The following output resulted from a regression model where SAGap is seasonally
adjusted Gap sales and dpi is disposable income per capita.
Audit Trail -- Coefficient Table (Mulitple Regression Selected)
Series
Description
Included in
Model
Coefficient Standard Error T-test Pvalue F-test...
احمد عمرو الضبيب:األسم
19 :الرقم التسلسلي
73992 :شعبه
1) The following output resulted from a regression model where SAGap is seasonally
adjusted Gap sales and dpi is disposable income per capita.
Audit Trail -- Coefficient Table (Mulitple Regression Selected)
Series Included in Coefficient Standard Error T-test Pvalue F-test Elasticity
Description Model
SAGAP Dependent - 2,867,564.78 140,536.33 - 20.40 0.00 416.34
dpi Yes 809.79 25.04 32.33 0.00 1,045.55 2.91
Audit Trail -- Correlation Coefficient Table
Series Description Included in Model SAGap dpi
SAGap Dependent 1.00 0.97
dpi Yes 0.97 1.00
1
, [Document title]
- -
Audit Trail - Statistics
Accuracy Measures Value Forecast Statistics Value
AIC 2,135.23 Durbin Watson(4) 0.43
BIC 2,137.56 Mean 1,501,041.15
Mean Absolute Percentage Error 34.60 % Standard Deviation 1,303,264.45
(MAPE)
R-Square 94.59 % Max 4,253,174.95
Adjusted R-Square 94.51 % Min 123,121.77
Mean Square Error 90,711,613,878.48 Range 4,130,053.18
Root Mean Square Error 301,183.69 Root Mean Square 1,294,661.95
Theil 6.23 Ljng-Box 347.40
A) None of the options are true.
B) This regression model is a lagged model.
C) This regression model is a nonlinear model.
D) This regression model is a causal model.
E) This regression model is a multiple regression model.
2) The following regression represents seasonally adjusted shoe store sales in millions of
dollars in the United States.
Audit Trail -- Coefficient Table (Mulitple Regression Selected)
Series Included in Coefficient Standard T-test Pvalue F-test Elasticity Overall
Description Model Error F-test
SASSS Dependent 1,523.74 11.19 136.23 0.00 18,557.38 471.00
Time index Yes 2.90 0.13 21.70 0.00 471.00 0.12
Audit Trail - Statistics
Accuracy Measures Value Forecast Statistics Value
AIC 1,618.57 Durbin Watson(12) 1.15
BIC 1,621.54 Mean 1,734.33
Mean Absolute Percentage Error (MAPE) 3.06 % Standard Deviation 138.23
R-Square 76.84 % Max 1,988.06
Mean Absolute Error 51.97 Min 1,397.82
Mean Square Error 4,395.44 Mean Absolute Deviation 114.40
Root Mean Square Error 66.30 Mean Square Deviation 18,974.57
Theil 0.80 Ljng-Box 85.17
Method Statistics Value
3
, [Document title]
Method Selected Multiple Regression
Consider the simple regression above. The dependent variable is seasonally adjusted shoe store
sales in the United States. The independent variable is the index of time.The slope term in this
regression
A) is 1523.74.
B) is 11.19.
C) is 2.90.
D) is 0.13.
3) The Y-intercept of the simple regression model
A) is always positive when the correlation between the dependent and independent
variable is positive.
B) rarely has a useful interpretation.
C) almost always has a useful interpretation.
D) All of the options are correct.
E) is always a positive number.
4) The following regression represents seasonally adjusted shoe store sales in millions of
dollars in the United States.
Audit Trail -- ANOVA Table (Multiple Regression Selected)
Source of variation SS df MS SEE
Regression 2,099,394.07 1 2,099,394.07
Error 632,943.91 142 4,457.35 66.76
Total 2,732,337.98 143
4
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