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Paper 21

R Software Module: slr.wasp (opens new window with default values)
Title produced by software: Simple Regression
Date of computation: Fri, 16 Nov 2007 10:01:58 -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/Nov/16/t11952321516fev50sc6ix43lc.htm/, Retrieved Fri, 16 Nov 2007 17:55:51 +0100
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
99,20 95,80 93,80 94,40 94,80 96,90 93,10 92,20 90,80 92,40 91,20 89,80 85,80 88,20 89,90 91,80 93,40 93,80 95,00 97,30 95,30 97,90 97,00 97,00 65,20 64,10 65,60 66,50 65,60 66,10 65,90 65,80 64,10 63,50 64,40 66,00 67,70 70,40 74,10 75,50 80,80 83,90 83,60 88,70 87,00 86,90 88,60 88,60 86,90 86,10 86,60 83,90 84,20 83,20 78,40 77,60 77,10 76,80 76,80 76,80 76,80 78,70 78,70 78,70 78,70 78,70 83,70 83,70 87,90 87,90 84,50 84,50 84,40 87,50 89,20 88,90 88,80 89,50 90,40 87,90
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
100,70 97,90 96,50 96,60 96,60 95,50 91,80 89,30 87,00 85,90 88,00 87,90 89,20 90,90 91,60 90,20 89,10 87,50 86,30 86,00 84,40 86,10 91,00 92,70 88,00 84,30 82,20 80,80 79,40 80,20 82,20 82,20 81,20 82,10 88,10 88,50 92,10 98,60 100,90 100,60 101,10 102,10 103,60 102,80 108,30 104,00 106,10 106,30 109,00 111,00 113,70 112,70 110,30 114,50 119,30 121,80 125,40 129,70 129,40 134,50 141,20 141,40 152,20 167,70 173,30 168,70 172,60 169,80 172,00 179,40 174,60 172,50 172,60 176,30 178,90 179,60 179,90 180,30 180,90 177,70
 
Text written by user:
 
Output produced by software:

Enter (or paste) two different data series delimited by hard returns.

X = exogenous variable / Y = endogenous variable



Simple Linear Regression - Ungrouped Data
ParameterValueS.E.T-STATNotes
Constant82.563006
Beta0.3962060.3845061.030430 H0: beta = 0
Elasticity0.2857330.277295-2.575839 H0: elast. = 1

Simple Linear Regression - Analysis of Variance
ANOVADFSum of SquaresMean Square
Regression1.0000001267.8609661267.860966
Residual78.00000093138.4229091194.082345
Total79.00000094406.2838751195.016252
F-TEST1.061787

Simple Linear Regression - Autocorrelation
StatisticValue
Durbin-Watson0.011102
Von Neumann Ratio0.011243
rho - Least Squares1.012041
rho - Maximum Likelihood0.977218
rho - Serial Correlation0.984828
rho - Goldberger0.994477

Simple Linear Regression - Descriptive Statistics
StatisticValue
Mean X83.361250
Biased Variance X100.957623
Biased S.E. X10.047767
Mean Y115.591250
Biased Variance Y1180.078548
Biased S.E. Y34.352271
Mean F115.591250
Biased Variance F15.848262
Biased S.E. F3.980988
Mean e0.000000
Biased Variance e1164.230286
Biased S.E. e3.863422




 
Charts produced by software:
 
Parameters:
 
R code (references can be found in the software module):
 





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

Software written by Ed van Stee & Patrick Wessa


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