regresie mul (version 2)

7/30/2019 Regresie Mul (Version 2)

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anul pub pib isd rs ri di

1994 1 33.7 34.8 283 10.8 97.9 0

1995 1 38.6 38.9 295 9.4 94.3 0

1996 1 40.9 45.3 329 8.4 116.8 0

1997 1 43.5 54.9 354 9.3 151.4 0

1998 1 45.2 55.5 395 11.5 91.6 0

1999 1 49.4 60.3 428 10.6 54.3 0

2000 1 54.8 64.7 497 9.8 40.4 1

2001 1 64.6 72.1 515 8.8 34.6 1

2002 1 68.9 90.4 599 7.1 27.2 1

2003 1 70.3 100.4 621 6.6 21.3 1

2004 1 75.2 111.6 654 6.8 17.8 1

2005 1 78.4 130.7 668 7 10.5 1

2006 1 79.7 180.5 684 6.3 9.3 1

20071

82.5 200.7 702 6.5 8.6 1

2008 1 86.9 256.8 714 6.9 6.5 1

SUMMARY OUTPUT

Regression Statistics 2.160369

Multiple R 0.995483

R Square 0.990987

Adjusted R 0.987382

Standard 2.020268Observatio 15

ANOVA

df SS MS F Significance F

Regressio 4 4487.761 1121.94 274.8855137 3.54126E-10

Residual 10 40.81482 4.081482

Total 14 4528.576

Coefficient andard Err t Stat P-value Lower 95% Upper 95%

Intercept 18.63063 11.51068 1.618551 0.136613855 -7.016782681 44.27803

X Variable 0.036713 0.016329 2.248367 0.048313387 0.000330297 0.073097

X Variable 0.088972 0.014124 6.299301 8.91648E-05 0.057501205 0.120442X Variable -0.79534 0.581277 -1.36826 0.201186213 -2.090503245 0.49983

X Variable -0.0131 0.030889 -0.42406 0.680497523 -0.081922555 0.055725

RESIDUAL OUTPUT

Observatio Predicted Residuals


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1 35.2152 -1.5152 2.295823696

2 37.59401 1.005993 6.3564 1.012021143

3 41.35462 -0.45462 2.133394 0.206680704

4 42.76234 0.737658 1.421531 0.544139593

5 45.46576 -0.26576 1.006852 0.070629432

6 49.78243 -0.38243 0.013611 0.146252632

7 56.90134 -2.10134 2.954666 4.4156475698 59.64582 4.95418 49.78042 24.54389878

9 69.24029 -0.34029 28.03137 0.115794607

10 72.03974 -1.73974 1.958484 3.026711321

11 75.27377 -0.07377 2.77546 0.005442539

12 77.15716 1.242845 1.733484 1.544662857

13 80.98149 -1.28149 6.372241 1.64220439

14 83.17469 -0.67469 0.368205 0.45520207

15 86.01134 0.888656 2.44404 0.789709343

107.3502 40.81482068

dw 2.630175928

SUMMARY OUTPUT

Regression Statistics

Multiple R 0.995677

R Square 0.991374

Adjusted R 0.986581

Standard E 2.083408

Observatio 15

ANOVA

df SS MS F Significance F

Regressio 5 4489.511 897.9021 206.8618 5.26573E-09

Residual 9 39.0653 4.340589

Total 14 4528.576

Coefficient andard Err t Stat P-value Lower 95% Upper 95% ower 95,0

Intercept 18.09353 11.90054 1.520396 0.162734 -8.827381876 45.01444358 -8.82738

X Variable 0.041973 0.018767 2.23655 0.052136 -0.000480603 0.084427038 -0.00048X Variable 0.084297 0.016321 5.164955 0.000591 0.047376244 0.121217184 0.047376

