Scribd Logo
Загрузить

Добро пожаловать в Scribd!

  • Corr N Reg

    Загружено:

    jackadams
    16 просмотров5 страниц
    This document contains the results of a regression analysis examining the relationship between money supply (the independent variable) and inflation (the dependent variable) using data from 6 countries. The key results are: 1) There is a strong positive correlation (0.9572) between money supply and inflation. 2) Money supply explains 91.6% of the variation in inflation (R^2 = 0.9164). 3) The regression equation is: Inflation = 0.0145 + 1.2074 * Money Supply. 4) Money supply has a statistically significant relationship with inflation (p-value = 0.0027).

    Исходное описание:

    money supply and inflation correlation and regression

    Оригинальное название

    corr n reg

    Авторское право

    © © All Rights Reserved

    Доступные форматы

    XLSX, PDF, TXT или читайте онлайн в Scribd

    Этот документ был вам полезен?

    Это неприемлемый материал?

    Пожаловаться на этот документ
    This document contains the results of a regression analysis examining the relationship between money supply (the independent variable) and inflation (the dependent variable) using data from 6 countries. The key results are: 1) There is a strong positive correlation (0.9572) between money supply and inflation. 2) Money supply explains 91.6% of the variation in inflation (R^2 = 0.9164). 3) The regression equation is: Inflation = 0.0145 + 1.2074 * Money Supply. 4) Money supply has a statistically significant relationship with inflation (p-value = 0.0027).

    Авторское право:

    © All Rights Reserved
    Скачайте в формате XLSX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    16 просмотров5 страниц

    Corr N Reg

    Загружено:

    jackadams
    This document contains the results of a regression analysis examining the relationship between money supply (the independent variable) and inflation (the dependent variable) using data from 6 countries. The key results are: 1) There is a strong positive correlation (0.9572) between money supply and inflation. 2) Money supply explains 91.6% of the variation in inflation (R^2 = 0.9164). 3) The regression equation is: Inflation = 0.0145 + 1.2074 * Money Supply. 4) Money supply has a statistically significant relationship with inflation (p-value = 0.0027).

    Авторское право:

    © All Rights Reserved
    Скачайте в формате XLSX, PDF, TXT или читайте онлайн в Scribd
    Отметить как неприемлемый контент
    из 5

    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.95729886
    R Square 0.916421108
    Adjusted R Squ 0.895526385
    Standard Error 0.010140508
    Observations 6

    ANOVA
    df SS MS F Significance F
    Regression 1 0.004510014 0.004510014 43.85897364 0.002696151
    Residual 4 0.00041132 0.00010283
    Total 5 0.004921333

    Coefficients Standard Error t Stat P-value Lower 95% Upper 95%


    Intercept 0.014513806 0.013723692 1.057572982 0.349889193 -0.023589272 0.052616884
    Inflation 1.207424903 0.182318566 6.622610787 0.002696151 0.701227412 1.713622394
    Lower 95.0% Upper 95.0%
    -0.023589272 0.052616884
    0.701227412 1.713622394
    6 Xi Yi
    Country Money supply Inflation Xi-X! Yi-Y!
    A 0.0685 0.0545 -0.032667 -0.017267
    B 0.116 0.0776 0.014833 0.005833
    C 0.0575 0.0349 -0.043667 -0.036867
    D 0.105 0.0735 0.003833 0.001733
    E 0.125 0.0825 0.023833 0.010733
    F 0.135 0.1076 0.033833 0.035833
    0.607000 0.430600 0.000000 0.000000
    0.101167 0.071767 0.000000 0.000000
    Covar 0.000747
    Var
    stdev
    Corr 0.957299 slope coef 0.75899 Total Variation
    DOF n-2 intercept -0.00502 explained variation
    DOF 4 Mon supply assumption 0.06850 R^2
    sig 5% Expected inflation 0.04697
    tCrit 2.776 % Expected inflation 4.70%
    tStat [corr*sqrt(n-2)]/sqrt(1-r^2) Actual inflation 0.0545
    tStat 6.623 reg residual 0.00753
    decision null rejected squared reg residual 0.000057
    SEE 0.8%
    Yf
    Cross product (Xi-X!)^2 (Yi-Y!)^2 predicted inflation reg res reg res^2 (Yi-Yf)^2
    0.000564 0.00107 0.00030 0.047 -0.0075 0.000057 0.000057
    0.000087 0.00022 0.00003 0.083 0.0054 0.000029 0.000029
    0.001610 0.00191 0.00136 0.039 0.0037 0.000014 0.000014
    0.000007 0.00001 0.00000 0.075 0.0012 0.000001 0.000001
    0.000256 0.00057 0.00012 0.090 0.0074 0.000054 0.000054
    0.001212 0.00114 0.00128 0.097 -0.0102 0.000103 0.000103
    0.003735 0.004921 0.003094 0.430600 0.000000 0.000259 0.000259
    0.000623 0.000820 0.000516 0.071767 0.000000 0.000043 0.000043

    0.000984 0.000619
    0.031373 0.024874
    0.003094
    0.000259
    0.92
    r rf+B(rm-rf)
    r-rf a+B(rm-rf)+e
    Multiple R 0.5864
    R squared 0.3439
    SEE 0.0404
    N 60
    Coef SE tStat
    a 0.0041 0.0135 0.3037
    B 1.1558 0.2096 5.5135

    Ho B=1
    Ha B//1
    sig 5%
    tCritical 2
    Test statistic 0.74332
    Decision null cannot be rejected

    Вам также может понравиться