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MID TERM TEST MULTIVARIATE STATISTICS

Michael Wijaya

19016055

Case 3: Bank 90 Day Bill

I. Problem Identification

Investigate Multicollinearity between Bank 90 Day Bill with other financial variable

II. Methodology

Variable Identification

Variable Type of Type of Data Notation


Variable
90 Days Bank Bill Dependent Numerical Ratio Y
AllOrds Independent Numerical Ratio X1
Develop Independent Numerical Ratio X2
Mining Independent Numerical Ratio X3
Gold Independent Numerical Ratio X4
Build Independent Numerical Ratio X5
Prop Independent Numerical Ratio X6
Indust Independent Numerical Ratio X7
Energy Independent Numerical Ratio X8
Finance Independent Numerical Ratio X9
Resources Independent Numerical Ratio X10
Transport Independent Numerical Ratio X11
Retail Independent Numerical Ratio X12
Unemploy Independent Numerical Ratio X13
CPI Independent Numerical Ratio X14
Bank Independent Numerical Ratio X15

Statistic Method

Since the purpose is for prediction with only one metric dependent variables and the independent
variables are metric, the appropriate statistical technique is Multi-Linear Regression with the estimate
equation as follow:

Y = β0 + β1X1 + β2X2 + β3X3 + β4X4 + …+ β15X15

The sample size used in this research is 71 observations and confidence level is 95% (significance
level of 0.05)
III. Result and Analysis
Model Summaryb

Adjusted R Std. Error of the


Model R R Square Square Estimate Durbin-Watson

1 .978a .956 .945 .27334 1.280

a. Predictors: (Constant), CPI, Retail, Gold, Prop, Transport, Build, Unemploy, Mining,
Energy, Finance, Develop, Indust, Resources, Bank, AllOrds
b. Dependent Variable: BankBill

ANOVAa

Model Sum of Squares df Mean Square F Sig.

1 Regression 90.276 15 6.018 80.552 .000b

Residual 4.109 55 .075

Total 94.385 70

a. Dependent Variable: BankBill


b. Predictors: (Constant), CPI, Retail, Gold, Prop, Transport, Build, Unemploy, Mining, Energy,
Finance, Develop, Indust, Resources, Bank, AllOrds

1. Multiple R
Multiple R is the correlation coefficient that reflects only the degree of association between dependent
variable with independents variables. The result shows that the model‘s multiple R is 0.978 which
reflects user wiki is considered highly associated with Bank, AllOrds, Develop, Mining, Gold, Build, Prop,,
Indust, Energy, Finance, Resources, Transport, Retail, Unemploy, CPI

2. R Square
R square (R2) refers to as the coefficient of determination that indicates the percentage of total
variation dependent variable explained by the regression model. The model has R square value 0.956
which indicates that 95.6% of the total variation of user wiki explained by the regression model
consisting Bank, AllOrds, Develop, Mining, Gold, Build, Prop,, Indust, Energy, Finance, Resources,
Transport, Retail, Unemploy, CPI.

3. Adjusted R Square
Adjusted R square shows the proportion of variation in Y explained by all X variables adjusted for the
number of X variables used relative to the sample size. The adjusted R square of 0.945 indicates that
94.5% variation in Wikipedia users is explained by Bank, AllOrds, Develop, Mining, Gold, Build, Prop,,
Indust, Energy, Finance, Resources, Transport, Retail, Unemploy, CPI.
4. Standard Error of the Estimate
The standard error of the estimate is another measure of the accuracy of the model predictions. It
represents an estimate of the standard deviation of the actual dependent values around the regression
line; that is, it is a measure of variation around the regression line. Thus, Wikipedia users, given the
sample, disperse about 0.27334 or 27.334% from the model predicted values.

5. ANOVA and F Ratio


The ANOVA analysis provides the statistical test for the overall model fit in terms of the F ratio. The
model shows that the F ratio of 80.552 is statistically significant at significance level of 0.000 (less than
0.05). It represents that the model has at least one regression coefficient that is not equal to zero which
also indicates at least one independent variable affects annual net sales.