X Variable -0.69801 0.618738 -1.12811 0.288446 -2.097689348 0.701675883 -2.09769

X Variable -0.0053 0.034139 -0.15531 0.880001 -0.082530221 0.071925654 -0.08253

X Variable 2.000917 3.151692 0.634871 0.541314 -5.128709776 9.13054452 -5.12871

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-

-


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RESIDUAL OUTPUT

bservatio redicted Residuals

1 35.3526 -1.6526 2.731096

2 37.53255 1.067449 7.398681 1.139447

3 41.24597 -0.34597 1.997762 0.119698

4 42.94467 0.555331 0.812349 0.3083935 45.20748 -0.00748 0.316756 5.59E-05

6 49.01672 0.383276 0.15269 0.1469

7 57.6509 -2.8509 10.45992 8.127654

8 60.20761 4.392393 52.46536 19.29312

9 69.28249 -0.38249 22.7995 0.146298

10 71.93704 -1.63704 1.573887 2.679886

11 75.06788 0.132116 3.129898 0.017455

12 76.94883 1.451168 1.739899 2.105889

13 80.88281 -1.18281 6.937857 1.399046

14 83.11212 -0.61212 0.325687 0.374694

15 86.21031 0.689687 1.694709 0.475668

111.805 39.0653

dw 2.862002


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ower 95,0 pper 95,0%

-7.01678 44.27803

0.00033 0.073097

0.057501 0.120442-2.0905 0.49983

-0.08192 0.055725


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2.160369

pper 95,0%

45.01444

0.0844270.121217

0.701676

0.071926

9.130545

1

1

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15


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1 2 3 4 5 6 7 8 9 10 11 12 13 14


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anul pub y pib x anul yt-ro *yt-1 x-ro*xt-1

94 33.70 34.80 94 10.31982 9.696724

95 38.60 38.90 95 8.50786 12.65611

96 40.90 45.30 96 9.277759 16.88539

97 43.60 54.90 97 8.611987 9.429314

98 45.20 55.50 98 11.46931 13.72581

99 49.40 60.30 99 13.34477 14.09777

0 54.80 64.70 0 18.61323 17.8054

1 64.60 72.10 1 14.68932 29.89551

2 68.90 90.40 2 12.48087 24.53862

3 70.30 100.40 3 16.20603 27.34687

4 75.20 111.60 4 15.29407 37.04811

5 78.40 130.70 5 13.90871 70.81988

6 79.70 180.50 6 15.61778 49.22898

782.50 200.70

7 17.6681 88.377668 86.90 256.80 8

SUMMARY OUTPUT ro 0.839175


Multiple R 0.883384

R Square 0.780367

Adjusted R 0.763473

Standard E 8.743626

Observatio 15

ANOVA

df SS MS F ignificance F

Regressio 1 3531.254 3531.254 46.18977 1.27E-05

Residual 13 993.863 76.451

Total 14 4525.117

Coefficient andard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0

Intercept 36.81847 4.194799 8.777172 7.99E-07 27.75616 45.88079 27.75616 45.88079

X Variable 0.240667 0.035411 6.796306 1.27E-05 0.164165 0.317169 0.164165 0.317169

