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Regression

The document provides statistical analysis of a regression model. It includes details on the multiple R, R square, adjusted R square, standard error and significance values. It also lists the coefficients, standard errors, t stats and p-values for the intercept and two predictors.

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0% found this document useful (0 votes)
30 views7 pages

Regression

The document provides statistical analysis of a regression model. It includes details on the multiple R, R square, adjusted R square, standard error and significance values. It also lists the coefficients, standard errors, t stats and p-values for the intercept and two predictors.

Uploaded by

pratinanda04
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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SUMMARY OUTPUT

Regression Statistics
Multiple R 0.98769685307289
R Square 0.975545073570089
Adjusted R Square 0.973733597538244
Standard Error 50048.5553527457
Observations 30

ANOVA
df SS
Regression 2 2697912348218.59
Residual 27 67631163108.215
Total 29 2765543511326.8

Coefficients Standard Error


Intercept 28667.0304964304 11943.2303143847
X1=Currency 3.24244312217496 1.3316216863863
X2=Bank Deposits 1.25189105388286 0.29203392230157
MS F Significance F
1348956174109.29 538.536009541537 1.74962859715767E-22
2504857892.89685

t Stat P-value Lower 95% Upper 95%


2.40027444349819 0.0235445266233963 4161.54607202347 53172.51
2.43495818318653 0.0217798162153829 0.510181109640615 5.974705
4.2868001224532 0.000206455779907448 0.652686940257064 1.851095
Lower 95.0%
Upper 95.0%
4161.546 53172.51
0.510181 5.974705
0.652687 1.851095
Y= Changes in Financial Assets X1=Currency X2=Bank Deposits x1i
13621 965 5194 -27220.4333333333
16097 2026 6661 -26159.4333333333
18790 2776 7978 -25409.4333333333
23549 2938 9859 -25247.4333333333
25562 2220 10603 -25965.4333333333
31849 3090 14510 -25095.4333333333
36106 4815 14674 -23370.4333333333
39958 4256 14747 -23929.4333333333
48233 7655 13987 -20530.4333333333
58908 6251 18777 -21934.4333333333
68045 8157 17848 -20028.4333333333
80354 6562 29518 -21623.4333333333
109618 13367 36236 -14818.4333333333
145501 15916 55835 -12269.4333333333
124337 16525 39941 -11660.4333333333
158519 13643 50902 -14542.4333333333
171740 12780 74099 -15405.4333333333
207103 21822 79433 -6363.43333333333
236213 20845 82892 -7340.43333333333
247475 15632 94709 -12553.4333333333
286034 28156 113033 -29.4333333333343
323372 28632 122697 446.566666666666
389473 42675 155934 14489.5666666667
447165 36977 175045 8791.56666666667
584192 52151 265716 23965.5666666667
764671 67194 429282 39008.5666666667
772385 81278 389008 53092.5666666667
726889 92188 417833 64002.5666666667
989798 96940 398141 68754.5666666667
1079867 137131 548299 108945.566666667
274180.8 28185.4333333333 123113.033333333
x2i yi x1i.yi x2i.yi
-117919.033333333 -260559.8 7092550665.24667 30724959741.5267
-116452.033333333 -258083.8 6751325960.51333 30054383280.3933
-115135.033333333 -255390.8 6489335506.54667 29404428271.0267
-113254.033333333 -250631.8 6327809661.71333 28385062231.5933
-112510.033333333 -248618.8 6455494876.81333 27972109475.2933
-108603.033333333 -242331.8 6081421531.44667 26317968553.1267
-108439.033333333 -238074.8 5563911241.74667 25816601173.0267
-108366.033333333 -234222.8 5604818877.74667 25381795752.2267
-109126.033333333 -225947.8 4638806244.71333 24656787154.3933
-104336.033333333 -215272.8 4721886880.08 22460710036.56
-105265.033333333 -206135.8 4128577127.91333 21698891858.1933
-93595.0333333333 -193826.8 4191200888.01333 18141225806.8933
-86877.0333333333 -164562.8 2438562880.94667 14296727861.0267
-67278.0333333333 -128679.8 1578828227.44667 8657323873.72667
-83172.0333333333 -149843.8 1747243640.31333 12462813528.3933
-72211.0333333333 -115661.8 1682004015.71333 8352058095.19333
-49014.0333333333 -102440.8 1578144915.01333 5021036785.89333
-43680.0333333333 -67077.8 426845108.446667 2929960539.92667
-40221.0333333333 -37967.8 278700104.713333 1527104149.39333
-28404.0333333333 -26705.8 335249479.913333 758552433.393333
-10080.0333333333 11853.2 -348879.186666679 -119480651.106667
-416.03333333334 49191.2 21967150.2133333 -20465178.906667
32820.9666666667 115292.2 1670534018.04667 3784001453.12667
51931.9666666667 172984.2 1520802126.58 8983409708.26
142602.966666667 310011.2 7429594081.01333 44208516819.8933
306168.966666667 490490.2 19133319666.0467 150172877694.127
265894.966666667 498204.2 26450939702.1133 132469989152.193
294719.966666667 452708.2 28974486751.0467 133422145613.727
275027.966666667 715617.2 49201950485.2133 196814743427.693
425185.966666667 805686.2 87775939614.5133 342566465776.993
300291902550.6 1377302704417.2

For Beta 1 hat


2.12310697289E+023
2.09072360636539E+023
2.40414908084039E+022
2.30427572823433E+022
3.23833665246054E+021 9.98733526060551E+020
3.24244312217492

For Beta 2 Hat


4.68341389133178E+022
4.55838333468297E+022
1.25030556648809E+021 9.98733526060551E+020
1.25189105388286
For Beta Hat 0
274180.8
91389.6644571863
154124.105046382
28667.0304964315
x1i.x2i x1i.x1i x2i.x2i
3209807185.58111 740951990.854445 13904898422.2678
3046319202.51445 684315952.321111 13561076067.4678
2925515953.81444 645639302.321111 13256075900.6678
2859373656.31444 637432889.921111 12826476066.2678
2921371769.84778 674203728.187778 12658507600.6678
2725440182.81444 629780774.187778 11794618849.2011
2534267199.24778 546177154.187778 11759023950.2678
2593137770.24778 572617779.654445 11743197180.4011
2240404752.28111 421498692.854445 11908491151.0678
2288551767.41445 481119365.654445 10886007851.7344
2108293702.44778 401138141.787778 11080727242.6678
2023845963.61444 467572869.121111 8760030264.66778
1287381526.64778 219585966.454444 7547618920.80111
825463344.781111 150538994.321111 4526333769.20111
969821949.881111 135965705.521111 6917587128.80111
1050124138.18111 211482367.254444 5214433335.06778
755082422.914445 237327376.187778 2402375463.60111
277954980.114445 40493283.7877778 1907945312.00111
295239813.781111 53881961.5211111 1617731522.40111
356568138.847778 157588688.454444 806789109.601112
296688.981111121 866.321111111168 101607072.001111
-185786.618888892 199421.787777777 173083.73444445
475561584.581111 209947542.187778 1077215852.93444
456563347.081111 77291644.4544444 2696929161.86778
3417560904.51444 574348385.654445 20335606102.1344
11943212547.4811 1521668273.38778 93739436149.7345
14117046244.0811 2818820635.25444 70700133298.6678
18862834314.5811 4096328539.92111 86859858752.0011
18909428669.3811 4727190437.52111 75640382448.8011
46322126077.2145 11869136496.3211 180783106250.268
151798410012.567 34004245227.3667 707014393280.967
2.30427572823433E+022 2.40414908084039E+022

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