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients Collinearity Statistics

Model B Std. Error Beta t Sig. Tolerance VIF

1 (Constant) 9.889 10.361 .954 .344

Bank .001 .001 .458 1.086 .282 .004 225.062

AllOrds -.004 .001 -5.308 -6.590 .000 .001 819.640

Develop .001 .000 .522 1.646 .106 .008 127.270

Mining -.001 .003 -.069 -.176 .861 .005 192.151

Gold .000 .000 -.062 -.383 .703 .030 33.239

Build .001 .001 .179 1.252 .216 .039 25.900

Prop -.004 .002 -.259 -2.570 .013 .078 12.862

Indust .003 .001 1.137 2.104 .040 .003 369.213

Energy .001 .001 .177 .589 .559 .009 114.466

Finance .002 .001 .614 2.100 .040 .009 108.151

Resources .007 .003 1.175 2.572 .013 .004 263.798

Transport -.001 .000 -.498 -3.490 .001 .039 25.724

Retail .002 .000 .366 3.281 .002 .064 15.695

Unemploy -1.254 .201 -1.378 -6.250 .000 .016 61.439

CPI .138 .075 .600 1.834 .072 .007 135.047

a. Dependent Variable: BankBill

1. Intercept
Intercept or constant value can be interpreted as the expected value of dependent variable when the
independent variable(s) is equal to zero. The intercept is 9.889. Therefore, the expected value of
Wikipedia users, given all of the predictor values are equal to zero, is 9.889.
On the other word, the 90 days bank bill is valued 9.889 when other variables are nonexistent. when it
has perceived usefulness, perceived ease of use, perceived enjoyment. This interpretative value
becomes dubious, additionally, the standard error for this estimation is relatively moderate with
standart error of 10.361 when at constant, and very low in other variables. Further interpretation will be
discussed in t value section.

2. Regression Coefficients (B and Beta)


The regression coefficient (B) and the standardized coefficient (β) reflect the change in the dependent
measure for each unit change in the independent variable. The results show that with every increase in
one unit of CPI, there will be an increase of 0.138 in Bank Bill, whilst the increase in other variables
doesn’t seem to generate much difference except for Unemployment rate. For every unit of increase in
unemployment rate, there will be a decrease in Bank bill by 1.254.

3. Standard Error of the Coefficient


Even though Bank Bill decrease for each unit increased in Unemployment, it is known from the standard
error of the regression coefficient that the increased value disperse about 0.201 unit. The similar
interpretation is also applied for the remaining independent variables. Therefore, the annual Bank Bill
disperse from the predicted value increase/decrease with the number of expected error

4. t Value of Variables
The t value of variables indicates whether the researcher can confidently say, with a stated level of
error, that the coefficient is not equal to zero. The t value for constant, Bank, Develop, Mining, Gold,
Build, Energy, and CPI are statistically insignificant which can be seen from the significance level of
greater than 0.05. Thus, the all mentioned variables can be dropped from the equation. However, the
other regression coefficients are statistically significant. It means that the estimated regression
coefficient for AllOrds, Prop, Industry, Finance, Resources, Transport, Retail, Unemployment.

Regression Equation
Based on the SPSS results and analysis before, here is the regression equation for predicting annual net
sales.

Y = -0.004 X1 - 0.004 X2 + 0.003 X3 + 0.002 X4 + 0.007 X5 – 0.001 X6 + 0.002 X7 – 1.254 X8

with:
Y = 90 Days Bank Bill
X1 = AllOrds
X2 = Prop
X3 = Industry
X4 = Finance
X5 = Resources
X6 = Transport
X7 = Retail
X8 = Unemployment
Conclusion
1.
Based on the results and analysis, it can be conclude that:

1. X1 = AllOrds
2. X2 = Prop
3. X3 = Industry
4. X4 = Finance
5. X5 = Resources
6. X6 = Transport
7. X7 = Retail
8. X8 = Unemployment
Are significant to influence 90 days bank bill

2.
Factor that most account for increasing 90 Days Bank Bill is
With the variables that most increase bank bill is Resources, followed by Industry, Finance, and Retail.

Factor that is the least increasing 90 Days Bank Bill is


Unemployment, followed by AllOrds and Prop, then Transport

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