RESIDUAL OUTPUT

(et-et-1) 2 et^2


1 45.19369 -11.4937 132.1048

2 46.18042 -7.58042 15.31365 57.46277

3 47.72069 -6.82069 0.577192 46.5218

4 50.03109 -6.43109 0.151786 41.35895

5 50.17549 -4.97549 2.118771 24.75552


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SUMMARY OUTPUT


Multiple R 0.574816

R Square 0.330414

Adjusted R 0.274615

Standard 2.809191

Observatio 14

ANOVAdf SS MS F ignificance F

Regressio 1 46.72998 46.72998 5.921516 0.031535

Residual 12 94.69868 7.891557

Total 13 141.4287

Coefficient andard Err t Stat P-value Lower 95%Upper 95%

Intercept 10.9104 1.231686 8.858101 1.31E-06 8.226786 13.59401

X Variable 0.078908 0.032427 2.433417 0.031535 0.008256 0.149561

RESIDUAL OUTPUT(et-et-1) 2 et^2

Observatio redicted Residuals

1 11.67555 -1.35574 1.838022

2 11.90907 -3.40121 4.183972 11.56825

3 12.2428 -2.96504 0.190246 8.791465

4 11.65445 -3.04246 0.005994 9.256591

5 11.99348 -0.52417 6.341789 0.274758

6 12.02283 1.321942 3.408143 1.747531


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ower 95.0 pper 95.0%

8.226786 13.59401

0.008256 0.149561


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-10

-5

0

5

10

15

1 2 3 4 5 6 7 8 9 10 11

Graficul reziduurilor


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12 13 14 15


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anul pub pib isd ri

1994 33.7 34.8 283 97.9

1995 38.6 38.9 295 94.3

1996 40.9 45.3 329 116.8

1997 43.5 54.9 354 151.4

1998 45.2 55.5 395 91.6

1999 49.4 60.3 428 54.3

2000 54.8 64.7 497 40.4

2001 64.6 72.1 515 34.6

2002 68.9 90.4 599 27.2

2003 70.3 100.4 621 21.3

2004 75.2 111.6 654 17.8

2005 78.4 130.7 668 10.5

2006 79.7 180.5 684 9.3

2007 82.5 200.7 702 8.6

2008 86.9 256.8 714 6.5

SUMMARY OUTPUT


Multiple R 0.994636

R Square 0.9893

Adjusted R 0.986382

Standard E 2.098828

Observatio 15

ANOVAdf SS MS F ignificance F

Regressio 3 4480.12 1493.373 339.0117 4.08E-11

Residual 11 48.45587 4.405079

Total 14 4528.576


Intercept 5.500297 6.603681 0.832914 0.422609 -9.03431 20.0349 -9.03431 20.0349

X Variable 0.036033 0.016956 2.125094 0.057063 -0.00129 0.073353 -0.00129 0.073353

X Variable 0.100257 0.011911 8.417022 4.02E-06 0.074041 0.126474 0.074041 0.126474

X Variable 0.000437 0.030399 0.014385 0.98878 -0.06647 0.067346 -0.06647 0.067346

RESIDUAL OUTPUT


1 35.16984 -1.46984 2.160441

2 36.51909 2.080908 12.60784 4.330178

3 40.16829 0.731712 1.820329 0.535403

4 43.03577 0.464234 0.071545 0.215513


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Graficul reziduurilor


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anul pub pib isd ri

1994 33.7 34.8 283 97.9

1995 38.6 38.9 295 94.3

1996 40.9 45.3 329 116.8

1997 43.5 54.9 354 151.4

1998 45.2 55.5 395 91.6

1999 49.4 60.3 428 54.3

2000 54.8 64.7 497 40.4

2001 64.6 72.1 515 34.6

2002 68.9 90.4 599 27.2

2003 70.3 100.4 621 21.3

2004 75.2 111.6 654 17.8

2005 78.4 130.7 668 10.5

2006 79.7 180.5 684 9.3

2007 82.5 200.7 702 8.6

2008 86.9 256.8 714 6.5

SUMMARY OUTPUT


Multiple R 0.9946356

R Square 0.989299976

Adjusted R 0.986381788

Standard E 2.098828059

Observatio 15

ANOVA


Regressio 3 4480.12 1493.373 339.0117 4.08E-11

Residual 11 48.45587 4.405079

Total 14 4528.576

Coefficients andard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0

Intercept 5.500296526 6.603681 0.832914 0.422609 -9.03431 20.0349 -9.03431 20.0349

X Variable 0.036033227 0.016956 2.185094 0.057063 -0.00129 0.073353 -0.00129 0.073353

X Variable 0.100257174 0.011911 8.417022 4.02E-06 0.074041 0.126474 0.074041 0.126474

X Variable 0.000437292 0.030399 0.014385 0.98878 -0.06647 0.067346 -0.06647 0.067346

anul pub pib isd ri

1994 33.7 34.8 283 97.9

1995 38.6 38.9 295 94.3

1996 40.9 45.3 329 116.8

1997 43.5 54.9 354 151.4


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1998 45.2 55.5 395 91.6

1999 49.4 60.3 428 54.3

2000 54.8 64.7 497 40.4

SUMMARY OUTPUT



R Square 0.984717857



Observatio 8

ANOVA

df SS MS F ignificance F Regressio 3 387.7117 129.2372 85.91447 0.000436

Residual 4 6.017019 1.504255

Total 7 393.7288

Coefficients Standard t Stat P-value Lower 95%Upper 95 Lower 95.0Upper 95.0

Intercept 61.48660321 25.22811 2.437226 0.071422 -8.55785 131.5311 -8.55785 131.5311

