1 590 17.8 593 17.5 597 18 595 19.1 612 17.7 628 19.2 629 15.1 621 16.3 569 18.6 567 17.2 573 17.8 584 19.1 589 16.6 591 16 595 16.7 594 17.4 611 17.9 613 17.8 611 13.9 594 15.9 543 17.9 537 15.4 544 16.4 555 17.9 561 15.3 562 14.6 555 14.9 547 15 565 16.7 578 16.3 580 11.7 569 15.1 507 15.5 501 15 509 15.4 510 16 517 14.7 519 14.8 512 13.7 509 15.1 519 16.9 523 15.8 525 12.1 517 15 456 15.1 455 15.5 461 15.3 470 15.9 475 14.2 476 14.3 471 12.9 471 14.8 503 15.9 513 14.8 510 12.5 484 14.6 431 15.6 436 15.5 443 14.3 448 16.8 460 14.9 467 15

Text written by user:

paper

Output produced by software:

This free online calculator computes equations with the following options: constant, linear deterministic trend, first differences, hyperbolic, exponential, geometric, quadratic, cubic, quartic, seasonal dummies, predetermination (lagged endogenous variables), Ordinary Least Squares, Bootstrap, Jackknife.

Econometric Regression Equation

Multiple Linear Regression - Estimated Regression Equation

Employ[t] = -6.3895862929151 Trade[t] +743.81860091903 -2.6104080896393 t^1 -10.003475814518 M1[t] -10.270747563061 M2[t] -5.3015337003682 M3[t] +25.696775677633 M4[t] +34.215811243216 M5[t] +19.725045542992 M6[t] +18.292074421342 M7[t] -19.690586252523 M8[t] -28.759850728516 M9[t] -16.799182804374 M10[t] -1.1676413196279 M11[t] + e[t]

Multiple Linear Regression - Ordinary Least Squares
Variable	Parameter	S.E.	T-STAT H0: parameter = 0	2-tail p-value	1-tail p-value
Trade[t]	-6.389586	3.249325	-1.966435	0.053958	0.026979
Constant	743.818601	60.923831	12.208993	0	0
t^1	-2.610408	0.248909	-10.487404	0	0
M1[t]	-10.003476	11.259365	-0.888458	0.377902	0.188951
M2[t]	-10.270748	11.901128	-0.863006	0.391629	0.195814
M3[t]	-5.301534	11.847912	-0.447466	0.656177	0.328089
M4[t]	25.696776	12.493981	2.056732	0.044142	0.022071
M5[t]	34.215811	12.157602	2.814355	0.006632	0.003316
M6[t]	19.725046	14.042598	1.404658	0.165366	0.082683
M7[t]	18.292074	11.708518	1.562288	0.123569	0.061784
M8[t]	-19.690586	12.310286	-1.599523	0.115046	0.057523
M9[t]	-28.759851	11.727142	-2.452418	0.017167	0.008583
M10[t]	-16.799183	11.694561	-1.436495	0.156143	0.078072
M11[t]	-1.167641	13.352737	-0.087446	0.930613	0.465307

Variable	Elasticity	S.E.^*	T-STAT H0: \|elast\| = 1	2-tail p-value	1-tail p-value
%Trade[t]	-0.191198	0.097231	-8.318365	0	0
%Constant	1.36814	0.11206	3.285207	0.001718	0.000859
%t^1	-0.177588	0.016933	-48.567373	0	0
%M1[t]	-0.001764	0.001986	-502.666961	0	0
%M2[t]	-0.001553	0.001799	-554.938638	0	0
%M3[t]	-0.000801	0.001791	-557.850615	0	0
%M4[t]	0.003885	0.001889	-527.371538	0	0
%M5[t]	0.005173	0.001838	-541.262244	0	0
%M6[t]	0.002982	0.002123	-469.638285	0	0
%M7[t]	0.002765	0.00177	-563.382555	0	0
%M8[t]	-0.002977	0.001861	-535.728923	0	0
%M9[t]	-0.004348	0.001773	-561.595196	0	0
%M10[t]	-0.00254	0.001768	-564.182549	0	0
%M11[t]	-0.000177	0.002019	-495.291635	0	0
Variable	Stand. Coeff.	S.E.^*	T-STAT H0: coeff = 0	2-tail p-value	1-tail p-value
S-Trade[t]	-0.226747	0.115309	-1.966435	0.053958	0.026979
S-Constant	0	0	0	1	0.5
S-t^1	-1.00988	0.096295	-10.487404	0	0
S-M1[t]	-0.054017	0.060799	-0.888458	0.377902	0.188951
S-M2[t]	-0.051734	0.059946	-0.863006	0.391629	0.195814
S-M3[t]	-0.026704	0.059678	-0.447466	0.656177	0.328089
S-M4[t]	0.129435	0.062932	2.056732	0.044142	0.022071
S-M5[t]	0.172345	0.061238	2.814355	0.006632	0.003316
S-M6[t]	0.099355	0.070733	1.404658	0.165366	0.082683
S-M7[t]	0.092137	0.058976	1.562288	0.123569	0.061784
S-M8[t]	-0.099181	0.062007	-1.599523	0.115046	0.057523
S-M9[t]	-0.144863	0.05907	-2.452418	0.017167	0.008583
S-M10[t]	-0.084617	0.058905	-1.436495	0.156143	0.078072
S-M11[t]	-0.005881	0.067258	-0.087446	0.930613	0.465307
^*Note	computed against deterministic endogenous series
Variable	Partial Correlation
Trade[t]	-0.24801
Constant	0.84642
t^1	-0.806758
M1[t]	-0.114901
M2[t]	-0.111651
M3[t]	-0.058156
M4[t]	0.258652
M5[t]	0.344032
M6[t]	0.179888
M7[t]	0.199312
M8[t]	-0.203867
M9[t]	-0.304151
M10[t]	-0.183829
M11[t]	-0.011384
Critical Values (alpha = 5%)
1-tail CV at 5%	1.68
2-tail CV at 5%	2

Multiple Linear Regression - Regression Statistics
Multiple R	0.94316
R-squared	0.88955
Adjusted R-squared	0.865214
F-TEST	36.552312
Observations	73
Degrees of Freedom	59
Multiple Linear Regression - Residual Statistics
Standard Error	20.157477
Sum Squared Errors	23973.108396
Log Likelihood	-315.071855
Durbin-Watson	0.245369
Von Neumann Ratio	0.248777
# e[t] > 0	37
# e[t] < 0	36
# Runs	16
Stand. Normal Runs Statistic	-5.067437

Multiple Linear Regression - Ad Hoc Selection Test Statistics
Akaike (1969) Final Prediction Error	484.248997
Akaike (1973) Log Information Criterion	6.17779
Akaike (1974) Information Criterion	481.925819
Schwarz (1978) Log Criterion	6.617056
Schwarz (1978) Criterion	747.7408
Craven-Wahba (1979) Generalized Cross Validation	502.739705
Hannan-Quinn (1979) Criterion	574.12398
Rice (1984) Criterion	532.735742
Shibata (1981) Criterion	454.359908

Multiple Linear Regression - Analysis of Variance
ANOVA	DF	Sum of Squares	Mean Square
Regression	13	193077.001193	14852.077015
Residual	59	23973.108396	406.323871
Total	72	217050.109589	3014.5848554033
F-TEST	36.552312
p-value	0

Charts produced by software:

Parameters:

R code (references can be found in the software module):

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

We may request personal information to be submitted to our servers in order to be able to:

personalize online software applications according to your needs
enforce strict security rules with respect to the data that you upload (e.g. statistical data)
manage user sessions of online applications
alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by