Regression Forecasting

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Input

No. of Variables
No. of Observations
Dependent
94.20
46.26
33.67
69.79
58.00
22.91
79.94
24.33
5.72
53.25
44.33
46.00
24.49
38.83
19.80
21.17
22.00
23.00
39.83
64.21

Indep1
103.63
52.06
43.12
70.95
67.98
28.23
89.26
31.88
9.15
56.30
51.74
51.41
33.98
43.20
25.22
28.18
28.72
27.74
40.47
67.30

Indep2
60.14
10.93
18.97
47.55
30.07
17.13
59.46
-0.88
-27.06
44.46
21.47
19.79
-2.75
2.04
-16.86
12.33
-17.54
-11.43
36.39
49.12

Indep3
45.08
7.14
40.19
40.57
42.06
85.04
97.38
54.63
20.33
77.93
12.79
14.35
95.47
58.81
4.07
7.43
19.94
20.19
70.21
49.64

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4
20

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0

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20

10

Actual De
94.20291
46.26046
33.67132
69.79117
58
22.91222
79.93727
24.33319
5.71566
53.25315
44.32917
46
24.48765
38.83254
19.79815
21.16719
22
23
39.83291
64.21434

Predicted
94.85609
45.41001
38.04597
65.4171
60.66476
24.09357
81.3449
25.6336
3.656369
51.68593
46.32732
45.79985
26.31028
35.59949
19.03978
25.14031
21.60607
21.52189
37.29463
62.29138

0.912
Residual
0.653186
-0.85045
4.374657
-4.37406
2.664756
1.181347
1.407637
1.300412
-2.05929
-1.56722
1.998149
-0.20015
1.822626
-3.23304
-0.75838
3.973118
-0.39393
-1.47811
-2.53828
-1.92297

e^2

(e-et-1)^2

0.72326
19.1376
19.1324
7.10093
1.39558
1.98144
1.69107
4.24068
2.45617
3.9926
0.04006
3.32196
10.4526
0.57514
15.7857
0.15518
2.18482
6.44289
3.6978

2.260914
27.30172
76.54013
49.545
2.200502
0.051207
0.011497
11.2876
0.242135
12.71184
4.832515
4.09162
25.55981
6.123981
22.38705
19.07109
1.175461
1.12396
0.378615

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2.553842 d
1 dl
1.68 du

0
1
1.68
2.32
3
4

Positive Autocorrelation det


Positive Autocorrelation ma
No Autocorrelation detected
Negative Autocorrelation ma
Negative Autocorrelation de
Negative Autocorrelation de

4
Negative Autocorrelation ma

Input

104.508 266.8967

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Positive Autocorrelation detected


Positive Autocorrelation maybe present
No Autocorrelation detected
Negative Autocorrelation maybe present
Negative Autocorrelation detected
Negative Autocorrelation detected

Negative Autocorrelation maybe present

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Output

Equation Parameters

Intercept
Indep1
Indep2
Indep3

Independent Analysis

Coefficients

Standard Error

-0.357
0.856
0.125
-0.022

2.290
0.055
0.053
0.022

Dependent =

R Squared

98.57%
81.60%
7.59%

Gradient

0.97
0.79
0.21

Auto
Correlation
Dl=1.20 Du=1.41

Intercept

-4.60
27.66
32.57

Tests for Multicolinearity between Independent Variables

DW-Stat

Adjusted RSquared against


other Indep

2.43
1.90
1.71

76.97%
79.68%
14.43%

0.86*Indep1 + 0.12*Indep2 + -0.02*Indep3 + -0.36 (+/- 2.56)

Independent R-Square Matrix


100%

78%

8%

Indep1

78%

100%

19%

Indep2

8%

19%

100%

Indep3

Actual versus Predicted Dependent

Step 2 - Forecasting
Trend R-Squared Matrix

100
90

f(x) = 0.9894226907x + 0.4398781866


R = 0.9894226907

Predicted

80

Independent Variable
Indep1
Indep2
Indep3

70
60

Linear

Multiple Regression Equation

Exponential

498.8907

2nd Ord
Polynomial

2.5609

F - Statistic

3rd Ord
Polynomial

Standard Error

98.94% of the change in Dependent can be explained by the change in the 3 Independent Variables
Adjusted for Sample Size bias
2.55384
Durbin-Watson Statistic
Critical D-W Values: Lower (Dl)=1.00; Upper (Du)=1.68
to +/- on result of Regression Equation
Therefore Negative Autocorrelation maybe present at 95% Confidence
Therefore analysis IS Significant
3.12735
Critical F-Statistic at 95% Confidence
(Significance holds to 100.0% Level of Confidence)

Indep3

0.9874

Indep2

0.9894

Adjusted R Square

Indep1

R Square

33%
31%
18%

33%
22%
3%

11%
###
2%

20%
10%
1%

50
40
30
20
10
10

20

30

40

50

Actual

60

70

80

90

100

Number of Periods to Forecast

10

Choose Method
Linear
Linear
Linear

-0.3571
Time
Period

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36

Forecast Output
0.8558743808
Indep1

103.63
52.06
43.12
70.95
67.98
28.23
89.26
31.88
9.15
56.30
51.74
51.41
33.98
43.20
25.22
28.18
28.72
27.74
40.47
67.30
29.20
27.45
25.71
23.96
22.22
20.47
18.72
16.98
15.23
13.49
11.74

0.1247005064 -0.0216832583
Indep2

60.14
10.93
18.97
47.55
30.07
17.13
59.46
-0.88
-27.06
44.46
21.47
19.79
-2.75
2.04
-16.86
12.33
-17.54
-11.43
36.39
49.12
2.88
1.47
0.06
-1.35
-2.75
-4.16
-5.57
-6.98
-8.39
-9.80
-11.21

Indep3

45.08
7.14
40.19
40.57
42.06
85.04
97.38
54.63
20.33
77.93
12.79
14.35
95.47
58.81
4.07
7.43
19.94
20.19
70.21
49.64

Dependent

94.20
46.26
33.67
69.79
58.00
22.91
79.94
24.33
5.72
53.25
44.33
46.00
24.49
38.83
19.80
21.17
22.00
23.00
39.83
64.21
24.99
23.32
21.65
19.98
18.31
16.64
14.97
13.30
11.63
9.97
8.30

Time
Period

37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74

Indep1

Indep2

Indep3

Dependent

Time
Period

75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112

Indep1

Indep2

Indep3

Dependent

Time
Period

113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150

Indep1

Indep2

Indep3

Dependent

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