X Variable 0.053561576 0.014327 3.738415 0.020149 0.013782 0.093341 0.013782 0.093341

X Variable 0.018461239 0.033597 0.549488 0.611907 -0.07482 0.111742 -0.07482 0.111742

X Variable -0.308019356 0.22446 -1.37227 0.241901 -0.93122 0.31518 -0.93122 0.31518

2001 64.6 72.1 515 34.6

2002 68.9 90.4 599 27.2

2003 70.3 100.4 621 21.3

2004 75.2 111.6 654 17.8

2005 78.4 130.7 668 10.5

2006 79.7 180.5 684 9.3

2007 82.5 200.7 702 8.6

2008 86.9 256.8 714 6.5

SUMMARY OUTPUT



R Square 0.984717857


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Observatio 8

ANOVA


Regressio 3 387.7117 129.2372 85.91447 0.000436Residual 4 6.017019 1.504255

Total 7 393.7288

Coefficients andard Err t Stat P-value Lower 95%Upper 95% ower 95.0 pper 95.0

Intercept 61.48660321 25.22811 2.437226 0.071422 -8.55785 131.5311 -8.55785 131.5311

X Variable 0.053561576 0.014327 3.738415 0.020149 0.013782 0.093341 0.013782 0.093341

X Variable 0.018461239 0.033597 0.549488 0.611907 -0.07482 0.111742 -0.07482 0.111742

X Variable -0.308019356 0.22446 -1.37227 0.241901 -0.93122 0.31518 -0.93122 0.31518

R^2 barat 0.972

F* 3.458934719

F 4.120311727


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f* 339.0117

f finv 4.667193


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%


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4 42.77378 0.726225 0.004305 0.527402

5 46.47487 -1.27487 4.004372 1.625289

6 49.64494 -0.24494 1.060756 0.059995

7 58.63964 -3.83964 12.92189 14.74284

8 60.58049 4.019511 61.76627 16.15647

9 68.91904 -0.01904 16.30986 0.000362

10 71.33349 -1.03349 1.029119 1.06810311 74.78693 0.413075 2.09255 0.170631

12 76.88731 1.512691 1.209156 2.288233

13 80.5262 -0.8262 5.47043 0.682613

14 83.03378 -0.53378 0.085511 0.284923

15 86.59312 0.306876 0.706706 0.094173

120.9944 44.96376

dw 2.69093

0,814

1,750

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-1

0

1 2 3 4 5 6 7 8


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uurilor


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9 10 11 12 13 14 15


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anul pub pib isd di

1994 33.7 34.8 283 0

1995 38.6 38.9 295 0

1996 40.9 45.3 329 0

1997 43.5 54.9 354 0

1998 45.2 55.5 395 0

1999 49.4 60.3 428 0

2000 54.8 64.7 497 1

2001 64.6 72.1 515 1

2002 68.9 90.4 599 1

2003 70.3 100.4 621 1

2004 75.2 111.6 654 1

2005 78.4 130.7 668 1

2006 79.7 180.5 684 1

2007 82.5 200.7 702 1

2008 86.9 256.8 714 1

2.593093

SUMMARY OUTPUT


Multiple R 0.995023

R Square 0.990071

Adjusted R 0.987363

Standard E 2.021785Observatio 15

ANOVA


Regressio 3 4483.612 1494.537 365.6258 2.7E-11

Residual 11 44.96376 4.087615

Total 14 4528.576


Intercept 8.616629 3.9843 2.162646 0.053457 -0.15276 17.38601 -0.15276 17.38601

X Variable 0.044276 0.018059 2.451744 0.032146 0.004528 0.084023 0.004528 0.084023

X Variable 0.089623 0.013121 6.830636 2.84E-05 0.060744 0.118501 0.060744 0.118501X Variable 2.615929 2.82983 0.924412 0.375106 -3.61249 8.844343 -3.61249 8.844343


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regresie mul (version 2)

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