KEMBAR78
Assignment 2015 | PDF | Coefficient Of Determination | Errors And Residuals
Scribd
Upload
10 views5 pages

Assignment 2015

The document presents the results of a fitted simple linear regression model analyzing the dependent variable ERTURN_GENERAL_ELECTRIC using least squares method over a sample period from February 2002 to April 2013. It includes multiple regression outputs with varying coefficients for the RETURN_S_AND_P variable and dummy variables to account for outliers, showing significant statistical results with R-squared values ranging from 0.560 to 0.664. The analysis also includes normality tests and indicates the presence of upper and lower outliers affecting the model.

Uploaded by

worku yaregal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
10 views5 pages

Assignment 2015

The document presents the results of a fitted simple linear regression model analyzing the dependent variable ERTURN_GENERAL_ELECTRIC using least squares method over a sample period from February 2002 to April 2013. It includes multiple regression outputs with varying coefficients for the RETURN_S_AND_P variable and dummy variables to account for outliers, showing significant statistical results with R-squared values ranging from 0.560 to 0.664. The analysis also includes normality tests and indicates the presence of upper and lower outliers affecting the model.

Uploaded by

worku yaregal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 5

2a) fitted simple liner regression modal

Dependent Variable: ERTURN_GENERAL_ELECTRIC


Method: Least Squares
Date: 06/04/23 Time: 23:09
Sample (adjusted): 2002M02 2013M04
Included observations: 135 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -0.004535 0.004627 -0.980130 0.3288


RETURN_S_AND_P 1.340157 0.102841 13.03133 0.0000

R-squared 0.560789 Mean dependent var -0.001240


Adjusted R-squared 0.557486 S.D. dependent var 0.080702
S.E. of regression 0.053684 Akaike info criterion -2.996692
Sum squared resid 0.383305 Schwarz criterion -2.953651
Log likelihood 204.2767 Hannan-Quinn criter. -2.979202
F-statistic 169.8155 Durbin-Watson stat 1.972490
Prob(F-statistic) 0.000000
2 ) remedial measurement

 Dot plot of residual


Eviews output with Extremely low (upper outlier) (2002 M07 (0.188)
Dummy1 =extremely upper layer

Dependent Variable: ERTURN_GENERAL_ELECTRIC


Method: Least Squares
Date: 06/04/23 Time: 23:55
Sample (adjusted): 2002M02 2013M04
Included observations: 135 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -0.006121 0.004437 -1.379479 0.1701


RETURN_S_AND_P 1.398694 0.099409 14.07014 0.0000
DUMMY1 0.194658 0.052086 3.737261 0.0003

R-squared 0.602815 Mean dependent var -0.001240


Adjusted R-squared 0.596797 S.D. dependent var 0.080702
S.E. of regression 0.051244 Akaike info criterion -3.082457
Sum squared resid 0.346628 Schwarz criterion -3.017895
Log likelihood 211.0658 Hannan-Quinn criter. -3.056221
F-statistic 100.1695 Durbin-Watson stat 1.977936
Prob(F-statistic) 0.000000

 Histogram –Normality test


Eviews output with Extremely low (lower outlier) (2009 M01 (-0.171)
dummy 2 =extremely lower layer
Dependent Variable: ERTURN_GENERAL_ELECTRIC
Method: Least Squares
Date: 06/04/23 Time: 23:56
Sample (adjusted): 2002M02 2013M04
Included observations: 135 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -0.004680 0.004291 -1.090694 0.2774


RETURN_S_AND_P 1.343879 0.097014 13.85246 0.0000
DUMMY1 0.188860 0.050152 3.765758 0.0002
DUMMY2 -0.170529 0.050197 -3.397170 0.0009

R-squared 0.634973 Mean dependent var -0.001240


Adjusted R-squared 0.626614 S.D. dependent var 0.080702
S.E. of regression 0.049313 Akaike info criterion -3.152073
Sum squared resid 0.318563 Schwarz criterion -3.065991
Log likelihood 216.7649 Hannan-Quinn criter. -3.117091
F-statistic 75.95926 Durbin-Watson stat 2.195859
Prob(F-statistic) 0.000000

 Histogram –Normality test


Eviews output with Extremely low (lower outlier) (2008 M04 (-0.158)
Dummy 3 =extremely lower layer
Dependent Variable: ERTURN_GENERAL_ELECTRIC
Method: Least Squares
Date: 06/04/23 Time: 23:58
Sample (adjusted): 2002M02 2013M04
Included observations: 135 after adjustments

Variable Coefficient Std. Error t-Statistic Prob.

C -0.003539 0.004147 -0.853498 0.3950


RETURN_S_AND_P 1.360553 0.093566 14.54109 0.0000
DUMMY1 0.189044 0.048301 3.913859 0.0001
DUMMY2 -0.170297 0.048345 -3.522532 0.0006
DUMMY3 -0.159992 0.047740 -3.351279 0.0011

R-squared 0.664001 Mean dependent var -0.001240


Adjusted R-squared 0.653663 S.D. dependent var 0.080702
S.E. of regression 0.047493 Akaike info criterion -3.220121
Sum squared resid 0.293230 Schwarz criterion -3.112518
Log likelihood 222.3582 Hannan-Quinn criter. -3.176394
F-statistic 64.22651 Durbin-Watson stat 2.192084
Prob(F-statistic) 0.000000

 Histogram –Normality test

You might also like